xlk+xlc+gbtc
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 33.33% |
XLF Financial Select Sector SPDR Fund | Financials Equities | 33.33% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is May 4, 2015, corresponding to the inception date of GBTC
Returns By Period
As of May 14, 2025, the xlk+xlc+gbtc returned 6.48% Year-To-Date and 48.16% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| xlk+xlc+gbtc | 6.48% | 17.33% | 6.88% | 35.18% | 39.49% | 48.16% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 0.22% | 17.28% | -1.16% | 13.43% | 21.23% | 19.81% |
XLF Financial Select Sector SPDR Fund | 6.07% | 9.45% | 3.51% | 24.52% | 21.58% | 14.39% |
GBTC Grayscale Bitcoin Trust (BTC) | 11.77% | 24.84% | 16.14% | 65.10% | 51.29% | 71.94% |
Monthly Returns
The table below presents the monthly returns of xlk+xlc+gbtc, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.80% | -6.16% | -4.98% | 4.44% | 9.10% | 6.48% | |||||||
| 2024 | 5.17% | 18.73% | 7.26% | -9.02% | 8.00% | -1.47% | 4.22% | -1.73% | 3.19% | 3.63% | 18.49% | -3.38% | 62.56% |
| 2023 | 21.25% | -2.62% | 17.02% | 1.13% | -3.68% | 15.78% | 2.38% | -2.13% | -2.43% | 12.47% | 12.39% | 8.82% | 109.57% |
| 2022 | -9.93% | 1.12% | 2.22% | -11.51% | -6.35% | -19.26% | 14.21% | -7.90% | -9.52% | 8.23% | -3.65% | -6.79% | -42.36% |
| 2021 | 1.85% | 12.74% | 8.73% | 1.82% | -9.41% | 0.62% | 6.50% | 5.90% | -6.22% | 21.31% | -3.28% | -8.50% | 31.54% |
| 2020 | 11.25% | -9.37% | -19.68% | 20.81% | 7.09% | -2.73% | 14.30% | 7.14% | -9.94% | 11.29% | 29.39% | 22.38% | 98.04% |
| 2019 | 5.59% | 6.76% | 3.12% | 18.19% | 22.32% | 21.12% | -1.57% | -6.66% | -0.18% | 3.83% | -1.55% | -2.22% | 86.57% |
| 2018 | -5.72% | 2.45% | -15.51% | 15.91% | -7.49% | -11.33% | 9.60% | -0.66% | -6.22% | -9.26% | -7.77% | -12.97% | -42.30% |
| 2017 | -2.35% | 5.24% | 0.18% | 6.75% | 96.60% | -12.05% | 4.59% | 47.50% | -14.94% | 9.05% | 31.22% | 15.79% | 313.18% |
| 2016 | -14.84% | 6.86% | 4.48% | 10.13% | 5.56% | 20.32% | -3.37% | -1.97% | 10.50% | 7.08% | 1.34% | 9.82% | 65.91% |
| 2015 | -6.94% | -3.85% | 2.10% | -8.78% | 1.15% | 12.44% | 12.15% | 14.82% | 22.04% |
Expense Ratio
xlk+xlc+gbtc has an expense ratio of 0.09%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 84, xlk+xlc+gbtc is among the top 16% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 0.44 | 0.86 | 1.12 | 0.56 | 1.76 |
XLF Financial Select Sector SPDR Fund | 1.22 | 1.72 | 1.25 | 1.58 | 5.99 |
GBTC Grayscale Bitcoin Trust (BTC) | 1.22 | 1.90 | 1.22 | 2.35 | 5.22 |
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Dividends
Dividend yield
xlk+xlc+gbtc provided a 0.69% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.69% | 0.69% | 0.82% | 1.03% | 0.76% | 0.98% | 1.01% | 1.23% | 1.03% | 1.12% | 1.39% | 1.24% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.67% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
XLF Financial Select Sector SPDR Fund | 1.40% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.26% | 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 xlk+xlc+gbtc. 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 xlk+xlc+gbtc was 59.83%, occurring on Dec 21, 2018. Recovery took 472 trading sessions.
The current xlk+xlc+gbtc drawdown is 0.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.83% | Dec 19, 2017 | 254 | Dec 21, 2018 | 472 | Nov 5, 2020 | 726 |
| -52.54% | Nov 10, 2021 | 285 | Dec 28, 2022 | 235 | Dec 5, 2023 | 520 |
| -28.6% | May 6, 2015 | 78 | Aug 25, 2015 | 50 | Nov 4, 2015 | 128 |
| -26.48% | Sep 1, 2017 | 9 | Sep 14, 2017 | 50 | Nov 24, 2017 | 59 |
| -25% | Jun 7, 2017 | 6 | Jun 14, 2017 | 42 | Aug 14, 2017 | 48 |
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 3 assets, with an effective number of assets of 3.00, 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
| ^GSPC | GBTC | XLF | XLK | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.24 | 0.76 | 0.90 | 0.53 |
| GBTC | 0.24 | 1.00 | 0.17 | 0.24 | 0.92 |
| XLF | 0.76 | 0.17 | 1.00 | 0.56 | 0.44 |
| XLK | 0.90 | 0.24 | 0.56 | 1.00 | 0.51 |
| Portfolio | 0.53 | 0.92 | 0.44 | 0.51 | 1.00 |