Current Wealthfront
Asset Allocation
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
The earliest data available for this chart is Sep 20, 2018, corresponding to the inception date of ESGV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Current Wealthfront | 13.35% | 2.98% | 9.24% | 21.58% | 10.91% | N/A |
| Portfolio components: | ||||||
SCHB Schwab U.S. Broad Market ETF | 17.59% | 2.67% | 10.69% | 27.90% | 15.10% | 12.35% |
ESGU iShares ESG MSCI USA ETF | 18.02% | 2.92% | 11.14% | 28.07% | 15.53% | N/A |
ESGV Vanguard ESG U.S. Stock ETF | 17.46% | 2.84% | 10.23% | 29.20% | 15.68% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 10.50% | 3.74% | 8.40% | 19.11% | 8.74% | 5.33% |
SCHF Schwab International Equity ETF | 10.69% | 3.87% | 8.23% | 19.48% | 8.82% | 5.20% |
ESGD iShares ESG Aware MSCI EAFE ETF | 11.57% | 3.83% | 8.73% | 19.73% | 8.77% | N/A |
VWO Vanguard FTSE Emerging Markets ETF | 9.48% | 2.42% | 8.24% | 14.05% | 5.40% | 2.73% |
ESGE iShares ESG Aware MSCI EM ETF | 8.39% | 3.20% | 8.73% | 12.82% | 4.15% | N/A |
NUEM Nuveen ESG Emerging Markets Equity ETF | 9.02% | 2.48% | 7.19% | 11.89% | 5.89% | N/A |
VTEB Vanguard Tax-Exempt Bond ETF | 1.25% | 0.89% | 1.90% | 6.21% | 1.00% | N/A |
MUB iShares National AMT-Free Muni Bond ETF | 1.38% | 0.93% | 1.78% | 5.75% | 1.01% | 2.19% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.50% | 4.06% | 2.91% | -2.98% | 4.09% | 1.58% | 1.85% | 13.35% | |||||
| 2023 | 7.92% | -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% |
| 2021 | 0.31% | 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% |
| 2019 | 8.05% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Current Wealthfront is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 2.32 | 3.16 | 1.42 | 2.12 | 10.50 |
ESGU iShares ESG MSCI USA ETF | 2.34 | 3.18 | 1.42 | 2.03 | 10.74 |
ESGV Vanguard ESG U.S. Stock ETF | 2.25 | 3.03 | 1.40 | 1.83 | 10.37 |
VEA Vanguard FTSE Developed Markets ETF | 1.61 | 2.28 | 1.28 | 1.27 | 7.53 |
SCHF Schwab International Equity ETF | 1.66 | 2.35 | 1.29 | 1.37 | 7.83 |
ESGD iShares ESG Aware MSCI EAFE ETF | 1.68 | 2.38 | 1.29 | 1.42 | 7.66 |
VWO Vanguard FTSE Emerging Markets ETF | 1.12 | 1.63 | 1.19 | 0.55 | 5.21 |
ESGE iShares ESG Aware MSCI EM ETF | 0.93 | 1.40 | 1.17 | 0.41 | 4.21 |
NUEM Nuveen ESG Emerging Markets Equity ETF | 0.64 | 1.01 | 1.13 | 0.41 | 3.80 |
VTEB Vanguard Tax-Exempt Bond ETF | 1.46 | 2.22 | 1.27 | 0.59 | 4.64 |
MUB iShares National AMT-Free Muni Bond ETF | 1.37 | 2.07 | 1.25 | 0.57 | 4.31 |
Dividends
Dividend yield
Current Wealthfront granted a 2.15% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current Wealthfront | 2.15% | 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 | 1.24% | 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 | 1.15% | 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 | 1.12% | 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 | 3.20% | 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 | 2.63% | 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 | 2.87% | 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 | 3.13% | 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 | 2.52% | 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 | 2.18% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.93% | Jan 21, 2020 | 44 | Mar 23, 2020 | 103 | Aug 18, 2020 | 147 |
| -27.14% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -16.03% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -8.16% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.79% | Sep 3, 2020 | 15 | Sep 24, 2020 | 12 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current Current Wealthfront volatility is 5.76%, 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
| VTEB | MUB | NUEM | VWO | ESGE | ESGV | ESGU | SCHB | ESGD | SCHF | VEA | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VTEB | 1.00 | 0.87 | 0.08 | 0.08 | 0.08 | 0.09 | 0.09 | 0.08 | 0.09 | 0.09 | 0.09 |
| MUB | 0.87 | 1.00 | 0.08 | 0.08 | 0.09 | 0.10 | 0.09 | 0.08 | 0.11 | 0.10 | 0.10 |
| NUEM | 0.08 | 0.08 | 1.00 | 0.93 | 0.93 | 0.65 | 0.64 | 0.65 | 0.73 | 0.75 | 0.75 |
| VWO | 0.08 | 0.08 | 0.93 | 1.00 | 0.98 | 0.68 | 0.68 | 0.69 | 0.77 | 0.79 | 0.79 |
| ESGE | 0.08 | 0.09 | 0.93 | 0.98 | 1.00 | 0.69 | 0.69 | 0.70 | 0.78 | 0.80 | 0.80 |
| ESGV | 0.09 | 0.10 | 0.65 | 0.68 | 0.69 | 1.00 | 0.99 | 0.99 | 0.80 | 0.81 | 0.82 |
| ESGU | 0.09 | 0.09 | 0.64 | 0.68 | 0.69 | 0.99 | 1.00 | 0.99 | 0.81 | 0.82 | 0.83 |
| SCHB | 0.08 | 0.08 | 0.65 | 0.69 | 0.70 | 0.99 | 0.99 | 1.00 | 0.82 | 0.83 | 0.84 |
| ESGD | 0.09 | 0.11 | 0.73 | 0.77 | 0.78 | 0.80 | 0.81 | 0.82 | 1.00 | 0.99 | 0.99 |
| SCHF | 0.09 | 0.10 | 0.75 | 0.79 | 0.80 | 0.81 | 0.82 | 0.83 | 0.99 | 1.00 | 1.00 |
| VEA | 0.09 | 0.10 | 0.75 | 0.79 | 0.80 | 0.82 | 0.83 | 0.84 | 0.99 | 1.00 | 1.00 |