PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Dividend XXL

Last updated Dec 7, 2023

Asset Allocation


O 12.5%MO 12.5%EVRG 12.5%NNN 12.5%CNQ 12.5%SO 12.5%CVX 12.5%SCHD 12.5%EquityEquity
PositionCategory/SectorWeight
O
Realty Income Corporation
Real Estate12.5%
MO
Altria Group, Inc.
Consumer Defensive12.5%
EVRG
Evergy, Inc.
Utilities12.5%
NNN
National Retail Properties, Inc.
Real Estate12.5%
CNQ
Canadian Natural Resources Limited
Energy12.5%
SO
The Southern Company
Utilities12.5%
CVX
Chevron Corporation
Energy12.5%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend12.5%

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


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-0.75%
5.95%
Dividend XXL
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Dividend XXL-2.83%3.97%-0.75%-0.98%10.25%10.75%
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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-6.24%2.84%3.21%-3.22%-3.90%-2.84%6.83%

Sharpe Ratio

The current Dividend XXL Sharpe ratio is -0.05. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.00-0.05

The Sharpe ratio of Dividend XXL is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.05
1.13
Dividend XXL
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend XXL granted a 5.26% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Dividend XXL5.26%4.72%4.21%5.01%3.90%4.31%3.57%3.45%3.92%3.68%4.03%3.94%
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.


0.06%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

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

CNQMOCVXSOEVRGONNNSCHD
CNQ1.000.220.660.100.160.140.180.50
MO0.221.000.320.360.320.330.330.54
CVX0.660.321.000.200.230.210.240.63
SO0.100.360.201.000.700.470.440.38
EVRG0.160.320.230.701.000.450.430.42
O0.140.330.210.470.451.000.820.42
NNN0.180.330.240.440.430.821.000.44
SCHD0.500.540.630.380.420.420.441.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-8.98%
-5.15%
Dividend XXL
Benchmark (^GSPC)
Portfolio components

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, 202022Mar 23, 2020240Mar 5, 2021262
-18.34%Jan 27, 2015147Aug 25, 2015120Feb 17, 2016267
-18.23%Apr 21, 2022113Sep 30, 2022
-11.79%Nov 8, 201831Dec 24, 201833Feb 12, 201964
-11.62%May 22, 201323Jun 24, 2013174Mar 4, 2014197

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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.42%
2.93%
Dividend XXL
Benchmark (^GSPC)
Portfolio components
0 comments