ETF
Test
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 60% |
IUSB iShares Core Total USD Bond Market ETF | Total Bond Market | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF, 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 Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Jul 25, 2024, the ETF returned 6.70% Year-To-Date and 7.76% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| ETF | 7.08% | 2.03% | 6.46% | 10.85% | 7.04% | 7.83% |
| Portfolio components: | ||||||
DGRO iShares Core Dividend Growth ETF | 11.25% | 2.79% | 9.42% | 14.76% | 11.24% | 11.67% |
IUSB iShares Core Total USD Bond Market ETF | 0.90% | 0.89% | 1.97% | 5.03% | 0.23% | 1.70% |
Monthly Returns
The table below presents the monthly returns of ETF, 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 | 0.93% | 1.16% | 2.74% | -3.12% | 2.47% | 0.65% | 7.08% | ||||||
| 2023 | 2.92% | -2.69% | 1.52% | 1.28% | -2.57% | 3.28% | 2.00% | -1.69% | -3.35% | -2.21% | 6.09% | 4.42% | 8.80% |
| 2022 | -2.80% | -2.01% | 0.34% | -4.71% | 1.17% | -4.86% | 4.77% | -3.23% | -6.62% | 5.64% | 5.86% | -2.85% | -9.84% |
| 2021 | -1.19% | 1.02% | 3.98% | 2.35% | 1.19% | 0.09% | 1.96% | 1.33% | -3.08% | 3.40% | -0.84% | 4.06% | 14.94% |
| 2020 | -0.15% | -4.87% | -8.17% | 7.64% | 2.84% | 0.53% | 3.24% | 2.64% | -1.66% | -1.41% | 7.79% | 2.04% | 9.67% |
| 2019 | 4.24% | 2.40% | 1.34% | 2.34% | -2.98% | 4.67% | 0.96% | 0.11% | 1.66% | 1.28% | 2.05% | 1.60% | 21.31% |
| 2018 | 2.52% | -2.84% | -1.35% | -0.38% | 1.17% | 0.06% | 3.22% | 1.89% | 0.22% | -3.56% | 2.41% | -4.28% | -1.26% |
| 2017 | 0.65% | 3.20% | 0.05% | 0.94% | 0.94% | 0.80% | 0.89% | 0.56% | 1.42% | 1.38% | 2.47% | 0.86% | 15.07% |
| 2016 | -1.71% | 0.90% | 4.14% | 0.98% | 1.00% | 1.46% | 2.17% | -0.10% | -0.58% | -1.14% | 1.95% | 1.28% | 10.70% |
| 2015 | -1.32% | 2.80% | -0.59% | -0.11% | 0.69% | -1.90% | 1.21% | -3.46% | -0.92% | 4.93% | 0.00% | -1.12% | -0.06% |
| 2014 | 0.99% | -1.56% | 2.81% | -0.82% | 2.22% | 1.95% | 0.23% | 5.90% |
Expense Ratio
ETF has an expense ratio of 0.07%, 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 ETF is 34, 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 | |
|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 1.45 | 2.11 | 1.25 | 1.19 | 4.29 |
IUSB iShares Core Total USD Bond Market ETF | 0.72 | 1.09 | 1.12 | 0.27 | 2.22 |
Dividends
Dividend yield
ETF granted a 2.88% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF | 2.88% | 2.85% | 2.41% | 1.85% | 2.36% | 2.54% | 2.66% | 2.24% | 2.40% | 2.29% | 1.14% |
| Portfolio components: | |||||||||||
DGRO iShares Core Dividend Growth ETF | 2.30% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
IUSB iShares Core Total USD Bond Market ETF | 3.74% | 3.46% | 2.53% | 1.74% | 2.45% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% | 1.39% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETF. 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 ETF was 22.99%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current ETF drawdown is 1.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.99% | Feb 13, 2020 | 27 | Mar 23, 2020 | 97 | Aug 10, 2020 | 124 |
| -17.36% | Jan 5, 2022 | 194 | Oct 12, 2022 | 342 | Feb 23, 2024 | 536 |
| -9.71% | Sep 24, 2018 | 64 | Dec 24, 2018 | 40 | Feb 22, 2019 | 104 |
| -7.22% | Apr 27, 2015 | 85 | Aug 25, 2015 | 141 | Mar 17, 2016 | 226 |
| -6.98% | Jan 29, 2018 | 39 | Mar 23, 2018 | 103 | Aug 20, 2018 | 142 |
Volatility
Volatility Chart
The current ETF volatility is 1.91%, 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
| DGRO | IUSB | |
|---|---|---|
| DGRO | 1.00 | 0.01 |
| IUSB | 0.01 | 1.00 |