ETF 1

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	15%
VTV Vanguard Value ETF	Large Cap Value Equities	15%
QQQM Invesco NASDAQ 100 ETF	Nasdaq-100	15%
VGT Vanguard Information Technology ETF	Technology Equities	15%
HDV iShares Core High Dividend ETF	Dividend, Large Cap Value Equities	15%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	10%
VFH Vanguard Financials ETF	Financials Equities	7.50%
VNQ Vanguard Real Estate ETF	REIT	7.50%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF 1, 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	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio ETF 1	1.82%	5.88%	22.90%	23.34%	42.12%	25.81%	16.83%	—
Portfolio components:
HDV iShares Core High Dividend ETF	-1.03%	1.04%	14.11%	13.57%	20.60%	14.34%	10.83%	9.36%
QQQM Invesco NASDAQ 100 ETF	3.11%	4.92%	21.25%	22.16%	41.92%	27.28%	17.66%	—
SMH VanEck Semiconductor ETF	4.38%	16.31%	79.69%	83.94%	152.58%	62.32%	39.72%	38.18%
VFH Vanguard Financials ETF	0.31%	4.86%	-1.27%	-1.47%	10.26%	19.61%	9.57%	13.15%
VGT Vanguard Information Technology ETF	3.42%	6.55%	28.27%	29.82%	55.62%	30.76%	21.17%	25.72%
VNQ Vanguard Real Estate ETF	-0.70%	4.16%	11.72%	11.19%	13.22%	9.58%	2.68%	5.44%
VTI Vanguard Total Stock Market ETF	1.68%	2.70%	11.46%	11.76%	28.40%	20.94%	12.71%	15.23%
VTV Vanguard Value ETF	0.53%	5.60%	14.90%	14.16%	28.57%	18.04%	12.12%	12.81%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2020, ETF 1's average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.8%, while the worst month was Sep 2022 at -10.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ETF 1 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Apr 4, 2025 at -6.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.55%	0.88%	-4.38%	12.10%	7.49%	2.11%							22.90%
2025	2.31%	-0.32%	-4.99%	-1.36%	6.35%	6.13%	1.88%	2.35%	3.97%	2.27%	-0.08%	0.26%	19.82%
2024	1.51%	5.01%	3.65%	-4.49%	5.44%	3.56%	1.96%	2.15%	1.60%	-0.72%	5.36%	-3.34%	23.29%
2023	7.72%	-1.94%	3.83%	0.21%	2.14%	5.87%	3.77%	-2.15%	-4.89%	-2.78%	10.02%	5.87%	29.93%
2022	-4.95%	-2.44%	3.24%	-8.87%	1.16%	-9.27%	9.41%	-4.61%	-10.10%	8.01%	6.95%	-6.10%	-18.51%
2021	-0.13%	3.76%	3.89%	4.05%	1.14%	2.62%	1.79%	2.75%	-4.43%	6.67%	0.16%	4.35%	29.56%

Benchmark Metrics

ETF 1 has an annualized alpha of 4.00%, beta of 1.03, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since October 13, 2020.

This portfolio captured 113.26% of S&P 500 Index gains but only 94.89% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 4.00% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R2 of 0.97, 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: 4.00%

Beta: 1.03

R²: 0.97

Upside Capture: 113.26%

Downside Capture: 94.89%

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

Expense Ratio

ETF 1 has an expense ratio of 0.11%, 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.

SMH

VanEck Semiconductor ETF

QQQM

Invesco NASDAQ 100 ETF

VNQ

Vanguard Real Estate ETF

VGT

Vanguard Information Technology ETF

VFH

Vanguard Financials ETF

HDV

iShares Core High Dividend ETF

VTV

Vanguard Value ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

ETF 1 ranks 90 for risk / return — in the top 90% 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.

