HomePortfoliosZPRG

ZPRG

Created byuser-q81ecy
Monthly Rebalancing
EUR
Moderate Risk
13.0yr backtest

Performance Summary

Total Return+132.28%
Annualized Return+6.70%
Volatility+15.18%
Sharpe Ratio0.31
Max Drawdown+42.08%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in global dividend aristocrats with this 100% equity ETF portfolio for diversified, high-quality income and growth.
AssetTypeAllocationTER
ZPRG.XETRA
State Street SPDR S&P Global Dividend Aristocrats UCITS ETF USD • IE00B9CQXS71
ETF
100.0%0.45%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €23,227.59
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 157 months (61%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -22.2% • Best year: 2021 (+25.2%) • Worst year: 2020 (-17.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+4.0%-3.9%+3.2%-1.0%-------+5.9%
2025+1.7%+1.1%-2.1%-5.2%+2.9%-0.9%+3.1%+1.7%-0.8%+0.8%+3.2%-0.1%+5.0%
2024-0.1%-1.5%+3.1%-0.7%+1.8%+0.4%+6.3%+1.1%+1.8%+0.9%+5.6%-5.7%+13.2%
2023+2.7%-1.4%-4.7%-0.3%-3.8%+2.2%+4.4%-1.1%-1.8%-4.2%+6.1%+6.3%+3.5%
2022+1.1%+0.1%+3.3%+1.5%+0.9%-3.4%+4.2%-2.1%-6.3%+3.0%+1.0%-3.9%-1.2%
2021+1.8%+4.1%+8.3%+0.4%+1.6%+0.8%-0.5%+0.9%+0.1%+0.9%-0.5%+5.1%+25.2%
2020-1.3%-9.2%-22.2%+7.7%-1.9%+0.2%-5.4%+4.4%-0.4%+0.5%+12.1%+1.1%-17.5%
2019+6.6%+2.3%+1.1%+2.4%-4.0%+3.3%+1.3%-1.9%+6.3%+0.2%+1.4%+2.9%+23.6%
2018-1.2%-3.2%-1.3%+3.7%+1.2%+0.4%+2.7%-1.2%+0.3%-2.8%+2.3%-5.8%-5.3%
2017-1.0%+4.0%+0.1%-0.2%-1.2%-1.2%-1.4%-0.8%+1.6%+2.0%+0.5%+1.9%+4.2%
2016-2.9%+0.5%+4.5%+1.5%+1.1%+1.6%+4.6%-1.8%+1.3%-0.8%+1.7%+4.0%+16.2%
2015+7.2%+5.6%+1.1%-0.6%-0.5%-3.5%+1.6%-7.9%-1.9%+6.8%+1.3%-6.0%+2.0%
2014-0.9%+2.9%+1.8%+2.6%+2.9%+1.3%-0.1%+3.4%-1.1%+2.5%+2.2%+1.1%+19.9%
2013-----3.4%-2.5%+3.5%-1.9%+4.0%+3.1%-1.5%-0.3%+0.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +42.08% • The longest drawdown period lasted for 1 year and 11 months and was between August 2022 and July 2024. It reached a trough of -18.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (100.0% of total allocation)

Total Dividends Received

€7,883.24

51 payments

Dividend Yield

3.85%

(annualized)

Avg Per Payment

€154.57

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€372.65
2025€906.16
2024€760.09
2023€757.16
2022€778.75
2021€629.09
2020€557.82
2019€587.20
2018€545.25
2017€489.52
2016€504.70
2015€457.28
2014€388.75
2013€148.83
Total€7,883.24

Detailed Metrics

Returns
Total Return
+132.28%
Annualized Return
+6.70%
Avg Monthly Return
+0.61%
Risk
Volatility (Annual)
+15.18%
Max Drawdown
+42.08%
Positive Months
61%
Average Drawdown
-7.1%
Risk-Adjusted
Sharpe Ratio
0.31
Risk-free rate: 2.0%
Sortino Ratio
0.29
Downside risk adjusted
Return/Volatility
0.44
Calmar Ratio
0.16
Return/Max Drawdown
Ulcer Index
9.96
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€23,227.59
Backtest Period
2013-05-17 to 2026-05-15
13.0 years
Rebalancing
monthly
Base Currency
EUR