HomePortfolios2b - klare Trennung EM via iShares

2b - klare Trennung EM via iShares

Created byuser-knvpjc
Optimize
None Rebalancing
EUR
Moderate Risk
10.5yr backtest

Performance Summary

Total Return+282.55%
Annualized Return+13.67%
Volatility+16.25%
Sharpe Ratio0.72
Max Drawdown+33.55%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio for growth, blending core world equity, value, US tech, and emerging markets exposure.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
50.0%0.2%
PSWD.XETRA
Invesco RAFI All-World Fundamental Value UCITS ETF • IE00B23LNQ02
ETF
25.0%0.39%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) • IE00B3WJKG14
ETF
15.0%0.15%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €38,254.72
Histogram of Monthly Returns
The portfolio had a positive return during 79 of the 126 months (63%)
Monthly Returns Heatmap
Best month: +11.3% • Worst month: -10.6% • Best year: 2021 (+33.8%) • Worst year: 2022 (-15.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.2%+0.5%-5.0%+11.3%+7.6%-------+14.7%
2025+2.6%-2.6%-8.4%-3.9%+7.5%+2.5%+6.0%-0.9%+4.0%+5.8%-1.9%+0.4%+10.3%
2024+3.6%+4.1%+3.6%-1.8%+2.3%+7.0%-1.0%-1.0%+1.8%+1.4%+6.7%-0.0%+29.6%
2023+5.8%+1.0%+1.1%-0.3%+5.0%+3.9%+2.5%-0.7%-2.0%-3.1%+6.7%+3.8%+25.8%
2022-4.9%-2.3%+4.3%-2.6%-3.3%-6.6%+10.2%-1.7%-6.6%+4.3%+0.5%-6.1%-15.1%
2021+1.1%+3.2%+5.7%+1.5%-0.6%+5.4%+1.2%+3.3%-1.8%+4.8%+1.8%+4.2%+33.8%
2020+0.3%-8.6%-10.6%+10.1%+1.8%+3.4%-0.4%+6.8%-1.5%-2.8%+9.5%+2.8%+8.7%
2019+8.1%+4.0%+2.8%+3.9%-5.6%+4.3%+3.9%-2.3%+3.5%+0.3%+4.5%+2.4%+33.3%
2018+1.7%-1.2%-3.9%+3.6%+3.8%-0.8%+2.5%+1.8%+0.6%-5.1%+0.2%-8.1%-5.5%
2017-0.3%+5.1%+0.8%-0.6%-0.9%-1.3%-0.1%-0.1%+2.1%+4.7%-0.5%+1.4%+10.5%
2016-7.3%+0.3%+2.9%-0.5%+3.8%-0.8%+4.6%+1.1%+0.4%+1.4%+4.5%+2.7%+13.2%
2015------------4.7%-4.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.55% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and July 2023. It reached a trough of -16.8%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (25.0% of total allocation)

Total Dividends Received

€890.22

42 payments

Dividend Yield

0.46%

(annualized)

Avg Per Payment

€21.20

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€20.39
2025€123.45
2024€120.30
2023€111.43
2022€106.05
2021€79.48
2020€62.32
2019€77.35
2018€66.25
2017€58.93
2016€53.46
2015€10.81
Total€890.22

Detailed Metrics

Returns
Total Return
+282.55%
Annualized Return
+13.67%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+16.25%
Max Drawdown
+33.55%
Positive Months
63%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.72
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
6.48
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€38,254.72
Backtest Period
2015-12-02 to 2026-05-22
10.5 years
Rebalancing
none
Base Currency
EUR
2b - klare Trennung EM via iShares | 10-Year Backtest