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2025 ETFs
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

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


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.04%-0.01%-5.30%17.71%10.49%-2.30%23.98%
20252.43%-2.79%-7.20%1.13%9.79%8.88%3.72%0.39%7.53%4.75%-1.90%-0.01%28.51%
20242.71%7.15%3.62%-3.91%9.04%5.09%-1.64%1.42%3.59%-0.38%5.24%-1.18%34.44%
20239.66%-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%
20210.28%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
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.


2025 ETFs Risk / Return Rank: 8181
Overall Rank
2025 ETFs Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
2025 ETFs Sortino Ratio Rank: 7171
Sortino Ratio Rank
2025 ETFs Omega Ratio Rank: 7878
Omega Ratio Rank
2025 ETFs Calmar Ratio Rank: 8787
Calmar Ratio Rank
2025 ETFs Martin Ratio Rank: 8585
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 2025 ETFs and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
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


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MGK
Vanguard Mega Cap Growth ETF
421.522.081.271.505.15
QQQM
Invesco NASDAQ 100 ETF
692.162.781.383.0111.44
SMH
VanEck Semiconductor ETF
964.274.331.629.2634.80
UTES
Virtus Reaves Utilities ETF
160.380.661.080.581.31
VGT
Vanguard Information Technology ETF
712.352.891.393.099.77
XLC
Communication Services Select Sector SPDR Fund
210.641.011.110.802.63

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.

2025 ETFs Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

  • 1-Year: 2.71
  • 5-Year: 0.94
  • All Time: 0.99

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 1.59 to 2.46, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2025 ETFs 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

2025 ETFs provided a 0.67% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio0.67%0.68%0.76%0.94%1.14%0.77%0.85%1.02%1.17%1.18%1.19%0.91%
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 20d1y 1mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-23.43%Apr 2025
2mo 14d2mo 3d
4mo 17dJan 2025 - Jun 2025
2024 correction2024
-14.25%Aug 2024
25d2mo 10d
3mo 5dJul 2024 - Oct 2024
2026 correction2026
-10.66%Mar 2026
1mo 2d14d
1mo 16dFeb 2026 - Apr 2026
2021 pullback2021
-8.77%Mar 2021
20d28d
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

2025 ETFs has a 0.89 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

0.89

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.

UTES
0.46
SMH
0.79
XLC
0.80
VGT
0.90
MGK
0.92
QQQM
0.92

Portfolio Correlations

Correlation vs. 2025 ETFs. QQQM has the highest portfolio correlation at 0.97, while UTES has the lowest at 0.45.

UTES
0.45
XLC
0.77
SMH
0.92
MGK
0.95
VGT
0.96
QQQM
0.97

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Oct 13, 2020
Diversification Analysis

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