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Dividend top 10 Van Eck Morningstar NL0011683594 i...
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


HSBC 12.50%ROG.SW 12.50%TTE 12.50%RIO1.DE 12.50%SNW.DE 12.50%ISNPY 12.50%ALIZY 12.50%MANTA.HE 12.50%EquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend top 10 Van Eck Morningstar NL0011683594 improved, 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 Oct 2, 2023, corresponding to the inception date of MANTA.HE

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Dividend top 10 Van Eck Morningstar NL0011683594 improved
-0.14%3.05%6.47%19.24%35.49%
HSBC
HSBC Holdings plc
-1.23%1.52%10.32%23.38%53.26%44.61%31.34%17.17%
ROG.SW
Roche Holding AG
1.56%-10.62%-1.97%13.98%25.11%15.88%7.56%8.55%
TTE
TotalEnergies SE
2.91%19.20%42.74%55.47%50.80%21.25%27.32%18.10%
RIO1.DE
Rio Tinto Group
-0.94%2.08%19.08%47.74%66.30%19.66%13.90%22.80%
SNW.DE
Sanofi
0.74%3.47%-1.58%-3.75%-7.94%0.05%3.43%5.88%
ISNPY
Intesa Sanpaolo SpA PK
-1.33%-1.60%-11.10%-2.82%26.40%44.56%27.18%16.41%
ALIZY
Allianz SE ADR
-0.56%1.68%-7.78%-0.21%14.02%28.36%16.04%
MANTA.HE
Mandatum Oyj
0.25%5.89%1.41%22.16%51.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 3, 2023, Dividend top 10 Van Eck Morningstar NL0011683594 improved's average daily return is +0.11%, while the average monthly return is +2.34%. At this rate, your investment would double in approximately 2.5 years.

Historically, 74% of months were positive and 26% were negative. The best month was Jan 2025 with a return of +7.6%, while the worst month was Oct 2024 at -4.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Dividend top 10 Van Eck Morningstar NL0011683594 improved closed higher 59% of trading days. The best single day was Oct 1, 2025 with a return of +2.8%, while the worst single day was Apr 4, 2025 at -6.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.97%4.02%-3.92%1.49%6.47%
20257.58%6.84%4.98%1.26%0.82%2.91%-0.34%5.36%0.86%2.77%4.95%6.27%53.89%
2024-0.47%-2.62%6.08%2.56%4.65%-1.97%5.18%3.63%2.55%-4.30%-3.85%0.14%11.43%
2023-1.96%7.44%4.73%10.31%

Benchmark Metrics

Dividend top 10 Van Eck Morningstar NL0011683594 improved has an annualized alpha of 23.94%, beta of 0.39, and R² of 0.17 versus S&P 500 Index. Calculated based on daily prices since October 03, 2023.

  • This portfolio captured 76.62% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -77.08%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.39 may look defensive, but with R² of 0.17 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 0.17 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
23.94%
Beta
0.39
0.17
Upside Capture
76.62%
Downside Capture
-77.08%

Expense Ratio

Dividend top 10 Van Eck Morningstar NL0011683594 improved has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Dividend top 10 Van Eck Morningstar NL0011683594 improved ranks 92 for risk / return — in the top 92% 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.


Dividend top 10 Van Eck Morningstar NL0011683594 improved Risk / Return Rank: 9292
Overall Rank
Dividend top 10 Van Eck Morningstar NL0011683594 improved Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
Dividend top 10 Van Eck Morningstar NL0011683594 improved Sortino Ratio Rank: 8888
Sortino Ratio Rank
Dividend top 10 Van Eck Morningstar NL0011683594 improved Omega Ratio Rank: 8888
Omega Ratio Rank
Dividend top 10 Van Eck Morningstar NL0011683594 improved Calmar Ratio Rank: 9797
Calmar Ratio Rank
Dividend top 10 Van Eck Morningstar NL0011683594 improved Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.11

