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80/20 Tax Aware ETF Black Rock

Last updated Mar 2, 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
MUB
iShares National AMT-Free Muni Bond ETF
Municipal Bonds

14%

TLH
iShares 10-20 Year Treasury Bond ETF
Government Bonds

2%

USD=X
USD Cash

2%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

30%

ESGU
iShares ESG MSCI USA ETF
Large Cap Growth Equities

13.50%

EFV
iShares MSCI EAFE Value ETF
Foreign Large Cap Equities

8%

EFG
iShares MSCI EAFE Growth ETF
Foreign Large Cap Equities

6.50%

EMXC
iShares MSCI Emerging Markets ex China ETF
Foreign Large Cap Equities

5.50%

QUAL
iShares Edge MSCI USA Quality Factor ETF
Large Cap Growth Equities

4.50%

IYW
iShares U.S. Technology ETF
Technology Equities

4%

IVW
iShares S&P 500 Growth ETF
Large Cap Growth Equities

3.50%

OEF
iShares S&P 100 ETF
Large Cap Growth Equities

3%

USMV
iShares Edge MSCI Min Vol USA ETF
Large Cap Growth Equities

2.50%

IXC
iShares Global Energy ETF
Energy Equities

1%

S&P 500

Performance

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


60.00%70.00%80.00%90.00%100.00%110.00%OctoberNovemberDecember2024FebruaryMarch
89.89%
107.32%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
80/20 Tax Aware ETF Black Rock5.58%3.07%11.94%22.42%10.96%N/A
ESGU
iShares ESG MSCI USA ETF
7.55%3.75%14.29%27.87%14.27%N/A
IVV
iShares Core S&P 500 ETF
7.91%3.76%14.59%28.95%14.50%12.67%
IVW
iShares S&P 500 Growth ETF
11.65%4.68%16.69%37.26%15.46%14.09%
OEF
iShares S&P 100 ETF
9.02%3.69%15.82%36.12%15.87%13.44%
QUAL
iShares Edge MSCI USA Quality Factor ETF
10.36%5.24%17.13%35.57%14.60%12.86%
USMV
iShares Edge MSCI Min Vol USA ETF
4.82%1.79%10.19%16.58%9.03%10.62%
EFG
iShares MSCI EAFE Growth ETF
6.08%5.11%12.59%15.88%7.47%5.48%
EFV
iShares MSCI EAFE Value ETF
0.90%2.34%8.17%11.00%5.40%2.98%
EMXC
iShares MSCI Emerging Markets ex China ETF
1.93%3.07%10.66%16.80%5.26%N/A
IXC
iShares Global Energy ETF
2.22%3.44%-0.84%4.49%8.49%3.26%
IYW
iShares U.S. Technology ETF
10.31%3.95%21.47%58.59%23.96%20.45%
MUB
iShares National AMT-Free Muni Bond ETF
-0.01%0.17%4.12%5.17%1.85%2.45%
TLH
iShares 10-20 Year Treasury Bond ETF
-3.00%-1.55%2.43%-0.22%-2.15%0.48%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.87%3.80%
2023-1.87%-4.02%-2.17%8.38%4.34%

Sharpe Ratio

The current 80/20 Tax Aware ETF Black Rock Sharpe ratio is 2.71. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.71

The Sharpe ratio of 80/20 Tax Aware ETF Black Rock lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Chart placeholderNot enough data

Dividend yield

80/20 Tax Aware ETF Black Rock granted a 1.79% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
80/20 Tax Aware ETF Black Rock1.79%1.85%1.89%1.50%1.57%2.15%2.25%1.85%1.69%1.80%1.80%1.65%
ESGU
iShares ESG MSCI USA ETF
1.33%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
1.34%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
IVW
iShares S&P 500 Growth ETF
0.92%1.03%0.89%0.46%0.82%1.62%1.27%1.30%1.51%1.51%1.36%1.44%
OEF
iShares S&P 100 ETF
1.09%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
1.11%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
1.73%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
1.53%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
4.32%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%4.87%3.19%
EMXC
iShares MSCI Emerging Markets ex China ETF
1.79%1.83%2.85%1.78%1.45%3.25%2.62%0.99%0.00%0.00%0.00%0.00%
IXC
iShares Global Energy ETF
3.37%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
0.36%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
2.71%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
4.04%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%

Expense Ratio

The 80/20 Tax Aware ETF Black Rock features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.42%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.18%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
80/20 Tax Aware ETF Black Rock
ESGU
iShares ESG MSCI USA ETF
2.44
IVV
iShares Core S&P 500 ETF
2.60
IVW
iShares S&P 500 Growth ETF
3.00
OEF
iShares S&P 100 ETF
3.07
QUAL
iShares Edge MSCI USA Quality Factor ETF
3.02
USMV
iShares Edge MSCI Min Vol USA ETF
2.03
EFG
iShares MSCI EAFE Growth ETF
1.29
EFV
iShares MSCI EAFE Value ETF
0.93
EMXC
iShares MSCI Emerging Markets ex China ETF
1.40
IXC
iShares Global Energy ETF
0.32
IYW
iShares U.S. Technology ETF
3.43
MUB
iShares National AMT-Free Muni Bond ETF
1.22
TLH
iShares 10-20 Year Treasury Bond ETF
0.05
USD=X
USD Cash

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=XMUBTLHIXCEMXCEFVUSMVIYWEFGIVWESGUQUALOEFIVV
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.00
MUB0.001.000.66-0.110.07-0.010.100.060.100.060.040.050.030.03
TLH0.000.661.00-0.26-0.10-0.18-0.04-0.08-0.05-0.09-0.13-0.11-0.13-0.14
IXC0.00-0.11-0.261.000.530.670.410.350.470.400.510.500.490.53
EMXC0.000.07-0.100.531.000.740.530.580.740.610.660.640.640.66
EFV0.00-0.01-0.180.670.741.000.650.580.850.640.720.710.710.74
USMV0.000.10-0.040.410.530.651.000.690.710.810.840.870.830.87
IYW0.000.06-0.080.350.580.580.691.000.730.950.860.870.910.88
EFG0.000.10-0.050.470.740.850.710.731.000.770.800.790.780.81
IVW0.000.06-0.090.400.610.640.810.950.771.000.930.930.970.95
ESGU0.000.04-0.130.510.660.720.840.860.800.931.000.950.950.97
QUAL0.000.05-0.110.500.640.710.870.870.790.930.951.000.950.97
OEF0.000.03-0.130.490.640.710.830.910.780.970.950.951.000.98
IVV0.000.03-0.140.530.660.740.870.880.810.950.970.970.981.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


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 Chart

The current 80/20 Tax Aware ETF Black Rock volatility is 2.65%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.65%
3.47%
80/20 Tax Aware ETF Black Rock
Benchmark (^GSPC)
Portfolio components
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