Portfolio Backtest and Simulation

Use this Backtesting Tool to build and simulate your Portfolio with the selected asset classes, calculating all the key metrics you expect. Compare different strategies to find the one that best fits your investment goals.

Backtest your portfolio with a variety of ETFs representing major asset classes, available in different currencies.

Build your Portfolio
Dedalo Invest
1
Simulation Settings
The minimum date range must be at least 12 months. 'Date To' cannot be beyond April 2025.
Available assets
Stocks
Fixed Income
Commodities

US Stocks

  • VTI
    US Total Stock Market
  • VUN.TO
    US Total Stock Market
  • XD9U.DE
    US Total Stock Market
  • VTV
    US Large Cap Value
  • SPY
    US Large Cap Blend
  • VFV.TO
    SP500 - US Large Cap Blend
  • SXR8.DE
    SP500 - US Large Cap Blend
  • VUG
    US Large Cap Growth
  • VOE
    US Mid Cap Value
  • IJH
    US Mid Cap Blend
  • XMC.TO
    US Mid Cap Blend
  • SPY4.DE
    US Mid Cap Blend
  • IJK
    US Mid Cap Growth
  • IJS
    US Small Cap Value
  • ZPRV.DE
    US Small Cap Value
  • IJR
    US Small Cap Blend
  • XSMC.TO
    US Small Cap Blend
  • ZPRR.DE
    US Small Cap Blend
  • IJT
    US Small Cap Growth
  • IUSV
    US Value
  • XVLU.TO
    US Value
  • QDVI.DE
    US Value
  • IUSG
    US Growth

ex-US Stocks

  • SXRT.DE
    European Union - Large Cap
  • XIC.TO
    Canada - Large Cap
  • VT
    World All Countries
  • IUSQ.DE
    World All Countries
  • XAW.TO
    World All Countries ex-Canada
  • URTH
    Developed Countries
  • EUNL.DE
    Developed Countries
  • MWEQ.DE
    Dev. Countries Equal Weight
  • EFA
    EAFE
  • XEF.TO
    EAFE
  • EFV
    EAFE Value
  • IS3S.DE
    Dev. Countries Value
  • SCZ
    EAFE Small Cap
  • IUSN.DE
    Dev. Countries Small Cap
  • EEM
    Emerging Markets
  • XEC.TO
    Emerging Markets
  • IS3N.DE
    Emerging Markets
  • VGK
    Europe
  • VE.TO
    Europe
  • SXR1.DE
    Pacific ex-Japan
  • VPL
    Pacific
  • VA.TO
    Pacific
  • AAXJ
    Asia ex-Japan
  • REET
    Global REITs
  • CGR.TO
    Global REITs
  • SPY2.DE
    Global REITs
  • IMTM
    Intl (ex-US-CA) Mtum Factor
  • FCIM.NE
    Intl (ex-US-CA) Mtum Factor
  • IS3R.DE
    Dev. World Momentum Factor
  • IS3Q.DE
    Dev. World Quality Factor
  • DWX
    Intl (ex-US-CA) High Dividend
  • VGWE.DE
    All World High Dividend
  • DLS
    Intl (ex-US-CA) Small Cap Divd.

US Theme - Sectors

  • PFF
    US Preferred Stocks
  • ZUP.TO
    US Preferred Stocks
  • PRFD
    US Preferred Stocks
  • ESGV
    US ESG Stocks
  • XUSR.TO
    US ESG Stocks
  • XZMU.DE
    US ESG Stocks
  • QQQ
    US Nasdaq
  • QQC.TO
    US Nasdaq
  • SXRV.DE
    US Nasdaq
  • VNQ
    US REITs
  • IQQ7.DE
    US REITs
  • XLC
    US Communication Services
  • IU5C.DE
    US Communication Services
  • XLY
    US Consumer Discretionary
  • QDVK.DE
    US Consumer Discretionary
  • XLP
    US Consumer Staples
  • 2B7D.DE
    US Consumer Staples
  • XLE
    US Energy
  • QDVF.DE
    US Energy
  • XLF
    US Financials
  • XUSF.TO
    US Financials
  • QDVH.DE
    US Financials
  • XLV
    US Healthcare
  • FHH.TO
    US Healthcare
  • QDVG.DE
    US Healthcare
  • XLK
    US Information Technology
  • QDVE.DE
    US Information Technology
  • XLI
    US Industrials
  • FHG.TO
    US Industrials
  • 2B7C.DE
    US Industrials
  • XLB
    US Materials
  • 2B7B.DE
    US Materials
  • XLU
    US Utilities
  • 2B7A.DE
    US Utilities

US Factor - Dividends

  • MTUM
    US Momentum Factor
  • XMTM.TO
    US Momentum Factor
  • QDVA.DE
    US Momentum Factor
  • RSP
    US Equal Weight
  • EQL.TO
    US Equal Weight
  • XDEW.DE
    US Equal Weight
  • USMV
    US Minimum Volatility
  • XMU.TO
    US Minimum Volatility
  • IBCK.DE
    US Minimum Volatility
  • QUAL
    US Quality Factor
  • XQLT.TO
    US Quality Factor
  • QDVB.DE
    US Quality Factor
  • VYM
    US High Dividend
  • XHU.TO
    US High Dividend
  • USDV.DE
    US High Dividend
  • DES
    US Small Cap High Dividend

