A Tool For Building An Index Portfolio

When building the Enhanced Index Portfolios I tried to come up with diversified ETFs with little correlations between each other, I also had to keep in mind the “Enhanced” part of the portfolio which might tip the diversity scale a bit when adjusting the asset allocation each months based on each ETF performance. In order to help me do this I built a simple table of all ETFs with useful technical information in sortable columns such as Yield, Compound Annual Growth Rate… I then started back-testing with traditional index investing first and then the enhanced index investing, I wanted the ETF selection to perform well with both approach. I am happy with the result, the traditional index investing gives a very respectable annual growth rate of 9.2% and the enhanced version 11.96% over the last 10 years.

Weeks after doing that exercise I often re-generated the table for reference because I think it can show ETF information in different interesting ways, so I’ve decided to make it available and I hope you will find it useful too! It will be permanently available on the top of the site by clicking on ETF Tool.

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