HomePortfolios40/60 Nachhaltiges Weltportfolio

40/60 Nachhaltiges Weltportfolio

Created byuser-kofyg6
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None Rebalancing
EUR
Low Risk
3.3yr backtest

Performance Summary

Total Return+21.88%
Annualized Return+6.22%
Volatility+5.41%
Sharpe Ratio0.78
Max Drawdown+7.93%

Holdings

Asset Allocation

Asset Class

Bonds 60.0%Equity 40.0%
Holdings Details
A sustainable 40/60 ETF portfolio investing in global ESG stocks and short-term EU government bonds for a balanced strategy.
AssetTypeAllocationTER
BJLG.XETRA
BNP Paribas Easy JPM ESG EMU Government Bond IG 1-3Y UCITS ETF Acc • LU2533810862
ETF
60.0%0.15%
EMWE.XETRA
BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc • LU1615092217
ETF
30.0%0.25%
ZSRN.XETRA
BNP Paribas Easy MSCI Emerging SRI PAB UCITS ETF EUR Acc • LU1659681230
ETF
10.0%0.31%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,187.86
Histogram of Monthly Returns
The portfolio had a positive return during 28 of the 40 months (70%)
Monthly Returns Heatmap
Best month: +3.7% • Worst month: -3.6% • Best year: 2024 (+7.1%) • Worst year: 2025 (+2.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+1.1%-3.6%+3.7%+2.6%+1.3%------+5.8%
2025+1.7%-0.9%-2.7%-0.8%+2.3%+0.0%+1.4%-0.2%+0.4%+0.9%-0.1%+0.4%+2.4%
2024+0.3%+0.7%+1.2%-1.5%+0.0%+1.6%+1.6%+0.3%+1.8%-0.5%+2.9%-1.5%+7.1%
2023--+0.2%+0.0%+0.5%+0.9%+1.2%-0.6%-1.4%-1.5%+3.0%+2.7%+5.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.93% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -7.9%.

Detailed Metrics

Returns
Total Return
+21.88%
Annualized Return
+6.22%
Avg Monthly Return
+0.51%
Risk
Volatility (Annual)
+5.41%
Max Drawdown
+7.93%
Positive Months
70%
Average Drawdown
-1.2%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
1.15
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
1.55
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,187.86
Backtest Period
2023-03-09 to 2026-06-19
3.3 years
Rebalancing
none
Base Currency
EUR