ETFS-Tech,Intl,Bonds,Broad 6.20.25

Asset Allocation

Position	Category/Sector	Target Weight
VT Vanguard Total World Stock ETF	Global Equities	15%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	15%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	12.50%
SHLD Global X Defense Tech ETF	Aerospace & Defense	8%
QTUM Defiance Quantum ETF	Technology Equities	7%
CONY YieldMax COIN Option Income Strategy ETF	Derivative Income	5%
ISHG iShares 1-3 Year International Treasury Bond ETF	International Government Bonds	5%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	5%
IBIT iShares Bitcoin Trust ETF	Cryptocurrency	5%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	5%
MSTY YieldMax™ MSTR Option Income Strategy ETF	Derivative Income	5%
VYM Vanguard High Dividend Yield ETF	Dividend	5%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	5%
BIV Vanguard Intermediate-Term Bond Index ETF	Intermediate Core Bond	2.50%

Benchmark Against

Benchmark

S&P 500 Index

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Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETFS-Tech,Intl,Bonds,Broad 6.20.25, 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 Every 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-1.44%	-1.45%	7.60%	6.59%	22.24%	19.20%	11.54%	13.71%
Portfolio ETFS-Tech,Intl,Bonds,Broad 6.20.25	-2.81%	-1.33%	11.81%	10.54%	19.18%	—	—	—
Portfolio components:
BIV Vanguard Intermediate-Term Bond Index ETF	0.10%	0.53%	-0.13%	0.01%	3.84%	4.38%	0.22%	1.83%
CONY YieldMax COIN Option Income Strategy ETF	-3.16%	-11.77%	-26.79%	-30.97%	-49.52%	—	—	—
IBIT iShares Bitcoin Trust ETF	-3.26%	-17.81%	-28.88%	-28.88%	-39.82%	—	—	—
ISHG iShares 1-3 Year International Treasury Bond ETF	-0.34%	-1.79%	-1.71%	-1.87%	-0.16%	3.51%	-1.12%	-0.31%
MSTY YieldMax™ MSTR Option Income Strategy ETF	-4.55%	-31.74%	-27.80%	-29.80%	-66.58%	—	—	—
QTUM Defiance Quantum ETF	-3.12%	6.45%	49.25%	46.84%	87.39%	51.19%	28.34%	—
SHLD Global X Defense Tech ETF	-0.05%	-7.05%	-6.53%	-8.73%	4.03%	—	—	—
SMH VanEck Semiconductor ETF	-7.01%	7.93%	72.73%	71.29%	138.23%	62.28%	38.18%	37.85%
SPMO Invesco S&P 500 Momentum ETF	-4.53%	6.65%	29.91%	28.13%	43.55%	42.47%	22.89%	21.03%
VT Vanguard Total World Stock ETF	-2.05%	-0.44%	10.06%	9.32%	25.71%	19.92%	10.51%	12.96%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 22, 2024, ETFS-Tech,Intl,Bonds,Broad 6.20.25's average daily return is +0.11%, while the average monthly return is +2.15%. At this rate, an investment would double in approximately 2.7 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2026 with a return of +11.8%, while the worst month was Apr 2024 at -6.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, ETFS-Tech,Intl,Bonds,Broad 6.20.25 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Apr 4, 2025 at -4.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.90%	-0.82%	-4.49%	11.84%	6.15%	-3.37%							11.81%
2025	4.08%	-2.57%	-2.05%	4.63%	7.22%	7.00%	1.50%	-0.05%	4.72%	0.84%	-4.22%	0.17%	22.54%
2024		5.19%	9.62%	-5.95%	6.76%	0.95%	1.81%	0.13%	2.26%	0.96%	9.86%	-2.76%	31.42%

Benchmark Metrics

ETFS-Tech,Intl,Bonds,Broad 6.20.25 has an annualized alpha of 8.46%, beta of 1.05, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since February 22, 2024.

This portfolio captured 122.84% of S&P 500 Index gains but only 70.64% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 8.46% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.05 and R2 of 0.76, 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: 8.46%

Beta: 1.05

R²: 0.76

Upside Capture: 122.84%

Downside Capture: 70.64%

See how alpha, beta & R² have trended over time →

Expense Ratio

ETFS-Tech,Intl,Bonds,Broad 6.20.25 has an expense ratio of 0.26%, 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.

