80/20 Tax Aware ETF Black Rock

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

80/20 Tax Aware ETF Black Rock

Currency in USD · Last updated May 9, 2025

Tax Aware 80/20 ETF

Asset Allocation

Position	Category/Sector	Target Weight
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%

Benchmark

Rebalance

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 Every 3 months.

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

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.70%	13.67%	-5.18%	9.18%	14.14%	10.43%
80/20 Tax Aware ETF Black Rock	-0.14%	12.13%	-1.92%	8.68%	11.80%	N/A
Portfolio components:
ESGU iShares ESG MSCI USA ETF	-3.98%	14.17%	-5.28%	9.79%	14.41%	N/A
IVV iShares Core S&P 500 ETF	-3.33%	13.74%	-4.58%	10.62%	15.24%	12.38%
IVW iShares S&P 500 Growth ETF	-4.18%	17.14%	-3.39%	15.65%	15.42%	14.16%
OEF iShares S&P 100 ETF	-4.93%	13.99%	-4.77%	12.24%	16.19%	13.35%
QUAL iShares Edge MSCI USA Quality Factor ETF	-3.49%	12.50%	-6.31%	7.04%	14.24%	12.02%
USMV iShares Edge MSCI Min Vol USA ETF	4.43%	8.17%	0.56%	14.32%	10.71%	10.45%
EFG iShares MSCI EAFE Growth ETF	9.08%	17.62%	3.82%	4.99%	7.80%	5.45%
EFV iShares MSCI EAFE Value ETF	16.75%	16.91%	12.02%	16.66%	14.29%	4.93%
EMXC iShares MSCI Emerging Markets ex China ETF	3.62%	14.74%	-2.78%	2.34%	10.03%	N/A
IXC iShares Global Energy ETF	-1.68%	8.22%	-8.71%	-9.35%	17.75%	4.03%
IYW iShares U.S. Technology ETF	-6.90%	21.10%	-7.87%	11.28%	19.27%	19.47%
MUB iShares National AMT-Free Muni Bond ETF	-1.18%	2.06%	-0.70%	0.38%	0.82%	1.99%
TLH iShares 10-20 Year Treasury Bond ETF	1.78%	-0.82%	-0.62%	2.98%	-6.75%	-0.35%
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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.38%	-0.30%	-3.62%	0.26%	1.24%								-0.14%
2024	0.87%	3.77%	2.62%	-3.29%	4.00%	2.62%	1.26%	2.10%	1.61%	-1.88%	3.87%	-2.24%	16.05%
2023	6.10%	-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%
2019	6.34%	2.55%	1.75%	3.15%	-4.73%	5.46%	0.72%	-1.31%	1.61%	2.10%	2.44%	2.71%	24.76%
2018	4.40%	-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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

EMXC

iShares MSCI Emerging Markets ex China ETF

IXC

iShares Global Energy ETF

IYW

iShares U.S. Technology ETF

EFG

iShares MSCI EAFE Growth ETF

EFV

iShares MSCI EAFE Value ETF

OEF

iShares S&P 100 ETF

IVW

iShares S&P 500 Growth ETF

ESGU

iShares ESG MSCI USA ETF

QUAL

iShares Edge MSCI USA Quality Factor ETF

USMV

iShares Edge MSCI Min Vol USA ETF

TLH

iShares 10-20 Year Treasury Bond ETF

MUB

iShares National AMT-Free Muni Bond ETF

IVV

iShares Core S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 80/20 Tax Aware ETF Black Rock is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ESGU iShares ESG MSCI USA ETF	0.49	0.63	1.09	0.35	1.34
IVV iShares Core S&P 500 ETF	0.54	0.69	1.10	0.41	1.56
IVW iShares S&P 500 Growth ETF	0.62	0.84	1.12	0.54	1.81
OEF iShares S&P 100 ETF	0.58	0.76	1.11	0.46	1.68
QUAL iShares Edge MSCI USA Quality Factor ETF	0.38	0.46	1.07	0.23	0.88
USMV iShares Edge MSCI Min Vol USA ETF	1.09	1.32	1.20	1.28	4.70
EFG iShares MSCI EAFE Growth ETF	0.26	0.32	1.04	0.14	0.42
EFV iShares MSCI EAFE Value ETF	0.98	1.23	1.17	1.00	3.25
EMXC iShares MSCI Emerging Markets ex China ETF	0.13	0.18	1.02	0.04	0.10
IXC iShares Global Energy ETF	-0.42	-0.46	0.93	-0.52	-1.60
IYW iShares U.S. Technology ETF	0.37	0.50	1.07	0.24	0.75
MUB iShares National AMT-Free Muni Bond ETF	0.08	0.28	1.04	0.19	0.60
TLH iShares 10-20 Year Treasury Bond ETF	0.25	0.29	1.03	0.05	0.30
USD=X USD Cash	—	—	—	—	—

The current 80/20 Tax Aware ETF Black Rock Sharpe ratio is 0.56. 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 0.44 to 0.95, 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.

