HomePortfoliosJens Core + Faktor (15.1.2026)

Jens Core + Faktor (15.1.2026)

Created byuser-kw99io
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
0.5yr backtest

Performance Summary

Total Return+14.49%
Annualized Return+31.00%
Volatility+14.22%
Sharpe Ratio2.04
Max Drawdown+5.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting value, momentum, dividend, and tech growth for balanced long-term returns.
AssetTypeAllocationTER
IWVU.LSE
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) • IE00BFYTYS33
ETF
22.7%0.25%
VGWL.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
15.7%0.19%
EQQX.XETRA
Invesco Nasdaq-100 Swap UCITS ETF Acc • IE00BNRQM384
ETF
14.4%0.2%
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72
ETF
12.5%0.25%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
10.0%0.39%
WEBG.XETRA
Amundi Prime All Country World UCITS ETF Dist • IE0009HF1MK9
ETF
9.5%0.07%
VDIV.XETRA
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594
ETF
7.8%0.38%
LDGL.XETRA
L&G Global Quality Dividends UCITS ETF USD Dist • IE0005AJA0P1
ETF
7.4%0.29%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,448.65
Histogram of Monthly Returns
The portfolio had a positive return during 4 of the 7 months (57%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -5.0% • Best year: 2026 (+14.5%) • Worst year: 2026 (+14.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.4%+3.1%-5.0%+10.0%+8.1%+2.4%-2.7%-----+14.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +5.74% • The longest drawdown period lasted for 1 month and was between February 2026 and April 2026. It reached a trough of -5.7%.

Dividend Income

Summary
This portfolio contains 5 distributing ETFs (63.1% of total allocation)

Total Dividends Received

€87.60

12 payments

Dividend Yield

1.64%

(annualized)

Avg Per Payment

€7.30

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€87.61
Total€87.60

Detailed Metrics

Returns
Total Return
+14.49%
Annualized Return
+31.00%
Avg Monthly Return
+2.08%
Risk
Volatility (Annual)
+14.22%
Max Drawdown
+5.74%
Positive Months
57%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
2.04
Risk-free rate: 2.0%
Sortino Ratio
2.21
Downside risk adjusted
Return/Volatility
2.18
Calmar Ratio
5.40
Return/Max Drawdown
Ulcer Index
1.92
Drawdown depth & duration
Martin Ratio
0.15
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,448.65
Backtest Period
2026-01-15 to 2026-07-17
0.5 years
Rebalancing
annual
Base Currency
EUR
Jens Core + Faktor (15.1.2026) | +31.0% CAGR | ETF Backtest