Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PORTFOLIO TESTE TREPUBLIC, 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 May 23, 2016, corresponding to the inception date of TDIV.AS
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.16% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio PORTFOLIO TESTE TREPUBLIC | 0.22% | 4.46% | 8.13% | 15.81% | 43.17% | 20.12% | 11.86% | — |
| Portfolio components: | ||||||||
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | 0.45% | 4.78% | 4.42% | 10.70% | 33.28% | 15.70% | 10.00% | 9.52% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.48% | 2.66% | 1.08% | 5.61% | 33.05% | 18.76% | 10.80% | 12.48% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | -0.35% | 3.24% | 9.35% | 20.57% | 45.28% | 22.73% | 17.63% | — |
IDVY.AS iShares Euro Dividend UCITS ETF | 0.32% | 6.16% | 3.58% | 11.64% | 40.10% | 21.82% | 8.75% | 7.64% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | -0.05% | 4.68% | 9.30% | 18.13% | 47.39% | 18.68% | 10.53% | 9.19% |
IAPD.L iShares Asia Pacific Dividend UCITS | 0.31% | 4.81% | 14.17% | 21.47% | 60.06% | 20.31% | 10.52% | 7.74% |
XS6R.L Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C | 0.27% | 5.45% | 17.90% | 27.02% | 50.38% | 20.74% | 11.74% | 11.66% |
Monthly Returns
Based on dividend-adjusted daily data since May 24, 2016, PORTFOLIO TESTE TREPUBLIC's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +16.1%, while the worst month was Mar 2020 at -17.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PORTFOLIO TESTE TREPUBLIC closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.76% | 4.76% | -6.54% | 5.42% | 8.13% | ||||||||
| 2025 | 4.14% | 2.07% | 2.16% | 3.66% | 4.67% | 3.93% | -0.23% | 3.65% | 1.74% | 1.65% | 2.11% | 3.12% | 37.88% |
| 2024 | -0.73% | 0.06% | 3.92% | -1.59% | 4.40% | -1.89% | 3.70% | 2.76% | 3.06% | -3.86% | 0.17% | -3.00% | 6.75% |
| 2023 | 6.32% | -2.29% | 0.74% | 2.86% | -4.75% | 5.08% | 3.45% | -3.51% | -3.38% | -3.29% | 8.75% | 6.10% | 15.98% |
| 2022 | -1.17% | -1.60% | 0.15% | -4.75% | 1.07% | -9.84% | 4.20% | -4.29% | -8.61% | 5.19% | 10.80% | 0.57% | -9.69% |
| 2021 | -0.81% | 2.79% | 3.76% | 2.86% | 3.35% | -2.27% | 1.14% | 1.52% | -4.74% | 3.51% | -3.15% | 5.42% | 13.59% |
Benchmark Metrics
PORTFOLIO TESTE TREPUBLIC has an annualized alpha of 4.48%, beta of 0.50, and R² of 0.34 versus S&P 500 Index. Calculated based on daily prices since May 24, 2016.
- This portfolio participated in 78.33% of S&P 500 Index downside but only 74.20% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.50 may look defensive, but with R² of 0.34 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 0.34 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 4.48%
- Beta
- 0.50
- R²
- 0.34
- Upside Capture
- 74.20%
- Downside Capture
- 78.33%
Expense Ratio
PORTFOLIO TESTE TREPUBLIC 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.
