HomePortfolios10y ETF portfolio small

10y ETF portfolio small

Created byuser-x1yoz2
Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
5.0yr backtest

Performance Summary

Total Return+81.22%
Annualized Return+12.57%
Volatility+11.42%
Sharpe Ratio0.93
Max Drawdown+17.17%

Holdings

Asset Allocation

Asset Class

Equity 81.0%Commodities 10.0%Precious Metals 9.0%
Holdings Details
Diversified global ETF portfolio with 81% equities, 10% commodities, and 9% gold for broad market exposure and risk management.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
25.0%0.07%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc) • IE00B4K48X80
ETF
20.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
15.0%0.18%
CMOD.LSE
Invesco Bloomberg Commodity UCITS ETF Acc • IE00BD6FTQ80
ETF
10.0%0.19%
PPFB.XETRA
iShares Physical Gold ETC • IE00B4ND3602
ETF
9.0%0.12%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
9.0%0.35%
EUNN.XETRA
iShares Core MSCI Japan IMI UCITS ETF • IE00B4L5YX21
ETF
7.0%0.12%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91
ETF
5.0%0.25%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €18,121.61
Histogram of Monthly Returns
The portfolio had a positive return during 40 of the 61 months (66%)
Monthly Returns Heatmap
Best month: +7.1% • Worst month: -6.5% • Best year: 2024 (+18.4%) • Worst year: 2022 (-4.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.8%+3.7%-3.5%+5.7%+3.5%-0.2%+0.7%-----+15.3%
2025+4.7%-0.5%-3.7%-3.9%+3.9%+0.2%+3.3%+0.8%+3.4%+4.1%+0.8%+0.9%+14.2%
2024+1.7%+2.4%+4.4%-0.1%+0.7%+2.6%+0.5%-0.6%+1.8%+0.5%+4.4%-1.1%+18.4%
2023+4.4%-0.6%-0.1%-0.2%+0.6%+2.4%+3.0%-1.0%-0.8%-2.5%+3.5%+2.9%+11.8%
2022-1.3%+0.1%+3.9%+0.5%-1.4%-6.5%+7.1%-0.8%-5.7%+3.1%+2.2%-4.5%-4.1%
2021------+0.1%+2.0%+0.2%+3.4%-1.0%+3.5%+8.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.17% • The longest drawdown period lasted for 1 year and was between August 2022 and September 2023. It reached a trough of -10.1%.

Detailed Metrics

Returns
Total Return
+81.22%
Annualized Return
+12.57%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+11.42%
Max Drawdown
+17.17%
Positive Months
66%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.73
Return/Max Drawdown
Ulcer Index
3.77
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€18,121.61
Backtest Period
2021-07-16 to 2026-07-24
5.0 years
Rebalancing
annual
Base Currency
EUR