ETF Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
ARKK ARK Innovation ETF	Actively Managed, Technology Equities	6.67%
IJH iShares Core S&P Mid-Cap ETF	Mid Cap Blend Equities	6.67%
ITA iShares U.S. Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	6.67%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	6.67%
SCHA Schwab U.S. Small-Cap ETF	Small Cap Growth Equities	6.67%
SOXQ Invesco PHLX Semiconductor ETF	Semiconductors, Technology Equities	6.67%
SPHQ Invesco S&P 500 Quality ETF	S&P 500, Large Cap Value Equities	6.67%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	S&P 500, Large Cap Growth Equities	6.67%
VDC Vanguard Consumer Staples ETF	Consumer Staples Equities	6.67%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	6.67%
VOO Vanguard S&P 500 ETF	S&P 500	6.67%
VTV Vanguard Value ETF	Large Cap Value Equities	6.67%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	6.67%
VYM Vanguard High Dividend Yield ETF	Dividend	6.67%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	6.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF Portfolio, 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 Jun 11, 2021, corresponding to the inception date of SOXQ

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio ETF Portfolio	0.03%	-2.05%	3.55%	4.73%	43.51%	19.04%	—	—
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.50%	-3.55%	-1.41%	31.08%	18.47%	11.96%	14.19%
ARKK ARK Innovation ETF	0.23%	-7.34%	-10.87%	-22.37%	63.47%	20.43%	-10.47%	14.27%
IJH iShares Core S&P Mid-Cap ETF	0.12%	-2.18%	3.54%	4.42%	30.71%	12.42%	6.78%	10.69%
ITA iShares U.S. Aerospace & Defense ETF	-0.77%	-7.49%	3.43%	5.97%	64.88%	24.79%	17.23%	15.50%
QQQ Invesco QQQ ETF	0.11%	-3.81%	-4.65%	-2.77%	39.07%	22.97%	13.18%	19.05%
SCHA Schwab U.S. Small-Cap ETF	0.58%	-1.14%	3.79%	5.07%	41.03%	13.69%	4.61%	10.10%
SOXQ Invesco PHLX Semiconductor ETF	0.37%	0.17%	10.67%	19.22%	119.07%	35.71%	—	—
SPHQ Invesco S&P 500 Quality ETF	-0.13%	-3.20%	1.33%	3.14%	27.27%	18.15%	12.67%	13.65%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.06%	-4.22%	-6.85%	-5.05%	37.78%	22.14%	12.55%	15.95%
VDC Vanguard Consumer Staples ETF	0.55%	-2.54%	7.09%	6.89%	9.15%	7.52%	7.37%	7.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 14, 2021, ETF Portfolio's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +9.4%, while the worst month was Sep 2022 at -9.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ETF Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -6.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.07%	2.81%	-4.84%	0.74%									3.55%
2025	3.68%	-1.36%	-4.41%	-0.73%	6.57%	6.56%	1.73%	2.41%	4.16%	2.01%	-0.29%	0.31%	22.04%
2024	-0.84%	5.25%	3.64%	-4.01%	3.96%	1.61%	2.66%	1.36%	1.87%	-1.95%	6.56%	-3.76%	16.91%
2023	7.89%	-2.35%	2.48%	-0.36%	-0.34%	6.47%	4.69%	-3.16%	-4.50%	-3.66%	9.37%	6.43%	23.93%
2022	-4.34%	-0.62%	1.79%	-8.66%	1.38%	-8.94%	8.31%	-3.59%	-9.63%	8.74%	6.56%	-5.41%	-15.60%
2021						1.04%	-0.71%	1.78%	-3.51%	5.67%	-2.21%	3.49%	5.38%

Benchmark Metrics

ETF Portfolio has an annualized alpha of 1.16%, beta of 1.00, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since June 14, 2021.

With beta of 1.00 and R² of 0.93, 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: 1.16%

Beta: 1.00

R²: 0.93

Upside Capture: 99.71%

Downside Capture: 95.15%

Expense Ratio

ETF Portfolio has an expense ratio of 0.15%, 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.

Top 10 holdings

ARKK

ARK Innovation ETF

ITA

iShares U.S. Aerospace & Defense ETF

SOXQ

Invesco PHLX Semiconductor ETF

QQQ

Invesco QQQ ETF

SPHQ

Invesco S&P 500 Quality ETF

VDC

Vanguard Consumer Staples ETF

VWO

Vanguard FTSE Emerging Markets ETF

XLE

State Street Energy Select Sector SPDR ETF

IJH

iShares Core S&P Mid-Cap ETF

SCHA

Schwab U.S. Small-Cap ETF

Return for Risk

Risk / Return Rank

ETF Portfolio ranks 70 for risk / return — better than 70% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.48	0.88	+0.60
Sortino ratio Return per unit of downside risk	2.13	1.37	+0.76
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.12
Calmar ratio Return relative to maximum drawdown	2.24	1.39	+0.85
Martin ratio Return relative to average drawdown	11.00	6.43	+4.57
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
VOO Vanguard S&P 500 ETF	53	0.98	1.49	1.23	1.53	7.13
ARKK ARK Innovation ETF	44	0.93	1.56	1.18	1.39	3.54
IJH iShares Core S&P Mid-Cap ETF	39	0.76	1.21	1.17	1.26	5.39
ITA iShares U.S. Aerospace & Defense ETF	84	1.90	2.53	1.35	2.82	10.63
QQQ Invesco QQQ ETF	58	1.04	1.62	1.23	1.93	7.00
SCHA Schwab U.S. Small-Cap ETF	60	1.11	1.67	1.22	1.90	7.87
SOXQ Invesco PHLX Semiconductor ETF	92	2.06	2.67	1.38	4.80	17.46
SPHQ Invesco S&P 500 Quality ETF	47	0.90	1.40	1.19	1.46	6.32
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	54	1.00	1.57	1.22	1.69	6.49
VDC Vanguard Consumer Staples ETF	19	0.35	0.61	1.07	0.51	1.24

