Portfolio Builder

ETF를 선택하고 전략을 적용하여 최적 포트폴리오를 구성하세요

포트폴리오 이름 *

Step 1: ETF 선택 (2개 이상) (0개 선택)

Ticker	Category	AUM ▼	Expense	CAGR	Sharpe	Sortino	MaxDD	DivYield
VTI Vanguard Total Stock Market Index Fund ETF Shares	US Large Cap	$2.1T	-	+32.5%	1.46	2.40	-9.2%	1.10%
VOO Vanguard S&P 500 ETF	US Large Cap	$1.5T	-	+31.8%	1.50	2.45	-9.2%	1.11%
SPY State Street SPDR S&P 500 ETF Trust	US Large Cap	$708.9B	-	+31.8%	1.44	2.32	-9.1%	1.05%
QQQ Invesco QQQ Trust	US Large Cap	$411.8B	-	+39.4%	1.50	2.49	-12.1%	0.45%
BND Vanguard Total Bond Market Index Fund	Bond	$389.2B	-	+4.4%	-0.19	-0.27	-2.4%	3.85%
VUG Vanguard Growth Index Fund ETF Shares	Growth/Value/Factor	$349.9B	-	+33.2%	1.29	2.16	-16.6%	0.42%
VEA Vanguard FTSE Developed Markets Index Fund ETF Shares	International	$287.0B	-	+46.1%	2.01	3.07	-11.8%	3.04%
VTV Vanguard Value Index Fund ETF Shares	Growth/Value/Factor	$227.4B	-	+29.1%	1.65	2.85	-6.9%	1.96%
GLD SPDR Gold Shares	Commodity	$174.1B	-	+56.2%	1.53	1.82	-19.2%	0.00%
VB Vanguard Small-Cap Index Fund ETF Shares	US Mid/Small Cap	$169.1B	-	+34.8%	1.34	2.30	-9.3%	1.27%
VWO Vanguard Emerging Markets Stock Index Fund	International	$151.8B	-	+37.3%	1.49	2.13	-11.2%	2.66%
IEMG iShares Core MSCI Emerging Markets ETF	International	$138.8B	-	+49.0%	1.80	2.46	-13.2%	2.55%
AGG iShares Core U.S. Aggregate Bond ETF	Bond	$138.3B	-	+4.5%	-0.16	-0.23	-2.5%	3.88%
IWF iShares Russell 1000 Growth ETF	Growth/Value/Factor	$119.8B	-	+32.8%	1.28	2.18	-16.3%	0.36%
IJR iShares Core S&P Small-Cap ETF	US Mid/Small Cap	$93.3B	-	+36.8%	1.34	2.34	-8.8%	1.36%
XLK State Street Technology Select Sector SPDR ETF	Sector	$91.6B	-	+49.8%	1.59	2.63	-16.0%	0.54%
VYM Vanguard High Dividend Yield Index Fund ETF Shares	Dividend	$88.5B	-	+30.5%	1.71	2.88	-7.2%	2.33%
IAU iShares Gold Trust	Commodity	$79.7B	-	+56.2%	1.54	1.84	-19.2%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	$78.4B	-	+26.5%	1.36	2.37	-5.4%	3.51%
EFA iShares MSCI EAFE ETF	International	$74.3B	-	+39.3%	1.72	2.76	-11.4%	3.22%
IWM iShares Russell 2000 ETF	US Mid/Small Cap	$73.9B	-	+41.8%	1.49	2.66	-11.2%	0.98%
IWD iShares Russell 1000 Value ETF	Growth/Value/Factor	$68.5B	-	+29.8%	1.61	2.70	-7.1%	1.62%
XLF State Street Financial Select Sector SPDR ETF	Sector	$55.3B	-	+14.3%	0.62	0.95	-15.2%	1.35%
SLV iShares Silver Trust	Commodity	$51.5B	-	+143.5%	1.82	1.79	-42.5%	0.00%
IEF iShares 7-10 Year Treasury Bond ETF	Bond	$46.8B	-	+3.1%	-0.38	-0.60	-3.2%	3.78%
IWB iShares Russell 1000 ETF	US Large Cap	$46.7B	-	+31.6%	1.49	2.46	-9.1%	0.99%
TLT iShares 20+ Year Treasury Bond ETF	Bond	$45.2B	-	+0.2%	-0.55	-0.79	-6.6%	4.43%
SMH VanEck Semiconductor ETF	Semiconductor	$44.1B	-	+114.8%	2.32	3.69	-14.9%	0.27%
JEPI JPMorgan Equity Premium Income ETF	Covered Call	$43.2B	-	+17.8%	1.10	1.82	-6.7%	8.06%
XLV State Street Health Care Select Sector SPDR ETF	Sector	$41.0B	-	+10.3%	0.40	0.62	-10.6%	1.60%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Covered Call	$34.3B	-	+32.4%	1.52	2.29	-8.8%	10.31%
XLE State Street Energy Select Sector SPDR ETF	Sector	$33.0B	-	+56.4%	1.93	2.94	-7.4%	2.87%
TQQQ 3X ProShares UltraPro QQQ	Leveraged Long — Broad	$29.0B	-	+115.0%	1.47	2.42	-37.1%	0.63%