Top 10 holdings

MSTY

YieldMax™ MSTR Option Income Strategy ETF

CONY

YieldMax COIN Option Income Strategy ETF

SHLD

Global X Defense Tech ETF

QTUM

Defiance Quantum ETF

SMH

VanEck Semiconductor ETF

ISHG

iShares 1-3 Year International Treasury Bond ETF

IBIT

iShares Bitcoin Trust ETF

SPMO

Invesco S&P 500 Momentum ETF

XLK

State Street Technology Select Sector SPDR ETF

VYMI

Vanguard International High Dividend Yield ETF

Return for Risk

Risk / Return Rank

ETFS-Tech,Intl,Bonds,Broad 6.20.25 ranks 20 for risk / return — below 20% 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 ETFS-Tech,Intl,Bonds,Broad 6.20.25 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.08	1.78	-0.70
Sortino ratioReturn per unit of downside risk	1.55	2.44	-0.89
Omega ratioGain probability vs. loss probability	1.20	1.32	-0.12
Calmar ratioReturn relative to maximum drawdown	1.75	2.46	-0.70
Martin ratioReturn relative to average drawdown	5.30	10.92	-5.61

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
BIV Vanguard Intermediate-Term Bond Index ETF	26	0.96	1.43	1.17	1.22	3.38
CONY YieldMax COIN Option Income Strategy ETF	2	-0.86	-1.22	0.86	-0.78	-1.24
IBIT iShares Bitcoin Trust ETF	2	-0.90	-1.25	0.86	-0.77	-1.30
ISHG iShares 1-3 Year International Treasury Bond ETF	8	-0.02	0.01	1.00	-0.03	-0.07
MSTY YieldMax™ MSTR Option Income Strategy ETF	1	-1.08	-1.96	0.79	-0.93	-1.35
QTUM Defiance Quantum ETF	88	3.02	3.51	1.47	5.76	20.75
SHLD Global X Defense Tech ETF	11	0.16	0.41	1.05	0.18	0.46
SMH VanEck Semiconductor ETF	94	3.99	4.05	1.58	9.31	33.88
SPMO Invesco S&P 500 Momentum ETF	68	2.13	2.81	1.39	3.45	12.97
VT Vanguard Total World Stock ETF	59	1.91	2.62	1.35	2.67	11.57

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. Learn how to interpret the Sharpe ratio.

The current ETFS-Tech,Intl,Bonds,Broad 6.20.25 Sharpe ratio is 1.08 as of Jun 23, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.57, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of ETFS-Tech,Intl,Bonds,Broad 6.20.25 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

ETFS-Tech,Intl,Bonds,Broad 6.20.25 provided a 25.96% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	25.96%	25.82%	14.62%	2.48%	1.93%	1.50%	1.24%	1.58%	1.72%	1.28%	1.33%	0.86%
Portfolio components:
BIV Vanguard Intermediate-Term Bond Index ETF	4.21%	4.01%	3.79%	3.09%	2.41%	3.42%	2.95%	2.75%	2.88%	2.69%	3.01%	3.02%
CONY YieldMax COIN Option Income Strategy ETF	204.97%	192.07%	155.66%	16.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBIT iShares Bitcoin Trust ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ISHG iShares 1-3 Year International Treasury Bond ETF	1.48%	1.45%	2.56%	0.18%	0.00%	1.29%	0.00%	0.00%	1.80%	0.46%	0.00%	0.09%
MSTY YieldMax™ MSTR Option Income Strategy ETF	286.06%	294.61%	104.56%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.72%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%	0.00%	0.00%	0.00%
SHLD Global X Defense Tech ETF	0.59%	0.55%	0.53%	0.26%	0.00%	0.00%	0.00%	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%
SPMO Invesco S&P 500 Momentum ETF	0.68%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
VT Vanguard Total World Stock ETF	1.61%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

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 ETFS-Tech,Intl,Bonds,Broad 6.20.25. 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 ETFS-Tech,Intl,Bonds,Broad 6.20.25 was 15.50%, occurring on Apr 8, 2025. Recovery took 21 trading sessions.

