Asset Allocation
Find the right asset allocation for International Large Growth ETFs
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in International Large Growth 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 Every 3 months.
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Returns By Period
As of Jun 9, 2026, the International Large Growth ETFs returned 7.52% Year-To-Date and 9.26% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio International Large Growth ETFs | 1.05% | -1.71% | 7.52% | 9.36% | 15.82% | 14.12% | 6.26% | 9.26% |
| Portfolio components: | ||||||||
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.22% | -1.29% | 8.34% | 9.46% | 15.54% | 10.20% | 3.67% | 9.11% |
EFG iShares MSCI EAFE Growth ETF | 1.13% | -1.06% | 6.44% | 7.52% | 11.82% | 10.54% | 3.87% | 8.09% |
IDHQ Invesco S&P International Developed High Quality ETF | 2.46% | -1.25% | 15.58% | 17.77% | 26.72% | 17.43% | 8.10% | 10.00% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 0.41% | 1.23% | 4.98% | 6.90% | 14.03% | 10.60% | 7.57% | 10.27% |
IMTM iShares MSCI Intl Momentum Factor ETF | 1.06% | -1.02% | 8.92% | 11.17% | 20.71% | 20.62% | 8.73% | 9.71% |
IQDG WisdomTree International Quality Dividend Growth Fund | 0.31% | -1.34% | 2.22% | 5.07% | 10.58% | 9.90% | 3.59% | 7.66% |
PIZ Invesco DWA Developed Markets Momentum ETF | 1.61% | -8.26% | 11.39% | 13.04% | 22.51% | 23.94% | 9.50% | 10.56% |
VIGI Vanguard International Dividend Appreciation ETF | 0.03% | 0.19% | 2.47% | 4.07% | 5.29% | 9.70% | 4.29% | 7.98% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 8, 2016, International Large Growth ETFs's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2022 with a return of +12.3%, while the worst month was Mar 2020 at -11.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, International Large Growth ETFs closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.47% | 3.92% | -8.83% | 7.64% | 3.18% | -2.20% | 7.52% | ||||||
| 2025 | 4.96% | 1.11% | -2.24% | 4.20% | 5.05% | 3.07% | -3.09% | 2.62% | 2.71% | 1.02% | 0.43% | 2.15% | 23.92% |
| 2024 | 0.79% | 3.82% | 3.07% | -4.10% | 4.70% | 0.00% | 1.65% | 3.01% | -0.07% | -5.00% | 0.42% | -3.34% | 4.47% |
| 2023 | 7.99% | -3.43% | 4.73% | 2.60% | -3.86% | 4.24% | 2.09% | -3.32% | -4.44% | -2.58% | 8.55% | 5.21% | 17.82% |
| 2022 | -7.59% | -3.31% | 1.53% | -7.41% | 0.86% | -9.23% | 6.36% | -6.42% | -9.19% | 5.32% | 12.27% | -2.91% | -20.20% |
| 2021 | -0.71% | 0.38% | 1.85% | 3.89% | 2.86% | 0.45% | 2.24% | 2.06% | -5.36% | 4.15% | -2.72% | 3.95% | 13.34% |
Benchmark Metrics
International Large Growth ETFs has an annualized alpha of -0.98%, beta of 0.80, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since April 08, 2016.
- This portfolio participated in 90.76% of S&P 500 Index downside but only 77.38% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.98%
- Beta
- 0.80
- R²
- 0.74
- Upside Capture
- 77.38%
- Downside Capture
- 90.76%
Expense Ratio
International Large Growth ETFs has an expense ratio of 0.44%, 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.
