HomePortfolios3‑Fund World Equity Portfolio

3‑Fund World Equity Portfolio

Inspired by the 3-fund philosophy, this portfolio keeps things simple: one US core (I500), one developed world ex-US (EXUS), and one emerging markets sleeve (IS3N). 100% equities, annually rebalanced, and built entirely with UCITS-compliant ETFs available on XETRA

Optimize
Annual Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+26.19%
Annualized Return+12.01%
Volatility+13.85%
Sharpe Ratio0.72
Max Drawdown+20.46%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Simple global ETF portfolio: 60% US, 30% developed ex-US, and 10% emerging markets for a diversified, 100% equity core holding.
AssetTypeAllocationTER
I500.XETRA
iShares S&P 500 Swap UCITS ETF USD (Acc)IE00BMTX1Y45
ETF
60.0%0.05%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
30.0%0.15%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €12,618.8
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 26 months (65%)
Monthly Returns Heatmap
Best month: +6.3% • Worst month: -6.8% • Best year: 2024 (+15.0%) • Worst year: 2026 (-0.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+1.8%-5.5%+2.1%---------0.3%
2025+4.2%-1.8%-6.8%-3.8%+6.0%+0.9%+4.4%-0.1%+2.8%+4.3%-0.3%+0.6%+10.0%
2024--+2.7%-1.7%+1.2%+4.7%+0.2%-0.3%+1.7%+0.6%+6.3%-1.0%+15.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.46% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -20.5%.

Detailed Metrics

Returns
Total Return
+26.19%
Annualized Return
+12.01%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+13.85%
Max Drawdown
+20.46%
Positive Months
65%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.72
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
4.51
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
12,618.8
Backtest Period
2024-03-14 to 2026-04-02
2.1 years
Rebalancing
annual
Base Currency
EUR