HomePortfoliosREBM // LQQ vs XUDY

REBM // LQQ vs XUDY

Created byuser-dvjmdp
Monthly Rebalancing
EUR
High Risk
0.8yr backtest

Performance Summary

Total Return+33.57%
Annualized Return+44.35%
Volatility+24.17%
Sharpe Ratio1.75
Max Drawdown+10.70%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Explore a leveraged Nasdaq-100 and S&P 500 defensive yield ETF portfolio for concentrated US equity growth and quality exposure.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF Acc • FR0010342592
ETF
60.0%0.6%
XUDY.XETRA
Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6
ETF
40.0%0.25%
Total100.0%0.46%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,356.89
Histogram of Monthly Returns
The portfolio had a positive return during 6 of the 11 months (55%)
Monthly Returns Heatmap
Best month: +21.3% • Worst month: -7.7% • Best year: 2026 (+31.1%) • Worst year: 2025 (+1.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%-0.9%-7.7%+21.3%+16.2%+1.2%-7.6%+7.2%----+31.1%
2025---------+4.7%-2.2%-0.5%+1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.70% • The longest drawdown period lasted for 2 months and was between January 2026 and April 2026. It reached a trough of -10.7%.

Detailed Metrics

Returns
Total Return
+33.57%
Annualized Return
+44.35%
Avg Monthly Return
+3.01%
Risk
Volatility (Annual)
+24.17%
Max Drawdown
+10.70%
Positive Months
55%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
1.75
Risk-free rate: 2.0%
Sortino Ratio
1.80
Downside risk adjusted
Return/Volatility
1.83
Calmar Ratio
4.14
Return/Max Drawdown
Ulcer Index
4.02
Drawdown depth & duration
Martin Ratio
0.11
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,356.89
Backtest Period
2025-10-23 to 2026-08-07
0.8 years
Rebalancing
monthly
Base Currency
EUR
REBM // LQQ vs XUDY | +44.4% CAGR | ETF Backtest