dividend

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

dividend

Currency in USD · Last updated May 21, 2025

Asset Allocation

Position	Category/Sector	Target Weight
DFNS.L VanEck Defense UCITS ETF	Aerospace & Defense	10%
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE)	Europe Equities	10%
HDEM.L Invesco FTSE EM High Dividend Low Volatility UCITS ETF	Emerging Markets Equities	5%
IDAP.L iShares Asia Pacific Dividend UCITS	Asia Pacific Equities	4%
LTAM.L iShares MSCI EM Latin America UCITS ETF USD (Dist)	Latin America Equities	4%
MLPP.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)	Energy Equities	2%
QDIV Global X S&P 500 Quality Dividend ETF	Large Cap Blend Equities, Dividend	4%
QYLD Global X NASDAQ 100 Covered Call ETF	Derivative Income	5%
SDIV Global X SuperDividend ETF	Global Equities, Dividend	4%
SEMC.L UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (USD) A-dis	Emerging Markets Bonds	4%
SGLN.L iShares Physical Gold ETC	Precious Metals, Commodities	8%
TDGB.L VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF	Global Equities, Dividend	15%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	15%
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing	Europe Equities	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 5, 2023, corresponding to the inception date of DFNS.L

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.00%	12.45%	0.40%	11.91%	15.04%	10.82%
dividend	17.61%	7.47%	15.73%	17.48%	N/A	N/A
Portfolio components:
VEA Vanguard FTSE Developed Markets ETF	15.97%	8.77%	14.17%	11.44%	12.19%	5.86%
TDGB.L VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF	19.42%	7.68%	17.32%	17.78%	71.30%	N/A
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing	17.07%	7.23%	16.71%	13.77%	11.68%	6.08%
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE)	21.41%	10.03%	20.36%	13.13%	13.63%	6.24%
DFNS.L VanEck Defense UCITS ETF	46.03%	11.47%	43.81%	68.46%	N/A	N/A
SGLN.L iShares Physical Gold ETC	26.04%	-0.46%	24.93%	35.51%	11.58%	11.95%
HDEM.L Invesco FTSE EM High Dividend Low Volatility UCITS ETF	10.42%	7.37%	8.70%	6.73%	6.24%	N/A
QYLD Global X NASDAQ 100 Covered Call ETF	-6.05%	3.84%	-3.32%	5.68%	7.94%	7.63%
SDIV Global X SuperDividend ETF	8.58%	11.31%	5.35%	3.83%	3.45%	-2.84%
QDIV Global X S&P 500 Quality Dividend ETF	-0.91%	5.33%	-4.40%	3.38%	13.88%	N/A
IDAP.L iShares Asia Pacific Dividend UCITS	5.26%	9.14%	2.25%	2.97%	9.91%	2.54%
LTAM.L iShares MSCI EM Latin America UCITS ETF USD (Dist)	26.50%	12.01%	13.39%	-4.07%	10.56%	3.93%
SEMC.L UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (USD) A-dis	3.62%	1.64%	3.85%	8.20%	1.14%	N/A
MLPP.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)	4.40%	1.95%	1.00%	7.49%	23.86%	6.10%

*Annualized

Monthly Returns

The table below presents the monthly returns of dividend, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	4.86%	2.00%	2.54%	2.98%	4.13%								17.61%
2024	-0.52%	2.19%	4.15%	-1.17%	3.50%	-1.63%	3.10%	2.85%	1.98%	-2.15%	0.49%	-2.95%	9.94%
2023				1.99%	-3.12%	4.60%	3.84%	-3.28%	-2.37%	-2.11%	6.83%	4.74%	10.99%

Expense Ratio

dividend has an expense ratio of 0.31%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

LTAM.L

iShares MSCI EM Latin America UCITS ETF USD (Dist)

QYLD

Global X NASDAQ 100 Covered Call ETF

IDAP.L

iShares Asia Pacific Dividend UCITS

SDIV

Global X SuperDividend ETF

DFNS.L

VanEck Defense UCITS ETF

MLPP.L

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)

