# What If Calculator: Stress Test an ETF Portfolio

> If the 10-year Treasury yield rose 1 point, BND would lose about 6.0%. Test rates, stocks, oil, gold or spreads on any mix of ETFs, fund by fund.

Data as of Nov 10, 2026. Rebuilt every trading night.

Data as of Nov 10, 2026. Rebuilt every trading night.

## What If: ETF Portfolio Stress Test

a market shock through each fund’s own exposure

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.

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

### 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.

### Where to next

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Source: ETFIQ, independent ETF data. Recomputed nightly from public filings and prices.
Cite: ETFIQ, What If: ETF Portfolio Stress Test, data as of Nov 10, 2026. https://etfiq.com/portfolio/what-if/
Licence: https://etfiq.com/license/ Data ETFIQ computes is free to use with attribution: ETFIQ (etfiq.com). Issuer data stays under its owner's terms.
HTML: https://etfiq.com/portfolio/what-if/