Momentum tilted global value portfolio with strong equity focus and moderate small cap and emerging exposure
Report created on Jun 28, 2026Risk profile
5/7
Diversification profile
4/5
Positions
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SP Invesco S&P 500® Momentum ETF
SPMO - US46138E3392 26.53% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 23.81% -
AV Avantis® Emerging Markets Equity ETF
AVEM - US0250726041 21.66% -
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 14.33% -
ID Invesco S&P International Developed Momentum ETF
IDMO - US46138E2220 13.67%
This portfolio is built entirely from five equity ETFs, so it is 100% in stocks with no bonds or cash. The largest holding tracks US momentum companies, while the others target international and US small cap value plus broad emerging markets and international momentum. Weights are fairly spread out, with the top three funds making up about 72% of the portfolio. A pure‑equity, multi‑ETF setup like this tends to focus on long‑term growth rather than short‑term stability. Because everything is in stocks, the portfolio’s ups and downs will closely follow global equity markets, with added impact from small caps, value, momentum, and emerging markets exposures.
Growth
From late 2019 to mid‑2026, a hypothetical $1,000 invested here grew to about $2,943, implying a compound annual growth rate (CAGR) of 17.42%. CAGR is like average speed on a road trip, smoothing out bumps along the way. Over the same period, the US market returned 16.06% and the global market 13.69%, so this portfolio outpaced both. The sharpest historical drop, or max drawdown, was about −36.6% during early 2020, slightly deeper than the benchmarks. That pattern—stronger growth and somewhat larger drops—is consistent with a growth‑oriented, factor‑tilted equity portfolio taking more risk to seek higher long‑term returns.
Projection
The Monte Carlo projection simulates many possible future paths by remixing patterns from historical returns and volatility. It’s like running 1,000 alternate timelines to see a range of outcomes, not just a single forecast. In these simulations, $1,000 over 15 years has a median result around $2,624, with a wide “likely” band from about $1,737 to $4,241. The overall average annual return across simulations is 7.97%, and roughly 72% of paths end positive. These numbers show that outcomes can vary a lot even with the same strategy. As always, simulations rely on past behavior, which can change, so they are guides, not guarantees.
Asset classes
- Stocks 100%
All holdings are equity ETFs, so the asset class breakdown is simple: 100% stocks, 0% bonds, cash, or alternatives. Asset classes are broad buckets like stocks, bonds, and real estate, each with different risk and return patterns. Relative to many broad benchmarks that include some bonds, this portfolio leans fully into the equity engine. That choice amplifies sensitivity to market cycles—strong gains in bull markets and more pronounced declines in downturns. The upside is clear exposure to global company growth; the trade‑off is less built‑in shock absorption compared with mixes that combine stocks with more defensive asset classes.
Sectors
- Technology 26%
- Financials 19%
- Industrials 15%
- Consumer Discretionary 9%
- Basic Materials 9%
- Energy 7%
- Telecommunications 5%
- Health Care 4%
- Consumer Staples 4%
- Utilities 2%
- Real Estate 1%
Sector exposure is spread across many areas, with technology at 26% the largest slice, followed by financials at 19% and industrials at 15%. Consumer, materials, energy, telecom, health care, staples, utilities, and real estate all appear with smaller weights, giving a reasonably broad economic footprint. Compared with broad global indices, the tilt toward technology is noticeable, especially given the momentum and small value themes. Sector tilts matter because they shape how the portfolio reacts to changes in interest rates, regulation, and economic growth. For example, tech‑heavier allocations can be more sensitive to shifts in growth expectations and market sentiment.
Regions
- North America 46%
- Europe Developed 16%
- Asia Developed 12%
- Japan 11%
- Asia Emerging 8%
- Africa/Middle East 3%
- Australasia 2%
- Latin America 2%
- Europe Emerging 1%
Geographically, about 46% of the portfolio sits in North America, with the rest spread across developed Europe, Japan, other developed Asia, and multiple emerging regions. This is more globally diversified than a pure US‑only portfolio and shows meaningful allocations to both developed and emerging markets. Relative to a standard global index, North America still dominates but less extremely, while allocations to Japan and certain emerging regions are more pronounced. Geographic diversification matters because economies, currencies, and policy environments differ; when one region slows, others may hold up better. This spread helps avoid relying on a single country or currency for outcomes.
Market capitalization
- Mega-cap 28%
- Large-cap 25%
- Mid-cap 20%
- Small-cap 17%
- Micro-cap 8%
By market capitalization, the portfolio holds 28% in mega‑caps, 25% in large‑caps, 20% in mid‑caps, 17% in small‑caps, and 8% in micro‑caps. Market cap is just company size by stock market value. Compared with typical broad indices, which lean more heavily into mega and large‑caps, this mix has noticeably more exposure to smaller companies. Smaller firms often have higher growth potential but more volatile share prices and can be more sensitive to economic conditions. This size profile combines the relative stability of large, established companies with the extra punch—and bumpiness—of mid, small, and micro‑cap segments.
