ETFs
All ETF portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 16.67% |
DGRW WisdomTree U.S. Dividend Growth Fund | Large Cap Growth Equities, Dividend | 16.67% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | Large Cap Blend Equities | 16.67% |
SPGP Invesco S&P 500 GARP ETF | Large Cap Growth Equities | 16.67% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 16.67% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFs, 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
The earliest data available for this chart is May 22, 2013, corresponding to the inception date of DGRW
Returns By Period
As of Nov 13, 2024, the ETFs returned 22.02% Year-To-Date and 14.80% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| ETFs | 22.08% | 1.20% | 10.79% | 29.73% | 16.74% | 14.80% |
| Portfolio components: | ||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 14.76% | 0.10% | 8.56% | 28.71% | 13.92% | 13.36% |
DGRW WisdomTree U.S. Dividend Growth Fund | 22.00% | 0.01% | 11.25% | 29.39% | 14.57% | 13.08% |
SPGP Invesco S&P 500 GARP ETF | 13.41% | 2.12% | 5.78% | 20.61% | 13.84% | 14.19% |
BRK-B Berkshire Hathaway Inc. | 31.25% | 1.77% | 13.41% | 32.14% | 16.38% | 12.42% |
SPLG SPDR Portfolio S&P 500 ETF | 26.89% | 2.18% | 13.43% | 34.93% | 15.81% | 13.35% |
XLK Technology Select Sector SPDR Fund | 23.33% | 1.00% | 11.25% | 30.69% | 23.27% | 20.54% |
Monthly Returns
The table below presents the monthly returns of ETFs, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.51% | 5.12% | 3.16% | -5.04% | 4.24% | 2.01% | 2.53% | 3.19% | 0.82% | -1.43% | 22.08% | ||
| 2023 | 6.72% | -2.06% | 3.66% | 1.95% | 0.75% | 6.54% | 3.66% | -1.33% | -4.54% | -2.45% | 8.67% | 4.32% | 28.00% |
| 2022 | -3.25% | -1.60% | 4.08% | -7.66% | -0.16% | -8.75% | 9.46% | -4.84% | -8.84% | 8.94% | 6.97% | -5.42% | -12.77% |
| 2021 | -0.99% | 4.19% | 5.13% | 4.91% | 1.69% | 1.25% | 2.37% | 2.51% | -5.11% | 6.13% | -0.79% | 5.52% | 29.61% |
| 2020 | -0.44% | -7.98% | -12.48% | 11.54% | 4.53% | 1.32% | 5.64% | 8.18% | -3.35% | -3.05% | 12.40% | 3.82% | 18.34% |
| 2019 | 6.82% | 3.61% | 1.68% | 4.87% | -7.59% | 7.80% | 1.46% | -2.23% | 2.76% | 3.08% | 4.27% | 2.83% | 32.48% |
| 2018 | 7.12% | -3.26% | -3.07% | -0.11% | 2.74% | 0.36% | 3.49% | 4.32% | 1.06% | -6.93% | 2.50% | -8.25% | -1.20% |
| 2017 | 2.46% | 4.48% | 0.39% | 1.43% | 1.78% | 0.81% | 2.50% | 1.45% | 1.63% | 2.94% | 3.12% | 1.39% | 27.21% |
| 2016 | -5.15% | 1.77% | 6.74% | 0.33% | 1.55% | -0.25% | 4.14% | 0.76% | -0.59% | -1.57% | 4.14% | 1.61% | 13.77% |
| 2015 | -3.97% | 6.02% | -2.04% | 1.33% | 0.89% | -2.44% | 2.71% | -6.16% | -2.79% | 8.14% | 0.29% | -1.87% | -0.82% |
| 2014 | -3.43% | 4.03% | 2.01% | 1.09% | 2.16% | 1.38% | -0.70% | 4.93% | -0.68% | 1.53% | 3.75% | -0.66% | 16.19% |
| 2013 | -0.28% | -2.19% | 4.62% | -2.20% | 3.17% | 3.73% | 2.41% | 2.70% | 12.32% |
Expense Ratio
ETFs has an expense ratio of 0.21%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETFs is 61, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | 2.71 | 3.73 | 1.49 | 3.89 | 14.42 |
DGRW WisdomTree U.S. Dividend Growth Fund | 2.98 | 4.14 | 1.56 | 5.06 | 19.22 |
SPGP Invesco S&P 500 GARP ETF | 1.58 | 2.23 | 1.28 | 2.47 | 7.47 |
BRK-B Berkshire Hathaway Inc. | 2.35 | 3.28 | 1.42 | 4.45 | 11.65 |
SPLG SPDR Portfolio S&P 500 ETF | 3.09 | 4.11 | 1.58 | 4.46 | 20.23 |
XLK Technology Select Sector SPDR Fund | 1.54 | 2.06 | 1.28 | 1.96 | 6.79 |
Dividends
Dividend yield
ETFs provided a 0.91% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.91% | 1.01% | 1.23% | 0.91% | 1.15% | 1.22% | 1.50% | 1.10% | 1.32% | 1.53% | 1.37% | 1.23% |
| Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.75% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.50% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
SPGP Invesco S&P 500 GARP ETF | 1.31% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLG SPDR Portfolio S&P 500 ETF | 1.23% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETFs. 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 was 33.52%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current ETFs drawdown is 0.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.52% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -21.77% | Mar 30, 2022 | 136 | Oct 12, 2022 | 167 | Jun 13, 2023 | 303 |
| -19.09% | Sep 21, 2018 | 65 | Dec 24, 2018 | 71 | Apr 8, 2019 | 136 |
| -13.67% | Jul 21, 2015 | 143 | Feb 11, 2016 | 43 | Apr 14, 2016 | 186 |
| -10.36% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
Volatility
Volatility Chart
The current ETFs volatility is 3.88%, 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.
Diversification
Asset Correlations Table
| BRK-B | XLK | SPGP | MOAT | SPLG | DGRW | |
|---|---|---|---|---|---|---|
| BRK-B | 1.00 | 0.52 | 0.63 | 0.68 | 0.65 | 0.71 |
| XLK | 0.52 | 1.00 | 0.79 | 0.74 | 0.84 | 0.83 |
| SPGP | 0.63 | 0.79 | 1.00 | 0.83 | 0.85 | 0.86 |
| MOAT | 0.68 | 0.74 | 0.83 | 1.00 | 0.84 | 0.87 |
| SPLG | 0.65 | 0.84 | 0.85 | 0.84 | 1.00 | 0.89 |
| DGRW | 0.71 | 0.83 | 0.86 | 0.87 | 0.89 | 1.00 |