Divb+Spmo
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DIVB iShares U.S. Dividend and Buyback ETF | Large Cap Blend Equities, Dividend | 50% |
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Divb+Spmo, 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 Nov 9, 2017, corresponding to the inception date of DIVB
Returns By Period
| 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% |
| Divb+Spmo | 35.93% | 1.73% | 16.17% | 46.59% | 17.28% | N/A |
| Portfolio components: | ||||||
DIVB iShares U.S. Dividend and Buyback ETF | 24.00% | 0.95% | 13.08% | 35.44% | 13.61% | N/A |
SPMO Invesco S&P 500® Momentum ETF | 47.91% | 2.49% | 18.92% | 57.54% | 20.47% | N/A |
Monthly Returns
The table below presents the monthly returns of Divb+Spmo, 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 | 2.99% | 7.42% | 4.74% | -4.87% | 5.49% | 4.22% | 1.96% | 3.28% | 1.64% | -0.17% | 35.93% | ||
| 2023 | 2.07% | -3.94% | 0.48% | 1.70% | -4.59% | 6.30% | 3.11% | 0.09% | -2.51% | -2.50% | 8.49% | 6.74% | 15.46% |
| 2022 | -4.06% | -2.41% | 3.05% | -7.38% | 1.67% | -8.39% | 7.32% | -3.13% | -8.06% | 11.72% | 4.92% | -3.98% | -10.46% |
| 2021 | -0.12% | 2.08% | 4.19% | 4.67% | 0.53% | 4.02% | 1.97% | 3.59% | -4.33% | 6.45% | -2.50% | 4.38% | 27.28% |
| 2020 | 0.34% | -8.89% | -11.42% | 12.06% | 5.40% | 2.00% | 5.52% | 7.39% | -2.65% | -3.73% | 11.18% | 3.94% | 19.73% |
| 2019 | 8.75% | 3.76% | 1.90% | 2.97% | -4.93% | 6.23% | 1.39% | -1.67% | 1.83% | 0.98% | 2.99% | 2.45% | 29.35% |
| 2018 | 5.46% | -2.16% | -3.71% | 1.06% | 2.96% | -0.11% | 3.77% | 3.68% | 1.08% | -7.61% | 1.50% | -9.34% | -4.53% |
| 2017 | 3.43% | 1.72% | 5.21% |
Expense Ratio
Divb+Spmo has an expense ratio of 0.19%, 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 risk-adjusted rank of Divb+Spmo is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
DIVB iShares U.S. Dividend and Buyback ETF | 3.44 | 4.89 | 1.62 | 4.47 | 23.36 |
SPMO Invesco S&P 500® Momentum ETF | 3.40 | 4.38 | 1.61 | 4.57 | 19.03 |
Dividends
Dividend yield
Divb+Spmo provided a 1.46% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.46% | 2.40% | 1.84% | 1.08% | 1.67% | 1.73% | 1.78% | 0.57% | 0.97% | 0.18% |
| Portfolio components: | ||||||||||
DIVB iShares U.S. Dividend and Buyback ETF | 2.47% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.51% | 0.37% | 0.00% | 0.00% |
SPMO Invesco S&P 500® Momentum ETF | 0.44% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
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 Divb+Spmo. 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 Divb+Spmo was 33.79%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Divb+Spmo drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.79% | Feb 18, 2020 | 25 | Mar 23, 2020 | 95 | Aug 6, 2020 | 120 |
| -21.63% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -20.84% | Oct 4, 2018 | 56 | Dec 24, 2018 | 86 | Apr 30, 2019 | 142 |
| -9.59% | Jan 29, 2018 | 44 | Apr 2, 2018 | 74 | Jul 17, 2018 | 118 |
| -8.85% | Sep 3, 2020 | 14 | Sep 23, 2020 | 37 | Nov 13, 2020 | 51 |
Volatility
Volatility Chart
The current Divb+Spmo volatility is 3.97%, 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
| DIVB | SPMO | |
|---|---|---|
| DIVB | 1.00 | 0.71 |
| SPMO | 0.71 | 1.00 |