Optimize
None Rebalancing
EUR
Moderate Risk
7.2yr backtest

Performance Summary

Total Return+132.98%
Annualized Return+12.40%
Volatility+14.02%
Sharpe Ratio0.74
Max Drawdown+33.47%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with ETFs for dividend leaders, worldwide markets, and targeted Pacific and European exposure. Diversified for growth.
AssetTypeAllocationTER
VDIV.XETRA
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETFNL0011683594
ETF
40.0%0.38%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
30.0%0.17%
LU0217390573
JPMorgan Funds - Pacific Equity Fund A (acc) - EURLU0217390573
FUND
20.0%1.8%
PR1E.XETRA
Amundi Index Solutions - Amundi Prime Europe UCITS ETF DRLU1931974262
ETF
10.0%0.05%
Total100.0%0.57%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,297.83
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 88 months (60%)
Monthly Returns Heatmap
Best month: +10.6% • Worst month: -13.3% • Best year: 2021 (+22.5%) • Worst year: 2022 (-3.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+4.7%-4.3%+5.2%+3.4%-0.2%------+12.3%
2025+4.9%+1.1%-3.9%-3.4%+4.8%-0.3%+3.3%+1.2%+2.1%+3.5%+1.3%+1.7%+17.1%
2024+1.7%+1.9%+4.4%-1.2%+1.7%+1.7%+1.7%-0.2%+1.9%-0.6%+4.1%-0.9%+17.2%
2023+5.2%-0.4%-1.7%+0.3%-0.4%+2.7%+2.6%-2.2%-0.4%-3.6%+4.9%+4.2%+11.3%
2022-0.7%-2.0%+2.6%-0.3%-0.2%-6.3%+6.0%-1.3%-6.5%+3.7%+5.0%-2.9%-3.7%
2021+1.2%+2.9%+5.7%-0.0%+1.1%+2.4%-0.4%+2.5%-1.1%+2.5%-0.6%+4.5%+22.5%
2020-1.9%-8.0%-13.3%+8.2%+1.0%+3.3%-1.6%+5.0%-0.6%-1.6%+10.6%+2.5%+1.1%
2019--+1.8%+3.0%-5.6%+3.7%+1.9%-2.0%+4.4%+0.6%+3.0%+2.5%+13.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.47% • The longest drawdown period lasted for 10 months and was between February 2020 and January 2021. It reached a trough of -33.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (40.0% of total allocation)

Total Dividends Received

1,936.28

30 payments

Dividend Yield

1.85%

(annualized)

Avg Per Payment

64.54

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
2026198.90
2025325.62
2024305.06
2023311.10
2022256.82
2021194.65
2020157.62
2019186.52
Total1,936.28

Detailed Metrics

Returns
Total Return
+132.98%
Annualized Return
+12.40%
Avg Monthly Return
+1.03%
Risk
Volatility (Annual)
+14.02%
Max Drawdown
+33.47%
Positive Months
60%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.88
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
5.91
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,297.83
Backtest Period
2019-03-12 to 2026-06-05
7.2 years
Rebalancing
none
Base Currency
EUR
Joshua | +12.4% CAGR | ETF Backtest