Asset Allocation
Find the right asset allocation for UK DIVIDEND FACTORY
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of £10,000 in UK DIVIDEND FACTORY , 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.27% | 2.26% | 9.24% | 7.99% | 25.11% | 17.53% | 13.17% | 14.21% |
Portfolio UK DIVIDEND FACTORY | 0.36% | 2.24% | 10.67% | 13.71% | 23.94% | 17.91% | 14.34% | — |
| Portfolio components: | ||||||||
ABDN.L Abrdn plc | -0.92% | 7.36% | 19.18% | 25.02% | 38.53% | 12.60% | 4.96% | 3.37% |
ABF.L Associated British Foods plc | -0.05% | 3.51% | -11.43% | -9.51% | -6.56% | 3.45% | -1.61% | -2.11% |
AV.L Aviva plc | 1.23% | -1.48% | -6.88% | -1.16% | 4.06% | 23.74% | 7.93% | 5.84% |
AZN AstraZeneca PLC | -2.40% | 1.44% | 1.79% | 1.36% | 29.80% | 7.39% | 13.34% | 16.63% |
BA.L BAE Systems plc | 1.01% | 0.84% | 15.01% | 16.57% | 2.85% | 30.30% | 32.98% | 19.00% |
BAG.L A.G.Barr plc | 0.00% | -0.16% | 0.99% | 0.67% | -8.06% | 10.29% | 6.06% | 3.88% |
BARC.L Barclays plc | -0.36% | 4.83% | -3.07% | 5.56% | 39.60% | 46.97% | 23.82% | 12.78% |
BATS.L British American Tobacco plc | 1.48% | 4.73% | 7.56% | 6.51% | 34.97% | 29.92% | 18.46% | 7.31% |
BNZL.L Bunzl plc | 0.97% | 6.54% | 22.86% | 19.63% | 13.18% | -4.35% | 3.93% | 3.94% |
BP.L BP plc | -0.07% | 2.99% | 29.24% | 24.19% | 59.22% | 10.94% | 16.70% | 10.09% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 22, 2019, UK DIVIDEND FACTORY 's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +16.1%, while the worst month was Mar 2020 at -15.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, UK DIVIDEND FACTORY closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 12, 2020 at -10.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.31% | 6.44% | -3.57% | 3.03% | 1.14% | 0.15% | 10.67% | ||||||
| 2025 | 4.98% | 2.68% | -0.25% | 0.78% | 4.26% | 0.93% | 3.28% | 1.56% | 0.41% | 2.75% | 1.66% | 1.78% | 27.68% |
| 2024 | -1.45% | -0.54% | 5.14% | 2.18% | 2.67% | -1.47% | 3.71% | 0.39% | -1.10% | -2.13% | 3.71% | -1.98% | 9.11% |
| 2023 | 5.56% | 2.33% | -2.23% | 3.52% | -5.19% | 0.70% | 2.06% | -2.61% | 2.87% | -2.10% | 3.68% | 3.73% | 12.36% |
| 2022 | 3.81% | -0.05% | 1.74% | 0.62% | 1.14% | -4.85% | 3.36% | -0.56% | -7.19% | 4.45% | 7.87% | -1.01% | 8.76% |
| 2021 | -1.63% | 3.71% | 5.25% | 3.31% | 3.02% | -0.39% | 0.04% | 0.70% | -0.60% | 1.34% | -1.29% | 4.68% | 19.36% |
Benchmark Metrics
UK DIVIDEND FACTORY has an annualized alpha of 5.82%, beta of 0.43, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since October 22, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (52.84%) than losses (38.38%) - typical of diversified or defensive assets.
- Beta of 0.43 may look defensive, but with R2 of 0.27 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 0.27 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.82%
- Beta
- 0.43
- R²
- 0.27
- Upside Capture
- 52.84%
- Downside Capture
- 38.38%
Expense Ratio
UK DIVIDEND FACTORY has an expense ratio of 0.01%, 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.
