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US Global ETF HYD Cash Cows
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

US Global ETF HYD Cash Cows

Last updated Nov 2, 2024

Asset Allocation

BITO 17.5%QYLD 17.5%BOAT 15%FDL 15%JEPI 12.5%DVYE 12.5%BXSL 10%EquityEquity
PositionCategory/SectorWeight
BITO
ProShares Bitcoin Strategy ETF		Technology Equities, Actively Managed, Blockchain
17.50%
BOAT
SonicShares Global Shipping ETF		Transportation Equities
15%
BXSL
Blackstone Secured Lending Fund		Financial Services
10%
DVYE
iShares Emerging Markets Dividend ETF		Emerging Markets Equities, Dividend
12.50%
FDL
First Trust Morningstar Dividend Leaders Index Fund		Large Cap Value Equities, Dividend
15%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
12.50%
QYLD
Global X NASDAQ 100 Covered Call ETF		Derivative Income
17.50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in US Global ETF HYD Cash Cows , 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

10.00%15.00%20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
37.20%
24.64%
US Global ETF HYD Cash Cows
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 28, 2021, corresponding to the inception date of BXSL

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		20.10%-0.39%11.72%31.44%13.30%10.96%
US Global ETF HYD Cash Cows 23.89%0.76%7.34%35.15%N/AN/A
Portfolio components:
JEPI
JPMorgan Equity Premium Income ETF		12.90%-0.51%8.25%17.57%N/AN/A
BXSL
Blackstone Secured Lending Fund		19.31%2.58%-0.19%20.47%N/AN/A
BOAT
SonicShares Global Shipping ETF		12.99%-5.81%0.55%21.91%N/AN/A
DVYE
iShares Emerging Markets Dividend ETF		11.95%-4.37%5.68%24.13%1.15%2.09%
FDL
First Trust Morningstar Dividend Leaders Index Fund		20.30%0.19%13.58%30.88%10.16%10.02%
BITO
ProShares Bitcoin Strategy ETF		55.15%10.65%8.64%84.93%N/AN/A
QYLD
Global X NASDAQ 100 Covered Call ETF		15.01%0.90%9.03%19.84%7.17%8.18%

Monthly Returns

The table below presents the monthly returns of US Global ETF HYD Cash Cows , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.67%8.78%4.64%-2.45%6.79%-2.53%1.71%-0.83%4.12%0.62%23.89%
202311.42%0.04%5.50%1.65%-4.65%6.14%3.42%-4.00%-0.60%3.99%5.38%5.84%38.49%
2022-5.22%1.94%2.99%-7.01%-1.74%-12.86%8.63%-6.22%-7.69%5.79%3.21%-2.63%-20.79%
20211.00%-2.33%2.33%0.95%

Expense Ratio

US Global ETF HYD Cash Cows features an expense ratio of 0.55%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: 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%
BITO
ProShares Bitcoin Strategy ETF
Expense ratio chart for BITO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
BOAT
SonicShares Global Shipping ETF
Expense ratio chart for BOAT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
QYLD
Global X NASDAQ 100 Covered Call ETF
Expense ratio chart for QYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
DVYE
iShares Emerging Markets Dividend ETF
Expense ratio chart for DVYE: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
FDL
First Trust Morningstar Dividend Leaders Index Fund
Expense ratio chart for FDL: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of US Global ETF HYD Cash Cows is 50, 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.

The Risk-Adjusted Performance Rank of US Global ETF HYD Cash Cows is 5050
Combined Rank
The Sharpe Ratio Rank of US Global ETF HYD Cash Cows is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of US Global ETF HYD Cash Cows is 4242Sortino Ratio Rank
The Omega Ratio Rank of US Global ETF HYD Cash Cows is 4242Omega Ratio Rank
The Calmar Ratio Rank of US Global ETF HYD Cash Cows is 7171Calmar Ratio Rank
The Martin Ratio Rank of US Global ETF HYD Cash Cows is 5050Martin 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.

