Home PortfoliosUBS HY LOW VOC

UBS HY LOW VOC

Created byuser-dudpf9

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None Rebalancing

EUR

Low Risk

5.7yr backtest

Performance Summary

Total Return+37.06%

Annualized Return+5.71%

Volatility+5.82%

Sharpe Ratio0.64

Max Drawdown+8.97%

Holdings

Asset Allocation

Asset Class

Bonds 50.0%Equity 50.0%

Holdings Details

Balanced ETF portfolio with 50% European equity covered calls and 50% EUR high yield corporate bonds for diversified income and growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XHYA.XETRA Xtrackers EUR High Yield Corporate Bond UCITS ETF 1C • LU1109943388	LU1109943388	Acc	ETF	50.0%	0.2%
E50PW.SW UBS Euro Equity Defensive Put Write SF UCITS ETF EUR acc • IE00BLDGHT92	IE00BLDGHT92	Acc	ETF	50.0%	0.21%
Total		Total			100.0%	0.20%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,705.75

Histogram of Monthly Returns

The portfolio had a positive return during 54 of the 69 months (78%)

Monthly Returns Heatmap

Best month: +4.4% • Worst month: -4.7% • Best year: 2023 (+11.1%) • Worst year: 2022 (-4.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.5%	+0.4%	-2.7%	+2.4%	+1.6%	+0.7%	-	-	-	-	-	-	+2.9%
2025	+0.9%	+0.6%	+0.0%	-1.8%	+1.9%	+0.1%	+1.2%	+0.4%	+0.8%	+0.2%	+0.8%	+0.8%	+6.0%
2024	+0.9%	+0.1%	+0.7%	+0.5%	+0.3%	+0.4%	+1.0%	+0.1%	+1.4%	+0.7%	+0.6%	+0.6%	+7.5%
2023	+1.9%	-0.2%	+1.4%	+0.5%	+0.7%	+1.2%	+1.1%	-0.3%	+0.4%	+0.6%	+2.0%	+1.3%	+11.1%
2022	-1.2%	-1.5%	-0.4%	-1.8%	+1.4%	-4.7%	+4.4%	-2.2%	-2.5%	+2.4%	+1.9%	+0.1%	-4.3%
2021	-0.0%	+1.4%	+1.2%	+0.4%	+0.6%	+0.4%	+0.7%	+0.5%	-0.1%	+0.1%	-0.5%	+1.8%	+6.7%
2020	-	-	-	-	-	-	-	-	-	-0.6%	+2.2%	+1.4%	+3.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.97% • The longest drawdown period lasted for 1 year and 4 months and was between January 2022 and May 2023. It reached a trough of -9.0%.

Detailed Metrics

Returns

Total Return

+37.06%

Annualized Return

+5.71%

Avg Monthly Return

+0.47%

Risk

Volatility (Annual)

+5.82%

Max Drawdown

+8.97%

Positive Months

78%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

0.64

Risk-free rate: 2.0%

Sortino Ratio

0.60

Downside risk adjusted

Return/Volatility

0.98

Calmar Ratio

0.64

Return/Max Drawdown

Ulcer Index

2.35

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,705.75

Backtest Period

2020-10-08 to 2026-06-12
5.7 years

Rebalancing

none

Base Currency

EUR