Home PortfoliosB&H // XUDY reference

B&H // XUDY reference

Created byuser-dvjmdp

None Rebalancing

EUR

Moderate Risk

0.7yr backtest

Performance Summary

Total Return+24.83%

Annualized Return+39.00%

Volatility+10.97%

Sharpe Ratio3.37

Max Drawdown+3.66%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Get diversified US equity exposure with this 100% S&P 500 ETF portfolio focused on shareholder yield and quality.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XUDY.XETRA Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6	IE000SRQBBT6	Acc	ETF	100.0%	0.25%
Total		Total			100.0%	0.25%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,483.15

Histogram of Monthly Returns

The portfolio had a positive return during 8 of the 9 months (89%)

Monthly Returns Heatmap

Best month: +6.3% • Worst month: -2.7% • Best year: 2026 (+20.5%) • Worst year: 2025 (+3.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.8%	+6.3%	-2.7%	+4.0%	+5.1%	+3.7%	-	-	-	-	-	-	+20.5%
2025	-	-	-	-	-	-	-	-	-	+0.8%	+2.1%	+0.7%	+3.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +3.66% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -3.7%.

Detailed Metrics

Returns

Total Return

+24.83%

Annualized Return

+39.00%

Avg Monthly Return

+2.53%

Risk

Volatility (Annual)

+10.97%

Max Drawdown

+3.66%

Positive Months

89%

Average Drawdown

-1.2%

Risk-Adjusted

Sharpe Ratio

3.37

Risk-free rate: 2.0%

Sortino Ratio

3.91

Downside risk adjusted

Return/Volatility

3.56

Calmar Ratio

10.66

Return/Max Drawdown

Ulcer Index

1.27

Drawdown depth & duration

Martin Ratio

0.29

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,483.15

Backtest Period

2025-10-23 to 2026-06-26
0.7 years

Rebalancing

none

Base Currency

EUR