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Bond

Created byuser-3bi829
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Annual Rebalancing
EUR
Low Risk
2.8yr backtest

Performance Summary

Total Return+12.42%
Annualized Return+4.20%
Volatility+2.46%
Sharpe Ratio0.90
Max Drawdown+1.90%

Holdings

Asset Allocation

Asset Class

Bonds 95.0%Other 5.0%
Holdings Details
Diversified bond ETF portfolio blending EUR, USD, and emerging market government and corporate bonds for stable income and risk management.
AssetTypeAllocationTER
EFRN.XETRA
iShares EUR Floating Rate Bond Advanced UCITS ETF EUR (Dist) • IE00BF5GB717
ETF
25.0%0.1%
FRCK.XETRA
UBS BBG USD EM Sovereign UCITS ETF hEUR acc • LU1324516308
ETF
20.0%0.28%
VGEB.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing • IE00BZ163H91
ETF
15.0%0.07%
EIB3.XETRA
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist • IE00BGJWWY63
ETF
10.0%0.1%
DBXP.XETRA
Xtrackers Eurozone Government Bond 1-3 UCITS ETF 1C • LU0290356871
ETF
10.0%0.1%
ECR3.XETRA
Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF DR (C) • LU2037748774
ETF
10.0%0.12%
H41S.XETRA
HSBC Global Government Bond UCITS ETF C H EUR
ETF
5.0%-
IUS6.XETRA
iShares Euro Covered Bond UCITS ETF • IE00B3B8Q275
ETF
5.0%0.2%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,241.69
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 35 months (74%)
Monthly Returns Heatmap
Best month: +2.2% • Worst month: -1.7% • Best year: 2025 (+4.3%) • Worst year: 2026 (+0.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+0.7%-1.7%+0.8%+0.6%-------+0.8%
2025+0.5%+0.6%-0.5%+0.6%+0.3%+0.6%+0.3%+0.4%+0.5%+0.7%+0.2%+0.1%+4.3%
2024-0.2%-0.1%+0.9%-0.7%+0.5%+0.4%+1.2%+0.8%+0.9%-0.5%+1.0%-0.6%+3.5%
2023------+0.2%-0.2%-1.1%+0.1%+2.0%+2.2%+3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +1.90% • The longest drawdown period lasted for 3 months and was between August 2023 and November 2023. It reached a trough of -1.9%.

Dividend Income

Summary
This portfolio contains 4 distributing ETFs (55.0% of total allocation)

Total Dividends Received

€491.24

56 payments

Dividend Yield

1.62%

(annualized)

Avg Per Payment

€8.77

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€66.72
2025€161.09
2024€186.82
2023€76.57
Total€491.24

Detailed Metrics

Returns
Total Return
+12.42%
Annualized Return
+4.20%
Avg Monthly Return
+0.34%
Risk
Volatility (Annual)
+2.46%
Max Drawdown
+1.90%
Positive Months
74%
Average Drawdown
-0.5%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.93
Downside risk adjusted
Return/Volatility
1.71
Calmar Ratio
2.21
Return/Max Drawdown
Ulcer Index
0.58
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,241.69
Backtest Period
2023-07-26 to 2026-05-29
2.8 years
Rebalancing
annual
Base Currency
EUR
Bond | ETF Backtest