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80/20 Tax Aware ETF Black Rock
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

80/20 Tax Aware ETF Black Rock

Last updated Dec 24, 2024

Tax Aware 80/20 ETF

Asset Allocation

MUB 14%TLH 2%USD=X 2%IVV 30%ESGU 13.5%EFV 8%EFG 6.5%EMXC 5.5%QUAL 4.5%IYW 4%IVW 3.5%OEF 3%USMV 2.5%IXC 1%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
EFG
iShares MSCI EAFE Growth ETF		Foreign Large Cap Equities
6.50%
EFV
iShares MSCI EAFE Value ETF		Foreign Large Cap Equities
8%
EMXC
iShares MSCI Emerging Markets ex China ETF		Emerging Markets Equities
5.50%
ESGU
iShares ESG MSCI USA ETF		Large Cap Growth Equities
13.50%
IVV
iShares Core S&P 500 ETF		Large Cap Growth Equities
30%
IVW
iShares S&P 500 Growth ETF		Large Cap Growth Equities
3.50%
IXC
iShares Global Energy ETF		Energy Equities
1%
IYW
iShares U.S. Technology ETF		Technology Equities
4%
MUB
iShares National AMT-Free Muni Bond ETF		Municipal Bonds
14%
OEF
iShares S&P 100 ETF		Large Cap Growth Equities
3%
QUAL
iShares Edge MSCI USA Quality Factor ETF		Large Cap Growth Equities
4.50%
TLH
iShares 10-20 Year Treasury Bond ETF		Government Bonds
2%
USD=X
USD Cash
2%
USMV
iShares Edge MSCI Min Vol USA ETF		Large Cap Growth Equities
2.50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 80/20 Tax Aware ETF Black Rock, 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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.09%
10.43%
80/20 Tax Aware ETF Black Rock
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 26, 2017, corresponding to the inception date of EMXC

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		26.63%1.18%10.44%27.03%13.30%11.23%
80/20 Tax Aware ETF Black Rock17.83%0.28%6.09%18.37%10.32%N/A
Portfolio components:
ESGU
iShares ESG MSCI USA ETF		26.16%-0.07%10.24%26.65%13.89%N/A
IVV
iShares Core S&P 500 ETF		28.26%1.34%11.17%28.75%14.50%13.22%
IVW
iShares S&P 500 Growth ETF		40.73%5.73%14.02%40.82%16.99%15.35%
OEF
iShares S&P 100 ETF		34.66%3.97%13.17%35.12%16.48%14.37%
QUAL
iShares Edge MSCI USA Quality Factor ETF		25.07%-0.04%6.40%25.53%13.54%13.03%
USMV
iShares Edge MSCI Min Vol USA ETF		16.55%-3.89%7.13%17.47%8.00%10.17%
EFG
iShares MSCI EAFE Growth ETF		2.48%-0.53%-4.57%3.52%3.77%5.48%
EFV
iShares MSCI EAFE Value ETF		4.61%-1.87%-0.45%5.30%4.72%3.94%
EMXC
iShares MSCI Emerging Markets ex China ETF		4.25%-1.77%-2.47%6.09%3.97%N/A
IXC
iShares Global Energy ETF		0.54%-10.51%-7.30%-0.23%8.23%4.16%
IYW
iShares U.S. Technology ETF		35.02%4.01%10.12%35.18%22.80%20.89%
MUB
iShares National AMT-Free Muni Bond ETF		0.88%-0.86%1.05%1.00%0.90%2.04%
TLH
iShares 10-20 Year Treasury Bond ETF		-4.33%-1.85%-2.93%-3.75%-4.34%-0.53%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
*Annualized

Monthly Returns

The table below presents the monthly returns of 80/20 Tax Aware ETF Black Rock, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.87%3.77%2.62%-3.29%4.00%2.62%1.26%2.10%1.61%-1.88%3.87%17.83%
20236.10%-2.61%3.73%1.39%-0.06%4.92%2.71%-1.87%-4.02%-2.17%8.38%4.34%21.97%
2022-4.31%-2.69%1.91%-7.49%0.64%-7.31%7.19%-4.04%-8.36%5.75%6.82%-4.29%-16.55%
2021-0.68%1.70%3.06%3.90%1.10%1.84%1.68%2.25%-3.82%4.98%-1.07%3.39%19.57%
2020-0.11%-6.33%-10.79%9.21%4.72%2.29%4.44%5.21%-2.91%-2.36%10.10%3.76%16.17%
20196.34%2.55%1.75%3.15%-4.73%5.46%0.72%-1.31%1.61%2.10%2.44%2.71%24.76%
20184.40%-3.23%-1.51%0.33%1.18%0.03%2.86%1.69%0.43%-6.01%1.35%-5.84%-4.80%
2017-0.23%0.55%1.34%2.17%1.86%1.22%7.10%