0.88

+1.23

Sortino ratio

Return per unit of downside risk

2.62

1.37

+1.26

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.19

Calmar ratio

Return relative to maximum drawdown

5.19

1.39

+3.80

Martin ratio

Return relative to average drawdown

19.45

6.43

+13.01


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
HSBC
HSBC Holdings plc
851.902.381.342.8310.31
ROG.SW
Roche Holding AG
630.781.251.161.113.46
TTE
TotalEnergies SE
851.852.401.312.979.77
RIO1.DE
Rio Tinto Group
922.483.081.394.5215.71
SNW.DE
Sanofi
24-0.33-0.260.96-0.44-0.88
ISNPY
Intesa Sanpaolo SpA PK
670.891.371.181.304.32
ALIZY
Allianz SE ADR
590.630.961.131.102.74
MANTA.HE
Mandatum Oyj
881.922.541.374.2411.46

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dividend top 10 Van Eck Morningstar NL0011683594 improved Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 2.11
  • All Time: 2.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Dividend top 10 Van Eck Morningstar NL0011683594 improved compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Dividend top 10 Van Eck Morningstar NL0011683594 improved provided a 5.04% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio5.04%5.59%6.74%4.70%5.51%8.25%3.78%4.70%4.09%4.07%3.37%3.68%
HSBC
HSBC Holdings plc
4.44%4.19%8.29%6.54%4.33%3.65%4.05%6.52%6.20%4.94%6.35%6.33%
ROG.SW
Roche Holding AG
3.14%2.96%3.76%3.89%3.20%2.40%2.91%2.77%3.41%3.33%3.48%2.89%
TTE
TotalEnergies SE
3.19%8.12%9.09%4.60%8.41%27.22%10.10%6.52%4.07%4.51%4.77%5.46%
RIO1.DE
Rio Tinto Group
4.89%5.56%7.99%6.26%11.78%15.59%6.21%12.18%6.84%5.42%4.11%8.70%
SNW.DE
Sanofi
4.73%4.72%4.02%3.97%3.69%3.60%4.00%3.42%4.05%4.13%3.85%3.58%
ISNPY
Intesa Sanpaolo SpA PK
6.63%5.89%8.50%7.68%7.25%8.64%0.00%6.18%8.14%10.26%4.41%2.45%
ALIZY
Allianz SE ADR
4.02%3.71%4.91%4.70%5.43%4.87%2.95%0.00%0.00%0.00%0.00%0.00%
MANTA.HE
Mandatum Oyj
9.29%9.59%7.37%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 Dividend top 10 Van Eck Morningstar NL0011683594 improved. 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 Dividend top 10 Van Eck Morningstar NL0011683594 improved was 14.62%, occurring on Apr 7, 2025. Recovery took 30 trading sessions.

The current Dividend top 10 Van Eck Morningstar NL0011683594 improved drawdown is 2.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.62%Mar 20, 202513Apr 7, 202530May 20, 202543
-10.1%Sep 30, 202459Dec 19, 202433Feb 6, 202592
-9.34%Feb 26, 202617Mar 20, 2026
-6.89%Jan 9, 202426Feb 13, 202426Mar 20, 202452
-6.22%Oct 18, 20238Oct 27, 202315Nov 17, 202323

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 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkTTEROG.SWSNW.DEMANTA.HERIO1.DEISNPYHSBCALIZYPortfolio
Benchmark1.000.130.090.110.250.290.400.470.370.40
TTE0.131.000.080.120.150.250.200.190.220.48
ROG.SW0.090.081.000.400.250.210.150.150.270.47
SNW.DE0.110.120.401.000.230.250.270.230.320.54
MANTA.HE0.250.150.250.231.000.350.310.340.370.60
RIO1.DE0.290.250.210.250.351.000.300.390.300.63
ISNPY0.400.200.150.270.310.301.000.600.640.68
HSBC0.470.190.150.230.340.390.601.000.500.65
ALIZY0.370.220.270.320.370.300.640.501.000.70
Portfolio0.400.480.470.540.600.630.680.650.701.00
The correlation results are calculated based on daily price changes starting from Oct 3, 2023