Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFS-Tech,Intl,Bonds,Broad 6.20.25, 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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The earliest data available for this chart is Jan 30, 2024, corresponding to the inception date of QQQI
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio ETFS-Tech,Intl,Bonds,Broad 6.20.25 | -0.12% | -5.12% | 8.33% | 15.97% | 69.45% | — | — | — |
| Portfolio components: | ||||||||
VYMI Vanguard International High Dividend Yield ETF | -0.11% | -0.87% | 6.26% | 13.90% | 33.42% | 20.17% | 12.59% | 10.36% |
SHLD Global X Defense Tech ETF | 0.65% | -3.69% | 14.15% | 4.83% | 57.51% | — | — | — |
XLK State Street Technology Select Sector SPDR ETF | 0.80% | -0.98% | -5.43% | -4.69% | 30.55% | 22.58% | 15.84% | 21.15% |
VTWO Vanguard Russell 2000 ETF | 0.72% | -2.87% | 2.28% | 3.62% | 25.50% | 13.64% | 3.78% | 10.14% |
XAR SPDR S&P Aerospace & Defense ETF | -0.14% | -8.67% | 7.65% | 9.12% | 58.39% | 30.77% | 16.06% | 18.38% |
PSI Invesco Semiconductors ETF | 0.47% | 2.26% | 23.68% | 33.80% | 102.12% | 33.89% | 18.67% | 28.04% |
PAVE Global X US Infrastructure Development ETF | -0.75% | -5.46% | 7.34% | 7.91% | 34.04% | 22.82% | 16.08% | — |
COPX Global X Copper Miners ETF | -1.65% | -11.68% | 7.06% | 29.42% | 102.29% | 27.96% | 18.88% | 21.18% |
GVAL Cambria Global Value ETF | 1.18% | -2.90% | 6.95% | 15.22% | 39.26% | 23.80% | 13.53% | 10.04% |
SLVP iShares MSCI Global Silver Miners ETF | -0.81% | -12.94% | 7.35% | 37.49% | 150.62% | 48.77% | 20.47% | 18.15% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 31, 2024, ETFS-Tech,Intl,Bonds,Broad 6.20.25's average daily return is +0.14%, while the average monthly return is +2.74%. At this rate, your investment would double in approximately 2.1 years.
Historically, 75% of months were positive and 25% were negative. The best month was Jan 2026 with a return of +10.7%, while the worst month was Mar 2026 at -10.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 1 months.
On a daily basis, ETFS-Tech,Intl,Bonds,Broad 6.20.25 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Apr 4, 2025 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.65% | 7.40% | -10.67% | 2.05% | 8.33% | ||||||||
| 2025 | 5.00% | -0.84% | 1.21% | 2.09% | 6.39% | 8.13% | 2.80% | 9.58% | 9.88% | 2.32% | 2.15% | 3.88% | 66.34% |
| 2024 | -1.35% | 3.59% | 6.87% | -0.64% | 6.18% | -3.41% | 4.05% | 0.07% | 3.94% | -1.53% | 2.99% | -6.18% | 14.60% |
Benchmark Metrics
ETFS-Tech,Intl,Bonds,Broad 6.20.25 has an annualized alpha of 22.81%, beta of 1.04, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since January 31, 2024.
