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5globaletfplus

Optimize
Annual Rebalancing
EUR
Moderate Risk
8.3yr backtest

Performance Summary

Total Return+193.03%
Annualized Return+13.90%
Volatility+16.20%
Sharpe Ratio0.73
Max Drawdown+33.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio with 60% US, 30% international, and 10% emerging markets for broad growth exposure.
AssetTypeAllocationTER
SP5C.PA
Amundi Core S&P 500 Swap UCITS ETF AccLU1135865084
ETF
60.0%0.05%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
SPYY.XETRA
SPDR MSCI All Country World UCITS ETF (Acc)IE00B44Z5B48
ETF
10.0%0.12%
DBXA.XETRA
Xtrackers MSCI Europe UCITS ETF 1CLU0274209237
ETF
10.0%0.12%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
5.0%0.35%
EUNN.XETRA
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
5.0%0.12%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €29,303.02
Histogram of Monthly Returns
The portfolio had a positive return during 66 of the 100 months (66%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -10.7% • Best year: 2019 (+32.5%) • Worst year: 2022 (-13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.7%-5.4%+9.0%+6.1%+1.6%-1.9%+3.5%----+16.3%
2025+3.6%-2.4%-7.3%-4.2%+6.2%+1.2%+4.8%-0.3%+2.9%+4.4%-0.4%+0.2%+8.2%
2024+3.3%+3.9%+3.6%-1.8%+1.1%+5.3%+0.2%-0.7%+1.8%+1.1%+6.8%-0.6%+26.4%
2023+4.9%+0.3%+0.1%-0.1%+2.8%+3.7%+2.6%-0.6%-1.7%-3.4%+5.7%+3.6%+18.9%
2022-4.7%-2.0%+4.1%-2.4%-3.3%-6.0%+9.7%-1.4%-5.9%+3.8%+0.7%-5.7%-13.4%
2021+1.3%+3.0%+6.0%+1.8%-0.5%+4.7%+1.2%+3.2%-1.7%+4.8%+1.0%+3.7%+32.2%
2020+0.3%-8.6%-10.7%+9.8%+2.1%+1.9%+0.1%+5.7%-0.9%-2.0%+8.5%+1.9%+6.2%
2019+9.6%+3.6%+2.6%+3.6%-5.1%+3.9%+3.8%-2.1%+3.6%-0.1%+4.5%+1.5%+32.5%
2018----+5.4%-0.2%+2.6%+2.2%+0.5%-4.8%+1.0%-9.8%-3.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.44% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+193.03%
Annualized Return
+13.90%
Avg Monthly Return
+1.16%
Risk
Volatility (Annual)
+16.20%
Max Drawdown
+33.44%
Positive Months
66%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
6.60
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
29,303.02
Backtest Period
2018-05-03 to 2026-08-07
8.3 years
Rebalancing
annual
Base Currency
EUR
5globaletfplus | +13.9% CAGR | ETF Backtest