US Global ETF HYD Cash Cows
Sharpe ratio
The chart of Sharpe ratio for US Global ETF HYD Cash Cows , currently valued at 2.54, compared to the broader market0.002.004.002.54
Sortino ratio
The chart of Sortino ratio for US Global ETF HYD Cash Cows , currently valued at 3.35, compared to the broader market-2.000.002.004.006.003.35
Omega ratio
The chart of Omega ratio for US Global ETF HYD Cash Cows , currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for US Global ETF HYD Cash Cows , currently valued at 3.89, compared to the broader market0.002.004.006.008.0010.0012.0014.003.89
Martin ratio
The chart of Martin ratio for US Global ETF HYD Cash Cows , currently valued at 15.64, compared to the broader market0.0010.0020.0030.0040.0050.0015.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market0.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-2.000.002.004.006.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.008.0010.0012.0014.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0040.0050.0018.62
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF		2.773.861.555.0419.87
BXSL
Blackstone Secured Lending Fund		1.682.321.302.257.11
BOAT
SonicShares Global Shipping ETF		0.961.391.181.262.99
DVYE
iShares Emerging Markets Dividend ETF		1.812.651.320.947.36
FDL
First Trust Morningstar Dividend Leaders Index Fund		2.994.261.532.8721.67
BITO
ProShares Bitcoin Strategy ETF		1.502.141.251.616.22
QYLD
Global X NASDAQ 100 Covered Call ETF		2.132.911.522.7315.07

Sharpe Ratio

The current US Global ETF HYD Cash Cows Sharpe ratio is 2.54. 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 2.14 to 2.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of US Global ETF HYD Cash Cows 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.54
2.88
US Global ETF HYD Cash Cows
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

US Global ETF HYD Cash Cows provided a 18.06% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio18.06%10.69%8.88%5.03%4.01%3.03%3.48%2.42%2.61%3.01%2.95%1.04%
Portfolio components:
JEPI
JPMorgan Equity Premium Income ETF		7.25%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BXSL
Blackstone Secured Lending Fund		10.07%10.64%12.93%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOAT
SonicShares Global Shipping ETF		6.82%13.65%13.57%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DVYE
iShares Emerging Markets Dividend ETF		8.49%9.05%9.89%7.31%5.27%5.97%5.69%4.81%4.56%6.53%4.51%4.59%
FDL
First Trust Morningstar Dividend Leaders Index Fund		4.12%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%3.35%3.13%
BITO
ProShares Bitcoin Strategy ETF		65.29%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF		11.55%11.78%13.26%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.26%
-2.32%
US Global ETF HYD Cash Cows
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the US Global ETF HYD Cash Cows . 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 US Global ETF HYD Cash Cows was 27.52%, occurring on Sep 30, 2022. Recovery took 283 trading sessions.

The current US Global ETF HYD Cash Cows drawdown is 1.26%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.52%Nov 12, 2021222Sep 30, 2022283Nov 15, 2023505
-9.5%Jun 6, 202441Aug 5, 202435Sep 24, 202476
-4.8%Mar 14, 202424Apr 17, 202416May 9, 202440
-3.44%Jan 9, 20247Jan 18, 202417Feb 12, 202424
-2.23%Sep 30, 20249Oct 10, 20244Oct 16, 202413

Volatility

Volatility Chart

The current US Global ETF HYD Cash Cows volatility is 3.25%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.25%
3.23%
US Global ETF HYD Cash Cows
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.
BXSLBITOBOATDVYEQYLDFDLJEPI
BXSL1.000.170.280.220.250.330.33
BITO0.171.000.240.290.390.260.29
BOAT0.280.241.000.550.410.440.39
DVYE0.220.290.551.000.410.500.47
QYLD0.250.390.410.411.000.410.67
FDL0.330.260.440.500.411.000.72
JEPI0.330.290.390.470.670.721.00
The correlation results are calculated based on daily price changes starting from Oct 29, 2021