- This portfolio captured 168.37% of S&P 500 Index gains but only 36.28% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 22.81% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.04 and R² of 0.60, 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
- 22.81%
- Beta
- 1.04
- R²
- 0.60
- Upside Capture
- 168.37%
- Downside Capture
- 36.28%
Expense Ratio
ETFS-Tech,Intl,Bonds,Broad 6.20.25 has an expense ratio of 0.43%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
ETFS-Tech,Intl,Bonds,Broad 6.20.25 ranks 96 for risk / return — in the top 96% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.80 | 0.88 | +1.92 |
Sortino ratioReturn per unit of downside risk | 3.39 | 1.37 | +2.02 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.21 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 4.72 | 1.39 | +3.33 |
Martin ratioReturn relative to average drawdown | 18.50 | 6.43 | +12.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 90 | 2.11 | 2.79 | 1.44 | 3.04 | 12.35 |
SHLD Global X Defense Tech ETF | 90 | 2.26 | 2.92 | 1.39 | 3.83 | 11.11 |
XLK State Street Technology Select Sector SPDR ETF | 61 | 1.13 | 1.71 | 1.24 | 1.98 | 6.27 |
VTWO Vanguard Russell 2000 ETF | 60 | 1.10 | 1.65 | 1.21 | 1.98 | 7.32 |
XAR SPDR S&P Aerospace & Defense ETF | 89 | 2.07 | 2.75 | 1.35 | 3.54 | 12.22 |
PSI Invesco Semiconductors ETF | 94 | 2.35 | 2.84 | 1.40 | 5.60 | 20.14 |
PAVE Global X US Infrastructure Development ETF | 80 | 1.53 | 2.20 | 1.29 | 2.89 | 10.51 |
COPX Global X Copper Miners ETF | 91 | 2.44 | 2.77 | 1.38 | 3.63 | 13.75 |
GVAL Cambria Global Value ETF | 93 | 2.28 | 2.93 | 1.47 | 3.52 | 13.29 |
SLVP iShares MSCI Global Silver Miners ETF | 93 | 2.80 | 2.85 | 1.40 | 4.54 | 15.07 |
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Dividends
Dividend yield
ETFS-Tech,Intl,Bonds,Broad 6.20.25 provided a 2.30% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.30% | 2.30% | 2.50% | 1.57% | 1.72% | 1.57% | 1.03% | 1.28% | 2.21% | 1.00% | 1.11% | 1.19% |
| Portfolio components: | ||||||||||||
VYMI Vanguard International High Dividend Yield ETF | 3.61% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
SHLD Global X Defense Tech ETF | 0.48% | 0.55% | 0.53% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK State Street Technology Select Sector SPDR ETF | 0.56% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
VTWO Vanguard Russell 2000 ETF | 1.24% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
XAR SPDR S&P Aerospace & Defense ETF | 0.34% | 0.40% | 0.66% | 0.54% | 0.50% | 0.83% | 0.63% | 0.75% | 1.19% | 0.76% | 1.09% | 2.31% |
PSI Invesco Semiconductors ETF | 0.08% | 0.10% | 0.15% | 0.40% | 0.61% | 0.14% | 0.21% | 0.52% | 0.83% | 0.21% | 0.68% | 0.16% |
PAVE Global X US Infrastructure Development ETF | 0.86% | 0.92% | 0.54% | 0.68% | 0.84% | 0.48% | 0.44% | 0.67% | 0.78% | 0.30% | 0.00% | 0.00% |
COPX Global X Copper Miners ETF | 2.50% | 2.68% | 1.80% | 2.39% | 3.14% | 1.48% | 1.30% | 1.37% | 2.59% | 1.57% | 0.60% | 1.20% |
GVAL Cambria Global Value ETF | 3.02% | 2.93% | 4.75% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% |
SLVP iShares MSCI Global Silver Miners ETF | 1.66% | 1.78% | 1.05% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% |
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 ETFS-Tech,Intl,Bonds,Broad 6.20.25. 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 ETFS-Tech,Intl,Bonds,Broad 6.20.25 was 15.52%, occurring on Apr 8, 2025. Recovery took 19 trading sessions.