True holdings
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MU Micron Technology Inc 2.91%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
NV NVIDIA Corporation 2.17%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
AV Broadcom Inc 1.73%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
00 SK Hynix Inc 1.47%
Part of fund(s):- Avantis® Emerging Markets Equity ETF
-
TS Taiwan Semiconductor Manufacturing 1.41%
Part of fund(s):- Avantis® Emerging Markets Equity ETF
-
GO Alphabet Inc Class A 1.20%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
SM Samsung Electronics Co. Ltd 1.19%
Part of fund(s):- Avantis® Emerging Markets Equity ETF
-
JN Johnson & Johnson 1.08%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
LR Lam Research Corp 1.07%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
AM Advanced Micro Devices Inc 1.04%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Top 10 total 15.28%
Looking through the ETFs’ disclosed top‑10 holdings, the largest underlying company exposures include Micron, NVIDIA, Broadcom, SK Hynix, TSMC, Alphabet, Samsung, Johnson & Johnson, Lam Research, and AMD. Several of these, especially the chip‑related names, appear across multiple funds, creating overlap. Overlap means a company can drive results more than any single ETF weight suggests, because it’s effectively “stacked” inside the portfolio. The total look‑through coverage here is about 27% of ETF assets, so overlap is likely understated beyond the top 10. This highlights a tilt toward leading semiconductor and tech‑adjacent names within the visible slice of the portfolio.
Factors
Factor exposure shows a notably high tilt to value at 64%, while size, momentum, quality, yield, and low volatility are all in the neutral band around 50–57%. Factors are like investing ingredients—persistent characteristics such as value (cheaper stocks), momentum (recent winners), or quality (strong balance sheets) that research links to returns. A high value score suggests the underlying holdings tend to trade at lower prices relative to fundamentals than the broad market. Combined with neutral momentum, this indicates a blend where value is a distinct theme but not accompanied by extreme bets on other factors, giving a focused yet balanced factor profile.
Risk contribution
-
Invesco S&P 500® Momentum ETF
Weight: 26.53% 27.2% -
Avantis® International Small Cap Value ETF
Weight: 23.81% 22.1% -
Avantis® Emerging Markets Equity ETF
Weight: 21.66% 20.7% -
Avantis® U.S. Small Cap Value ETF
Weight: 14.33% 17.3% -
Invesco S&P International Developed Momentum ETF
Weight: 13.67% 12.9%
Risk contribution shows how much each ETF drives overall portfolio volatility, which can differ from its weight. Here, the largest holding, the US momentum ETF, is about 26.5% of assets but contributes roughly 27.2% of risk—almost one‑for‑one. The US small cap value ETF stands out a bit: at 14.3% weight, it contributes 17.3% of risk, indicating its returns move more sharply than its size alone suggests. Together, the top three funds drive nearly 70% of total risk. This pattern is typical of concentrated, growth‑oriented equity portfolios where a few building blocks shape most of the day‑to‑day swings.
Risk vs. return
This chart shows the Efficient Frontier, calculated using your current assets with different allocation combinations. It highlights the best balance between risk and return based on historical data. "Efficient" portfolios maximize returns for a given risk or minimize risk for a given return. Portfolios below the curve are less efficient. This is informational and not a recommendation to buy or sell any assets.
Click on the colored dots to explore allocations.
The efficient frontier chart compares this portfolio’s risk–return mix to the best combinations possible using the same five ETFs. The current setup has a Sharpe ratio of 0.72, while the optimal mix on the frontier reaches 0.99 at slightly higher risk and return. The minimum‑variance mix, with the lowest risk, still shows a higher Sharpe of 0.85. Sharpe ratio is a simple risk‑adjusted score: more return per unit of volatility is better. Being about 1.8 percentage points below the frontier at the current risk level suggests that, historically, a different weighting of these same ETFs could have delivered a smoother tradeoff.
Dividends
- Avantis® International Small Cap Value ETF 2.80%
- Avantis® Emerging Markets Equity ETF 1.90%
- Avantis® U.S. Small Cap Value ETF 1.20%
- Invesco S&P International Developed Momentum ETF 3.70%
- Invesco S&P 500® Momentum ETF 0.70%
- Weighted yield (per year) 1.94%
The portfolio’s overall dividend yield is about 1.94%, combining higher payouts from some international and value‑oriented ETFs with lower yields from the momentum and US holdings. Dividend yield is the annual cash income from holdings divided by price—like rent from property expressed as a percentage of its value. Relative to many broad equity indices, this sits in a moderate range: not especially income‑focused, but not ultra‑low either. In a growth‑oriented, equity‑only portfolio, most of the total return historically has come from price changes and factor tilts rather than dividends, with income playing a supporting role.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis® Emerging Markets Equity ETF 0.33%
- Avantis® U.S. Small Cap Value ETF 0.25%
- Invesco S&P International Developed Momentum ETF 0.25%
- Invesco S&P 500® Momentum ETF 0.13%
- Weighted costs total (per year) 0.26%
Weighted across all holdings, the portfolio’s total expense ratio (TER) is about 0.26% per year. TER is the annual fee the ETFs charge, quietly deducted from fund assets rather than billed directly. The individual funds range from 0.13% to 0.36%, with the higher‑cost Avantis funds blended down by the cheaper Invesco ETFs. Compared with many active funds and thematic products, this cost level is impressively low, which supports better long‑term compounding since fees don’t eat as much into returns. Over many years, even a few tenths of a percent in annual costs can add up, so keeping this near a quarter percent is a solid foundation.
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