XLI State Street Industrial Select Sector SPDR ETF	Sector	$28.0B	-	+41.7%	1.82	3.26	-12.5%	1.21%
XLC State Street Communication Services Select Sector SPDR ETF	Sector	$28.0B	-	+29.1%	1.38	2.52	-10.9%	1.11%
EEM iShares MSCI Emerging Markets ETF	International	$27.0B	-	+49.7%	1.78	2.42	-13.5%	2.05%
MDY State Street SPDR S&P MIDCAP 400 ETF Trust	US Mid/Small Cap	$24.4B	-	+31.9%	1.27	2.17	-9.0%	1.10%
SHY iShares 1-3 Year Treasury Bond ETF	Bond	$24.3B	-	+2.9%	-0.73	-1.12	-0.9%	3.80%
XLY State Street Consumer Discretionary Select Sector SPDR ETF	Sector	$23.9B	-	+21.4%	0.75	1.32	-15.1%	0.78%
XLU State Street Utilities Select Sector SPDR ETF	Sector	$22.2B	-	+28.5%	1.41	2.12	-9.2%	2.67%
DVY iShares Select Dividend ETF	Dividend	$21.9B	-	+29.9%	1.56	2.65	-7.6%	3.42%
MTUM iShares MSCI USA Momentum Factor ETF	Growth/Value/Factor	$21.3B	-	+36.5%	1.43	2.25	-11.6%	0.89%
SOXX iShares Semiconductor ETF	Semiconductor	$21.0B	-	+114.6%	2.16	3.37	-15.8%	0.50%
XLP State Street Consumer Staples Select Sector SPDR ETF	Sector	$16.2B	-	+8.9%	0.33	0.57	-10.2%	2.56%
VTWO Vanguard Russell 2000 Index Fund ETF Shares	US Mid/Small Cap	$14.5B	-	+41.9%	1.49	2.66	-11.2%	1.19%
HDV iShares Core High Dividend ETF	Dividend	$12.8B	-	+25.6%	1.64	2.78	-5.8%	2.96%
SOXL 3X Direxion Daily Semiconductor Bull 3X Shares	Leveraged Long — Sector	$11.9B	-	+501.1%	2.14	3.32	-43.5%	0.23%
QLD 2X ProShares Ultra QQQ	Leveraged Long — Broad	$10.7B	-	+76.2%	1.47	2.44	-25.1%	0.16%
KWEB KraneShares CSI China Internet ETF	Thematic	$8.7B	-	+1.7%	-0.17	-0.27	-31.4%	5.86%
QYLD Global X NASDAQ 100 Covered Call ETF	Covered Call	$8.3B	-	+27.1%	1.44	2.08	-5.7%	11.43%
SSO 2X ProShares Ultra S&P500	Leveraged Long — Broad	$8.1B	-	+60.0%	1.46	2.38	-18.3%	0.67%
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF	Dividend	$7.5B	-	+19.5%	0.91	1.56	-8.0%	4.32%
COPX Global X Copper Miners ETF	Thematic	$7.3B	-	+144.4%	2.31	3.33	-27.8%	2.22%
XLRE State Street Real Estate Select Sector SPDR ETF	Sector	$7.2B	-	+12.9%	0.45	0.64	-8.9%	3.36%
ARKK ARK Innovation ETF	Thematic	$6.7B	-	+62.7%	1.31	2.45	-31.4%	0.00%
FXI iShares China Large-Cap ETF	International	$6.6B	-	+21.5%	0.41	0.58	-15.6%	2.33%
XLB State Street Materials Select Sector SPDR ETF	Sector	$6.1B	-	+33.0%	1.28	2.31	-12.8%	1.76%
UPRO 3X ProShares UltraPro S&P500	Leveraged Long — Broad	$4.8B	-	+91.3%	1.44	2.37	-26.9%	0.81%
TECL 3X Direxion Daily Technology Bull 3X Shares	Leveraged Long — Sector	$3.9B	-	+152.5%	1.57	2.56	-46.6%	7.32%
TMF 3X Direxion Daily 20+ Year Treasury Bull 3X Shares	Leveraged Alt	$3.4B	-	-12.3%	-0.63	-0.89	-20.2%	4.11%
BOTZ Global X Robotics & Artificial Intelligence ETF	Thematic	$3.4B	-	+36.4%	1.07	1.93	-19.3%	0.63%
XYLD Global X S&P 500 Covered Call ETF	Covered Call	$3.2B	-	+21.1%	1.25	1.81	-6.2%	10.46%
CQQQ Invesco China Technology ETF	International	$3.2B	-	+23.6%	0.46	0.71	-24.7%	2.01%
FAS 3X Direxion Daily Financial Bull 3X Shares	Leveraged Long — Sector	$2.4B	-	+24.1%	0.59	0.90	-41.2%	8.97%
SQQQ 3X ProShares UltraPro Short QQQ	Inverse/Short	$2.1B	-	-68.2%	-1.55	-1.80	-75.2%	9.67%
ICLN iShares Global Clean Energy ETF	Thematic	$2.1B	-	+69.5%	1.92	3.09	-11.2%	1.47%
LIT Global X Lithium & Battery Tech ETF	Thematic	$1.7B	-	+124.3%	2.28	3.48	-13.1%	0.44%
