IUSG + IUSV + QUAL
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IUSG iShares Core S&P U.S. Growth ETF | Large Cap Growth Equities | 33.33% |
IUSV iShares Core S&P U.S. Value ETF | Large Cap Blend Equities | 33.33% |
QUAL iShares Edge MSCI USA Quality Factor ETF | Large Cap Growth Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IUSG + IUSV + QUAL, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Jul 18, 2013, corresponding to the inception date of QUAL
Returns By Period
As of Jan 8, 2025, the IUSG + IUSV + QUAL returned 0.45% Year-To-Date and 12.90% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| IUSG + IUSV + QUAL | 0.63% | -2.57% | 4.89% | 25.38% | 13.80% | 12.91% |
| Portfolio components: | ||||||
IUSG iShares Core S&P U.S. Growth ETF | 0.96% | -0.92% | 5.74% | 36.96% | 16.40% | 15.09% |
IUSV iShares Core S&P U.S. Value ETF | 0.24% | -4.25% | 6.02% | 12.46% | 10.60% | 10.01% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 0.51% | -3.26% | 3.10% | 23.21% | 13.43% | 13.00% |
Monthly Returns
The table below presents the monthly returns of IUSG + IUSV + QUAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.80% | 5.80% | 3.15% | -4.27% | 5.29% | 3.45% | 1.00% | 2.63% | 1.87% | -1.19% | 5.77% | -2.87% | 24.16% |
| 2023 | 6.62% | -2.57% | 3.96% | 1.53% | 0.52% | 6.57% | 3.49% | -1.20% | -4.88% | -2.06% | 8.91% | 4.75% | 27.63% |
| 2022 | -6.36% | -3.41% | 3.92% | -9.09% | -0.10% | -8.55% | 9.66% | -4.55% | -9.51% | 7.82% | 6.17% | -5.80% | -20.26% |
| 2021 | -1.47% | 2.73% | 4.42% | 5.31% | 0.60% | 2.87% | 2.78% | 3.09% | -5.40% | 7.43% | -0.43% | 3.86% | 28.27% |
| 2020 | -0.33% | -8.23% | -12.36% | 12.75% | 5.28% | 1.35% | 5.44% | 6.95% | -3.50% | -2.46% | 11.17% | 3.86% | 18.18% |
| 2019 | 8.15% | 3.66% | 2.08% | 3.92% | -6.47% | 7.06% | 1.42% | -1.76% | 1.88% | 2.14% | 3.90% | 2.90% | 31.98% |
| 2018 | 5.20% | -3.43% | -1.93% | -0.27% | 2.62% | 0.41% | 3.61% | 3.42% | 0.69% | -7.23% | 1.66% | -8.87% | -5.06% |
| 2017 | 1.62% | 4.15% | 0.00% | 0.85% | 1.29% | 0.67% | 1.64% | 0.21% | 2.38% | 2.51% | 3.29% | 1.13% | 21.54% |
| 2016 | -5.36% | 0.20% | 6.91% | 0.19% | 1.52% | 0.24% | 3.77% | 0.07% | 0.08% | -2.14% | 3.92% | 1.95% | 11.38% |
| 2015 | -2.48% | 5.89% | -1.17% | 0.23% | 1.56% | -1.84% | 2.15% | -5.81% | -2.44% | 8.23% | 0.56% | -1.98% | 2.11% |
| 2014 | -3.57% | 4.83% | 0.15% | 0.34% | 2.21% | 1.85% | -1.50% | 4.21% | -1.55% | 2.59% | 2.44% | -0.01% | 12.28% |
Expense Ratio
IUSG + IUSV + QUAL has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IUSG + IUSV + QUAL is 70, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IUSG iShares Core S&P U.S. Growth ETF | 2.14 | 2.76 | 1.39 | 2.97 | 11.77 |
IUSV iShares Core S&P U.S. Value ETF | 1.14 | 1.66 | 1.20 | 1.57 | 4.92 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.80 | 2.49 | 1.33 | 3.03 | 10.50 |
Dividends
Dividend yield
IUSG + IUSV + QUAL provided a 1.24% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.24% | 1.25% | 1.37% | 1.63% | 1.22% | 1.57% | 1.81% | 2.00% | 1.66% | 1.87% | 1.82% | 1.47% |
| Portfolio components: | ||||||||||||
IUSG iShares Core S&P U.S. Growth ETF | 0.58% | 0.59% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% |
IUSV iShares Core S&P U.S. Value ETF | 2.14% | 2.15% | 1.75% | 2.22% | 1.87% | 2.40% | 2.19% | 2.66% | 1.93% | 2.18% | 2.54% | 1.86% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.01% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the IUSG + IUSV + QUAL. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the IUSG + IUSV + QUAL was 34.32%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current IUSG + IUSV + QUAL drawdown is 3.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.32% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -26.6% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -19.81% | Sep 24, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -13.14% | Jul 21, 2015 | 143 | Feb 11, 2016 | 45 | Apr 18, 2016 | 188 |
| -9.92% | Jan 29, 2018 | 9 | Feb 8, 2018 | 123 | Aug 6, 2018 | 132 |
Volatility
Volatility Chart
The current IUSG + IUSV + QUAL volatility is 4.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| IUSV | IUSG | QUAL | |
|---|---|---|---|
| IUSV | 1.00 | 0.76 | 0.86 |
| IUSG | 0.76 | 1.00 | 0.94 |
| QUAL | 0.86 | 0.94 | 1.00 |