HDEM.L

Invesco FTSE EM High Dividend Low Volatility UCITS ETF

SEMC.L

UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (USD) A-dis

TDGB.L

VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF

EXSA.DE

iShares STOXX Europe 600 UCITS ETF (DE)

QDIV

Global X S&P 500 Quality Dividend ETF

VUKE.L

Vanguard FTSE 100 UCITS ETF Distributing

VEA

Vanguard FTSE Developed Markets ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, dividend is among the top 12% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VEA Vanguard FTSE Developed Markets ETF	0.66	1.13	1.15	0.92	2.73
TDGB.L VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF	1.14	1.64	1.24	1.40	5.69
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing	0.84	1.33	1.20	1.18	3.99
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE)	0.73	1.20	1.17	0.96	2.70
DFNS.L VanEck Defense UCITS ETF	2.86	3.63	1.52	5.56	14.98
SGLN.L iShares Physical Gold ETC	1.93	2.90	1.40	5.08	14.10
HDEM.L Invesco FTSE EM High Dividend Low Volatility UCITS ETF	0.43	0.77	1.10	0.54	1.08
QYLD Global X NASDAQ 100 Covered Call ETF	0.29	0.53	1.09	0.27	0.96
SDIV Global X SuperDividend ETF	0.23	0.55	1.08	0.29	0.86
QDIV Global X S&P 500 Quality Dividend ETF	0.21	0.59	1.08	0.33	1.10
IDAP.L iShares Asia Pacific Dividend UCITS	0.18	0.56	1.07	0.29	0.95
LTAM.L iShares MSCI EM Latin America UCITS ETF USD (Dist)	-0.19	0.15	1.02	0.00	0.00
SEMC.L UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (USD) A-dis	1.74	2.67	1.33	3.21	13.58
MLPP.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)	0.36	0.74	1.11	0.52	1.79

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 Sharpe ratios as of May 21, 2025 (values are recalculated daily):

1-Year: 1.39
All Time: 1.65

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 0.54 to 1.03, 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 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

dividend provided a 25.69% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	25.69%	28.25%	22.65%	4.59%	3.83%	3.36%	3.80%	3.25%	2.71%	2.51%	2.55%	2.90%
Portfolio components:
VEA Vanguard FTSE Developed Markets ETF	2.83%	3.36%	3.16%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%
TDGB.L VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF	149.24%	165.62%	128.08%	4.40%	4.06%	4.16%	3.90%	0.00%	0.00%	0.00%	0.00%	0.00%
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing	3.80%	3.74%	3.82%	3.94%	3.90%	3.02%	4.65%	4.64%	3.99%	3.75%	4.25%	6.86%
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE)	2.53%	3.05%	2.68%	3.71%	2.23%	2.08%	2.87%	3.03%	4.42%	3.42%	2.97%	3.14%
DFNS.L VanEck Defense UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SGLN.L iShares Physical Gold 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%
HDEM.L Invesco FTSE EM High Dividend Low Volatility UCITS ETF	5.94%	5.62%	6.08%	8.93%	5.96%	4.31%	5.23%	5.37%	6.81%	3.33%	0.00%	0.00%
QYLD Global X NASDAQ 100 Covered Call ETF	13.85%	12.50%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%	10.74%
SDIV Global X SuperDividend ETF	10.75%	11.33%	11.73%	14.17%	8.95%	7.96%	8.74%	9.22%	6.66%	6.95%	7.33%	6.45%
QDIV Global X S&P 500 Quality Dividend ETF	2.96%	2.88%	3.26%	3.02%	2.44%	3.06%	2.84%	1.56%	0.00%	0.00%	0.00%	0.00%
IDAP.L iShares Asia Pacific Dividend UCITS	4.93%	5.36%	5.72%	6.92%	5.59%	3.49%	5.52%	6.04%	4.55%	4.54%	5.47%	5.61%
LTAM.L iShares MSCI EM Latin America UCITS ETF USD (Dist)	4.70%	5.69%	4.33%	6.86%	3.17%	1.82%	2.38%	2.11%	1.52%	1.32%	2.89%	3.16%
SEMC.L UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (USD) A-dis	6.78%	5.02%	5.04%	3.98%	3.97%	4.77%	5.18%	1.98%	0.00%	0.00%	0.00%	0.00%
MLPP.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)	2.81%	5.32%	10.96%	9.61%	11.58%	15.08%	13.26%	12.65%	11.03%	10.02%	14.77%	10.23%

