Optimize
Quarterly Rebalancing
CHF
Moderate Risk
Multi-currency
5.5yr backtest

Performance Summary

Total Return+69.24%
Annualized Return+10.02%
Volatility+11.30%
Sharpe Ratio0.71
Max Drawdown+16.55%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A Swiss and global dividend-focused ETF portfolio for investors seeking diversified equity income and international exposure.
AssetTypeAllocationTER
CHDVD.SW
iShares Swiss Dividend (CH)CH0237935637
ETF
63.0%0.15%
DXSB.XETRA
Xtrackers STOXX Global Select Dividend 100 Swap UCITS ETF 1DLU0292096186
ETF
15.0%0.5%
FGQC.SW
Fidelity Global Quality Income UCITS ETF INC-CHF (hedged)IE00BMG8GR03
ETF
11.0%0.45%
VHYL.SW
Vanguard FTSE All-World High Dividend Yield UCITS ETF DistributingIE00B8GKDB10
ETF
11.0%0.29%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,923.91
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 67 months (64%)
Monthly Returns Heatmap
Best month: +7.7% • Worst month: -8.4% • Best year: 2021 (+22.7%) • Worst year: 2022 (-9.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+5.3%-5.1%+3.4%+1.9%-------+5.6%
2025+5.4%+3.0%+0.3%-3.1%+2.2%-1.5%+1.2%+2.8%-0.7%+1.4%+3.7%+2.0%+17.7%
2024+1.2%+1.7%+3.9%-2.2%+4.6%+0.2%+2.9%+0.9%-0.5%-2.0%+2.1%-2.3%+10.7%
2023+3.7%-1.1%-0.2%+3.1%-2.7%+1.6%+1.8%-2.1%-0.0%-4.0%+4.3%+2.7%+7.2%
2022-2.1%-2.4%+2.9%+0.9%-2.1%-8.4%+4.6%-2.3%-6.3%+6.3%+3.5%-3.0%-9.1%
2021-0.6%+3.0%+7.7%+0.6%+2.5%+2.8%+0.7%+3.1%-4.5%+1.9%-1.3%+5.3%+22.7%
2020----------+0.3%+2.6%+2.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.55% • The longest drawdown period lasted for 1 year and 10 months and was between April 2022 and March 2024. It reached a trough of -16.5%.

Dividend Income

Summary
This portfolio contains 4 distributing ETFs (100.0% of total allocation)

Total Dividends Received

2,712.01

101 payments

Dividend Yield

3.80%

(annualized)

Avg Per Payment

26.85

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
2026363.26
2025522.63
2024481.25
2023478.73
2022476.88
2021383.32
20205.90
Total2,712.01

Detailed Metrics

Returns
Total Return
+69.24%
Annualized Return
+10.02%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+11.30%
Max Drawdown
+16.55%
Positive Months
64%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.61
Return/Max Drawdown
Ulcer Index
5.01
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,923.91
Backtest Period
2020-11-23 to 2026-05-29
5.5 years
Rebalancing
quarterly
Base Currency
CHF
Core.1 | +10.0% CAGR | ETF Backtest