Exploring BlackRock' ETF universe.

Updated: Feb 15



BlackRock



BlackRock ETFs (list of top 3-Mo performers for the broad markets)


The above portfolio with equal weights has an expected annualised return of 20% and a standard deviation of 30%


Let's choose a portfolio of ETFs with less than 25% of STD. The optimal weights are the following:





IXC IEO IYE FILL GSG IGE PICK CCRV COMT IEZ IYK CMDY HDV 2.0 4.0 3.0 5.0 8.0 1.0 1.0 19.0 14.0 0.0 10.0 14.0 18.0