The current ETFS-Tech,Intl,Bonds,Broad 6.20.25 drawdown is 0.70%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-15.50%Apr 2025	1mo 18d	1mo	2mo 18dFeb 2025 - May 2025
2026 correction2026	-10.99%Mar 2026	5mo 24d	16d	6mo 10dOct 2025 - Apr 2026
2024 pullback2024	-9.79%Aug 2024	21d	1mo 20d	2mo 11dJul 2024 - Sep 2024
2024 pullback2024	-6.77%Apr 2024	18d	26d	1mo 14dApr 2024 - May 2024
2026 pullback2026	-6.31%Jun 2026	7d	—	21d 3hJun 2026 - now

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 14 assets, with an effective number of assets of 10.80, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.28	1.30

The portfolio has a diversification ratio of 1.30, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

ETFS-Tech,Intl,Bonds,Broad 6.20.25 correlation to the S&P 500 Index

ETFS-Tech,Intl,Bonds,Broad 6.20.25 has a 0.86 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	0.86
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. VT has the highest benchmark correlation at 0.95, while VTIP has the lowest at 0.05.

0.05

0.21

0.24

0.41

0.43

0.45

0.56

0.61

0.72

0.78

Portfolio Correlations

Correlation vs. ETFS-Tech,Intl,Bonds,Broad 6.20.25. QTUM has the highest portfolio correlation at 0.86, while VTIP has the lowest at 0.07.

0.07

0.18

0.33

0.50

0.61

0.61

0.71

0.76

0.77

0.80

Asset Correlations Table

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

	VTIP	BIV	ISHG	SHLD	IBIT	MSTY	CONY	VYM	VYMI	SMH	SPMO	XLK	QTUM	VT
VTIP	1.00	0.67	0.34	0.09	0.00	0.05	0.03	0.09	0.15	-0.06	0.00	-0.03	-0.02	0.08
BIV	0.67	1.00	0.47	0.14	0.04	0.08	0.06	0.23	0.33	0.06	0.12	0.11	0.13	0.26
ISHG	0.34	0.47	1.00	0.24	0.19	0.20	0.19	0.25	0.58	0.15	0.15	0.16	0.23	0.38
SHLD	0.09	0.14	0.24	1.00	0.29	0.33	0.34	0.43	0.40	0.29	0.38	0.34	0.39	0.46
IBIT	0.00	0.04	0.19	0.29	1.00	0.77	0.72	0.32	0.29	0.37	0.38	0.38	0.49	0.43
MSTY	0.05	0.08	0.20	0.33	0.77	1.00	0.73	0.32	0.30	0.41	0.42	0.44	0.52	0.46
CONY	0.03	0.06	0.19	0.34	0.72	0.73	1.00	0.37	0.34	0.50	0.54	0.53	0.60	0.56
VYM	0.09	0.23	0.25	0.43	0.32	0.32	0.37	1.00	0.66	0.48	0.58	0.51	0.57	0.76
VYMI	0.15	0.33	0.58	0.40	0.29	0.30	0.34	0.66	1.00	0.46	0.48	0.47	0.54	0.78
SMH	-0.06	0.06	0.15	0.29	0.37	0.41	0.50	0.48	0.46	1.00	0.83	0.90	0.84	0.77
SPMO	0.00	0.12	0.15	0.38	0.38	0.42	0.54	0.58	0.48	0.83	1.00	0.88	0.78	0.83
XLK	-0.03	0.11	0.16	0.34	0.38	0.44	0.53	0.51	0.47	0.90	0.88	1.00	0.83	0.84
QTUM	-0.02	0.13	0.23	0.39	0.49	0.52	0.60	0.57	0.54	0.84	0.78	0.83	1.00	0.82
VT	0.08	0.26	0.38	0.46	0.43	0.46	0.56	0.76	0.78	0.77	0.83	0.84	0.82	1.00

The correlation results are calculated based on daily price changes starting from Feb 22, 2024

Diversification Analysis

Find what ETFS-Tech,Intl,Bonds,Broad 6.20.25 is missing

See which holdings overlap, where ETFS-Tech,Intl,Bonds,Broad 6.20.25 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification