IBKR

Asset Allocation

Position	Category/Sector	Target Weight
DEM WisdomTree Emerging Markets Equity Income Fund	Emerging Markets Equities	20%
HDV iShares Core High Dividend ETF	Large Cap Value Equities, Dividend	20%
MLPX Global X MLP & Energy Infrastructure ETF	MLPs	20%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	20%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IBKR, 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 Mar 2, 2016, corresponding to the inception date of VYMI

Returns By Period

As of Apr 3, 2026, the IBKR returned 11.77% Year-To-Date and 11.72% of annualized return in the last 10 years.

	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 IBKR	0.15%	-0.96%	11.77%	14.26%	20.98%	17.82%	13.18%	11.72%
Portfolio components:
DEM WisdomTree Emerging Markets Equity Income Fund	-0.06%	-0.27%	6.37%	9.56%	22.40%	14.98%	8.56%	9.21%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
VYMI Vanguard International High Dividend Yield ETF	-0.11%	-0.87%	6.26%	13.90%	33.42%	20.17%	12.59%	10.36%
MLPX Global X MLP & Energy Infrastructure ETF	0.77%	0.69%	22.30%	20.73%	18.25%	28.16%	24.37%	14.56%
HDV iShares Core High Dividend ETF	0.01%	-2.58%	10.87%	11.75%	15.13%	13.03%	10.90%	9.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 3, 2016, IBKR's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, your investment would double in approximately 5.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +15.0%, while the worst month was Mar 2020 at -20.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, IBKR closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -11.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.45%	6.68%	-2.02%	-0.48%									11.77%
2025	2.53%	2.61%	1.30%	-3.20%	2.67%	2.96%	-0.09%	3.44%	0.73%	-2.14%	3.33%	0.82%	15.73%
2024	-0.12%	2.52%	4.44%	-1.82%	3.38%	0.23%	3.69%	2.74%	1.22%	-0.59%	4.22%	-4.79%	15.72%
2023	4.77%	-3.98%	0.72%	1.42%	-4.05%	5.36%	4.58%	-2.39%	-1.91%	-2.59%	6.40%	3.78%	11.89%
2022	3.01%	-0.20%	3.22%	-4.40%	4.16%	-9.33%	3.73%	-1.76%	-8.40%	8.12%	8.43%	-3.28%	1.42%
2021	0.35%	4.76%	6.52%	2.44%	4.04%	0.10%	-1.28%	0.95%	-0.95%	3.41%	-4.23%	5.41%	23.08%

Benchmark Metrics

IBKR has an annualized alpha of 2.30%, beta of 0.78, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since March 03, 2016.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.78%) than losses (79.66%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.30% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 2.30%

Beta: 0.78

R²: 0.72

Upside Capture: 81.78%

Downside Capture: 79.66%

Expense Ratio

IBKR has an expense ratio of 0.26%, 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.

DEM

WisdomTree Emerging Markets Equity Income Fund

MLPX

Global X MLP & Energy Infrastructure ETF

HDV

iShares Core High Dividend ETF

VYMI

Vanguard International High Dividend Yield ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

IBKR ranks 66 for risk / return — better than 66% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.59	0.88	+0.71
Sortino ratio Return per unit of downside risk	2.12	1.37	+0.75
Omega ratio Gain probability vs. loss probability	1.35	1.21	+0.14
Calmar ratio Return relative to maximum drawdown	1.77	1.39	+0.38
Martin ratio Return relative to average drawdown	9.44	6.43	+3.00
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
DEM WisdomTree Emerging Markets Equity Income Fund	74	1.50	2.07	1.30	1.98	8.83
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
VYMI Vanguard International High Dividend Yield ETF	90	2.11	2.79	1.44	3.04	12.35
MLPX Global X MLP & Energy Infrastructure ETF	44	0.97	1.29	1.20	1.29	4.00
HDV iShares Core High Dividend ETF	56	1.19	1.63	1.24	1.51	5.70

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.

IBKR Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.59
5-Year: 1.01
10-Year: 0.71
All Time: 0.73

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 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of IBKR 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

IBKR provided a 3.67% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.67%	4.09%	4.34%	4.52%	5.10%	4.48%	4.60%	4.20%	4.25%	3.43%	3.54%	3.38%
Portfolio components:
DEM WisdomTree Emerging Markets Equity Income Fund	4.24%	4.88%	5.24%	5.49%	8.62%	5.87%	4.21%	4.78%	4.47%	3.67%	3.63%	5.21%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
VYMI Vanguard International High Dividend Yield ETF	3.61%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%
MLPX Global X MLP & Energy Infrastructure ETF	4.10%	4.88%	4.30%	5.22%	5.23%	5.98%	8.32%	5.78%	5.77%	4.36%	5.50%	4.81%
HDV iShares Core High Dividend ETF	2.95%	3.22%	3.67%	3.82%	3.56%	3.47%	4.07%	3.27%	3.67%	3.27%	3.28%	3.92%

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 IBKR. 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 IBKR was 40.72%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The current IBKR drawdown is 2.54%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-40.72%	Jan 21, 2020	44	Mar 23, 2020	201	Jan 7, 2021	245
-17.98%	Jan 29, 2018	229	Dec 24, 2018	217	Nov 4, 2019	446
-16.97%	Apr 21, 2022	113	Sep 30, 2022	200	Jul 20, 2023	313
-12.1%	Mar 20, 2025	14	Apr 8, 2025	38	Jun 3, 2025	52
-7.82%	Aug 1, 2023	63	Oct 27, 2023	24	Dec 1, 2023	87

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 5 assets, with an effective number of assets of 5.00, 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

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

	Benchmark	MLPX	DEM	HDV	VYMI	SCHD	Portfolio
Benchmark	1.00	0.50	0.64	0.67	0.73	0.78	0.76
MLPX	0.50	1.00	0.48	0.62	0.56	0.57	0.80
DEM	0.64	0.48	1.00	0.54	0.84	0.58	0.80
HDV	0.67	0.62	0.54	1.00	0.65	0.89	0.85
VYMI	0.73	0.56	0.84	0.65	1.00	0.70	0.87
SCHD	0.78	0.57	0.58	0.89	0.70	1.00	0.85
Portfolio	0.76	0.80	0.80	0.85	0.87	0.85	1.00

The correlation results are calculated based on daily price changes starting from Mar 3, 2016

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table