3way + income
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 33% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 33% |
XYLD Global X S&P 500 Covered Call ETF | Long-Short | 34% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 24, 2013, corresponding to the inception date of XYLD
Returns By Period
As of May 14, 2025, the 3way + income returned 2.97% Year-To-Date and 4.46% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| 3way + income | 3.01% | 4.11% | 3.53% | 8.42% | 6.79% | 4.47% |
| Portfolio components: | ||||||
VXUS Vanguard Total International Stock ETF | 11.89% | 9.51% | 10.03% | 11.02% | 11.58% | 5.10% |
BND Vanguard Total Bond Market ETF | 1.82% | 0.70% | 1.61% | 5.03% | -1.00% | 1.41% |
XYLD Global X S&P 500 Covered Call ETF | -4.44% | 1.96% | -1.53% | 7.98% | 9.98% | 6.38% |
Monthly Returns
The table below presents the monthly returns of 3way + income, 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 | 1.99% | 1.12% | -1.41% | 0.49% | 0.82% | 3.01% | |||||||
| 2024 | -0.01% | 1.07% | 2.15% | -2.00% | 2.24% | 0.58% | 1.97% | 2.28% | 1.75% | -2.50% | 1.69% | -0.64% | 8.76% |
| 2023 | 5.46% | -2.41% | 2.44% | 1.15% | -1.20% | 2.03% | 1.76% | -2.27% | -2.85% | -1.90% | 5.13% | 3.51% | 10.87% |
| 2022 | -2.41% | -1.55% | 0.42% | -5.12% | -0.58% | -4.13% | 3.29% | -4.14% | -6.81% | 2.70% | 5.92% | -1.51% | -13.74% |
| 2021 | -0.06% | 0.52% | 1.79% | 1.49% | 1.68% | 0.97% | 0.11% | 1.37% | -2.13% | 2.63% | -1.97% | 2.35% | 8.97% |
| 2020 | -0.56% | -4.39% | -10.96% | 5.75% | 2.81% | 1.96% | 3.06% | 2.11% | -0.55% | -1.90% | 7.19% | 2.47% | 5.83% |
| 2019 | 4.55% | 1.23% | 1.64% | 1.96% | -3.21% | 4.60% | 0.11% | -0.48% | 1.03% | 1.92% | 1.05% | 1.95% | 17.36% |
| 2018 | 2.38% | -2.90% | -0.95% | 0.50% | 0.41% | -0.29% | 1.97% | 0.31% | -0.18% | -4.47% | 0.58% | -4.20% | -6.88% |
| 2017 | 2.03% | 1.59% | 1.02% | 1.42% | 1.66% | 0.35% | 1.76% | 0.54% | 0.96% | 1.26% | 0.87% | 1.34% | 15.84% |
| 2016 | -3.97% | 0.46% | 4.46% | 0.92% | 0.26% | 0.47% | 2.62% | 0.07% | 0.64% | -1.34% | -0.78% | 1.30% | 5.00% |
| 2015 | 0.06% | 2.82% | -0.86% | 1.86% | -0.17% | -1.83% | 0.69% | -4.54% | -2.23% | 5.00% | -0.48% | -0.97% | -1.00% |
| 2014 | -2.23% | 3.29% | 0.29% | 0.81% | 1.62% | 1.14% | -1.09% | 1.82% | -2.10% | 0.20% | 0.51% | -1.21% | 2.93% |
Expense Ratio
3way + income has an expense ratio of 0.24%, 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 3way + income is 66, 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 | |
|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 0.65 | 1.06 | 1.14 | 0.84 | 2.65 |
BND Vanguard Total Bond Market ETF | 0.96 | 1.33 | 1.16 | 0.38 | 2.33 |
XYLD Global X S&P 500 Covered Call ETF | 0.53 | 0.87 | 1.16 | 0.52 | 2.16 |
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Dividends
Dividend yield
3way + income provided a 6.63% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.63% | 6.25% | 5.66% | 6.45% | 4.76% | 4.13% | 3.86% | 4.40% | 3.50% | 2.90% | 3.36% | 3.45% |
| Portfolio components: | ||||||||||||
VXUS Vanguard Total International Stock ETF | 2.97% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% |
BND Vanguard Total Bond Market ETF | 3.77% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
XYLD Global X S&P 500 Covered Call ETF | 12.95% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% | 4.15% |
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 3way + income. 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 3way + income was 23.02%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current 3way + income drawdown is 0.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.02% | Feb 13, 2020 | 27 | Mar 23, 2020 | 165 | Nov 13, 2020 | 192 |
| -20.27% | Nov 10, 2021 | 234 | Oct 14, 2022 | 431 | Jul 5, 2024 | 665 |
| -12.44% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
| -12.07% | May 18, 2015 | 187 | Feb 11, 2016 | 131 | Aug 18, 2016 | 318 |
| -9.08% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
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 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BND | XYLD | VXUS | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.03 | 0.81 | 0.80 | 0.85 |
| BND | -0.03 | 1.00 | -0.05 | 0.01 | 0.16 |
| XYLD | 0.81 | -0.05 | 1.00 | 0.68 | 0.84 |
| VXUS | 0.80 | 0.01 | 0.68 | 1.00 | 0.93 |
| Portfolio | 0.85 | 0.16 | 0.84 | 0.93 | 1.00 |