Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global Few 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 rebalanced Every year.
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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Global Few ETFs | -0.46% | -3.07% | 3.16% | 7.34% | 33.79% | 17.44% | 10.88% | — |
| Portfolio components: | ||||||||
VT Vanguard Total World Stock ETF | -0.23% | -2.70% | -0.97% | 1.25% | 34.33% | 16.97% | 9.38% | 11.66% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.04% | 0.29% | 0.97% | 2.02% | 4.12% | 4.89% | 3.53% | 2.41% |
EDV Vanguard Extended Duration Treasury ETF | 0.98% | -2.85% | 0.77% | -2.40% | -6.25% | -6.39% | -9.36% | -2.92% |
GLDM SPDR Gold MiniShares Trust | -1.93% | -7.87% | 8.33% | 20.23% | 53.75% | 32.89% | 21.86% | — |
EXI iShares Global Industrials ETF | -0.45% | -3.59% | 5.16% | 6.13% | 42.23% | 19.13% | 11.29% | 12.09% |
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | 0.51% | 3.94% | 21.34% | 27.75% | 62.99% | 12.20% | 12.51% | 12.32% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 27, 2018, Global Few ETFs 's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, your investment would double in approximately 6.4 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +7.3%, while the worst month was Mar 2020 at -8.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Global Few ETFs closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +5.9%, while the worst single day was Mar 12, 2020 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.20% | 4.10% | -6.29% | 0.53% | 3.16% | ||||||||
| 2025 | 3.46% | 0.62% | 0.40% | 1.42% | 3.20% | 2.89% | 0.49% | 2.88% | 4.84% | 1.93% | 1.54% | 1.24% | 27.81% |
| 2024 | -0.82% | 2.64% | 4.04% | -1.62% | 3.13% | 0.36% | 2.73% | 1.94% | 2.63% | -0.72% | 1.68% | -2.88% | 13.64% |
| 2023 | 6.05% | -3.34% | 3.39% | 1.03% | -1.76% | 3.40% | 2.65% | -2.27% | -3.89% | -0.78% | 6.36% | 4.10% | 15.20% |
| 2022 | -2.88% | 0.15% | 1.50% | -5.50% | -0.27% | -5.67% | 3.45% | -2.88% | -6.42% | 3.55% | 7.18% | -1.84% | -10.10% |
| 2021 | -1.14% | 0.52% | 1.60% | 3.21% | 2.74% | -0.90% | 1.00% | 1.15% | -3.21% | 3.69% | -1.85% | 3.25% | 10.24% |
Benchmark Metrics
Global Few ETFs has an annualized alpha of 4.21%, beta of 0.52, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 27, 2018.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (62.01%) than losses (58.37%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.21% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.52 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 4.21%
- Beta
- 0.52
- R²
- 0.77
- Upside Capture
- 62.01%
- Downside Capture
- 58.37%
Expense Ratio
Global Few ETFs has an expense ratio of 0.14%, 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
Global Few ETFs ranks 85 for risk / return — in the top 85% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.88 | +1.07 |
Sortino ratioReturn per unit of downside risk | 2.67 | 1.37 | +1.30 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.01 | 1.39 | +1.62 |
Martin ratioReturn relative to average drawdown | 11.86 | 6.43 | +5.43 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 66 | 1.24 | 1.83 | 1.27 | 1.86 | 8.47 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 100 | 14.40 | 42.98 | 10.69 | 104.25 | 665.20 |
EDV Vanguard Extended Duration Treasury ETF | 6 | -0.27 | -0.25 | 0.97 | -0.34 | -0.64 |
GLDM SPDR Gold MiniShares Trust | 79 | 1.80 | 2.23 | 1.33 | 2.59 | 9.40 |
EXI iShares Global Industrials ETF | 73 | 1.44 | 2.06 | 1.29 | 2.26 | 9.03 |
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | 94 | 2.48 | 3.06 | 1.48 | 3.49 | 19.55 |
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Dividends
Dividend yield
Global Few ETFs provided a 1.90% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 1.98% | 2.22% | 2.27% | 1.81% | 1.26% | 1.36% | 1.88% | 1.93% | 1.50% | 1.64% | 1.76% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.80% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.00% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% |
EDV Vanguard Extended Duration Treasury ETF | 4.91% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
GLDM SPDR Gold MiniShares Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXI iShares Global Industrials ETF | 1.25% | 1.32% | 1.47% | 1.84% | 1.63% | 1.42% | 1.26% | 1.72% | 2.21% | 1.48% | 1.75% | 1.95% |
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | 2.20% | 2.81% | 3.39% | 3.55% | 4.12% | 3.61% | 2.79% | 3.25% | 3.27% | 2.00% | 1.73% | 4.50% |
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 Global Few 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 Global Few ETFs was 21.16%, occurring on Mar 20, 2020. Recovery took 80 trading sessions.
The current Global Few ETFs drawdown is 5.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.16% | Feb 20, 2020 | 22 | Mar 20, 2020 | 80 | Jul 15, 2020 | 102 |
| -18.22% | Nov 15, 2021 | 218 | Sep 27, 2022 | 305 | Dec 13, 2023 | 523 |
| -9.92% | Sep 21, 2018 | 65 | Dec 24, 2018 | 38 | Feb 20, 2019 | 103 |
| -9.01% | Feb 19, 2025 | 35 | Apr 8, 2025 | 13 | Apr 28, 2025 | 48 |
| -8.6% | Mar 2, 2026 | 21 | Mar 30, 2026 | — | — | — |
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 3.58, 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
| Benchmark | USFR | EDV | GLDM | GUNR | EXI | VT | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.00 | -0.07 | 0.07 | 0.61 | 0.83 | 0.96 | 0.83 |
| USFR | -0.00 | 1.00 | 0.01 | 0.04 | -0.01 | -0.01 | -0.00 | 0.02 |
| EDV | -0.07 | 0.01 | 1.00 | 0.26 | -0.13 | -0.09 | -0.06 | 0.07 |
| GLDM | 0.07 | 0.04 | 0.26 | 1.00 | 0.32 | 0.13 | 0.14 | 0.47 |
| GUNR | 0.61 | -0.01 | -0.13 | 0.32 | 1.00 | 0.69 | 0.71 | 0.78 |
| EXI | 0.83 | -0.01 | -0.09 | 0.13 | 0.69 | 1.00 | 0.89 | 0.85 |
| VT | 0.96 | -0.00 | -0.06 | 0.14 | 0.71 | 0.89 | 1.00 | 0.91 |
| Portfolio | 0.83 | 0.02 | 0.07 | 0.47 | 0.78 | 0.85 | 0.91 | 1.00 |