Singapore 2502 SGOV
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Singapore 2502 SGOV, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Singapore 2502 SGOV | -3.71% | -2.74% | -5.05% | 5.92% | N/A | N/A |
| Portfolio components: | ||||||
FXI iShares China Large-Cap ETF | 6.44% | -15.82% | 6.60% | 39.49% | -1.16% | -1.97% |
INDY iShares India 50 ETF | 1.73% | 5.34% | -4.26% | 4.73% | 16.30% | 6.80% |
ITA iShares U.S. Aerospace & Defense ETF | 3.06% | -2.08% | -3.01% | 18.26% | 14.76% | 10.39% |
ITB iShares U.S. Home Construction ETF | -13.26% | -6.19% | -29.76% | -12.61% | 23.49% | 13.16% |
QUAL iShares Edge MSCI USA Quality Factor ETF | -9.14% | -5.57% | -10.64% | 3.75% | 14.09% | 11.46% |
VCR Vanguard Consumer Discretionary ETF | -18.26% | -4.13% | -8.87% | 4.33% | 13.80% | 10.94% |
VHT Vanguard Health Care ETF | -2.64% | -7.54% | -11.44% | -1.31% | 6.88% | 7.57% |
VUG Vanguard Growth ETF | -14.09% | -5.56% | -9.40% | 6.62% | 15.57% | 13.51% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.27% | 0.38% | 2.25% | 4.96% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Singapore 2502 SGOV, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.08% | -1.12% | -1.98% | -2.67% | -3.71% | ||||||||
| 2024 | 0.11% | 3.64% | 1.89% | -2.05% | 2.64% | 1.19% | 2.48% | 1.53% | 2.11% | -1.42% | 2.96% | -2.39% | 13.22% |
| 2023 | 4.69% | -1.48% | 2.58% | 1.23% | -0.06% | 4.84% | 2.23% | -0.86% | -2.99% | -0.97% | 5.59% | 3.97% | 19.94% |
| 2022 | -3.81% | -1.45% | 0.11% | -4.18% | -0.11% | -3.86% | 5.22% | -2.56% | -5.07% | 3.64% | 4.47% | -2.28% | -10.08% |
| 2021 | -0.32% | 1.47% | 2.93% | 2.49% | 0.39% | 1.10% | 0.80% | 1.51% | -2.99% | 3.44% | -0.44% | 2.14% | 13.07% |
| 2020 | 0.32% | 1.27% | 3.59% | 4.16% | -1.44% | -1.69% | 6.47% | 2.00% | 15.36% |
Expense Ratio
Singapore 2502 SGOV has an expense ratio of 0.18%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Singapore 2502 SGOV is 63, 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 | |
|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 1.11 | 1.73 | 1.23 | 0.74 | 3.50 |
INDY iShares India 50 ETF | 0.31 | 0.52 | 1.07 | 0.25 | 0.53 |
ITA iShares U.S. Aerospace & Defense ETF | 0.83 | 1.24 | 1.18 | 1.20 | 4.79 |
ITB iShares U.S. Home Construction ETF | -0.47 | -0.52 | 0.94 | -0.39 | -0.94 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 0.17 | 0.37 | 1.05 | 0.17 | 0.74 |
VCR Vanguard Consumer Discretionary ETF | 0.14 | 0.38 | 1.05 | 0.13 | 0.44 |
VHT Vanguard Health Care ETF | -0.11 | -0.05 | 0.99 | -0.10 | -0.28 |
VUG Vanguard Growth ETF | 0.23 | 0.49 | 1.07 | 0.25 | 0.93 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.61 | 490.28 | 491.28 | 502.33 | 7,974.31 |
Dividends
Dividend yield
Singapore 2502 SGOV provided a 2.64% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.64% | 2.69% | 2.70% | 1.44% | 0.78% | 0.61% | 0.73% | 0.82% | 0.68% | 0.80% | 0.72% | 0.65% |
| Portfolio components: | ||||||||||||
FXI iShares China Large-Cap ETF | 1.65% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% |
INDY iShares India 50 ETF | 0.24% | 0.24% | 0.39% | 3.75% | 7.12% | 0.08% | 0.58% | 0.59% | 0.27% | 0.48% | 0.57% | 0.52% |
ITA iShares U.S. Aerospace & Defense ETF | 0.81% | 0.85% | 0.93% | 0.95% | 0.82% | 1.07% | 1.54% | 1.13% | 0.91% | 1.07% | 1.04% | 1.21% |
ITB iShares U.S. Home Construction ETF | 1.11% | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.13% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% |
VCR Vanguard Consumer Discretionary ETF | 0.96% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% |
VHT Vanguard Health Care ETF | 1.62% | 1.53% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% |
VUG Vanguard Growth ETF | 0.55% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.79% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Singapore 2502 SGOV. 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 Singapore 2502 SGOV was 15.57%, occurring on Oct 14, 2022. Recovery took 176 trading sessions.
The current Singapore 2502 SGOV drawdown is 6.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.57% | Nov 17, 2021 | 229 | Oct 14, 2022 | 176 | Jun 29, 2023 | 405 |
| -9.43% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -5.67% | Aug 1, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
| -4.8% | Sep 3, 2020 | 15 | Sep 24, 2020 | 12 | Oct 12, 2020 | 27 |
| -4.61% | Jun 9, 2020 | 3 | Jun 11, 2020 | 23 | Jul 15, 2020 | 26 |
Volatility
Volatility Chart
The current Singapore 2502 SGOV volatility is 6.58%, 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
| SGOV | FXI | INDY | ITA | ITB | VHT | VUG | VCR | QUAL | |
|---|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.06 | -0.01 | -0.01 | 0.01 | -0.01 | 0.00 | -0.02 | 0.00 |
| FXI | 0.06 | 1.00 | 0.38 | 0.26 | 0.29 | 0.31 | 0.41 | 0.42 | 0.41 |
| INDY | -0.01 | 0.38 | 1.00 | 0.42 | 0.38 | 0.43 | 0.51 | 0.50 | 0.55 |
| ITA | -0.01 | 0.26 | 0.42 | 1.00 | 0.49 | 0.48 | 0.49 | 0.57 | 0.62 |
| ITB | 0.01 | 0.29 | 0.38 | 0.49 | 1.00 | 0.52 | 0.57 | 0.68 | 0.67 |
| VHT | -0.01 | 0.31 | 0.43 | 0.48 | 0.52 | 1.00 | 0.60 | 0.56 | 0.71 |
| VUG | 0.00 | 0.41 | 0.51 | 0.49 | 0.57 | 0.60 | 1.00 | 0.86 | 0.92 |
| VCR | -0.02 | 0.42 | 0.50 | 0.57 | 0.68 | 0.56 | 0.86 | 1.00 | 0.83 |
| QUAL | 0.00 | 0.41 | 0.55 | 0.62 | 0.67 | 0.71 | 0.92 | 0.83 | 1.00 |