Return for Risk
Risk / Return Rank
International Large Growth ETFs ranks 14 for risk / return — in the bottom 14% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for International Large Growth ETFs and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.98 | 1.94 | -0.96 |
| Sortino ratioReturn per unit of downside risk | 1.46 | 2.63 | -1.16 |
| Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.59 | -1.27 |
| Martin ratioReturn relative to average drawdown | 5.08 | 11.84 | -6.77 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 28 | 0.85 | 1.29 | 1.16 | 1.26 | 4.48 |
EFG iShares MSCI EAFE Growth ETF | 23 | 0.68 | 1.07 | 1.13 | 0.93 | 3.41 |
IDHQ Invesco S&P International Developed High Quality ETF | 46 | 1.38 | 2.00 | 1.26 | 2.00 | 7.90 |
IHDG WisdomTree International Hedged Dividend Growth Fund | 32 | 1.03 | 1.53 | 1.19 | 1.34 | 4.95 |
IMTM iShares MSCI Intl Momentum Factor ETF | 38 | 1.19 | 1.75 | 1.22 | 1.62 | 6.45 |
IQDG WisdomTree International Quality Dividend Growth Fund | 21 | 0.65 | 1.02 | 1.12 | 0.86 | 2.79 |
PIZ Invesco DWA Developed Markets Momentum ETF | 35 | 1.07 | 1.59 | 1.20 | 1.58 | 6.10 |
VIGI Vanguard International Dividend Appreciation ETF | 16 | 0.41 | 0.66 | 1.08 | 0.50 | 1.75 |
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Dividends
Dividend yield
International Large Growth ETFs provided a 2.25% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.25% | 2.45% | 2.24% | 1.94% | 4.27% | 2.62% | 1.30% | 1.90% | 1.85% | 1.63% | 2.04% | 1.39% |
| Portfolio components: | ||||||||||||
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.69% | 2.06% | 2.30% | 1.81% | 4.82% | 1.38% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% |
EFG iShares MSCI EAFE Growth ETF | 2.37% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
IDHQ Invesco S&P International Developed High Quality ETF | 2.09% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.83% | 1.84% | 2.42% | 1.70% | 13.79% | 2.77% | 1.94% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% |
IMTM iShares MSCI Intl Momentum Factor ETF | 4.32% | 4.70% | 2.93% | 2.29% | 2.68% | 2.51% | 0.97% | 2.13% | 2.36% | 1.92% | 2.75% | 1.56% |
IQDG WisdomTree International Quality Dividend Growth Fund | 2.16% | 2.28% | 2.60% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% | 0.00% |
PIZ Invesco DWA Developed Markets Momentum ETF | 1.40% | 1.55% | 1.68% | 1.86% | 2.04% | 1.01% | 0.37% | 1.58% | 1.06% | 1.30% | 2.21% | 1.09% |
VIGI Vanguard International Dividend Appreciation ETF | 2.15% | 2.14% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 1.05% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the International Large Growth 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 International Large Growth ETFs was 32.42%, occurring on Sep 27, 2022. Recovery took 410 trading sessions.
The current International Large Growth ETFs drawdown is 2.45%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -32.42%Sep 2022 | 1y 19d | 1y 7mo | 2y 8moSep 2021 - May 2024 |
COVID crash2020 | -30.74%Mar 2020 | 2mo 2d | 4mo 22d | 6mo 24dJan 2020 - Aug 2020 |
Rate-hike selloffLate 2018 | -21.51%Dec 2018 | 10mo 29d | 10mo 15d | 1y 9moJan 2018 - Nov 2019 |
2025 selloff2025 | -14.71%Apr 2025 | 6mo 13d | 24d | 7mo 7dSep 2024 - May 2025 |
2026 correction2026 | -12.10%Mar 2026 | 1mo 2d | 1mo 7d | 2mo 9dFeb 2026 - May 2026 |
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 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.05 | 1.05 | 1.04 | 1.05 | 1.05 |
The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
International Large Growth ETFs correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2016 | 0.79 |
Benchmark Correlations
Correlation vs. S&P 500 Index. EFG has the highest benchmark correlation at 0.79, while IDHQ has the lowest at 0.70.
Asset Correlations Table
| IHDG | IDHQ | PIZ | IMTM | IQDG | VIGI | DNL | EFG | |
|---|---|---|---|---|---|---|---|---|
| IHDG | 1.00 | 0.78 | 0.77 | 0.78 | 0.86 | 0.82 | 0.84 | 0.87 |
| IDHQ | 0.78 | 1.00 | 0.82 | 0.81 | 0.85 | 0.85 | 0.85 | 0.89 |
| PIZ | 0.77 | 0.82 | 1.00 | 0.86 | 0.85 | 0.85 | 0.86 | 0.89 |
| IMTM | 0.78 | 0.81 | 0.86 | 1.00 | 0.85 | 0.86 | 0.85 | 0.89 |
| IQDG | 0.86 | 0.85 | 0.85 | 0.85 | 1.00 | 0.89 | 0.91 | 0.92 |
| VIGI | 0.82 | 0.85 | 0.85 | 0.86 | 0.89 | 1.00 | 0.90 | 0.94 |
| DNL | 0.84 | 0.85 | 0.86 | 0.85 | 0.91 | 0.90 | 1.00 | 0.93 |
| EFG | 0.87 | 0.89 | 0.89 | 0.89 | 0.92 | 0.94 | 0.93 | 1.00 |
Find what International Large Growth ETFs is missing
See which holdings overlap, where International Large Growth ETFs is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification