Home PortfoliosJens Core + Faktor - Divi - Small Cap & Nasdaq-Ersatz (12.2018)

Jens Core + Faktor - Divi - Small Cap & Nasdaq-Ersatz (12.2018)

Created byuser-kw99io

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Annual Rebalancing

EUR

Moderate Risk

Multi-currency

7.6yr backtest

Performance Summary

Total Return+206.18%

Annualized Return+15.87%

Volatility+15.78%

Sharpe Ratio0.88

Max Drawdown+32.65%

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 investment.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VGWL.XETRA Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25	IE00B3RBWM25	Dist	ETF	30.6%	0.19%
IWVU.LSE iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) • IE00BFYTYS33	IE00BFYTYS33	Dist	ETF	27.5%	0.25%
SXRV.XETRA iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19	IE00B53SZB19	Acc	ETF	17.4%	0.3%
XDEM.XETRA Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72	IE00BL25JP72	Acc	ETF	15.1%	0.25%
VDIV.XETRA VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594	NL0011683594	Dist	ETF	9.4%	0.38%
Total		Total			100.0%	0.25%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €30,618.43

Histogram of Monthly Returns

The portfolio had a positive return during 60 of the 92 months (65%)

Monthly Returns Heatmap

Best month: +11.0% • Worst month: -10.7% • Best year: 2021 (+29.9%) • Worst year: 2022 (-11.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.3%	+2.4%	-5.2%	+11.0%	+9.4%	+2.3%	-3.4%	-	-	-	-	-	+19.1%
2025	+4.6%	-0.9%	-6.6%	-3.4%	+6.2%	+0.4%	+3.8%	+0.9%	+3.1%	+4.4%	+0.4%	+1.3%	+14.3%
2024	+3.5%	+3.5%	+4.2%	-2.1%	+1.6%	+4.2%	-0.1%	-1.0%	+1.5%	+0.8%	+6.1%	-0.4%	+23.7%
2023	+4.7%	+0.9%	-0.2%	-0.0%	+2.6%	+4.1%	+2.7%	-0.7%	-0.7%	-3.6%	+5.6%	+4.3%	+21.0%
2022	-3.6%	-1.5%	+4.1%	-2.7%	-2.0%	-6.5%	+7.7%	-1.4%	-5.9%	+4.7%	+1.1%	-4.7%	-11.2%
2021	+1.7%	+3.1%	+6.2%	+1.1%	-0.3%	+3.8%	+0.9%	+2.8%	-1.1%	+3.8%	+0.6%	+4.1%	+29.9%
2020	+0.3%	-8.4%	-10.7%	+9.1%	+2.1%	+2.8%	-1.4%	+6.7%	-1.7%	-2.6%	+9.5%	+2.5%	+6.0%
2019	+8.0%	+3.4%	+2.3%	+3.5%	-5.6%	+3.8%	+3.9%	-2.5%	+3.4%	+0.7%	+4.2%	+1.7%	+29.4%
2018	-	-	-	-	-	-	-	-	-	-	-	-5.1%	-5.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +32.65% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -14.6%.

Dividend Income

Summary

This portfolio contains 3 distributing ETFs (67.5% of total allocation)

Total Dividends Received

€2,267.85

78 payments

Dividend Yield

1.74%

(annualized)

Avg Per Payment

€29.07

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

Year	Dividends	Yield	Payments
2026	€220.47	0.78%	5
2025	€387.65	1.67%	10
2024	€348.33	1.69%	10
2023	€322.01	1.94%	10
2022	€311.94	1.97%	10
2021	€248.87	1.65%	10
2020	€171.27	1.45%	10
2019	€217.40	1.96%	11
2018	€39.91	0.41%	2
Total	€2,267.85	1.74%	78

Detailed Metrics

Returns

Total Return

+206.18%

Annualized Return

+15.87%

Avg Monthly Return

+1.30%

Risk

Volatility (Annual)

+15.78%

Max Drawdown

+32.65%

Positive Months

65%

Average Drawdown

-4.7%

Risk-Adjusted

Sharpe Ratio

0.88

Risk-free rate: 2.0%

Sortino Ratio

0.80

Downside risk adjusted

Return/Volatility

1.01

Calmar Ratio

0.49

Return/Max Drawdown

Ulcer Index

6.26

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€30,618.43

Backtest Period

2018-12-11 to 2026-07-17
7.6 years

Rebalancing

annual

Base Currency

EUR