HomePortfolios40/60 Nachhaltiges Weltportfolio

40/60 Nachhaltiges Weltportfolio

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None Rebalancing
EUR
Low Risk
3.1yr backtest

Performance Summary

Total Return+16.84%
Annualized Return+5.08%
Volatility+5.36%
Sharpe Ratio0.57
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 AccLU2533810862
ETF
60.0%0.15%
EMWE.XETRA
BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR AccLU1615092217
ETF
30.0%0.25%
ZSRN.XETRA
BNP Paribas Easy MSCI Emerging SRI PAB UCITS ETF EUR AccLU1659681230
ETF
10.0%0.31%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €11,683.71
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 38 months (68%)
Monthly Returns Heatmap
Best month: +3.3% • Worst month: -3.6% • Best year: 2024 (+7.1%) • Worst year: 2026 (+1.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+1.1%-3.6%+3.3%--------+1.4%
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
+16.84%
Annualized Return
+5.08%
Avg Monthly Return
+0.42%
Risk
Volatility (Annual)
+5.36%
Max Drawdown
+7.93%
Positive Months
68%
Average Drawdown
-1.2%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.64
Return/Max Drawdown
Ulcer Index
1.58
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
11,683.71
Backtest Period
2023-03-09 to 2026-04-29
3.1 years
Rebalancing
none
Base Currency
EUR
40/60 Nachhaltiges Weltportfolio | ETF Backtest