Expense Ratio

80/20 Tax Aware ETF Black Rock has an expense ratio of 0.17%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

EMXC
iShares MSCI Emerging Markets ex China ETF
Expense ratio chart for EMXC: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
IXC
iShares Global Energy ETF
Expense ratio chart for IXC: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
IYW
iShares U.S. Technology ETF
Expense ratio chart for IYW: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
EFG
iShares MSCI EAFE Growth ETF
Expense ratio chart for EFG: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
EFV
iShares MSCI EAFE Value ETF
Expense ratio chart for EFV: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
OEF
iShares S&P 100 ETF
Expense ratio chart for OEF: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IVW
iShares S&P 500 Growth ETF
Expense ratio chart for IVW: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
ESGU
iShares ESG MSCI USA ETF
Expense ratio chart for ESGU: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
QUAL
iShares Edge MSCI USA Quality Factor ETF
Expense ratio chart for QUAL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
USMV
iShares Edge MSCI Min Vol USA ETF
Expense ratio chart for USMV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
TLH
iShares 10-20 Year Treasury Bond ETF
Expense ratio chart for TLH: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
MUB
iShares National AMT-Free Muni Bond ETF
Expense ratio chart for MUB: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IVV
iShares Core S&P 500 ETF
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 80/20 Tax Aware ETF Black Rock is 62, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 80/20 Tax Aware ETF Black Rock is 6262
Overall Rank
The Sharpe Ratio Rank of 80/20 Tax Aware ETF Black Rock is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of 80/20 Tax Aware ETF Black Rock is 6161
Sortino Ratio Rank
The Omega Ratio Rank of 80/20 Tax Aware ETF Black Rock is 6464
Omega Ratio Rank
The Calmar Ratio Rank of 80/20 Tax Aware ETF Black Rock is 5858
Calmar Ratio Rank
The Martin Ratio Rank of 80/20 Tax Aware ETF Black Rock is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for 80/20 Tax Aware ETF Black Rock, currently valued at 1.96, compared to the broader market-6.00-4.00-2.000.002.004.001.962.16
The chart of Sortino ratio for 80/20 Tax Aware ETF Black Rock, currently valued at 2.66, compared to the broader market-6.00-4.00-2.000.002.004.006.002.662.87
The chart of Omega ratio for 80/20 Tax Aware ETF Black Rock, currently valued at 1.36, compared to the broader market0.400.600.801.001.201.401.601.801.371.40
The chart of Calmar ratio for 80/20 Tax Aware ETF Black Rock, currently valued at 2.90, compared to the broader market0.002.004.006.008.0010.0012.002.903.19
The chart of Martin ratio for 80/20 Tax Aware ETF Black Rock, currently valued at 12.32, compared to the broader market0.0010.0020.0030.0040.0050.0012.3213.87
80/20 Tax Aware ETF Black Rock
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ESGU
iShares ESG MSCI USA ETF		2.252.991.433.3314.62
IVV
iShares Core S&P 500 ETF		2.453.231.463.6016.00
IVW
iShares S&P 500 Growth ETF		2.593.281.473.5213.88
OEF
iShares S&P 100 ETF		2.723.511.523.7716.56
QUAL
iShares Edge MSCI USA Quality Factor ETF		2.132.921.403.5613.03
USMV
iShares Edge MSCI Min Vol USA ETF		1.972.761.372.8310.62
EFG
iShares MSCI EAFE Growth ETF		0.380.631.080.381.33
EFV
iShares MSCI EAFE Value ETF		0.390.601.070.521.49
EMXC
iShares MSCI Emerging Markets ex China ETF		0.430.661.090.481.49
IXC
iShares Global Energy ETF		-0.040.061.01-0.04-0.11
IYW
iShares U.S. Technology ETF		1.912.461.342.548.75
MUB
iShares National AMT-Free Muni Bond ETF		0.320.451.060.261.20
TLH
iShares 10-20 Year Treasury Bond ETF		-0.19-0.180.98-0.06-0.46
USD=X
USD Cash		—————

