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Current Wealthfront

Last updated Feb 21, 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
MUB
iShares National AMT-Free Muni Bond ETF
Municipal Bonds

2.38%

VTEB
Vanguard Tax-Exempt Bond ETF
Municipal Bonds

0.37%

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

23.95%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

17.56%

ESGD
iShares ESG Aware MSCI EAFE ETF
Foreign Large Cap Equities

13.27%

ESGU
iShares ESG MSCI USA ETF
Large Cap Growth Equities

12.26%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

11.97%

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

8.55%

NUEM
Nuveen ESG Emerging Markets Equity ETF
Emerging Markets Equities

7.96%

ESGE
iShares ESG Aware MSCI EM ETF
Emerging Markets Equities

1.14%

SCHF
Schwab International Equity ETF
Foreign Large Cap Equities

0.60%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
11.19%
13.40%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Current Wealthfront2.25%3.23%11.19%14.56%9.09%N/A
SCHB
Schwab U.S. Broad Market ETF
4.01%3.02%14.30%22.36%13.46%11.96%
ESGU
iShares ESG MSCI USA ETF
4.13%2.78%14.23%22.92%2.76%N/A
ESGV
Vanguard ESG U.S. Stock ETF
4.35%2.73%16.01%25.65%14.52%N/A
VEA
Vanguard FTSE Developed Markets ETF
0.69%3.10%10.13%10.11%6.65%4.64%
SCHF
Schwab International Equity ETF
1.06%3.35%10.60%10.79%6.84%4.60%
ESGD
iShares ESG Aware MSCI EAFE ETF
1.22%3.00%10.12%10.67%6.93%N/A
VWO
Vanguard FTSE Emerging Markets ETF
0.17%3.89%6.42%4.80%3.10%3.49%
ESGE
iShares ESG Aware MSCI EM ETF
-0.97%3.72%5.33%2.90%1.20%N/A
NUEM
Nuveen ESG Emerging Markets Equity ETF
1.34%5.36%6.38%4.36%3.04%N/A
VTEB
Vanguard Tax-Exempt Bond ETF
-0.55%0.63%4.55%5.11%1.91%N/A
MUB
iShares National AMT-Free Muni Bond ETF
-0.27%0.58%4.44%4.69%1.93%2.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.49%
20233.72%-3.45%-3.95%-3.04%8.67%4.88%

Sharpe Ratio

The current Current Wealthfront Sharpe ratio is 1.18. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.18

The Sharpe ratio of Current Wealthfront is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.18
1.75
Current Wealthfront
Benchmark (^GSPC)
Portfolio components

Dividend yield

Current Wealthfront granted a 2.26% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Current Wealthfront2.26%2.30%2.31%2.03%1.63%2.23%2.32%1.88%1.48%1.46%1.48%1.26%
SCHB
Schwab U.S. Broad Market ETF
1.34%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
1.38%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
1.11%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
3.13%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
2.94%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
2.99%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
3.52%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
2.67%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
2.34%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
2.84%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
2.69%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%2.73%3.02%

Expense Ratio

The Current Wealthfront features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.25%
0.00%2.15%
0.20%
0.00%2.15%
0.15%
0.00%2.15%
0.09%
0.00%2.15%
0.08%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHB
Schwab U.S. Broad Market ETF
1.71
ESGU
iShares ESG MSCI USA ETF
1.77
ESGV
Vanguard ESG U.S. Stock ETF
1.87
VEA
Vanguard FTSE Developed Markets ETF
0.75
SCHF
Schwab International Equity ETF
0.82
ESGD
iShares ESG Aware MSCI EAFE ETF
0.82
VWO
Vanguard FTSE Emerging Markets ETF
0.28
ESGE
iShares ESG Aware MSCI EM ETF
0.12
NUEM
Nuveen ESG Emerging Markets Equity ETF
0.18
VTEB
Vanguard Tax-Exempt Bond ETF
1.01
MUB
iShares National AMT-Free Muni Bond ETF
0.93

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
VTEB1.000.860.060.070.070.080.070.070.070.070.07
MUB0.861.000.070.070.080.080.080.070.090.080.08
NUEM0.060.071.000.930.940.650.640.650.730.750.76
VWO0.070.070.931.000.980.680.680.690.770.790.80
ESGE0.070.080.940.981.000.690.690.700.780.800.80
ESGV0.080.080.650.680.691.000.990.990.800.820.82
ESGU0.070.080.640.680.690.991.000.990.810.830.83
SCHB0.070.070.650.690.700.990.991.000.820.840.84
ESGD0.070.090.730.770.780.800.810.821.000.990.99
SCHF0.070.080.750.790.800.820.830.840.991.001.00
VEA0.070.080.760.800.800.820.830.840.991.001.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.92%
-1.08%
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 0.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.93%Jan 21, 202044Mar 23, 2020103Aug 18, 2020147
-27.14%Nov 9, 2021235Oct 14, 2022
-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 Chart

The current Current Wealthfront volatility is 3.04%, 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%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.04%
3.37%
Current Wealthfront
Benchmark (^GSPC)
Portfolio components
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