US Fixed Income

  • BND
    US Total Bonds
  • ZUAG.TO
    US Total Bonds
  • EUNX.DE
    US Total Bonds
  • BSV
    US Short Term Total Bonds
  • GOVT
    US Government Bonds
  • VGTY.DE
    US Government Bonds
  • BIL
    US T-Bill 1-3 Months
  • ZUCM.TO
    US T-Bill 1-3 Months
  • XFFE.DE
    US Dollar Ultra Short
  • SHY
    US Treasury 1-3 Year
  • ZTS.NE
    US Treasury 1-3 Year
  • IUSU.DE
    US Treasury 1-3 Year
  • IEI
    US Treasury 3-7 Year
  • ZTM.NE
    US Treasury 3-7 Year
  • SXRL.DE
    US Treasury 3-7 Year
  • IEF
    US Treasury 7-10 Year
  • HTB.TO
    US Treasury 7-10 Year
  • IUSM.DE
    US Treasury 7-10 Year
  • TLT
    US Treasury 20+Year
  • XTLT.TO
    US Treasury 20+Year
  • IS04.DE
    US Treasury 20+Year
  • TIP
    US Inflation Linked Bonds
  • XSTP.TO
    US Inflation Linked Bonds
  • IUST.DE
    US Inflation Linked Bonds
  • CWB
    US Convertible Bonds
  • NUBD
    US ESG Aggregate Bonds
  • SPPU.DE
    US ESG Aggregate Bonds
  • LQD
    US Invest. Grade Corp. Bonds
  • XCBU.TO
    US Invest. Grade Corp. Bonds
  • VUCE.DE
    US Invest. Grade Corp. Bonds
  • HYG
    US High Yield Corporate Bonds
  • ZJK.TO
    US High Yield Corporate Bonds
  • IS0R.DE
    US High Yield Corporate Bonds
  • SPLB
    US Long Term Corporate Bonds
  • MBB
    US Invest. Grade Mortage Backed

EU Fixed Income

  • SYBA.DE
    EU Total Bonds
  • XGLE.DE
    EU Government Bonds
  • EUN6.DE
    EU Gov. Bonds 0-1 Year
  • LYQ2.DE
    EU Gov. Bonds 1-3 Year
  • SXRP.DE
    EU Gov. Bonds 3-7 Year
  • LYXD.DE
    EU Gov. Bonds 7-10 Year
  • IBCL.DE
    EU Gov. Bonds 15-30 Year
  • IBCI.DE
    EU Inflation Linked Bonds
  • EUN4.DE
    EU ESG Aggregate Bonds
  • EUN5.DE
    EU Invest. Grade Corp. Bonds
  • XHYG.DE
    EU High Yield Corporate Bonds

CA Fixed Income

  • ZAG.TO
    CA Total Bonds
  • XGB.TO
    CA Government Bonds
  • CBIL.TO
    CA T-Bill 1-3 Months
  • ZFS.TO
    CA Gov. Bonds 1-5 Year
  • CLG.TO
    CA Gov. Bonds 1-10Y Laddered
  • ZFM.TO
    CA Gov. Bonds 5-10 Year
  • ZFL.TO
    CA Gov. Bonds 15-30 Year
  • ZRR.TO
    CA Inflation Linked Bonds
  • CVD.TO
    CA Convertible Bonds
  • XSAB.TO
    CA ESG Aggregate Bonds
  • XCB.TO
    CA Invest. Grade Corp. Bonds

International Fixed Income

  • BNDX
    Intl (ex-US) Total Bonds
  • BNDX
    Intl (ex-US) Total Bonds
  • EUNU.DE
    Global Aggregate Bonds
  • XG7S.DE
    Developed Mkts Gov. Bonds
  • EMB
    Emerging Markets Gov. Bonds
  • EMB
    Emerging Markets Gov. Bonds
  • IUS7.DE
    Emerging Markets Gov. Bonds
  • WIP
    Intl (ex-US) Infl. Linked Bonds
  • IUS5.DE
    Global Inflation Linked Bonds
  • ZPRC.DE
    Global Convertible Bonds

Commodity

  • GLD
    Gold
  • ZGLD.TO
    Gold
  • PHAU
    Gold
  • DBC
    Broad Commodities
  • CCOM.TO
    Broad Commodities
  • UIQK.DE
    Broad Commodities
  • GSG
    Broad Commodities
  • GLTR
    Precious Metals
  • ^BTC
    Bitcoin
  • ^BTC-CAD
    Bitcoin
  • ^BTC-EUR
    Bitcoin
2
Portfolio Names
Modify / Confirm portfolio names. You can also choose an existing portfolio clicking on
3
Asset Weights
If you select an existing portfolio, the assets will be loaded automatically. You can also add your own data for a personalized backtest.
Assets
Portfolio #1
Portfolio #2
Portfolio #3
Portfolio #4
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
Total:
%
%
%
%