HomePortfoliosJens Core + Faktor - Dividends - Small Caps (4.2021)

Jens Core + Faktor - Dividends - Small Caps (4.2021)

Created byuser-kw99io
Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
5.4yr backtest

Performance Summary

Total Return+116.39%
Annualized Return+15.40%
Volatility+13.93%
Sharpe Ratio0.96
Max Drawdown+20.80%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending world, US tech, value, momentum, and dividend strategies for diversified growth.
AssetTypeAllocationTER
VGWL.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
30.6%0.19%
IWVU.LSE
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) • IE00BFYTYS33
ETF
27.5%0.25%
EQQX.XETRA
Invesco Nasdaq-100 Swap UCITS ETF Acc • IE00BNRQM384
ETF
17.4%0.2%
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72
ETF
15.1%0.25%
VDIV.XETRA
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594
ETF
9.4%0.38%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €21,639.08
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 66 months (62%)
Monthly Returns Heatmap
Best month: +11.0% • Worst month: -6.6% • Best year: 2024 (+23.8%) • Worst year: 2022 (-11.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.4%-5.2%+11.0%+9.4%+2.3%-3.6%+2.6%+1.2%---+23.4%
2025+4.6%-0.9%-6.6%-3.4%+6.2%+0.4%+3.8%+0.9%+3.1%+4.4%+0.4%+1.4%+14.4%
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%+23.8%
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%+21.1%
2022-3.6%-1.5%+4.1%-2.7%-2.1%-6.5%+7.7%-1.4%-5.9%+4.7%+1.1%-4.7%-11.1%
2021----0.4%-0.3%+3.9%+0.9%+2.9%-1.2%+3.9%+0.6%+4.0%+15.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.80% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -14.5%.
When could this portfolio get you to financial independence?

Jens Core + Faktor - Dividends - Small Caps (4.2021) returned +15.40% a year over the 5 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

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

Total Dividends Received

€1,247.95

54 payments

Dividend Yield

1.71%

(annualized)

Avg Per Payment

€23.11

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€164.23
2025€264.18
2024€237.31
2023€219.22
2022€212.30
2021€150.69
Total€1,247.95

Detailed Metrics

Returns
Total Return
+116.39%
Annualized Return
+15.40%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+13.93%
Max Drawdown
+20.80%
Positive Months
62%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
5.03
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€21,639.08
Backtest Period
2021-04-14 to 2026-09-04
5.4 years
Rebalancing
annual
Base Currency
EUR