HomePortfolios45 ACWI-IMI, 32 EM-IMI, 23 Eurp-600

45 ACWI-IMI, 32 EM-IMI, 23 Eurp-600

Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
12.2yr backtest

Performance Summary

Total Return+217.05%
Annualized Return+9.88%
Volatility+15.48%
Sharpe Ratio0.51
Max Drawdown+33.84%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with 45% ACWI, 32% emerging markets, and 23% European equities for broad market exposure.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
45.0%0.17%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
32.0%0.18%
XSX6.XETRA
Xtrackers STOXX Europe 600 UCITS ETF 1CLU0328475792
ETF
23.0%0.2%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,704.96
Histogram of Monthly Returns
The portfolio had a positive return during 97 of the 148 months (66%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -13.4% • Best year: 2019 (+26.7%) • Worst year: 2022 (-12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+3.5%-7.2%+9.2%+6.2%+1.8%-2.7%+2.5%+0.9%---+18.2%
2025+4.2%-0.4%-5.1%-3.3%+5.4%+1.2%+3.6%+0.2%+3.4%+4.3%-0.6%+1.2%+14.4%
2024+1.1%+3.1%+3.6%-0.6%+1.0%+3.5%+0.5%-0.4%+2.2%-0.9%+3.6%-1.0%+16.7%
2023+5.9%-0.9%+0.1%-0.4%+0.7%+3.2%+3.1%-2.4%-1.2%-3.9%+5.8%+3.6%+13.8%
2022-2.9%-2.9%+1.8%-1.3%-2.3%-6.2%+6.7%-1.3%-7.1%+2.1%+5.1%-4.5%-12.8%
2021+1.6%+2.4%+4.7%+0.9%+0.8%+3.4%-0.8%+2.4%-2.1%+3.6%-1.0%+3.4%+20.7%
2020-2.5%-7.2%-13.4%+8.7%+1.2%+3.8%+0.7%+3.8%-0.3%-1.6%+9.9%+3.4%+4.3%
2019+8.2%+2.5%+2.3%+3.0%-5.5%+3.9%+1.8%-2.5%+3.2%+0.8%+3.1%+3.6%+26.7%
2018+2.2%-2.7%-2.6%+2.8%+1.6%-1.7%+2.6%-0.7%+0.3%-5.8%+1.4%-6.4%-9.1%
2017+1.2%+4.0%+1.8%+0.2%-0.5%-1.0%+0.2%+0.1%+2.1%+3.4%-0.9%+1.8%+12.9%
2016-7.9%+1.3%+3.7%+1.3%+0.8%+0.0%+4.3%+0.9%+0.9%+0.5%+2.1%+2.5%+10.3%
2015+6.8%+6.0%+2.6%+0.6%+1.3%-4.8%-0.1%-11.2%-1.8%+9.9%+2.7%-4.5%+5.7%
2014------0.1%+1.1%+3.9%-0.4%+0.6%+1.8%-0.5%+6.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.84% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -16.7%.
When could this portfolio get you to financial independence?

45 ACWI-IMI, 32 EM-IMI, 23 Eurp-600 returned +9.88% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+217.05%
Annualized Return
+9.88%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+15.48%
Max Drawdown
+33.84%
Positive Months
66%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.51
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
7.87
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,704.96
Backtest Period
2014-06-06 to 2026-09-04
12.2 years
Rebalancing
annual
Base Currency
EUR