USD 2X ProShares Ultra Semiconductors	Leveraged Long — Broad	$1.7B	-	+229.2%	2.02	3.27	-31.8%	0.39%
TNA 3X Direxion Daily Small Cap Bull 3X Shares	Leveraged Long — Broad	$1.6B	-	+125.1%	1.47	2.61	-32.6%	0.68%
DBC Invesco DB Commodity Index Tracking Fund	Commodity	$1.4B	-	+47.8%	1.96	2.89	-7.1%	3.07%
RYLD Global X Russell 2000 Covered Call ETF	Covered Call	$1.3B	-	+22.4%	1.10	1.51	-7.2%	11.81%
UGL 2X ProShares Ultra Gold	Leveraged Alt	$1.2B	-	+110.0%	1.48	1.76	-37.6%	0.00%
PSI Invesco Semiconductors ETF	Semiconductor	$1.2B	-	+142.7%	2.32	3.70	-15.5%	0.08%
GSG iShares S&P GSCI Commodity-Indexed Trust	Commodity	$1.1B	-	+62.5%	2.17	3.41	-6.6%	0.00%
SH 1X ProShares Short S&P500	Inverse/Short	$1.0B	-	-21.1%	-1.59	-1.77	-26.6%	4.54%
SOXQ Invesco PHLX Semiconductor ETF	Semiconductor	$1.0B	-	+115.2%	2.17	3.42	-15.7%	0.44%
YINN 3X Direxion Daily FTSE China Bull 3X Shares	Leveraged Long — Global	$957M	-	+39.4%	0.32	0.44	-46.7%	1.04%
UYG 2X ProShares Ultra Financials	Leveraged Long — Sector	$765M	-	+20.4%	0.58	0.89	-29.1%	0.97%
UDOW 3X ProShares UltraPro Dow30	Leveraged Long — Broad	$756M	-	+63.0%	1.14	2.01	-28.3%	1.32%
LABU 3X Direxion Daily S&P Biotech Bull 3X Shares	Leveraged Long — Sector	$576M	-	+298.2%	2.01	3.33	-30.7%	0.81%
NAIL 3X Direxion Daily Homebuilders & Supplies Bull 3X Shares	Leveraged Long — Sector	$544M	-	-21.4%	-0.03	-0.05	-63.9%	1.35%
BITU 2X Proshares Ultra Bitcoin ETF	Leveraged Alt	$538M	-	-43.6%	-0.40	-0.62	-77.8%	23.40%
DDM 2X ProShares Ultra Dow30	Leveraged Long — Broad	$521M	-	+43.1%	1.13	2.00	-19.6%	0.92%
PSQ 1X ProShares Short QQQ	Inverse/Short	$512M	-	-26.8%	-1.57	-1.81	-34.0%	5.01%
DFEN 3X Direxion Daily Aerospace & Defense Bull 3X Shares	Leveraged Long — Sector	$484M	-	+269.7%	2.32	4.12	-41.8%	7.16%
UCO 2X ProShares Ultra Bloomberg Crude Oil	Leveraged Alt	$430M	-	+95.8%	1.37	2.08	-34.8%	0.00%
SDS 2X ProShares UltraShort S&P500	Inverse/Short	$339M	-	-41.3%	-1.55	-1.73	-48.7%	6.01%
SPXS 3X Direxion Daily S&P 500 Bear 3X Shares	Inverse/Short	$314M	-	-57.5%	-1.54	-1.72	-65.1%	5.10%
ERX 2X Direxion Daily Energy Bull 2X Shares	Leveraged Long — Sector	$275M	-	+120.8%	1.88	2.88	-14.4%	1.97%
CWEB 2X Direxion Daily CSI China Internet Bull 2X Shares	Leveraged Long — Global	$265M	-	-10.4%	-0.23	-0.36	-56.5%	2.61%
QID 2X ProShares UltraShort QQQ	Inverse/Short	$255M	-	-50.4%	-1.54	-1.79	-58.7%	6.38%
ETHT 2X Proshares Ultra Ether ETF	Leveraged Alt	$242M	-	-9.3%	0.43	0.75	-90.1%	5.97%
EDC 3X Direxion Daily MSCI Emerging Markets Bull 3X Shares	Leveraged Long — Global	$181M	-	+165.9%	1.71	2.36	-38.4%	1.45%
SDOW 3X ProShares UltraPro Short Dow30	Inverse/Short	$175M	-	-48.4%	-1.23	-1.45	-58.8%	6.08%
CURE 3X Direxion Daily Healthcare Bull 3X Shares	Leveraged Long — Sector	$165M	-	+11.9%	0.35	0.55	-29.5%	1.14%
INDL 2X Direxion Daily MSCI India Bull 2x Shares	Leveraged Long — Global	$60M	-	-15.4%	-0.53	-0.87	-38.0%	1.56%
UTSL 3X Direxion Daily Utilities Bull 3X Shares	Leveraged Long — Sector	$50M	-	+80.6%	1.39	2.09	-27.9%	1.65%
EURL 2X Direxion Daily FTSE Europe Bull 3X Shares	Leveraged Long — Global	$49M	-	+111.5%	1.55	2.58	-33.3%	1.32%
FNGU 3X MicroSectors FANG+ 3X Leveraged	Leveraged Long — Broad	N/A	-	+71.9%	1.08	1.89	-59.5%	-

