Dividend XXL
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
O Realty Income Corporation | Real Estate | 12.5% |
MO Altria Group, Inc. | Consumer Defensive | 12.5% |
EVRG Evergy, Inc. | Utilities | 12.5% |
NNN National Retail Properties, Inc. | Real Estate | 12.5% |
CNQ Canadian Natural Resources Limited | Energy | 12.5% |
SO The Southern Company | Utilities | 12.5% |
CVX Chevron Corporation | Energy | 12.5% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 12.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in Dividend XXL, 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 Quarterly
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns
As of Dec 7, 2023, the Dividend XXL returned -2.83% Year-To-Date and 10.78% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Dividend XXL | -2.83% | 3.97% | -0.75% | -0.98% | 10.25% | 10.75% |
| Portfolio components: | ||||||
O Realty Income Corporation | -9.45% | 8.94% | -7.72% | -8.06% | 1.35% | 9.12% |
MO Altria Group, Inc. | -3.54% | 2.02% | -4.27% | -2.61% | 2.34% | 7.18% |
EVRG Evergy, Inc. | -13.70% | 3.32% | -10.88% | -7.11% | 0.67% | 8.71% |
NNN National Retail Properties, Inc. | -4.77% | 6.58% | -2.65% | -5.11% | 0.72% | 7.73% |
CNQ Canadian Natural Resources Limited | 16.79% | -5.89% | 13.87% | 18.35% | 24.83% | 11.49% |
SO The Southern Company | 5.33% | 5.43% | 5.15% | 9.84% | 13.64% | 10.55% |
CVX Chevron Corporation | -17.47% | -2.02% | -9.02% | -13.88% | 9.01% | 5.91% |
SCHD Schwab US Dividend Equity ETF | -0.95% | 4.19% | 3.35% | -1.57% | 11.91% | 10.64% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -6.24% | 2.84% | 3.21% | -3.22% | -3.90% | -2.84% | 6.83% |
Dividend yield
Dividend XXL granted a 5.26% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend XXL | 5.26% | 4.72% | 4.21% | 5.01% | 3.90% | 4.31% | 3.57% | 3.45% | 3.92% | 3.68% | 4.03% | 3.94% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.58% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% | 4.42% |
MO Altria Group, Inc. | 9.19% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% | 5.41% |
EVRG Evergy, Inc. | 4.77% | 3.70% | 3.17% | 3.69% | 2.97% | 3.06% | 3.03% | 2.70% | 3.40% | 3.39% | 4.23% | 4.61% |
NNN National Retail Properties, Inc. | 5.40% | 4.72% | 4.37% | 5.06% | 3.79% | 4.02% | 4.31% | 4.03% | 4.27% | 4.19% | 5.28% | 5.00% |
CNQ Canadian Natural Resources Limited | 5.35% | 6.29% | 3.69% | 5.14% | 3.42% | 4.52% | 2.34% | 2.19% | 3.20% | 2.58% | 1.60% | 1.43% |
SO The Southern Company | 3.85% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.90% | 4.54% |
CVX Chevron Corporation | 4.24% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% | 3.25% |
SCHD Schwab US Dividend Equity ETF | 3.69% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% | 2.86% |
Expense Ratio
The Dividend XXL has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
O Realty Income Corporation | -0.38 | ||||
MO Altria Group, Inc. | -0.27 | ||||
EVRG Evergy, Inc. | -0.32 | ||||
NNN National Retail Properties, Inc. | -0.25 | ||||
CNQ Canadian Natural Resources Limited | 0.58 | ||||
SO The Southern Company | 0.61 | ||||
CVX Chevron Corporation | -0.68 | ||||
SCHD Schwab US Dividend Equity ETF | -0.21 |
Asset Correlations Table
| CNQ | MO | CVX | SO | EVRG | O | NNN | SCHD | |
|---|---|---|---|---|---|---|---|---|
| CNQ | 1.00 | 0.22 | 0.66 | 0.10 | 0.16 | 0.14 | 0.18 | 0.50 |
| MO | 0.22 | 1.00 | 0.32 | 0.36 | 0.32 | 0.33 | 0.33 | 0.54 |
| CVX | 0.66 | 0.32 | 1.00 | 0.20 | 0.23 | 0.21 | 0.24 | 0.63 |
| SO | 0.10 | 0.36 | 0.20 | 1.00 | 0.70 | 0.47 | 0.44 | 0.38 |
| EVRG | 0.16 | 0.32 | 0.23 | 0.70 | 1.00 | 0.45 | 0.43 | 0.42 |
| O | 0.14 | 0.33 | 0.21 | 0.47 | 0.45 | 1.00 | 0.82 | 0.42 |
| NNN | 0.18 | 0.33 | 0.24 | 0.44 | 0.43 | 0.82 | 1.00 | 0.44 |
| SCHD | 0.50 | 0.54 | 0.63 | 0.38 | 0.42 | 0.42 | 0.44 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dividend XXL. 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 XXL was 45.20%, occurring on Mar 23, 2020. Recovery took 240 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.2% | Feb 21, 2020 | 22 | Mar 23, 2020 | 240 | Mar 5, 2021 | 262 |
| -18.34% | Jan 27, 2015 | 147 | Aug 25, 2015 | 120 | Feb 17, 2016 | 267 |
| -18.23% | Apr 21, 2022 | 113 | Sep 30, 2022 | — | — | — |
| -11.79% | Nov 8, 2018 | 31 | Dec 24, 2018 | 33 | Feb 12, 2019 | 64 |
| -11.62% | May 22, 2013 | 23 | Jun 24, 2013 | 174 | Mar 4, 2014 | 197 |
Volatility Chart
The current Dividend XXL volatility is 3.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.