ishare
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ITB iShares U.S. Home Construction ETF | Building & Construction | 25% |
IWY iShares Russell Top 200 Growth ETF | Large Cap Growth Equities | 25% |
IYW iShares U.S. Technology ETF | Technology Equities | 25% |
SOXX iShares PHLX Semiconductor ETF | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ishare, 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 Sep 28, 2009, corresponding to the inception date of IWY
Returns By Period
As of Nov 13, 2024, the ishare returned 25.66% Year-To-Date and 20.64% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| ishare | 25.66% | -1.84% | 9.72% | 39.13% | 24.02% | 20.64% |
| Portfolio components: | ||||||
IYW iShares U.S. Technology ETF | 31.28% | 2.45% | 16.12% | 40.00% | 24.39% | 20.91% |
IWY iShares Russell Top 200 Growth ETF | 32.94% | 3.52% | 16.12% | 39.75% | 21.18% | 17.82% |
ITB iShares U.S. Home Construction ETF | 16.46% | -6.51% | 5.52% | 36.86% | 22.16% | 17.40% |
SOXX iShares PHLX Semiconductor ETF | 16.73% | -6.96% | -2.92% | 32.63% | 24.38% | 23.99% |
Monthly Returns
The table below presents the monthly returns of ishare, 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 | 1.46% | 7.83% | 3.58% | -6.17% | 6.68% | 4.41% | 2.49% | 0.38% | 2.79% | -3.58% | 25.66% | ||
| 2023 | 12.52% | -0.44% | 8.19% | 0.62% | 6.73% | 8.89% | 4.33% | -2.49% | -6.77% | -3.74% | 14.46% | 9.58% | 62.27% |
| 2022 | -10.66% | -4.07% | -0.78% | -10.88% | 1.86% | -12.14% | 14.09% | -7.18% | -10.61% | 5.04% | 9.40% | -6.63% | -31.11% |
| 2021 | 2.20% | 2.38% | 4.72% | 5.11% | -0.34% | 3.82% | 2.90% | 3.35% | -6.54% | 8.29% | 5.24% | 4.04% | 40.42% |
| 2020 | 2.60% | -6.67% | -15.79% | 17.36% | 9.91% | 5.37% | 9.50% | 8.65% | -1.87% | -3.66% | 11.70% | 3.60% | 42.65% |
| 2019 | 10.25% | 3.94% | 3.18% | 7.66% | -9.28% | 8.12% | 3.48% | -0.26% | 3.11% | 4.02% | 3.98% | 3.35% | 48.55% |
| 2018 | 5.32% | -2.97% | -1.84% | -2.16% | 5.79% | -1.33% | 2.20% | 3.74% | -2.01% | -10.22% | 1.36% | -7.41% | -10.32% |
| 2017 | 4.37% | 4.42% | 3.37% | 1.31% | 3.96% | -0.95% | 2.76% | 2.30% | 3.36% | 7.44% | 2.86% | 0.46% | 41.76% |
| 2016 | -7.13% | 0.14% | 8.82% | -3.35% | 5.00% | -0.91% | 7.21% | 1.71% | 0.60% | -2.48% | 3.75% | 1.65% | 14.81% |
| 2015 | -3.10% | 8.43% | -1.36% | -1.58% | 3.85% | -3.12% | 1.25% | -4.91% | -2.71% | 8.58% | 2.13% | -2.64% | 3.78% |
| 2014 | -1.51% | 5.45% | -0.97% | -1.22% | 3.55% | 3.46% | -3.67% | 5.70% | -2.21% | 2.63% | 5.89% | -0.83% | 16.79% |
| 2013 | 5.86% | 0.18% | 3.64% | 1.53% | 2.95% | -3.51% | 2.99% | -3.41% | 5.70% | 3.46% | 2.60% | 4.69% | 29.53% |
Expense Ratio
ishare features an expense ratio of 0.38%, falling within the medium range. 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 ishare is 31, 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 | |
|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 2.01 | 2.58 | 1.35 | 2.63 | 9.12 |
IWY iShares Russell Top 200 Growth ETF | 2.44 | 3.14 | 1.44 | 3.03 | 11.56 |
ITB iShares U.S. Home Construction ETF | 1.67 | 2.38 | 1.29 | 2.85 | 7.42 |
SOXX iShares PHLX Semiconductor ETF | 1.06 | 1.53 | 1.20 | 1.45 | 3.72 |
Dividends
Dividend yield
ishare provided a 0.46% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.46% | 0.59% | 0.87% | 0.46% | 0.64% | 0.88% | 1.06% | 0.81% | 1.04% | 1.08% | 1.12% | 0.98% |
| Portfolio components: | ||||||||||||
IYW iShares U.S. Technology ETF | 0.31% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
IWY iShares Russell Top 200 Growth ETF | 0.49% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
ITB iShares U.S. Home Construction ETF | 0.39% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
SOXX iShares PHLX Semiconductor ETF | 0.65% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the ishare. 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 ishare was 38.10%, occurring on Oct 14, 2022. Recovery took 187 trading sessions.
The current ishare drawdown is 1.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.1% | Dec 28, 2021 | 202 | Oct 14, 2022 | 187 | Jul 17, 2023 | 389 |
| -36.26% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -25.49% | Feb 18, 2011 | 157 | Oct 3, 2011 | 85 | Feb 3, 2012 | 242 |
| -23.31% | Aug 30, 2018 | 80 | Dec 24, 2018 | 69 | Apr 4, 2019 | 149 |
| -20.36% | Apr 26, 2010 | 90 | Aug 31, 2010 | 78 | Dec 21, 2010 | 168 |
Volatility
Volatility Chart
The current ishare volatility is 5.15%, 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
| ITB | SOXX | IWY | IYW | |
|---|---|---|---|---|
| ITB | 1.00 | 0.54 | 0.58 | 0.54 |
| SOXX | 0.54 | 1.00 | 0.77 | 0.85 |
| IWY | 0.58 | 0.77 | 1.00 | 0.93 |
| IYW | 0.54 | 0.85 | 0.93 | 1.00 |