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Value _div_growth_€

euro dividend growth

Optimize
Monthly Rebalancing
EUR
Moderate Risk
5.8yr backtest

Performance Summary

Total Return+77.96%
Annualized Return+10.39%
Volatility+12.02%
Sharpe Ratio0.70
Max Drawdown+17.54%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Money Market 10.0%
Holdings Details
Diversified ETF portfolio blending global dividend growth, high yield equities, and small caps for euro-focused long-term value accumulation.
AssetTypeAllocationTER
WTEM.XETRA
WisdomTree Global Quality Dividend Growth UCITS ETF USD AccIE00BZ56SW52
ETF
30.0%0.38%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
30.0%0.29%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
30.0%0.35%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
10.0%0.1%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,796.44
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 71 months (61%)
Monthly Returns Heatmap
Best month: +9.0% • Worst month: -6.4% • Best year: 2021 (+24.7%) • Worst year: 2022 (-6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+3.9%-5.1%+1.6%--------+2.4%
2025+4.5%-1.2%-5.7%-4.0%+4.3%-0.0%+3.2%+1.1%+1.0%+2.4%+1.4%+0.7%+7.5%
2024+1.2%+2.0%+3.5%-2.0%+1.0%+1.6%+3.0%-0.5%+1.1%-0.1%+5.9%-3.2%+13.8%
2023+3.7%+0.4%-1.9%+0.2%-0.3%+3.2%+2.4%-1.2%-1.4%-3.9%+4.4%+5.3%+10.9%
2022-3.6%-0.1%+3.2%-1.0%-2.0%-6.4%+8.2%-1.7%-5.3%+4.9%+1.8%-4.2%-6.9%
2021+1.6%+2.9%+5.9%+0.7%+0.3%+2.7%+0.5%+2.0%-1.0%+3.0%-0.7%+4.6%+24.7%
2020------2.1%-1.5%+4.0%-0.1%-1.5%+9.0%+2.4%+10.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.54% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -11.7%.

Detailed Metrics

Returns
Total Return
+77.96%
Annualized Return
+10.39%
Avg Monthly Return
+0.86%
Risk
Volatility (Annual)
+12.02%
Max Drawdown
+17.54%
Positive Months
61%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
3.98
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,796.44
Backtest Period
2020-06-03 to 2026-04-02
5.8 years
Rebalancing
monthly
Base Currency
EUR
Value _div_growth_€ | +10.4% CAGR | ETF Backtest