Return for Risk
Risk / Return Rank
UK DIVIDEND FACTORY ranks 70 for risk / return — better than 70% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for UK DIVIDEND FACTORY and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.43 | 2.17 | +0.26 |
| Sortino ratioReturn per unit of downside risk | 3.37 | 2.81 | +0.56 |
| Omega ratioGain probability vs. loss probability | 1.46 | 1.41 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.14 | -0.02 |
| Martin ratioReturn relative to average drawdown | 14.12 | 11.69 | +2.43 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ABDN.L Abrdn plc | 79 | 1.34 | 1.88 | 1.26 | 2.60 | 7.62 |
ABF.L Associated British Foods plc | 31 | -0.25 | -0.14 | 0.97 | -0.28 | -0.50 |
AV.L Aviva plc | 47 | 0.20 | 0.39 | 1.05 | 0.33 | 0.76 |
AZN AstraZeneca PLC | 76 | 1.21 | 2.01 | 1.23 | 2.00 | 5.24 |
BA.L BAE Systems plc | 43 | 0.10 | 0.34 | 1.04 | 0.13 | 0.30 |
BAG.L A.G.Barr plc | 21 | -0.44 | -0.52 | 0.94 | -0.60 | -1.08 |
BARC.L Barclays plc | 75 | 1.34 | 1.91 | 1.24 | 1.60 | 4.79 |
BATS.L British American Tobacco plc | 80 | 1.53 | 2.20 | 1.25 | 2.54 | 6.13 |
BNZL.L Bunzl plc | 58 | 0.63 | 1.13 | 1.12 | 0.58 | 1.14 |
BP.L BP plc | 88 | 2.07 | 2.51 | 1.36 | 4.17 | 11.63 |
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Dividends
Dividend yield
UK DIVIDEND FACTORY provided a 4.08% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.08% | 4.27% | 5.21% | 5.04% | 6.53% | 4.72% | 3.94% | 4.88% | 4.82% | 4.11% | 3.37% | 3.25% |
| Portfolio components: | ||||||||||||
ABDN.L Abrdn plc | 6.18% | 7.10% | 10.34% | 8.17% | 7.71% | 6.06% | 7.68% | 6.58% | 10.54% | 5.33% | 5.78% | 5.12% |
ABF.L Associated British Foods plc | 3.38% | 2.96% | 4.41% | 2.53% | 2.77% | 2.02% | 0.00% | 1.78% | 2.20% | 1.45% | 1.34% | 1.05% |
AV.L Aviva plc | 6.44% | 5.39% | 8.25% | 7.33% | 29.52% | 3.96% | 3.03% | 5.48% | 5.74% | 3.64% | 2.56% | 2.12% |
AZN AstraZeneca PLC | 2.93% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
BA.L BAE Systems plc | 1.86% | 1.99% | 2.69% | 2.53% | 2.99% | 4.40% | 4.75% | 4.00% | 4.79% | 3.75% | 3.57% | 4.14% |
BAG.L A.G.Barr plc | 3.04% | 2.76% | 2.55% | 2.58% | 2.35% | 1.93% | 0.00% | 2.89% | 1.99% | 2.19% | 2.69% | 2.32% |
BARC.L Barclays plc | 1.89% | 1.79% | 2.28% | 3.73% | 2.93% | 1.33% | 0.00% | 2.90% | 2.22% | 1.10% | 1.50% | 2.21% |
BATS.L British American Tobacco plc | 5.40% | 5.70% | 8.18% | 10.06% | 6.64% | 7.89% | 7.77% | 6.28% | 7.81% | 4.35% | 0.00% | 0.00% |
BNZL.L Bunzl plc | 2.97% | 3.56% | 1.56% | 1.46% | 1.55% | 1.39% | 1.94% | 1.80% | 1.46% | 1.52% | 1.37% | 1.41% |
BP.L BP plc | 4.57% | 5.68% | 6.04% | 4.79% | 4.32% | 4.70% | 9.60% | 6.78% | 6.16% | 5.93% | 5.77% | 7.45% |
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 UK DIVIDEND FACTORY . 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 UK DIVIDEND FACTORY was 35.65%, occurring on Mar 23, 2020. Recovery took 274 trading sessions.
The current UK DIVIDEND FACTORY drawdown is 1.09%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.65%Mar 2020 | 2mo 3d | 1y 23d | 1y 2moJan 2020 - Apr 2021 |
Bear market2022 | -12.11%Oct 2022 | 1mo 24d | 1mo 12d | 3mo 6dAug 2022 - Nov 2022 |
2025 selloff2025 | -10.10%Apr 2025 | 18d | 25d | 1mo 13dMar 2025 - May 2025 |
Bear market2022 | -9.38%Mar 2022 | 21d | 1mo 2d | 1mo 23dFeb 2022 - Apr 2022 |
2023 pullback2023 | -7.79%Aug 2023 | 3mo 29d | 3mo 18d | 7mo 17dApr 2023 - Dec 2023 |
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 32 assets, with an effective number of assets of 25.51, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 2.42 | 2.18 | 2.03 | 1.73 |
The portfolio has a diversification ratio of 1.73, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
UK DIVIDEND FACTORY correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2019 | 0.36 |
Benchmark Correlations
Correlation vs. S&P 500 Index. WPP has the highest benchmark correlation at 0.42, while BAG.L has the lowest at 0.05.
Portfolio Correlations
Correlation vs. UK DIVIDEND FACTORY . VUKE.L has the highest portfolio correlation at 0.90, while GRP.IR has the lowest at 0.12.
Asset Correlations Table
Find what UK DIVIDEND FACTORY is missing
See which holdings overlap, where UK DIVIDEND FACTORY is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification