HomePortfolios40/60 Nachhaltiges Weltportfolio

40/60 Nachhaltiges Weltportfolio

Created byuser-kofyg6
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None Rebalancing
EUR
Low Risk
3.2yr backtest

Performance Summary

Total Return+18.52%
Annualized Return+5.48%
Volatility+5.39%
Sharpe Ratio0.65
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 €11,851.53
Histogram of Monthly Returns
The portfolio had a positive return during 27 of the 39 months (69%)
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%+1.1%-------+2.9%
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
+18.52%
Annualized Return
+5.48%
Avg Monthly Return
+0.45%
Risk
Volatility (Annual)
+5.39%
Max Drawdown
+7.93%
Positive Months
69%
Average Drawdown
-1.2%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
1.02
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
1.57
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,851.53
Backtest Period
2023-03-09 to 2026-05-15
3.2 years
Rebalancing
none
Base Currency
EUR