Return for Risk
Risk / Return Rank
PORTFOLIO TESTE TREPUBLIC ranks 86 for risk / return — in the top 86% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.13 | 2.23 | +1.89 |
Sortino ratioReturn per unit of downside risk | 5.60 | 3.12 | +2.49 |
Omega ratioGain probability vs. loss probability | 1.77 | 1.42 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 4.94 | 4.05 | +0.89 |
Martin ratioReturn relative to average drawdown | 19.37 | 17.91 | +1.46 |
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 | |
|---|---|---|---|---|---|---|
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | 62 | 2.51 | 3.46 | 1.46 | 3.56 | 13.65 |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 78 | 2.70 | 4.10 | 1.50 | 4.86 | 20.64 |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 94 | 4.16 | 5.57 | 1.75 | 8.71 | 25.88 |
IDVY.AS iShares Euro Dividend UCITS ETF | 72 | 3.08 | 4.13 | 1.54 | 4.10 | 12.46 |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 97 | 4.66 | 6.41 | 1.86 | 10.61 | 36.95 |
IAPD.L iShares Asia Pacific Dividend UCITS | 96 | 4.96 | 6.65 | 1.87 | 8.53 | 31.21 |
XS6R.L Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C | 84 | 3.24 | 3.91 | 1.55 | 6.28 | 20.92 |
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Dividends
Dividend yield
PORTFOLIO TESTE TREPUBLIC provided a 1.85% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.85% | 2.06% | 2.49% | 2.79% | 2.90% | 2.04% | 1.94% | 2.35% | 2.36% | 2.26% | 1.54% | 1.59% |
| Portfolio components: | ||||||||||||
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.32% | 3.58% | 4.19% | 4.98% | 4.55% | 3.98% | 4.12% | 4.40% | 4.93% | 3.95% | 1.11% | 0.00% |
IDVY.AS iShares Euro Dividend UCITS ETF | 4.16% | 4.35% | 5.85% | 5.84% | 5.28% | 3.68% | 3.57% | 4.84% | 4.76% | 3.91% | 3.97% | 4.00% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.84% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
IAPD.L iShares Asia Pacific Dividend UCITS | 3.58% | 4.20% | 5.25% | 5.77% | 6.84% | 5.51% | 3.70% | 5.67% | 5.87% | 4.71% | 4.22% | 5.31% |
XS6R.L Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 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 PORTFOLIO TESTE TREPUBLIC. 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 PORTFOLIO TESTE TREPUBLIC was 36.58%, occurring on Mar 23, 2020. Recovery took 180 trading sessions.
The current PORTFOLIO TESTE TREPUBLIC drawdown is 1.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.58% | Feb 20, 2020 | 23 | Mar 23, 2020 | 180 | Dec 2, 2020 | 203 |
| -26.54% | Jan 14, 2022 | 192 | Oct 12, 2022 | 302 | Dec 14, 2023 | 494 |
| -16.98% | Jan 29, 2018 | 235 | Dec 27, 2018 | 218 | Nov 1, 2019 | 453 |
| -11.53% | Mar 20, 2025 | 15 | Apr 9, 2025 | 9 | Apr 24, 2025 | 24 |
| -10.06% | Jun 24, 2016 | 2 | Jun 27, 2016 | 24 | Jul 29, 2016 | 26 |
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 7 assets, with an effective number of assets of 6.74, 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
| Benchmark | XS6R.L | IAPD.L | IWDA.L | IDVY.AS | TDIV.AS | ISPA.DE | SMEA.L | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.32 | 0.48 | 0.60 | 0.43 | 0.46 | 0.48 | 0.52 | 0.54 |
| XS6R.L | 0.32 | 1.00 | 0.48 | 0.47 | 0.61 | 0.56 | 0.56 | 0.65 | 0.72 |
| IAPD.L | 0.48 | 0.48 | 1.00 | 0.66 | 0.63 | 0.70 | 0.76 | 0.72 | 0.80 |
| IWDA.L | 0.60 | 0.47 | 0.66 | 1.00 | 0.67 | 0.71 | 0.73 | 0.79 | 0.84 |
| IDVY.AS | 0.43 | 0.61 | 0.63 | 0.67 | 1.00 | 0.85 | 0.84 | 0.82 | 0.89 |
| TDIV.AS | 0.46 | 0.56 | 0.70 | 0.71 | 0.85 | 1.00 | 0.88 | 0.80 | 0.90 |
| ISPA.DE | 0.48 | 0.56 | 0.76 | 0.73 | 0.84 | 0.88 | 1.00 | 0.80 | 0.91 |
| SMEA.L | 0.52 | 0.65 | 0.72 | 0.79 | 0.82 | 0.80 | 0.80 | 1.00 | 0.93 |
| Portfolio | 0.54 | 0.72 | 0.80 | 0.84 | 0.89 | 0.90 | 0.91 | 0.93 | 1.00 |