ETF All-Rounder
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF All-Rounder, 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 Jan 12, 2012, corresponding to the inception date of URTH
Returns By Period
As of Nov 13, 2024, the ETF All-Rounder returned 18.17% Year-To-Date and 11.87% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| ETF All-Rounder | 18.17% | 0.09% | 9.07% | 27.11% | 13.63% | 11.87% |
| Portfolio components: | ||||||
XLP Consumer Staples Select Sector SPDR Fund | 14.22% | -1.24% | 5.72% | 19.83% | 8.50% | 8.23% |
XLK Technology Select Sector SPDR Fund | 23.33% | 2.31% | 13.75% | 33.30% | 23.47% | 20.55% |
XLV Health Care Select Sector SPDR Fund | 9.17% | -4.33% | 2.98% | 17.76% | 10.98% | 9.94% |
URTH iShares MSCI World ETF | 20.64% | 1.04% | 10.57% | 31.67% | 12.64% | 10.30% |
Monthly Returns
The table below presents the monthly returns of ETF All-Rounder, 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 | 1.56% | 3.70% | 2.70% | -3.57% | 4.24% | 2.49% | 0.78% | 3.59% | 1.38% | -2.63% | 18.17% | ||
| 2023 | 4.19% | -2.07% | 5.05% | 2.10% | -0.95% | 4.91% | 2.55% | -2.44% | -4.79% | -1.75% | 8.03% | 4.09% | 19.69% |
| 2022 | -4.56% | -2.64% | 2.89% | -5.32% | -1.14% | -6.16% | 7.21% | -4.24% | -8.88% | 8.18% | 6.56% | -4.50% | -13.53% |
| 2021 | -1.85% | 0.70% | 4.73% | 3.72% | 1.16% | 2.10% | 2.64% | 2.25% | -4.66% | 5.54% | -0.61% | 6.21% | 23.63% |
| 2020 | 0.20% | -7.88% | -8.96% | 10.43% | 4.32% | 2.20% | 5.72% | 6.63% | -3.16% | -3.43% | 10.44% | 3.58% | 19.30% |
| 2019 | 6.50% | 3.23% | 2.75% | 3.34% | -5.40% | 6.54% | 1.61% | -0.59% | 1.70% | 2.19% | 3.14% | 3.17% | 31.41% |
| 2018 | 4.62% | -4.52% | -2.05% | -0.82% | 1.22% | 1.45% | 3.46% | 2.32% | 0.89% | -4.53% | 1.58% | -8.36% | -5.41% |
| 2017 | 2.56% | 4.02% | 0.68% | 1.56% | 2.50% | -0.64% | 2.15% | 0.48% | 0.89% | 1.59% | 2.98% | 1.35% | 21.98% |
| 2016 | -3.80% | -0.29% | 6.15% | -0.71% | 1.71% | 1.09% | 3.31% | -0.12% | 0.07% | -1.89% | -0.38% | 2.25% | 7.25% |
| 2015 | -1.86% | 5.93% | -1.77% | 0.93% | 1.24% | -2.51% | 3.63% | -6.32% | -2.09% | 7.37% | -0.04% | -0.12% | 3.65% |
| 2014 | -3.62% | 4.79% | 0.74% | 0.56% | 2.85% | 1.02% | -1.30% | 3.63% | -1.16% | 2.25% | 3.71% | -1.35% | 12.42% |
| 2013 | 4.71% | 1.54% | 3.50% | 2.60% | 1.10% | -2.49% | 5.09% | -2.59% | 3.51% | 4.37% | 2.37% | 1.62% | 28.05% |
Expense Ratio
ETF All-Rounder has an expense ratio of 0.17%, 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 ETF All-Rounder is 59, 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 | |
|---|---|---|---|---|---|
XLP Consumer Staples Select Sector SPDR Fund | 1.98 | 2.82 | 1.34 | 1.90 | 12.55 |
XLK Technology Select Sector SPDR Fund | 1.50 | 2.02 | 1.27 | 1.92 | 6.63 |
XLV Health Care Select Sector SPDR Fund | 1.75 | 2.45 | 1.32 | 2.07 | 7.72 |
URTH iShares MSCI World ETF | 2.69 | 3.65 | 1.49 | 3.85 | 17.22 |
Dividends
Dividend yield
ETF All-Rounder provided a 1.64% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.64% | 1.78% | 1.77% | 1.54% | 1.69% | 2.08% | 2.31% | 1.96% | 2.13% | 2.20% | 2.13% | 1.63% |
| Portfolio components: | ||||||||||||
XLP Consumer Staples Select Sector SPDR Fund | 2.62% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
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% |
XLV Health Care Select Sector SPDR Fund | 1.54% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
URTH iShares MSCI World ETF | 1.43% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
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 ETF All-Rounder. 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 All-Rounder was 29.90%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current ETF All-Rounder drawdown is 0.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.9% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -21.69% | Dec 30, 2021 | 190 | Sep 30, 2022 | 199 | Jul 19, 2023 | 389 |
| -16.3% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -10.81% | May 20, 2015 | 68 | Aug 25, 2015 | 149 | Mar 30, 2016 | 217 |
| -10.45% | Jul 31, 2023 | 64 | Oct 27, 2023 | 32 | Dec 13, 2023 | 96 |
Volatility
Volatility Chart
The current ETF All-Rounder volatility is 2.73%, 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
| XLP | XLK | XLV | URTH | |
|---|---|---|---|---|
| XLP | 1.00 | 0.48 | 0.61 | 0.52 |
| XLK | 0.48 | 1.00 | 0.60 | 0.76 |
| XLV | 0.61 | 0.60 | 1.00 | 0.63 |
| URTH | 0.52 | 0.76 | 0.63 | 1.00 |