HomePortfoliosValue Tilt V2

Value Tilt V2

All World, All Cap, Value Tilt

Created byuser-t0wo6h
Optimize FIRE Projection
None Rebalancing
EUR
Moderate Risk
7.7yr backtest

Performance Summary

Total Return+160.40%
Annualized Return+13.19%
Volatility+15.88%
Sharpe Ratio0.70
Max Drawdown+34.41%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Value Tilt V2: Globally diversified ETF portfolio emphasizing value stocks and small caps across all markets for long-term growth potential.
AssetTypeAllocationTER
VGWL.F
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
60.0%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
20.0%0.35%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03
ETF
10.0%0.4%
VDIV.XETRA
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594
ETF
10.0%0.38%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €26,040.27
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 94 months (65%)
Monthly Returns Heatmap
Best month: +10.9% • Worst month: -13.9% • Best year: 2019 (+27.7%) • Worst year: 2022 (-10.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+3.8%-5.8%+8.7%+5.0%+1.6%-1.5%+2.5%+0.4%---+18.8%
2025+3.5%-1.6%-5.9%-4.5%+5.1%+1.7%+4.4%+0.7%+2.0%+4.5%-0.4%+0.7%+10.0%
2024+1.9%+2.8%+3.7%-1.3%+1.6%+2.6%+1.5%-1.1%+1.4%+0.7%+6.9%-1.8%+20.2%
2023+5.3%-0.0%-1.9%+1.1%+1.1%+2.9%+3.3%-1.8%-1.3%-3.6%+4.8%+5.1%+15.5%
2022-4.3%-1.8%+4.3%-1.8%-2.0%-7.0%+8.3%-0.9%-6.6%+4.1%+2.6%-5.1%-10.8%
2021+0.9%+3.6%+5.6%+2.2%-0.5%+3.5%-0.6%+2.8%-0.6%+2.1%+0.8%+4.0%+26.4%
2020-1.5%-8.1%-13.9%+10.6%+2.2%+0.9%+0.1%+5.2%-1.2%-0.9%+10.9%+2.5%+4.2%
2019+8.4%+2.8%+2.4%+3.6%-6.0%+4.2%+2.7%-2.7%+3.1%+1.0%+3.5%+2.6%+27.7%
2018------------4.4%-4.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.41% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -14.6%.
When could this portfolio get you to financial independence?

Value Tilt V2 returned +13.19% a year over the 8 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (70.0% of total allocation)

Total Dividends Received

€1,352.86

52 payments

Dividend Yield

1.10%

(annualized)

Avg Per Payment

€26.02

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€74.51
2025€87.22
2024€81.72
2023€191.82
2022€287.98
2021€219.82
2020€181.57
2019€194.11
2018€34.08
Total€1,352.86

Detailed Metrics

Returns
Total Return
+160.40%
Annualized Return
+13.19%
Avg Monthly Return
+1.10%
Risk
Volatility (Annual)
+15.88%
Max Drawdown
+34.41%
Positive Months
65%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
6.71
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€26,040.27
Backtest Period
2018-12-14 to 2026-09-04
7.7 years
Rebalancing
none
Base Currency
EUR