Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MGK Vanguard Mega Cap Growth ETF | Large Cap Growth Equities | 16.67% |
QQQM Invesco NASDAQ 100 ETF | Nasdaq-100 | 16.67% |
VGT Vanguard Information Technology ETF | Technology Equities | 16.67% |
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 16.67% |
XLC Communication Services Select Sector SPDR Fund | Communications Equities | 16.67% |
UTES Virtus Reaves Utilities ETF | Utilities Equities | 16.67% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 ETFs, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio 2025 ETFs | 2.03% | 1.56% | 23.98% | 22.70% | 51.14% | 34.65% | 21.02% | — |
| Portfolio components: | ||||||||
MGK Vanguard Mega Cap Growth ETF | 0.45% | -0.30% | 6.52% | 5.59% | 25.21% | 25.50% | 15.44% | 18.91% |
QQQM Invesco NASDAQ 100 ETF | 1.54% | 0.68% | 16.72% | 15.00% | 35.86% | 27.25% | 17.06% | — |
SMH VanEck Semiconductor ETF | 5.00% | 5.58% | 66.10% | 62.81% | 137.42% | 60.43% | 37.89% | 36.92% |
UTES Virtus Reaves Utilities ETF | -1.59% | -4.22% | -1.37% | -0.95% | 8.05% | 21.42% | 15.20% | 12.13% |
VGT Vanguard Information Technology ETF | 1.71% | 4.28% | 24.57% | 21.33% | 50.38% | 31.24% | 20.82% | 25.14% |
XLC Communication Services Select Sector SPDR Fund | -0.52% | -5.00% | -5.33% | -3.83% | 8.44% | 22.01% | 8.07% | — |
Monthly Returns
Based on dividend-adjusted daily data since Oct 13, 2020, 2025 ETFs's average daily return is +0.09%, while the average monthly return is +1.80%. At this rate, an investment would double in approximately 3.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +17.7%, while the worst month was Apr 2022 at -12.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025 ETFs closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.8%, while the worst single day was Apr 4, 2025 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.04% | -0.01% | -5.30% | 17.71% | 10.49% | -2.30% | 23.98% | ||||||
| 2025 | 2.43% | -2.79% | -7.20% | 1.13% | 9.79% | 8.88% | 3.72% | 0.39% | 7.53% | 4.75% | -1.90% | -0.01% | 28.51% |
| 2024 | 2.71% | 7.15% | 3.62% | -3.91% | 9.04% | 5.09% | -1.64% | 1.42% | 3.59% | -0.38% | 5.24% | -1.18% | 34.44% |
| 2023 | 9.66% | -1.27% | 8.54% | -0.27% | 6.83% | 5.35% | 3.97% | -2.29% | -5.62% | -1.69% | 10.94% | 5.36% | 45.34% |
| 2022 | -7.74% | -4.15% | 3.75% | -12.15% | 1.23% | -9.91% | 11.17% | -4.91% | -11.54% | 3.60% | 8.46% | -7.16% | -28.30% |
| 2021 | 0.28% | 1.79% | 2.85% | 4.53% | -0.36% | 4.41% | 2.51% | 3.79% | -5.71% | 6.16% | 1.97% | 3.05% | 27.78% |
Benchmark Metrics
2025 ETFs has an annualized alpha of 4.28%, beta of 1.24, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since October 13, 2020.
- This portfolio captured 135.21% of S&P 500 Index gains and 105.98% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 4.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.28%
- Beta
- 1.24
- R²
- 0.89
- Upside Capture
- 135.21%
- Downside Capture
- 105.98%
Expense Ratio
2025 ETFs has an expense ratio of 0.21%, 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.
Return for Risk
Risk / Return Rank
2025 ETFs ranks 81 for risk / return — in the top 81% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025 ETFs and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.71 | 1.94 | +0.77 |
| Sortino ratioReturn per unit of downside risk | 3.31 | 2.63 | +0.68 |
| Omega ratioGain probability vs. loss probability | 1.47 | 1.35 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.82 | 2.59 | +2.24 |
| Martin ratioReturn relative to average drawdown | 18.46 | 11.84 | +6.61 |
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 |
|---|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 42 | 1.52 | 2.08 | 1.27 | 1.50 | 5.15 |
QQQM Invesco NASDAQ 100 ETF | 69 | 2.16 | 2.78 | 1.38 | 3.01 | 11.44 |
SMH VanEck Semiconductor ETF | 96 | 4.27 | 4.33 | 1.62 | 9.26 | 34.80 |
UTES Virtus Reaves Utilities ETF | 16 | 0.38 | 0.66 | 1.08 | 0.58 | 1.31 |
VGT Vanguard Information Technology ETF | 71 | 2.35 | 2.89 | 1.39 | 3.09 | 9.77 |
XLC Communication Services Select Sector SPDR Fund | 21 | 0.64 | 1.01 | 1.11 | 0.80 | 2.63 |
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Dividends
Dividend yield
2025 ETFs provided a 0.67% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.67% | 0.68% | 0.76% | 0.94% | 1.14% | 0.77% | 0.85% | 1.02% | 1.17% | 1.18% | 1.19% | 0.91% |
| Portfolio components: | ||||||||||||
MGK Vanguard Mega Cap Growth ETF | 0.33% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
QQQM Invesco NASDAQ 100 ETF | 0.43% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Semiconductor ETF | 0.18% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
UTES Virtus Reaves Utilities ETF | 1.52% | 1.42% | 1.51% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.09% | 3.44% | 3.53% | 0.61% |
VGT Vanguard Information Technology ETF | 0.33% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
XLC Communication Services Select Sector SPDR Fund | 1.26% | 1.13% | 0.99% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2025 ETFs. 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 2025 ETFs was 34.19%, occurring on Oct 14, 2022. Recovery took 291 trading sessions.
The current 2025 ETFs drawdown is 4.63%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -34.19%Oct 2022 | 9mo 20d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 |
2025 selloff2025 | -23.43%Apr 2025 | 2mo 14d | 2mo 3d | 4mo 17dJan 2025 - Jun 2025 |
2024 correction2024 | -14.25%Aug 2024 | 25d | 2mo 10d | 3mo 5dJul 2024 - Oct 2024 |
2026 correction2026 | -10.66%Mar 2026 | 1mo 2d | 14d | 1mo 16dFeb 2026 - Apr 2026 |
2021 pullback2021 | -8.77%Mar 2021 | 20d | 28d | 1mo 18dFeb 2021 - Apr 2021 |
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 6 assets, with an effective number of assets of 6.00, 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 | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.21 | 1.15 | 1.13 | 1.14 |
The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2025 ETFs correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.93 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QQQM has the highest benchmark correlation at 0.92, while UTES has the lowest at 0.46.
Asset Correlations Table
Find what 2025 ETFs is missing
See which holdings overlap, where 2025 ETFs is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification