HomePortfoliosDefensive 50/50

Defensive 50/50

Created byuser-xwe79g
Optimize
Annual Rebalancing
EUR
Low Risk
14.5yr backtest

Performance Summary

Total Return+138.37%
Annualized Return+6.17%
Volatility+7.57%
Sharpe Ratio0.55
Max Drawdown+16.89%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 50.0%
Holdings Details
A globally diversified 50/50 stock-bond portfolio using low-cost ETFs for balanced growth and reduced volatility.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259
ETF
50.0%0.2%
XGVD.XETRA
Xtrackers Global Government Bond UCITS ETF 1D EUR hedged • LU0690964092
ETF
50.0%0.25%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €23,836.59
Histogram of Monthly Returns
The portfolio had a positive return during 114 of the 175 months (65%)
Monthly Returns Heatmap
Best month: +5.8% • Worst month: -5.2% • Best year: 2019 (+17.3%) • Worst year: 2022 (-14.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+1.6%-3.8%+4.2%+3.3%+0.9%-0.1%-----+6.6%
2025+2.3%-0.6%-4.0%-1.3%+2.4%+0.8%+2.1%-0.2%+1.8%+2.5%-0.3%-0.0%+5.3%
2024+1.1%+1.4%+2.2%-1.9%+0.7%+3.0%+0.8%+0.3%+1.3%-0.4%+4.1%-1.2%+12.0%
2023+3.5%-0.9%+1.3%+0.1%+0.8%+1.6%+1.1%-0.7%-1.8%-2.2%+4.5%+3.5%+11.0%
2022-3.1%-1.6%+0.6%-2.6%-2.1%-3.8%+5.8%-2.4%-4.7%+1.4%+1.4%-3.8%-14.3%
2021+0.3%+0.2%+2.9%+0.7%-0.0%+2.7%+1.1%+1.5%-1.7%+2.5%+0.7%+1.6%+13.0%
2020+0.8%-3.5%-5.2%+4.5%+0.7%+1.3%+0.4%+1.9%-0.1%-1.1%+4.4%+0.9%+4.6%
2019+4.3%+1.7%+2.1%+1.6%-2.0%+2.6%+2.1%+0.2%+1.2%-0.2%+1.9%+0.8%+17.3%
2018+0.2%-1.1%-1.2%+1.4%+1.5%+0.0%+0.9%+0.6%-0.1%-2.7%+0.7%-3.4%-3.3%
2017-0.7%+2.9%+0.3%-0.2%-0.2%-0.8%-0.2%+0.2%+0.8%+1.9%-0.1%+0.7%+4.5%
2016-2.5%+0.9%+1.0%-0.1%+2.0%+1.0%+1.9%-0.0%+0.1%-0.5%+1.4%+1.3%+6.6%
2015+4.1%+2.7%+1.8%-1.3%+0.6%-2.7%+1.7%-4.6%-1.3%+4.8%+1.9%-2.5%+4.7%
2014-0.2%+1.6%+0.1%+0.5%+2.5%+0.9%+0.8%+2.5%+0.5%+1.0%+1.7%+0.7%+13.2%
2013+0.6%+2.3%+2.2%+0.4%+0.3%-2.4%+1.5%-1.1%+1.7%+2.4%+0.7%-0.4%+8.2%
2012+0.6%+0.1%-0.0%-0.8%-0.7%+0.5%+3.5%-0.1%+0.3%-0.6%+0.9%+0.1%+3.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.89% • The longest drawdown period lasted for 2 years and 6 months and was between November 2021 and June 2024. It reached a trough of -14.8%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (50.0% of total allocation)

Total Dividends Received

€1,738.00

27 payments

Dividend Yield

0.76%

(annualized)

Avg Per Payment

€64.37

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€150.54
2025€272.47
2024€251.21
2023€157.98
2022€237.32
2021€134.26
2020€87.57
2019€65.85
2018€47.75
2016€61.95
2015€44.90
2014€77.04
2013€75.07
2012€74.09
Total€1,738.00

Detailed Metrics

Returns
Total Return
+138.37%
Annualized Return
+6.17%
Avg Monthly Return
+0.52%
Risk
Volatility (Annual)
+7.57%
Max Drawdown
+16.89%
Positive Months
65%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
4.69
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€23,836.59
Backtest Period
2012-01-09 to 2026-07-10
14.5 years
Rebalancing
annual
Base Currency
EUR
Defensive 50/50 | 14-Year Backtest