May 26, 2016
In this experiment I took the 55 ETFs currently listed on Vanguard's website https://investor.vanguard.com/etf/list#/etf/asset-class/month-end-returns and ranked them by their yields (as of April 30, 2016) as indicated on Yahoo! Finance.
I removed VTEB, VIGI, and VYMI because no yield was given for these ETFs. I also removed the two ETFs with the lowest yields - VGSH (0.69) and VTIP (0.00) - to have an even 50 ETFs for this experiment.
I divided the 50 ETFs into ten groups of five according to their yields. The five ETFs with the highest yields were grouped together, then the next five of the remaining ETFs with the highest yields were grouped together, and so on. This to generated the following groups with the corresponding yields for each ETF:
ETF Yield
Group 1: (Highest Yields)
| VWOB | 4.64 |
| VCLT | 4.35 |
| VNQ | 4.32 |
| BLV | 3.79 |
| VOX | 3.76 |
Group 2:
| VDE | 3.50 |
| VCIT | 3.21 |
| VGK | 3.16 |
| VPU | 3.14 |
| VYM | 3.12 |
Group 3:
| VWO | 3.02 |
| VDC | 2.93 |
| VEU | 2.87 |
| VEA | 2.85 |
| EDV | 2.78 |
Group 4:
| VNQI | 2.78 |
| VXUS | 2.75 |
| MGV | 2.59 |
| VTV | 2.58 |
| BIV | 2.57 |
Group 5:
| VGLT | 2.57 |
| VSS | 2.53 |
| VPL | 2.47 |
| VAW | 2.46 |
| BND | 2.43 |
Group 6:
| VIS | 2.32 |
| VOE | 2.32 |
| VT | 2.26 |
| VIG | 2.18 |
| VBR | 2.17 |
Group 7:
| MGC | 2.16 |
| VFH | 2.15 |
| VOO | 2.09 |
| VCSH | 1.98 |
| VV | 1.97 |
Group 8:
| VTI | 1.93 |
| VGT | 1.72 |
| VCR | 1.68 |
| VB | 1.67 |
| VO | 1.66 |
Group 9:
| VXF | 1.66 |
| VMBS | 1.62 |
| VHT | 1.59 |
| VGIT | 1.59 |
| BNDX | 1.54 |
Group 10:
| MGK | 1.50 |
| BSV | 1.33 |
| VUG | 1.30 |
| VBK | 1.09 |
| VOT | 0.95 |
I then considered each group as a portfolio that begins with $100,000.00, corresponding to $20,000.00 per ETF. These will be simultaneously rebalanced roughly once a year to return the value of each ETF to 20% of each portfolio.
To begin, I use the opening prices for each ETF as given by Yahoo! Finance on May 26, 2016.
| ETF | Price | Number of Shares |
| 1 | ||
| VWOB | 77.78 | 257.14 |
| VCLT | 90.25 | 221.61 |
| VNQ | 82.91 | 241.23 |
| BLV | 93.06 | 214.92 |
| VOX | 91.66 | 218.20 |
| 2 | ||
| VDE | 94.45 | 211.75 |
| VCIT | 87.11 | 229.59 |
| VGK | 50.19 | 398.49 |
| VPU | 105.05 | 190.39 |
| VYM | 70.37 | 284.21 |
| 3 | ||
| VWO | 33.75 | 592.59 |
| VDC | 135.22 | 147.91 |
| VEU | 43.91 | 455.48 |
| VEA | 36.83 | 543.04 |
| EDV | 126.37 | 158.27 |
| 4 | ||
| VNQI | 53.94 | 370.78 |
| VXUS | 45.64 | 438.21 |
| MGV | 61.09 | 327.39 |
| VTV | 84.42 | 236.91 |
| BIV | 85.92 | 232.77 |
| 5 | ||
| VGLT | 79.92 | 250.25 |
| VSS | 96.12 | 208.07 |
| VPL | 55.88 | 357.91 |
| VAW | 104.80 | 190.84 |
| BND | 82.72 | 241.78 |
| 6 | ||
| VIS | 106.29 | 188.16 |
| VOE | 88.71 | 225.45 |
| VT | 58.63 | 341.12 |
| VIG | 81.76 | 244.62 |
| VBR | 104.84 | 190.77 |
| 7 | ||
| MGC | 71.38 | 280.19 |
| VFH | 48.90 | 409.00 |
| VOO | 192.14 | 104.09 |
| VCSH | 79.96 | 250.13 |
| VV | 95.71 | 208.96 |
| 8 | ||
| VTI | 107.02 | 186.88 |
| VGT | 108.96 | 183.55 |
| VCR | 123.27 | 162.25 |
| VB | 114.72 | 174.34 |
| VO | 123.42 | 162.05 |
| 9 | ||
| VXF | 85.08 | 235.07 |
| VMBS | 53.47 | 374.04 |
| VHT | 129.09 | 154.93 |
| VGIT | 65.86 | 303.67 |
| BNDX | 54.64 | 366.03 |
| 10 | ||
| MGK | 84.05 | 237.95 |
| BSV | 80.37 | 248.85 |
| VUG | 107.76 | 185.60 |
| VBK | 122.45 | 163.33 |
| VOT | 101.99 | 196.10 |
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