SPMO/IETC/VYM
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IETC iShares Evolved U.S. Technology ETF | Technology Equities, Actively Managed | 45% |
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 45% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPMO/IETC/VYM, 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.
The earliest data available for this chart is Mar 23, 2018, corresponding to the inception date of IETC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| SPMO/IETC/VYM | -10.75% | -6.99% | -8.24% | 13.60% | 18.46% | N/A |
| Portfolio components: | ||||||
SPMO Invesco S&P 500® Momentum ETF | -6.93% | -6.31% | -5.81% | 18.63% | 18.95% | N/A |
IETC iShares Evolved U.S. Technology ETF | -15.94% | -7.92% | -11.31% | 9.58% | 18.27% | N/A |
VYM Vanguard High Dividend Yield ETF | -4.67% | -6.28% | -6.74% | 7.34% | 13.13% | 9.07% |
Monthly Returns
The table below presents the monthly returns of SPMO/IETC/VYM, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.61% | -2.46% | -7.36% | -4.68% | -10.75% | ||||||||
| 2024 | 4.45% | 8.66% | 3.32% | -5.48% | 5.33% | 7.31% | -0.55% | 2.51% | 2.57% | -0.08% | 5.96% | 0.45% | 39.30% |
| 2023 | 3.69% | -2.79% | 4.62% | 1.35% | 1.67% | 5.97% | 2.59% | 1.02% | -3.78% | -1.53% | 10.65% | 5.86% | 32.45% |
| 2022 | -6.58% | -3.23% | 3.37% | -10.40% | 0.02% | -8.47% | 9.36% | -3.90% | -9.20% | 9.15% | 4.56% | -4.36% | -20.17% |
| 2021 | -0.23% | 0.78% | 1.77% | 5.88% | -0.61% | 6.36% | 2.57% | 4.27% | -5.15% | 7.21% | -1.03% | 2.48% | 26.34% |
| 2020 | 3.18% | -7.71% | -9.01% | 13.08% | 6.58% | 3.98% | 6.62% | 9.02% | -3.61% | -3.50% | 9.52% | 3.77% | 33.43% |
| 2019 | 9.24% | 4.18% | 3.24% | 3.65% | -5.19% | 5.97% | 2.07% | -1.51% | 0.63% | 1.29% | 3.48% | 2.68% | 33.21% |
| 2018 | -0.79% | 1.87% | 4.93% | -0.21% | 3.49% | 5.45% | 0.51% | -9.14% | 0.73% | -8.62% | -2.91% |
Expense Ratio
SPMO/IETC/VYM 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SPMO/IETC/VYM is 47, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | 0.56 | 0.93 | 1.13 | 0.68 | 2.67 |
IETC iShares Evolved U.S. Technology ETF | 0.19 | 0.45 | 1.06 | 0.21 | 0.78 |
VYM Vanguard High Dividend Yield ETF | 0.53 | 0.84 | 1.12 | 0.57 | 2.64 |
Dividends
Dividend yield
SPMO/IETC/VYM provided a 0.83% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.83% | 0.72% | 1.40% | 1.46% | 0.84% | 1.10% | 1.29% | 1.39% | 0.63% | 1.16% | 0.48% | 0.28% |
| Portfolio components: | ||||||||||||
SPMO Invesco S&P 500® Momentum ETF | 0.58% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
IETC iShares Evolved U.S. Technology ETF | 0.60% | 0.52% | 0.79% | 0.92% | 0.73% | 0.48% | 0.79% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 3.05% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
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 SPMO/IETC/VYM. 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 SPMO/IETC/VYM was 30.52%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current SPMO/IETC/VYM drawdown is 16.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.52% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -27.57% | Dec 28, 2021 | 192 | Sep 30, 2022 | 300 | Dec 11, 2023 | 492 |
| -22.51% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
| -21.55% | Feb 14, 2025 | 37 | Apr 8, 2025 | — | — | — |
| -11.29% | Jul 11, 2024 | 18 | Aug 5, 2024 | 32 | Sep 19, 2024 | 50 |
Volatility
Volatility Chart
The current SPMO/IETC/VYM volatility is 15.89%, 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
| VYM | IETC | SPMO | |
|---|---|---|---|
| VYM | 1.00 | 0.59 | 0.68 |
| IETC | 0.59 | 1.00 | 0.83 |
| SPMO | 0.68 | 0.83 | 1.00 |