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Balanced Dividend Growth MaxSharpe

Created byuser-xwe79g
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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
5.8yr backtest

Performance Summary

Total Return+133.89%
Annualized Return+15.69%
Volatility+12.19%
Sharpe Ratio1.12
Max Drawdown+15.97%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Bonds 5.0%
Holdings Details
Diversified ETF portfolio with 95% global equities and 5% bonds, focused on US and European markets including dividend and small-cap strategies.
AssetTypeAllocationTER
D500.XETRA
Invesco S&P 500 UCITS ETF Dist • IE00BYML9W36
ETF
55.0%0.05%
FEUD.LSE
First Trust Eurozone AlphaDEX UCITS ETF B Dist • IE00BF2FL590
ETF
5.0%0.65%
WTES.XETRA
WisdomTree Europe SmallCap Dividend UCITS ETF • IE00BQZJC527
ETF
5.0%0.38%
EHDV.XETRA
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF • IE00BZ4BMM98
ETF
5.0%0.3%
EXSH.F
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) • DE0002635299
ETF
5.0%0.32%
IDVY.AS
iShares Euro Dividend UCITS ETF • IE00B0M62S72
ETF
5.0%0.4%
FLXD.XETRA
Franklin European Quality Dividend UCITS ETF (Dist) • IE00BF2B0L69
ETF
5.0%0.25%
WTEE.XETRA
WisdomTree Europe Equity Income UCITS ETF • IE00BQZJBX31
ETF
5.0%0.29%
LDCE.XETRA
PIMCO Advantage Euro Low Duration Corporate Bond UCITS ETF Dist • IE00BP9F2J32
ETF
5.0%0.25%
IQQY.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Dist) • IE00B1YZSC51
ETF
5.0%0.12%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €23,389.44
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 71 months (68%)
Monthly Returns Heatmap
Best month: +10.8% • Worst month: -7.0% • Best year: 2021 (+32.6%) • Worst year: 2022 (-11.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.8%-4.2%+7.2%+4.7%+0.4%------+11.2%
2025+4.7%-0.1%-4.5%-2.2%+6.1%+0.6%+4.2%+0.0%+1.8%+2.9%+0.5%+1.2%+15.8%
2024+2.5%+2.3%+3.9%-1.1%+2.2%+2.6%+1.2%-0.3%+1.2%+0.5%+5.1%-0.6%+21.2%
2023+4.6%+1.3%-1.4%+0.9%+1.1%+3.0%+2.5%-0.6%-1.6%-3.3%+5.9%+3.9%+17.2%
2022-3.4%-3.0%+3.8%-1.8%-2.0%-7.0%+7.9%-2.2%-6.0%+5.4%+1.3%-4.1%-11.5%
2021+0.3%+3.4%+7.1%+1.6%+0.5%+3.3%+2.2%+2.9%-2.2%+4.3%+0.5%+4.7%+32.6%
2020-------+1.3%-1.7%-3.2%+10.8%+2.0%+8.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.97% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -15.0%.

Dividend Income

Summary
This portfolio contains 10 distributing ETFs (100.0% of total allocation)

Total Dividends Received

€2,542.45

227 payments

Dividend Yield

2.83%

(annualized)

Avg Per Payment

€11.20

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€207.77
2025€564.68
2024€472.24
2023€387.69
2022€405.37
2021€370.76
2020€133.90
Total€2,542.45

Detailed Metrics

Returns
Total Return
+133.89%
Annualized Return
+15.69%
Avg Monthly Return
+1.26%
Risk
Volatility (Annual)
+12.19%
Max Drawdown
+15.97%
Positive Months
68%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
1.12
Risk-free rate: 2.0%
Sortino Ratio
1.04
Downside risk adjusted
Return/Volatility
1.29
Calmar Ratio
0.98
Return/Max Drawdown
Ulcer Index
4.68
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€23,389.44
Backtest Period
2020-08-19 to 2026-06-19
5.8 years
Rebalancing
annual
Base Currency
EUR
Balanced Dividend Growth MaxSharpe | 1.12 Sharpe