Value Tilt V2

All World, All Cap, Value Tilt

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VGWL.F Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25	IE00B3RBWM25	Dist	ETF	60.0%	0.19%
IUSN.XETRA iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31	IE00BF4RFH31	Acc	ETF	20.0%	0.35%
5MVL.XETRA iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03	IE00BG0SKF03	Acc	ETF	10.0%	0.4%
VDIV.XETRA VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594	NL0011683594	Dist	ETF	10.0%	0.38%
Total		Total			100.0%	0.26%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €22,511.21

Histogram of Monthly Returns

The portfolio had a positive return during 57 of the 89 months (64%)

Monthly Returns Heatmap

Best month: +10.9% • Worst month: -13.9% • Best year: 2019 (+27.7%) • Worst year: 2022 (-10.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.3%	+3.7%	-5.8%	+1.8%	-	-	-	-	-	-	-	-	+2.7%
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%.

Dividend Income

Summary

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

Total Dividends Received

€1,289.27

50 payments

Dividend Yield

1.15%

(annualized)

Avg Per Payment

€25.79

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

Year	Dividends	Yield	Payments
2026	€10.93	0.05%	1
2025	€87.22	0.43%	4
2024	€81.72	0.45%	4
2023	€191.82	1.25%	6
2022	€287.98	1.92%	9
2021	€219.82	1.51%	8
2020	€181.57	1.60%	8
2019	€194.11	1.75%	8
2018	€34.08	0.35%	2
Total	€1,289.27	1.15%	50

Detailed Metrics

Returns

Total Return

+125.11%

Annualized Return

+11.76%

Avg Monthly Return

+1.00%

Risk

Volatility (Annual)

+16.03%

Max Drawdown

+34.41%

Positive Months

64%

Average Drawdown

-5.1%

Risk-Adjusted

Sharpe Ratio

0.61

Risk-free rate: 2.0%

Sortino Ratio

0.57

Downside risk adjusted

Return/Volatility

0.73

Calmar Ratio

0.34

Return/Max Drawdown

Ulcer Index

6.90

Drawdown depth & duration

Martin Ratio

0.01

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€22,511.21

Backtest Period

2018-12-14 to 2026-04-02
7.3 years

Rebalancing

none

Base Currency

EUR

Performance Summary

Holdings

Performance

Dividend Income

Detailed Metrics