80/20 Tax Aware ETF Black Rock

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

80/20 Tax Aware ETF Black Rock provided a 1.84% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.84%	1.87%	1.86%	1.89%	1.50%	1.57%	2.15%	2.25%	1.85%	1.69%	1.80%	1.80%
Portfolio components:
ESGU iShares ESG MSCI USA ETF	1.19%	1.18%	1.43%	1.58%	1.06%	1.27%	1.32%	1.81%	1.82%	0.00%	0.00%	0.00%
IVV iShares Core S&P 500 ETF	1.37%	1.30%	1.44%	1.66%	1.20%	1.57%	1.99%	2.21%	1.75%	2.01%	2.27%	1.83%
IVW iShares S&P 500 Growth ETF	0.47%	0.43%	1.03%	0.89%	0.46%	0.82%	1.63%	1.28%	1.30%	1.51%	1.51%	1.37%
OEF iShares S&P 100 ETF	1.02%	1.03%	1.19%	1.55%	1.06%	1.43%	1.87%	2.09%	1.81%	2.07%	2.11%	1.85%
QUAL iShares Edge MSCI USA Quality Factor ETF	1.07%	1.02%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%	1.35%
USMV iShares Edge MSCI Min Vol USA ETF	1.57%	1.67%	1.82%	1.62%	1.26%	1.81%	1.88%	2.12%	1.77%	2.22%	2.02%	1.88%
EFG iShares MSCI EAFE Growth ETF	1.50%	1.64%	1.63%	1.27%	1.54%	0.85%	1.69%	1.98%	1.56%	2.20%	1.75%	2.34%
EFV iShares MSCI EAFE Value ETF	4.00%	4.67%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.27%	3.59%	4.87%
EMXC iShares MSCI Emerging Markets ex China ETF	2.59%	2.69%	1.83%	2.85%	1.78%	1.45%	3.25%	2.63%	0.99%	0.00%	0.00%	0.00%
IXC iShares Global Energy ETF	4.64%	4.57%	3.45%	4.76%	3.98%	4.86%	7.00%	3.51%	3.05%	2.86%	3.77%	3.02%
IYW iShares U.S. Technology ETF	0.22%	0.21%	0.53%	0.50%	0.31%	0.56%	0.72%	0.92%	0.82%	1.14%	1.12%	1.13%
MUB iShares National AMT-Free Muni Bond ETF	3.14%	3.01%	2.65%	2.11%	1.81%	2.11%	2.42%	2.46%	2.26%	2.21%	2.51%	2.73%
TLH iShares 10-20 Year Treasury Bond ETF	4.19%	4.28%	3.83%	2.78%	1.50%	2.65%	2.31%	2.17%	1.83%	1.91%	2.13%	2.12%
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.

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 4.23%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28.9%	Feb 20, 2020	23	Mar 23, 2020	97	Aug 5, 2020	120
-23.17%	Dec 28, 2021	199	Sep 30, 2022	314	Dec 14, 2023	513
-14.59%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-14.59%	Sep 21, 2018	67	Dec 24, 2018	70	Apr 1, 2019	137
-8.09%	Jan 29, 2018	9	Feb 8, 2018	144	Aug 29, 2018	153

Volatility

Volatility Chart

The current 80/20 Tax Aware ETF Black Rock volatility is 5.14%, 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.

80/20 Tax Aware ETF Black Rock

Benchmark (^GSPC)

Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 6.72, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	USD=X	MUB	TLH	IXC	EMXC	EFV	USMV	EFG	IYW	IVW	QUAL	OEF	ESGU	IVV	Portfolio
^GSPC	1.00	0.00	0.06	-0.10	0.51	0.67	0.72	0.84	0.80	0.89	0.95	0.97	0.98	0.97	1.00	0.98
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MUB	0.06	0.00	1.00	0.69	-0.09	0.08	0.04	0.12	0.12	0.07	0.08	0.08	0.05	0.07	0.06	0.11
TLH	-0.10	0.00	0.69	1.00	-0.22	-0.07	-0.12	0.00	-0.01	-0.06	-0.06	-0.08	-0.10	-0.09	-0.10	-0.05
IXC	0.51	0.00	-0.09	-0.22	1.00	0.50	0.64	0.41	0.45	0.33	0.38	0.47	0.46	0.49	0.51	0.53
EMXC	0.67	0.00	0.08	-0.07	0.50	1.00	0.73	0.52	0.74	0.59	0.62	0.65	0.65	0.67	0.67	0.74
EFV	0.72	0.00	0.04	-0.12	0.64	0.73	1.00	0.63	0.85	0.55	0.61	0.68	0.67	0.70	0.71	0.78
USMV	0.84	0.00	0.12	0.00	0.41	0.52	0.63	1.00	0.69	0.65	0.76	0.85	0.79	0.81	0.84	0.82
EFG	0.80	0.00	0.12	-0.01	0.45	0.74	0.85	0.69	1.00	0.72	0.76	0.79	0.77	0.79	0.80	0.87
IYW	0.89	0.00	0.07	-0.06	0.33	0.59	0.55	0.65	0.72	1.00	0.96	0.87	0.92	0.87	0.89	0.88
IVW	0.95	0.00	0.08	-0.06	0.38	0.62	0.61	0.76	0.76	0.96	1.00	0.93	0.97	0.93	0.95	0.94
QUAL	0.97	0.00	0.08	-0.08	0.47	0.65	0.68	0.85	0.79	0.87	0.93	1.00	0.95	0.95	0.97	0.96
OEF	0.98	0.00	0.05	-0.10	0.46	0.65	0.67	0.79	0.77	0.92	0.97	0.95	1.00	0.95	0.98	0.96
ESGU	0.97	0.00	0.07	-0.09	0.49	0.67	0.70	0.81	0.79	0.87	0.93	0.95	0.95	1.00	0.97	0.97
IVV	1.00	0.00	0.06	-0.10	0.51	0.67	0.71	0.84	0.80	0.89	0.95	0.97	0.98	0.97	1.00	0.98
Portfolio	0.98	0.00	0.11	-0.05	0.53	0.74	0.78	0.82	0.87	0.88	0.94	0.96	0.96	0.97	0.98	1.00

The correlation results are calculated based on daily price changes starting from Jul 27, 2017

Performance Analysis

Risk Analysis

Optimization

Factor Model

80/20 Tax Aware ETF Black Rock

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community