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Risk vs Safety

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Monthly Rebalancing
GBP
Moderate Risk
2.9yr backtest

Performance Summary

Total Return+102.53%
Annualized Return+27.50%
Volatility+18.52%
Sharpe Ratio1.38
Max Drawdown+25.19%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global tech growth and high-dividend ETFs portfolio. 100% equity mix for diversified world market exposure and income potential.
AssetTypeAllocationTER
XXTW.LSE
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
80.0%0.25%
VHYL.LSE
Vanguard FTSE All-World High Dividend Yield UCITS ETF DistributingIE00B8GKDB10
ETF
20.0%0.29%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £20,252.71
Histogram of Monthly Returns
The portfolio had a positive return during 21 of the 36 months (58%)
Monthly Returns Heatmap
Best month: +14.2% • Worst month: -9.4% • Best year: 2024 (+31.1%) • Worst year: 2023 (+12.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.0%+0.2%-5.2%+13.5%+14.2%-0.2%-1.0%-----+19.2%
2025+0.8%-5.2%-9.4%-1.3%+8.8%+6.0%+8.1%-1.6%+6.4%+8.1%-4.4%-0.4%+15.0%
2024+3.5%+5.0%+2.8%-3.1%+3.3%+10.1%-3.8%-1.1%+0.5%+3.0%+5.7%+2.3%+31.1%
2023-------+3.8%-1.9%-1.8%+7.8%+4.6%+12.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.19% • The longest drawdown period lasted for 5 months and was between January 2025 and July 2025. It reached a trough of -25.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

£262.57

12 payments

Dividend Yield

0.63%

(annualized)

Avg Per Payment

£21.88

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£59.70
2025£89.38
2024£81.65
2023£31.85
Total£262.57

Detailed Metrics

Returns
Total Return
+102.53%
Annualized Return
+27.50%
Avg Monthly Return
+2.12%
Risk
Volatility (Annual)
+18.52%
Max Drawdown
+25.19%
Positive Months
58%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
1.38
Risk-free rate: 2.0%
Sortino Ratio
1.31
Downside risk adjusted
Return/Volatility
1.48
Calmar Ratio
1.09
Return/Max Drawdown
Ulcer Index
5.89
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£20,252.71
Backtest Period
2023-08-14 to 2026-07-10
2.9 years
Rebalancing
monthly
Base Currency
GBP
Risk vs Safety | +27.5% CAGR | ETF Backtest