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. 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 was 11.25%, occurring on Apr 7, 2025. Recovery took 14 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-11.25%	Mar 20, 2025	13	Apr 7, 2025	14	Apr 28, 2025	27
-8.39%	Aug 1, 2023	47	Oct 4, 2023	50	Dec 13, 2023	97
-6.07%	Sep 30, 2024	59	Dec 19, 2024	32	Feb 5, 2025	91
-5.4%	Jul 18, 2024	13	Aug 5, 2024	9	Aug 16, 2024	22
-4.14%	May 21, 2024	19	Jun 14, 2024	20	Jul 12, 2024	39

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 14 assets, with an effective number of assets of 10.55, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	SGLN.L	SEMC.L	MLPP.L	QYLD	DFNS.L	QDIV	LTAM.L	HDEM.L	IDAP.L	SDIV	TDGB.L	EXSA.DE	VUKE.L	VEA	Portfolio
^GSPC	1.00	0.09	0.28	0.25	0.83	0.38	0.57	0.33	0.33	0.35	0.59	0.35	0.44	0.40	0.72	0.57
SGLN.L	0.09	1.00	0.34	0.16	0.05	0.10	0.12	0.24	0.32	0.24	0.26	0.28	0.27	0.35	0.31	0.42
SEMC.L	0.28	0.34	1.00	0.27	0.19	0.05	0.22	0.26	0.32	0.14	0.32	0.33	0.29	0.33	0.36	0.36
MLPP.L	0.25	0.16	0.27	1.00	0.12	0.34	0.39	0.35	0.34	0.35	0.38	0.45	0.36	0.39	0.34	0.48
QYLD	0.83	0.05	0.19	0.12	1.00	0.28	0.32	0.25	0.27	0.29	0.43	0.25	0.34	0.31	0.58	0.44
DFNS.L	0.38	0.10	0.05	0.34	0.28	1.00	0.32	0.39	0.34	0.45	0.38	0.45	0.51	0.47	0.40	0.62
QDIV	0.57	0.12	0.22	0.39	0.32	0.32	1.00	0.31	0.32	0.37	0.66	0.49	0.38	0.41	0.58	0.56
LTAM.L	0.33	0.24	0.26	0.35	0.25	0.39	0.31	1.00	0.66	0.57	0.55	0.57	0.57	0.57	0.51	0.67
HDEM.L	0.33	0.32	0.32	0.34	0.27	0.34	0.32	0.66	1.00	0.70	0.64	0.61	0.60	0.62	0.59	0.71
IDAP.L	0.35	0.24	0.14	0.35	0.29	0.45	0.37	0.57	0.70	1.00	0.65	0.72	0.70	0.72	0.65	0.77
SDIV	0.59	0.26	0.32	0.38	0.43	0.38	0.66	0.55	0.64	0.65	1.00	0.66	0.60	0.64	0.79	0.78
TDGB.L	0.35	0.28	0.33	0.45	0.25	0.45	0.49	0.57	0.61	0.72	0.66	1.00	0.83	0.85	0.71	0.87
EXSA.DE	0.44	0.27	0.29	0.36	0.34	0.51	0.38	0.57	0.60	0.70	0.60	0.83	1.00	0.88	0.78	0.88
VUKE.L	0.40	0.35	0.33	0.39	0.31	0.47	0.41	0.57	0.62	0.72	0.64	0.85	0.88	1.00	0.75	0.89
VEA	0.72	0.31	0.36	0.34	0.58	0.40	0.58	0.51	0.59	0.65	0.79	0.71	0.78	0.75	1.00	0.87
Portfolio	0.57	0.42	0.36	0.48	0.44	0.62	0.56	0.67	0.71	0.77	0.78	0.87	0.88	0.89	0.87	1.00

The correlation results are calculated based on daily price changes starting from Apr 6, 2023

Performance Analysis

Risk Analysis

Optimization

Factor Model

dividend

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community