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 ETF 1 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	3.19	2.14	+1.06
Sortino ratioReturn per unit of downside risk	4.15	2.89	+1.26
Omega ratioGain probability vs. loss probability	1.58	1.39	+0.20
Calmar ratioReturn relative to maximum drawdown	5.31	2.91	+2.39
Martin ratioReturn relative to average drawdown	22.88	13.08	+9.79

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
HDV iShares Core High Dividend ETF	74	2.12	3.12	1.36	4.00	11.07
QQQM Invesco NASDAQ 100 ETF	80	2.43	3.13	1.43	3.52	13.11
SMH VanEck Semiconductor ETF	96	4.61	4.60	1.65	10.28	37.77
VFH Vanguard Financials ETF	20	0.69	1.02	1.13	0.70	1.82
VGT Vanguard Information Technology ETF	77	2.52	3.09	1.41	3.41	10.55
VNQ Vanguard Real Estate ETF	31	0.98	1.42	1.18	1.59	5.01
VTI Vanguard Total Stock Market ETF	77	2.25	3.04	1.41	3.20	14.35
VTV Vanguard Value ETF	89	2.78	3.94	1.50	4.52	17.04

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 ETF 1 Sharpe ratio is 3.19 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.55 to 2.44, 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 ETF 1 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

ETF 1 provided a 1.46% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.46%	1.53%	1.73%	1.86%	2.01%	1.56%	1.88%	1.87%	2.17%	1.81%	1.91%	2.13%
Portfolio components:
HDV iShares Core High Dividend ETF	3.56%	3.22%	3.67%	3.82%	3.56%	3.47%	4.07%	3.27%	3.67%	3.27%	3.28%	3.92%
QQQM Invesco NASDAQ 100 ETF	0.41%	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	0.17%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
VFH Vanguard Financials ETF	1.48%	1.55%	1.75%	2.08%	2.31%	1.87%	2.21%	2.17%	2.30%	1.53%	1.63%	2.00%
VGT Vanguard Information Technology ETF	0.32%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
VNQ Vanguard Real Estate ETF	3.56%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
VTV Vanguard Value ETF	1.82%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

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 ETF 1. 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 ETF 1 was 26.06%, occurring on Oct 12, 2022. Recovery took 286 trading sessions.

The current ETF 1 drawdown is 1.33%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-26.06%Oct 2022	9mo 11d	1y 1mo	1y 11moJan 2022 - Dec 2023
2025 selloff2025	-18.85%Apr 2025	1mo 17d	2mo 17d	4mo 4dFeb 2025 - Jun 2025
2024 pullback2024	-8.68%Aug 2024	19d	1mo 15d	2mo 4dJul 2024 - Sep 2024
2026 pullback2026	-7.97%Mar 2026	1mo 2d	14d	1mo 16dFeb 2026 - Apr 2026
2020 pullback2020	-7.73%Oct 2020	15d	12d	27dOct 2020 - Nov 2020

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 8 assets, with an effective number of assets of 7.48, 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	1.27	1.18	1.14	1.15

The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

ETF 1 correlation to the S&P 500 Index

ETF 1 has a 0.95 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while HDV has the lowest at 0.55.

0.55

0.61

0.73

0.79

0.80

0.90

0.92

0.99

Portfolio Correlations

Correlation vs. ETF 1. VTI has the highest portfolio correlation at 0.98, while HDV has the lowest at 0.57.

0.57

0.63

0.73

0.81

0.86

0.91

0.92

0.98

Asset Correlations Table

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

	HDV	VNQ	SMH	VFH	VGT	QQQM	VTV	VTI
HDV	1.00	0.63	0.26	0.67	0.29	0.32	0.84	0.55
VNQ	0.63	1.00	0.36	0.61	0.43	0.46	0.71	0.63
SMH	0.26	0.36	1.00	0.45	0.89	0.87	0.51	0.79
VFH	0.67	0.61	0.45	1.00	0.51	0.53	0.87	0.75
VGT	0.29	0.43	0.89	0.51	1.00	0.97	0.55	0.90
QQQM	0.32	0.46	0.87	0.53	0.97	1.00	0.57	0.91
VTV	0.84	0.71	0.51	0.87	0.55	0.57	1.00	0.81
VTI	0.55	0.63	0.79	0.75	0.90	0.91	0.81	1.00

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

Diversification Analysis

Find what ETF 1 is missing

See which holdings overlap, where ETF 1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification