Boring ETF strategy USD historic values

Asset Allocation

Position	Category/Sector	Target Weight
QQQ Invesco QQQ ETF	Nasdaq-100	50%
ACWI iShares MSCI ACWI ETF	Global Equities	50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Boring ETF strategy USD historic values, 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 never rebalanced.

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Returns By Period

As of Jun 6, 2026, the Boring ETF strategy USD historic values returned 13.78% Year-To-Date and 18.95% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio Boring ETF strategy USD historic values	-4.46%	-0.82%	13.78%	12.35%	31.93%	25.13%	15.42%	18.95%
Portfolio components:
ACWI iShares MSCI ACWI ETF	-2.98%	-0.64%	9.12%	9.60%	24.80%	19.97%	10.68%	12.43%
QQQ Invesco QQQ ETF	-4.80%	-0.87%	14.92%	13.01%	33.69%	26.46%	16.70%	21.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 31, 2008, Boring ETF strategy USD historic values's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +14.4%, while the worst month was Oct 2008 at -16.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Boring ETF strategy USD historic values closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +12.3%, while the worst single day was Mar 16, 2020 at -11.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.54%	-1.62%	-5.10%	14.44%	9.42%	-4.15%							13.78%
2025	2.35%	-2.23%	-6.81%	1.22%	8.47%	6.07%	2.15%	1.29%	5.02%	4.30%	-1.25%	-0.37%	21.09%
2024	1.50%	5.13%	1.67%	-4.21%	5.83%	5.57%	-1.05%	1.38%	2.54%	-1.11%	5.09%	-0.16%	23.92%
2023	9.87%	-1.07%	8.05%	0.75%	5.86%	6.19%	3.80%	-1.78%	-4.91%	-2.17%	10.42%	5.43%	46.85%
2022	-7.86%	-4.17%	4.06%	-12.39%	-1.12%	-8.72%	11.27%	-4.96%	-10.28%	4.54%	6.19%	-7.97%	-29.57%
2021	0.13%	0.41%	1.98%	5.53%	-0.60%	5.11%	2.43%	3.77%	-5.37%	7.32%	1.07%	1.72%	25.46%

Benchmark Metrics

Boring ETF strategy USD historic values has an annualized alpha of 3.96%, beta of 1.04, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since March 31, 2008.

This portfolio captured 121.35% of S&P 500 Index gains and 102.34% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 3.96% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.04 and R2 of 0.92, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 3.96%

Beta: 1.04

R²: 0.92

Upside Capture: 121.35%

Downside Capture: 102.34%

Expense Ratio

Boring ETF strategy USD historic values has an expense ratio of 0.25%, 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.

ACWI

iShares MSCI ACWI ETF

QQQ

Invesco QQQ ETF

Return for Risk

Risk / Return Rank

Boring ETF strategy USD historic values ranks 39 for risk / return — below 39% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Boring ETF strategy USD historic values and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.11	2.01	+0.10
Sortino ratioReturn per unit of downside risk	2.75	2.71	+0.04
Omega ratioGain probability vs. loss probability	1.37	1.36	+0.01
Calmar ratioReturn relative to maximum drawdown	3.00	2.69	+0.31
Martin ratioReturn relative to average drawdown	12.11	12.34	-0.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACWI iShares MSCI ACWI ETF	65	1.97	2.69	1.36	2.66	11.88
QQQ Invesco QQQ ETF	68	2.11	2.72	1.37	2.94	11.22

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Boring ETF strategy USD historic values Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.11
5-Year: 0.74
10-Year: 0.91
All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Boring ETF strategy USD historic values compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Boring ETF strategy USD historic values provided a 0.91% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.91%	1.00%	1.13%	1.25%	1.30%	1.07%	0.99%	1.54%	1.55%	1.39%	1.62%	1.77%
Portfolio components:
ACWI iShares MSCI ACWI ETF	1.42%	1.55%	1.70%	1.88%	1.79%	1.71%	1.43%	2.33%	2.18%	1.94%	2.19%	2.56%
QQQ Invesco QQQ ETF	0.40%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Boring ETF strategy USD historic values. 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 Boring ETF strategy USD historic values was 52.09%, occurring on Mar 9, 2009. Recovery took 452 trading sessions.

The current Boring ETF strategy USD historic values drawdown is 5.14%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-52.09%Mar 2009	9mo 24d	1y 9mo	2y 7moMay 2008 - Dec 2010
Bear market2022	-33.20%Oct 2022	9mo 20d	1y 2mo	1y 11moDec 2021 - Dec 2023
COVID crash2020	-29.28%Mar 2020	1mo 2d	2mo 17d	3mo 19dFeb 2020 - Jun 2020
2025 selloff2025	-21.54%Apr 2025	1mo 18d	2mo 17d	4mo 5dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018	-21.27%Dec 2018	3mo 26d	3mo 19d	7mo 15dAug 2018 - Apr 2019

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.02	1.02	1.02	1.02	1.03

The portfolio has a diversification ratio of 1.03, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Boring ETF strategy USD historic values correlation to the S&P 500 Index

Boring ETF strategy USD historic values has a 0.95 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 31, 2008	0.94

Benchmark Correlations

Correlation vs. S&P 500 Index. ACWI has the highest benchmark correlation at 0.94, while QQQ has the lowest at 0.90.

QQQ

0.90

ACWI

0.94

Portfolio Correlations

Correlation vs. Boring ETF strategy USD historic values. QQQ has the highest portfolio correlation at 0.98, while ACWI has the lowest at 0.92.

ACWI

0.92

QQQ

0.98

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	ACWI	QQQ
ACWI	1.00	0.85
QQQ	0.85	1.00

The correlation results are calculated based on daily price changes starting from Mar 31, 2008

Diversification Analysis

Find what Boring ETF strategy USD historic values is missing

See which holdings overlap, where Boring ETF strategy USD historic values is concentrated, and which low-correlation assets could fill the gaps.

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