PortfoliosLab logo
​
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Current Wealthfront
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Current Wealthfront

Last updated Jul 25, 2024

Asset Allocation

MUB 2.38%SCHB 23.95%VEA 17.56%ESGD 13.27%ESGU 12.26%VWO 11.97%ESGV 8.55%NUEM 7.96%ESGE 1.14%BondBondEquityEquity
PositionCategory/SectorWeight
ESGD
iShares ESG Aware MSCI EAFE ETF		Foreign Large Cap Equities

13.27%

ESGE
iShares ESG Aware MSCI EM ETF		Emerging Markets Equities

1.14%

ESGU
iShares ESG MSCI USA ETF		Large Cap Growth Equities

12.26%

ESGV
Vanguard ESG U.S. Stock ETF		Large Cap Blend Equities, ESG

8.55%

MUB
iShares National AMT-Free Muni Bond ETF		Municipal Bonds

2.38%

NUEM
Nuveen ESG Emerging Markets Equity ETF		Emerging Markets Equities

7.96%

SCHB
Schwab U.S. Broad Market ETF		Large Cap Growth Equities

23.95%

SCHF
Schwab International Equity ETF		Foreign Large Cap Equities

0.60%

VEA
Vanguard FTSE Developed Markets ETF		Foreign Large Cap Equities

17.56%

VTEB
Vanguard Tax-Exempt Bond ETF		Municipal Bonds

0.37%

VWO
Vanguard FTSE Emerging Markets ETF		Emerging Markets Equities

11.97%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Current Wealthfront, 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 Quarterly

40.00%50.00%60.00%70.00%80.00%90.00%FebruaryMarchAprilMayJuneJuly
58.39%
84.23%
Current Wealthfront
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 20, 2018, corresponding to the inception date of ESGV

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Current Wealthfront8.74%-0.46%8.50%12.92%9.08%N/A
Portfolio components:
SCHB
Schwab U.S. Broad Market ETF		13.18%-0.46%10.89%20.17%13.40%12.10%
ESGU
iShares ESG MSCI USA ETF		13.25%-1.14%10.71%20.10%13.82%N/A
ESGV
Vanguard ESG U.S. Stock ETF		12.83%-1.43%10.10%20.81%13.92%N/A
VEA
Vanguard FTSE Developed Markets ETF		5.14%0.71%6.18%8.74%6.76%4.63%
SCHF
Schwab International Equity ETF		5.25%0.60%6.20%8.91%6.85%4.51%
ESGD
iShares ESG Aware MSCI EAFE ETF		6.01%0.25%6.20%9.14%6.90%N/A
VWO
Vanguard FTSE Emerging Markets ETF		5.71%-0.98%8.19%6.53%3.41%2.43%
ESGE
iShares ESG Aware MSCI EM ETF		3.83%-1.11%7.73%3.62%1.76%N/A
NUEM
Nuveen ESG Emerging Markets Equity ETF		4.97%-1.70%8.10%2.85%3.56%N/A
VTEB
Vanguard Tax-Exempt Bond ETF		0.19%0.69%1.35%3.26%1.12%N/A
MUB
iShares National AMT-Free Muni Bond ETF		0.23%0.72%0.93%3.26%1.11%2.18%

Monthly Returns

The table below presents the monthly returns of Current Wealthfront, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.50%4.06%2.91%-2.98%4.09%1.58%8.74%
20237.92%-3.59%2.94%1.15%-1.31%5.36%3.72%-3.45%-3.95%-3.04%8.67%4.88%19.72%
2022-4.03%-3.07%0.96%-7.66%0.60%-7.46%5.76%-3.97%-9.57%4.74%9.69%-3.77%-18.02%
20210.31%2.18%2.44%3.61%1.67%1.25%-0.12%2.10%-3.88%4.33%-2.73%3.40%15.20%
2020-1.97%-6.62%-14.08%9.58%4.87%3.65%5.36%5.53%-2.56%-1.61%11.60%4.98%16.97%
20198.05%2.22%1.31%3.24%-5.87%6.16%-0.22%-2.20%1.99%2.87%2.23%3.86%25.48%
2018-0.55%-7.63%2.14%-6.45%-12.22%

Expense Ratio

Current Wealthfront has an expense ratio of 0.11%, 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.