The current ETFS-Tech,Intl,Bonds,Broad 6.20.25 drawdown is 9.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.52% | Mar 20, 2025 | 14 | Apr 8, 2025 | 19 | May 6, 2025 | 33 |
| -14.92% | Mar 3, 2026 | 20 | Mar 30, 2026 | — | — | — |
| -11.26% | Jul 17, 2024 | 16 | Aug 7, 2024 | 33 | Sep 24, 2024 | 49 |
| -8.56% | Nov 8, 2024 | 29 | Dec 19, 2024 | 57 | Mar 17, 2025 | 86 |
| -8.21% | Jan 29, 2026 | 6 | Feb 5, 2026 | 13 | Feb 25, 2026 | 19 |
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 15 assets, with an effective number of assets of 14.83, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | RING | SHLD | SLVP | REMX | XAR | XLK | GVAL | PSI | COPX | QQQI | VYMI | PAVE | AVDV | XME | VTWO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.24 | 0.46 | 0.29 | 0.37 | 0.63 | 0.89 | 0.52 | 0.77 | 0.46 | 0.94 | 0.59 | 0.77 | 0.59 | 0.54 | 0.77 | 0.71 |
| RING | 0.24 | 1.00 | 0.32 | 0.91 | 0.39 | 0.27 | 0.21 | 0.44 | 0.23 | 0.61 | 0.21 | 0.46 | 0.26 | 0.53 | 0.57 | 0.27 | 0.67 |
| SHLD | 0.46 | 0.32 | 1.00 | 0.30 | 0.27 | 0.72 | 0.39 | 0.36 | 0.34 | 0.29 | 0.39 | 0.41 | 0.52 | 0.45 | 0.44 | 0.51 | 0.56 |
| SLVP | 0.29 | 0.91 | 0.30 | 1.00 | 0.44 | 0.27 | 0.27 | 0.48 | 0.29 | 0.66 | 0.27 | 0.48 | 0.29 | 0.54 | 0.62 | 0.31 | 0.72 |
| REMX | 0.37 | 0.39 | 0.27 | 0.44 | 1.00 | 0.36 | 0.33 | 0.54 | 0.39 | 0.64 | 0.35 | 0.48 | 0.43 | 0.51 | 0.64 | 0.47 | 0.70 |
| XAR | 0.63 | 0.27 | 0.72 | 0.27 | 0.36 | 1.00 | 0.53 | 0.38 | 0.52 | 0.35 | 0.54 | 0.42 | 0.72 | 0.47 | 0.58 | 0.73 | 0.66 |
| XLK | 0.89 | 0.21 | 0.39 | 0.27 | 0.33 | 0.53 | 1.00 | 0.43 | 0.85 | 0.40 | 0.94 | 0.46 | 0.62 | 0.47 | 0.49 | 0.63 | 0.65 |
| GVAL | 0.52 | 0.44 | 0.36 | 0.48 | 0.54 | 0.38 | 0.43 | 1.00 | 0.44 | 0.69 | 0.47 | 0.81 | 0.50 | 0.74 | 0.56 | 0.54 | 0.71 |
| PSI | 0.77 | 0.23 | 0.34 | 0.29 | 0.39 | 0.52 | 0.85 | 0.44 | 1.00 | 0.45 | 0.81 | 0.47 | 0.67 | 0.48 | 0.55 | 0.68 | 0.70 |
| COPX | 0.46 | 0.61 | 0.29 | 0.66 | 0.64 | 0.35 | 0.40 | 0.69 | 0.45 | 1.00 | 0.43 | 0.67 | 0.47 | 0.67 | 0.71 | 0.47 | 0.80 |
| QQQI | 0.94 | 0.21 | 0.39 | 0.27 | 0.35 | 0.54 | 0.94 | 0.47 | 0.81 | 0.43 | 1.00 | 0.50 | 0.64 | 0.52 | 0.49 | 0.66 | 0.66 |
| VYMI | 0.59 | 0.46 | 0.41 | 0.48 | 0.48 | 0.42 | 0.46 | 0.81 | 0.47 | 0.67 | 0.50 | 1.00 | 0.60 | 0.89 | 0.57 | 0.62 | 0.73 |
| PAVE | 0.77 | 0.26 | 0.52 | 0.29 | 0.43 | 0.72 | 0.62 | 0.50 | 0.67 | 0.47 | 0.64 | 0.60 | 1.00 | 0.61 | 0.66 | 0.87 | 0.74 |
| AVDV | 0.59 | 0.53 | 0.45 | 0.54 | 0.51 | 0.47 | 0.47 | 0.74 | 0.48 | 0.67 | 0.52 | 0.89 | 0.61 | 1.00 | 0.61 | 0.62 | 0.77 |
| XME | 0.54 | 0.57 | 0.44 | 0.62 | 0.64 | 0.58 | 0.49 | 0.56 | 0.55 | 0.71 | 0.49 | 0.57 | 0.66 | 0.61 | 1.00 | 0.68 | 0.87 |
| VTWO | 0.77 | 0.27 | 0.51 | 0.31 | 0.47 | 0.73 | 0.63 | 0.54 | 0.68 | 0.47 | 0.66 | 0.62 | 0.87 | 0.62 | 0.68 | 1.00 | 0.76 |
| Portfolio | 0.71 | 0.67 | 0.56 | 0.72 | 0.70 | 0.66 | 0.65 | 0.71 | 0.70 | 0.80 | 0.66 | 0.73 | 0.74 | 0.77 | 0.87 | 0.76 | 1.00 |