Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CHDVD.SW iShares Swiss Dividend ETF (CH) | Europe Equities | 22% |
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | Europe Equities | 28% |
SSLN.L iShares Physical Silver ETC | Precious Metals | 7% |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | Global Equities | 43% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Satellite II - 02.11.2025, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jul 12, 2017, corresponding to the inception date of EQDS.L
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Satellite II - 02.11.2025 | -0.66% | -2.20% | 2.15% | 12.21% | 30.97% | 19.03% | 12.35% | — |
| Portfolio components: | ||||||||
SSLN.L iShares Physical Silver ETC | -4.52% | -13.62% | 0.67% | 55.34% | 111.27% | 43.81% | 23.91% | 16.67% |
CHDVD.SW iShares Swiss Dividend ETF (CH) | -0.48% | -2.84% | -0.49% | 5.89% | 16.75% | 15.85% | 11.33% | 12.20% |
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 0.13% | -1.38% | -0.28% | 1.72% | 14.13% | 12.21% | 9.64% | — |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | -0.63% | -0.42% | 5.35% | 15.06% | 37.56% | 20.40% | 12.02% | 10.30% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 13, 2017, Satellite II - 02.11.2025's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +16.0%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Satellite II - 02.11.2025 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 12, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.79% | 4.83% | -9.83% | 2.16% | 2.15% | ||||||||
| 2025 | 5.14% | 2.66% | 1.66% | 2.41% | 3.36% | 3.20% | -1.61% | 4.99% | 2.94% | 1.77% | 3.28% | 5.86% | 41.80% |
| 2024 | -0.34% | 0.77% | 4.10% | -3.34% | 6.06% | -1.29% | 3.89% | 2.34% | 0.91% | -3.57% | -0.10% | -3.76% | 5.25% |
| 2023 | 5.71% | -3.04% | 3.39% | 3.40% | -3.75% | 3.72% | 4.37% | -2.86% | -3.16% | -3.19% | 8.29% | 4.78% | 17.97% |
| 2022 | -1.06% | -0.32% | 0.91% | -4.48% | 0.53% | -8.56% | 3.52% | -5.55% | -7.24% | 5.56% | 10.36% | -0.02% | -7.68% |
| 2021 | -0.48% | 2.64% | 3.94% | 2.57% | 4.07% | -1.71% | 1.18% | 0.57% | -4.25% | 2.54% | -2.71% | 6.19% | 14.95% |
Benchmark Metrics
Satellite II - 02.11.2025 has an annualized alpha of 4.79%, beta of 0.44, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since July 13, 2017.
- This portfolio participated in 80.20% of S&P 500 Index downside but only 74.28% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.44 may look defensive, but with R² of 0.30 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.30 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.79%
- Beta
- 0.44
- R²
- 0.30
- Upside Capture
- 74.28%
- Downside Capture
- 80.20%
Expense Ratio
Satellite II - 02.11.2025 has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Satellite II - 02.11.2025 ranks 87 for risk / return — in the top 87% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 0.88 | +1.05 |
Sortino ratioReturn per unit of downside risk | 2.48 | 1.37 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.96 | 1.39 | +2.57 |
Martin ratioReturn relative to average drawdown | 15.86 | 6.43 | +9.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SSLN.L iShares Physical Silver ETC | 85 | 2.06 | 2.35 | 1.37 | 3.07 | 9.40 |
CHDVD.SW iShares Swiss Dividend ETF (CH) | 42 | 0.89 | 1.30 | 1.19 | 1.28 | 4.38 |
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 44 | 0.92 | 1.28 | 1.19 | 1.35 | 5.01 |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 94 | 2.25 | 2.91 | 1.44 | 4.80 | 18.94 |
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Dividends
Dividend yield
Satellite II - 02.11.2025 provided a 1.58% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.58% | 1.59% | 1.61% | 1.77% | 1.93% | 1.94% | 1.58% | 1.98% | 2.26% | 0.98% | 0.59% | 0.69% |
| Portfolio components: | ||||||||||||
SSLN.L iShares Physical Silver ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CHDVD.SW iShares Swiss Dividend ETF (CH) | 2.96% | 3.46% | 3.32% | 3.48% | 3.48% | 2.92% | 3.07% | 3.25% | 3.83% | 3.50% | 2.70% | 3.13% |
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.32% | 2.96% | 3.16% | 3.58% | 4.14% | 4.63% | 3.23% | 4.52% | 5.06% | 0.76% | 0.00% | 0.00% |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Satellite II - 02.11.2025. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Satellite II - 02.11.2025 was 34.43%, occurring on Mar 23, 2020. Recovery took 180 trading sessions.
The current Satellite II - 02.11.2025 drawdown is 7.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.43% | Jan 21, 2020 | 45 | Mar 23, 2020 | 180 | Dec 2, 2020 | 225 |
| -24.87% | Jan 18, 2022 | 178 | Sep 26, 2022 | 202 | Jul 13, 2023 | 380 |
| -15.77% | Jan 29, 2018 | 235 | Dec 27, 2018 | 213 | Oct 25, 2019 | 448 |
| -12.84% | Mar 19, 2025 | 14 | Apr 7, 2025 | 17 | May 2, 2025 | 31 |
| -10.85% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.16, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SSLN.L | CHDVD.SW | EQDS.L | XDEV.L | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.14 | 0.37 | 0.42 | 0.54 | 0.51 |
| SSLN.L | 0.14 | 1.00 | 0.21 | 0.27 | 0.25 | 0.41 |
| CHDVD.SW | 0.37 | 0.21 | 1.00 | 0.65 | 0.64 | 0.79 |
| EQDS.L | 0.42 | 0.27 | 0.65 | 1.00 | 0.71 | 0.85 |
| XDEV.L | 0.54 | 0.25 | 0.64 | 0.71 | 1.00 | 0.92 |
| Portfolio | 0.51 | 0.41 | 0.79 | 0.85 | 0.92 | 1.00 |