Step 2: 전략 선택 + 비율 조정

최고 수익

기대 수익률 극대화

최적 효율

위험 대비 수익 최적화

최소 변동

포트폴리오 변동성 최소화

균등 배분

모든 ETF 동일 비중

성장 가중

과거 수익률 기반 배분

배당 가중

배당수익률 기반 배분

저변동

저변동 ETF 선별 + 최소 분산

위험 균등

변동성 역수 비례 배분

직접 입력

비율을 수동으로 설정

ETF를 2개 이상 선택하고 전략을 선택하면 비율이 표시됩니다.

Step 3: 백테스트 기간

시작일

종료일

지표 설명 보기

Sharpe Ratio

위험 대비 초과 수익을 측정합니다. 높을수록 같은 위험으로 더 높은 수익을 의미합니다.

Sharpe = (R_p - R_f) / σ_p

R_p: 포트폴리오 연간 수익률, R_f: 무위험 이자율 (4%), σ_p: 포트폴리오 연간 변동성

Sortino Ratio

Sharpe와 유사하지만 하방 변동성만 고려합니다. 음의 수익에 더 민감한 투자자에게 유용합니다.

Sortino = (R_p - R_f) / σ_d

σ_d: 하방 편차 (음의 수익률만으로 계산)

Maximum Drawdown (MDD)

고점 대비 최대 하락폭입니다. 투자 기간 중 경험할 수 있는 최악의 손실을 보여줍니다.

MDD = (Trough - Peak) / Peak

CAGR (연평균 성장률)

복리 기준 연평균 수익률입니다. 투자 기간에 관계없이 연간 단위로 비교할 수 있습니다.