The current 80/20 Tax Aware ETF Black Rock Sharpe ratio is 1.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 80/20 Tax Aware ETF Black Rock with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.96
2.16
80/20 Tax Aware ETF Black Rock
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

80/20 Tax Aware ETF Black Rock provided a 1.86% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.86%1.85%1.89%1.50%1.57%2.15%2.25%1.85%1.69%1.80%1.80%1.65%
Portfolio components:
ESGU
iShares ESG MSCI USA ETF		1.16%1.43%1.58%1.06%1.27%1.32%1.81%1.82%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF		1.26%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%
IVW
iShares S&P 500 Growth ETF		0.41%1.03%0.89%0.46%0.82%1.63%1.28%1.30%1.51%1.51%1.37%1.45%
OEF
iShares S&P 100 ETF		1.00%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%1.85%1.96%
QUAL
iShares Edge MSCI USA Quality Factor ETF		1.05%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%
USMV
iShares Edge MSCI Min Vol USA ETF		1.66%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%1.88%2.18%
EFG
iShares MSCI EAFE Growth ETF		1.62%1.63%1.27%1.54%0.85%1.69%1.98%1.56%2.20%1.75%2.34%1.86%
EFV
iShares MSCI EAFE Value ETF		4.70%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.27%3.59%4.87%3.19%
EMXC
iShares MSCI Emerging Markets ex China ETF		2.65%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%0.00%0.00%
IXC
iShares Global Energy ETF		4.63%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%3.02%2.48%
IYW
iShares U.S. Technology ETF		0.20%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%1.06%
MUB
iShares National AMT-Free Muni Bond ETF		3.02%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%2.73%3.02%
TLH
iShares 10-20 Year Treasury Bond ETF		4.29%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%2.12%2.41%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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.

-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.74%
-0.82%
80/20 Tax Aware ETF Black Rock
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 80/20 Tax Aware ETF Black Rock. 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 80/20 Tax Aware ETF Black Rock was 28.90%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current 80/20 Tax Aware ETF Black Rock drawdown is 2.26%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.9%Feb 20, 202023Mar 23, 202097Aug 5, 2020120
-23.17%Dec 28, 2021199Sep 30, 2022314Dec 14, 2023513
-14.59%Sep 21, 201867Dec 24, 201870Apr 1, 2019137
-8.09%Jan 29, 20189Feb 8, 2018144Aug 29, 2018153
-7.16%Sep 3, 202015Sep 23, 202033Nov 9, 202048

Volatility

Volatility Chart

The current 80/20 Tax Aware ETF Black Rock volatility is 3.15%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.15%
3.96%
80/20 Tax Aware ETF Black Rock
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
USD=XMUBTLHIXCEMXCEFVUSMVIYWEFGIVWQUALOEFESGUIVV
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.00
MUB0.001.000.69-0.100.080.030.110.070.120.080.070.050.060.05
TLH0.000.691.00-0.24-0.07-0.14-0.01-0.07-0.02-0.07-0.09-0.11-0.10-0.11
IXC0.00-0.10-0.241.000.500.650.400.330.450.380.470.460.490.51
EMXC0.000.08-0.070.501.000.730.520.590.740.610.640.640.660.66
EFV0.000.03-0.140.650.731.000.630.560.850.610.690.680.710.72
USMV0.000.11-0.010.400.520.631.000.660.700.770.850.800.820.85
IYW0.000.07-0.070.330.590.560.661.000.720.950.870.910.860.88
EFG0.000.12-0.020.450.740.850.700.721.000.760.790.780.790.80
IVW0.000.08-0.070.380.610.610.770.950.761.000.930.970.920.95
QUAL0.000.07-0.090.470.640.690.850.870.790.931.000.950.950.97
OEF0.000.05-0.110.460.640.680.800.910.780.970.951.000.950.98
ESGU0.000.06-0.100.490.660.710.820.860.790.920.950.951.000.97
IVV0.000.05-0.110.510.660.720.850.880.800.950.970.980.971.00
The correlation results are calculated based on daily price changes starting from Jul 27, 2017
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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