ETF

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Optimize
None Rebalancing
EUR
Moderate Risk
5.6yr backtest

Performance Summary

Total Return+95.64%
Annualized Return+12.68%
Volatility+12.33%
Sharpe Ratio0.87
Max Drawdown+16.50%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio in euros with a simple buy-and-hold strategy for long-term, low-maintenance investing.
AssetTypeAllocationTER
FLXD.XETRA
Franklin European Quality Dividend UCITS ETF (Dist)IE00BF2B0L69
ETF
20.0%0.25%
EMXC.XETRA
Amundi MSCI Emerging Ex China UCITS ETF AccLU2009202107
ETF
20.0%0.15%
UEQD.XETRA
UBS Core S&P 500 UCITS ETF hEUR accIE00BD34DK07
ETF
20.0%0.06%
WTEE.XETRA
WisdomTree Europe Equity Income UCITS ETFIE00BQZJBX31
ETF
20.0%0.29%
XDJP.XETRA
Xtrackers Nikkei 225 UCITS ETF 1DLU0839027447
ETF
20.0%0.09%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,564.32
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 69 months (64%)
Monthly Returns Heatmap
Best month: +12.4% • Worst month: -7.5% • Best year: 2025 (+20.9%) • Worst year: 2022 (-10.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+6.0%-6.3%+1.8%--------+5.6%
2025+4.0%-0.9%-2.1%-0.3%+4.9%+1.8%+2.0%+1.1%+2.8%+5.1%-0.9%+1.8%+20.9%
2024+1.6%+2.3%+3.5%-2.0%+1.2%+2.3%+1.6%+0.9%+0.7%-1.9%+2.7%-1.3%+12.0%
2023+4.5%-0.5%+0.2%+0.9%+0.8%+3.1%+2.6%-2.4%-0.7%-3.3%+6.2%+4.0%+15.9%
2022-1.5%-2.4%+2.2%-1.9%-1.1%-7.5%+5.5%-1.7%-7.2%+4.4%+5.0%-3.8%-10.6%
2021+0.2%+2.7%+4.1%+0.5%+1.0%+1.5%+0.3%+2.4%-1.4%+1.3%-1.5%+4.6%+16.7%
2020--------0.3%-0.6%-2.5%+12.4%+4.0%+13.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.50% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and December 2023. It reached a trough of -16.5%.

Dividend Income

Summary
This portfolio contains 3 distributing ETFs (60.0% of total allocation)

Total Dividends Received

1,757.79

47 payments

Dividend Yield

2.27%

(annualized)

Avg Per Payment

37.40

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
202660.97
2025404.16
2024363.67
2023329.40
2022310.42
2021255.32
202033.84
Total1,757.79

Detailed Metrics

Returns
Total Return
+95.64%
Annualized Return
+12.68%
Avg Monthly Return
+1.03%
Risk
Volatility (Annual)
+12.33%
Max Drawdown
+16.50%
Positive Months
64%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.87
Risk-free rate: 2.0%
Sortino Ratio
0.79
Downside risk adjusted
Return/Volatility
1.03
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
4.88
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,564.32
Backtest Period
2020-08-18 to 2026-04-02
5.6 years
Rebalancing
none
Base Currency
EUR