Each estimate shows how far the same rule missed on past days of large moves, scaled to the shock you pick. A fund whose past estimates missed by half the move or more reads not modelled.

How is each fund’s move estimated?

Bond funds through their duration, from their filed holdings. Stock, gold and oil funds through their beta to the shocked market, where it fits well. Commodity funds through what they hold. Buffer funds through their cap and buffer to the period end. Leveraged funds through their daily multiple, for one day only.

Why is a fund not modelled?

When ETFIQ has no reliable link between that fund and the shock, it says so and gives the reason. It never fills the gap with a guess, and a fund not modelled is not counted as flat.

No. It shows what each fund’s own exposure implies for one shock, all else equal. Real markets move several things at once.

Durations and exposures from each fund’s latest filing; betas from weekly total returns to Nov 10, 2026. 46 funds.

What If: ETF Portfolio Stress Test

a market shock through each fund’s own exposure

As of Nov 10, 2026

If the 10-year Treasury yield rose 1 point, BND would lose about 6.0% on its duration filed for Jun 30, 2026, moving a 60/40 mix with VTI −2.4%. Past estimates like this missed by a typical 0.7 points over 22 days tested. VTI is not modelled for rates.

Hypothetical estimates from each fund’s own exposure. Not a forecast; not investment advice.

Change the inputs

Tool

My portfolio What if Switch a fund What cash costs Add protection

The shock

Rates move, in points+1.00 point−3.00 points+3.00 points

Your funds

VTI weight60%0100BND weight40%0100

Your settings are in the address, so the link opens this view.

What if

Hypothetical · from your inputs

If the 10-year Treasury yield rose 1 point, the funds modelled would move this mix −2.4%: BND −6.0%. Not modelled: VTI.

VTI · not modelled·

BND · 5.7-yr duration · typical miss 0.7 pts, 22 days tested−6.0%

−2.4%

the whole mix, from the funds modelled

40%

of the mix modelled

+1.00 point

the 10-year Treasury yield

Not modelled, never guessed: VTI, no duration: ETFIQ measures rate sensitivity for bond funds only, from their filed holdings.

Duration from each fund’s latest holdings filing, times how far the Treasury curve moves at that duration for each point of the 10-year; ETFIQ has no convexity, so a large rise overstates the loss and a large fall understates the gain. Typical miss: the median error of the same rule on past days of large moves since Jan 1, 2025, scaled to this shock; a fund whose past estimates missed by half the move or more is not modelled. Hypothetical, not a forecast. Not investment advice.

Where to next

My portfolio→Switch a fund→What cash costs→Add protection→Buffer ladder→

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ETFIQ, What If: ETF Portfolio Stress Test, data as of Nov 10, 2026. https://etfiq.com/portfolio/what-if/

Open data →

Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data.

Questions people ask

How accurate is it?: Each estimate shows how far the same rule missed on past days of large moves, scaled to the shock you pick. A fund whose past estimates missed by half the move or more reads not modelled.
How is each fund’s move estimated?: Bond funds through their duration, from their filed holdings. Stock, gold and oil funds through their beta to the shocked market, where it fits well. Commodity funds through what they hold. Buffer funds through their cap and buffer to the period end. Leveraged funds through their daily multiple, for one day only.
Why is a fund not modelled?: When ETFIQ has no reliable link between that fund and the shock, it says so and gives the reason. It never fills the gap with a guess, and a fund not modelled is not counted as flat.
Is this a forecast?: No. It shows what each fund’s own exposure implies for one shock, all else equal. Real markets move several things at once.

Numbers from data carry their date. Anything computed from your inputs is hypothetical and before fees unless stated. Not investment advice.