NUEM
Nuveen ESG Emerging Markets Equity ETF
Expense ratio chart for NUEM: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
ESGE
iShares ESG Aware MSCI EM ETF
Expense ratio chart for ESGE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
ESGD
iShares ESG Aware MSCI EAFE ETF
Expense ratio chart for ESGD: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
ESGU
iShares ESG MSCI USA ETF
Expense ratio chart for ESGU: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
ESGV
Vanguard ESG U.S. Stock ETF
Expense ratio chart for ESGV: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
VWO
Vanguard FTSE Emerging Markets ETF
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
MUB
iShares National AMT-Free Muni Bond ETF
Expense ratio chart for MUB: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SCHF
Schwab International Equity ETF
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VEA
Vanguard FTSE Developed Markets ETF
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
VTEB
Vanguard Tax-Exempt Bond ETF
Expense ratio chart for VTEB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
SCHB
Schwab U.S. Broad Market ETF
Expense ratio chart for SCHB: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Current Wealthfront is 25, indicating that it is in the bottom 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Current Wealthfront is 2525
Current Wealthfront
The Sharpe Ratio Rank of Current Wealthfront is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of Current Wealthfront is 2525Sortino Ratio Rank
The Omega Ratio Rank of Current Wealthfront is 2525Omega Ratio Rank
The Calmar Ratio Rank of Current Wealthfront is 2525Calmar Ratio Rank
The Martin Ratio Rank of Current Wealthfront is 2424Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Current Wealthfront
Sharpe ratio
The chart of Sharpe ratio for Current Wealthfront, currently valued at 1.10, compared to the broader market-1.000.001.002.003.004.001.10
Sortino ratio
The chart of Sortino ratio for Current Wealthfront, currently valued at 1.61, compared to the broader market-2.000.002.004.006.001.61
Omega ratio
The chart of Omega ratio for Current Wealthfront, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.801.20
Calmar ratio
The chart of Calmar ratio for Current Wealthfront, currently valued at 0.77, compared to the broader market0.002.004.006.008.000.77
Martin ratio
The chart of Martin ratio for Current Wealthfront, currently valued at 3.33, compared to the broader market0.0010.0020.0030.0040.003.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHB
Schwab U.S. Broad Market ETF		1.632.301.291.385.97
ESGU
iShares ESG MSCI USA ETF		1.622.291.291.316.25
ESGV
Vanguard ESG U.S. Stock ETF		1.562.191.271.195.97
VEA
Vanguard FTSE Developed Markets ETF		0.681.041.120.512.02
SCHF
Schwab International Equity ETF		0.721.101.130.562.15
ESGD
iShares ESG Aware MSCI EAFE ETF		0.761.141.130.602.22
VWO
Vanguard FTSE Emerging Markets ETF		0.450.741.090.221.22
ESGE
iShares ESG Aware MSCI EM ETF		0.210.401.050.090.52
NUEM
Nuveen ESG Emerging Markets Equity ETF		0.100.271.030.060.27
VTEB
Vanguard Tax-Exempt Bond ETF		0.691.051.120.281.45
MUB
iShares National AMT-Free Muni Bond ETF		0.681.031.120.291.54

Sharpe Ratio

The current Current Wealthfront Sharpe ratio is 1.14. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Current Wealthfront with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.10
1.58
Current Wealthfront
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Current Wealthfront granted a 2.24% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Current Wealthfront2.24%2.30%2.31%2.03%1.63%2.23%2.32%1.88%1.48%1.46%1.48%1.26%
Portfolio components:
SCHB
Schwab U.S. Broad Market ETF		1.28%1.40%1.61%1.21%1.63%1.80%2.13%1.65%2.31%2.00%1.72%1.63%
ESGU
iShares ESG MSCI USA ETF		1.20%1.43%1.58%1.06%1.27%1.32%1.81%1.82%0.00%0.00%0.00%0.00%
ESGV
Vanguard ESG U.S. Stock ETF		1.16%1.16%1.42%0.95%1.11%1.27%0.28%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF		3.36%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
SCHF
Schwab International Equity ETF		2.77%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%2.21%
ESGD
iShares ESG Aware MSCI EAFE ETF		3.02%3.02%2.59%2.74%1.63%2.57%2.69%2.64%0.09%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF		3.24%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
ESGE
iShares ESG Aware MSCI EM ETF		2.63%2.64%2.68%2.66%1.31%2.59%2.19%1.86%0.27%0.00%0.00%0.00%
NUEM
Nuveen ESG Emerging Markets Equity ETF		2.26%2.37%1.90%2.44%1.26%1.98%2.05%0.60%0.00%0.00%0.00%0.00%
VTEB
Vanguard Tax-Exempt Bond ETF		3.01%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%0.00%0.00%
MUB
iShares National AMT-Free Muni Bond ETF		2.85%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%2.73%3.02%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.24%
-4.73%
Current Wealthfront
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Current Wealthfront. 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 Current Wealthfront was 32.93%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.

The current Current Wealthfront drawdown is 4.17%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.93%Jan 21, 202044Mar 23, 2020103Aug 18, 2020147
-27.14%Nov 9, 2021235Oct 14, 2022339Feb 22, 2024574
-16.03%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-6.79%Sep 3, 202015Sep 24, 202012Oct 12, 202027
-6.73%Jul 25, 201915Aug 14, 201950Oct 24, 201965

Volatility

Volatility Chart

The current Current Wealthfront volatility is 3.48%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.48%
3.80%
Current Wealthfront
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
VTEBMUBNUEMVWOESGEESGVESGUSCHBESGDSCHFVEA
VTEB1.000.860.080.080.080.090.090.080.090.090.09
MUB0.861.000.080.080.090.100.090.080.110.100.10
NUEM0.080.081.000.930.930.640.640.650.720.750.75
VWO0.080.080.931.000.980.680.680.690.770.790.79
ESGE0.080.090.930.981.000.690.690.690.770.800.80
ESGV0.090.100.640.680.691.000.990.990.800.810.81
ESGU0.090.090.640.680.690.991.000.990.810.820.82
SCHB0.080.080.650.690.690.990.991.000.820.830.83
ESGD0.090.110.720.770.770.800.810.821.000.990.99
SCHF0.090.100.750.790.800.810.820.830.991.001.00
VEA0.090.100.750.790.800.810.820.830.991.001.00
The correlation results are calculated based on daily price changes starting from Sep 21, 2018