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ETF Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.48
All Time: 0.61

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of ETF Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

ETF Portfolio provided a 1.43% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.43%	1.52%	1.68%	1.90%	1.96%	1.67%	1.83%	2.09%	2.17%	1.73%	1.74%	2.08%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
ARKK ARK Innovation ETF	0.00%	0.00%	0.00%	0.70%	0.00%	0.55%	1.64%	0.38%	3.14%	1.32%	0.00%	2.27%
IJH iShares Core S&P Mid-Cap ETF	1.30%	1.36%	1.33%	1.46%	1.68%	1.18%	1.28%	1.63%	1.72%	1.19%	1.60%	1.56%
ITA iShares U.S. Aerospace & Defense ETF	0.48%	0.55%	0.85%	0.93%	0.95%	0.82%	1.07%	1.54%	1.13%	0.91%	1.07%	1.04%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCHA Schwab U.S. Small-Cap ETF	1.15%	1.26%	1.51%	1.42%	1.37%	1.19%	1.05%	1.39%	1.58%	1.24%	1.50%	1.48%
SOXQ Invesco PHLX Semiconductor ETF	0.46%	0.50%	0.68%	0.87%	1.36%	0.72%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPHQ Invesco S&P 500 Quality ETF	1.19%	1.09%	1.15%	1.42%	1.85%	1.19%	1.55%	1.51%	1.85%	1.57%	1.67%	2.29%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.57%	0.52%	0.60%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%
VDC Vanguard Consumer Staples ETF	2.14%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

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 ETF Portfolio. 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 ETF Portfolio was 24.36%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.

The current ETF Portfolio drawdown is 4.61%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.36%	Nov 9, 2021	225	Sep 30, 2022	302	Dec 13, 2023	527
-18.91%	Feb 20, 2025	34	Apr 8, 2025	42	Jun 9, 2025	76
-8.76%	Jul 17, 2024	14	Aug 5, 2024	32	Sep 19, 2024	46
-8.04%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-6.26%	Oct 28, 2025	18	Nov 20, 2025	13	Dec 10, 2025	31

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 15.00, 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

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

	Benchmark	XLE	VDC	VWO	ITA	ARKK	SOXQ	VEA	QQQ	SPYG	VYM	VTV	SCHA	IJH	SPHQ	VOO	Portfolio
Benchmark	1.00	0.33	0.48	0.63	0.64	0.72	0.80	0.78	0.94	0.95	0.80	0.81	0.83	0.84	0.94	1.00	0.95
XLE	0.33	1.00	0.22	0.29	0.42	0.18	0.21	0.36	0.18	0.22	0.57	0.54	0.44	0.47	0.37	0.33	0.46
VDC	0.48	0.22	1.00	0.27	0.39	0.22	0.19	0.46	0.33	0.34	0.66	0.67	0.44	0.49	0.54	0.48	0.47
VWO	0.63	0.29	0.27	1.00	0.41	0.57	0.60	0.77	0.61	0.59	0.54	0.54	0.61	0.60	0.60	0.63	0.70
ITA	0.64	0.42	0.39	0.41	1.00	0.49	0.46	0.56	0.52	0.55	0.68	0.69	0.69	0.70	0.64	0.64	0.71
ARKK	0.72	0.18	0.22	0.57	0.49	1.00	0.66	0.59	0.76	0.72	0.51	0.51	0.78	0.70	0.63	0.72	0.79
SOXQ	0.80	0.21	0.19	0.60	0.46	0.66	1.00	0.64	0.86	0.83	0.55	0.54	0.68	0.67	0.76	0.79	0.81
VEA	0.78	0.36	0.46	0.77	0.56	0.59	0.64	1.00	0.69	0.69	0.74	0.75	0.76	0.77	0.76	0.78	0.83
QQQ	0.94	0.18	0.33	0.61	0.52	0.76	0.86	0.69	1.00	0.98	0.60	0.60	0.72	0.71	0.85	0.94	0.87
SPYG	0.95	0.22	0.34	0.59	0.55	0.72	0.83	0.69	0.98	1.00	0.63	0.63	0.72	0.72	0.86	0.95	0.87
VYM	0.80	0.57	0.66	0.54	0.68	0.51	0.55	0.74	0.60	0.63	1.00	0.98	0.82	0.87	0.83	0.80	0.85
VTV	0.81	0.54	0.67	0.54	0.69	0.51	0.54	0.75	0.60	0.63	0.98	1.00	0.82	0.87	0.85	0.81	0.84
SCHA	0.83	0.44	0.44	0.61	0.69	0.78	0.68	0.76	0.72	0.72	0.82	0.82	1.00	0.97	0.80	0.83	0.93
IJH	0.84	0.47	0.49	0.60	0.70	0.70	0.67	0.77	0.71	0.72	0.87	0.87	0.97	1.00	0.84	0.85	0.92
SPHQ	0.94	0.37	0.54	0.60	0.64	0.63	0.76	0.76	0.85	0.86	0.83	0.85	0.80	0.84	1.00	0.94	0.91
VOO	1.00	0.33	0.48	0.63	0.64	0.72	0.79	0.78	0.94	0.95	0.80	0.81	0.83	0.85	0.94	1.00	0.95
Portfolio	0.95	0.46	0.47	0.70	0.71	0.79	0.81	0.83	0.87	0.87	0.85	0.84	0.93	0.92	0.91	0.95	1.00

The correlation results are calculated based on daily price changes starting from Jun 14, 2021

ETF Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table