100% VWRD

100% VWRD

Annual Rebalancing
EUR
Moderate Risk
13.8yr backtest

Performance Summary

Total Return+326.52%
Annualized Return+11.04%
Volatility+15.21%
Sharpe Ratio0.59
Max Drawdown+33.83%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in the entire global stock market with one ETF. This 100% VWRD portfolio offers simple, diversified exposure to thousands of companies worldwide.
AssetTypeAllocationTER
VWRD.LSE
Vanguard FTSE All-World UCITS ETF (USD) DistributingIE00B3RBWM25
ETF
100.0%0.19%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €42,651.87
Histogram of Monthly Returns
The portfolio had a positive return during 113 of the 168 months (67%)
Monthly Returns Heatmap
Best month: +11.7% • Worst month: -11.6% • Best year: 2019 (+25.7%) • Worst year: 2022 (-18.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+1.4%-7.8%+2.3%---------2.0%
2025+3.7%-2.2%-3.6%+0.8%+6.3%+4.6%+1.9%+2.0%+3.2%+2.6%+0.0%+1.6%+22.4%
2024+0.9%+3.4%+3.4%-2.8%+2.6%+3.6%+1.2%+1.8%+2.6%-1.8%+3.6%-1.9%+17.6%
2023+6.7%-2.2%+2.5%+1.5%-1.2%+6.1%+3.7%-2.5%-4.0%-3.6%+9.1%+5.3%+22.3%
2022-5.7%-1.4%+2.6%-7.4%-1.2%-8.3%+6.2%-2.8%-8.4%+4.4%+5.7%-2.0%-18.2%
2021-0.0%+2.1%+2.9%+4.1%+1.8%+0.9%+0.8%+2.3%-3.5%+4.3%-2.2%+4.0%+18.5%
2020-1.1%-8.8%-11.6%+9.2%+3.7%+3.7%+4.9%+6.8%-2.9%-2.7%+11.7%+4.9%+16.1%
2019+7.2%+2.8%+1.1%+3.4%-5.5%+6.0%+1.1%-3.4%+2.7%+2.3%+2.9%+3.2%+25.7%
2018+5.0%-3.5%-2.9%+1.6%-0.4%-0.3%+2.6%+0.4%+0.8%-7.6%+1.0%-6.1%-9.7%
2017+2.1%+3.3%+1.4%+1.4%+2.0%+0.4%+2.9%+0.3%+1.9%+2.3%+1.8%+2.3%+24.4%
2016-7.2%+0.6%+7.1%+0.6%+0.8%-0.9%+4.6%+0.3%+1.0%-1.7%+0.7%+2.4%+7.8%
2015-2.1%+5.5%-1.3%+2.9%-0.5%-2.4%+1.2%-6.3%-4.7%+8.1%-0.7%-1.5%-2.6%
2014-3.9%+5.0%+0.2%+0.9%+2.4%+2.0%-1.1%+1.9%-2.7%+0.3%+1.8%-1.3%+5.2%
2013+4.8%-0.2%+1.8%+2.6%+0.7%-3.4%+4.9%-2.4%+5.3%+4.3%+1.5%+1.3%+22.7%
2012----+0.0%+3.8%+2.9%+2.5%+4.0%-1.5%+0.5%+1.9%+14.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.83% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -26.0%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (100.0% of total allocation)

Total Dividends Received

5,417.08

53 payments

Dividend Yield

1.74%

(annualized)

Avg Per Payment

102.21

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026119.64
2025596.02
2024536.68
2023505.87
2022500.93
2021442.78
2020369.83
2019407.94
2018395.19
2017348.31
2016313.01
2015294.39
2014328.99
2013257.45
Total5,417.08

Detailed Metrics

Returns
Total Return
+326.52%
Annualized Return
+11.04%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+15.21%
Max Drawdown
+33.83%
Positive Months
67%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
7.23
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
42,651.87
Backtest Period
2012-05-28 to 2026-04-02
13.8 years
Rebalancing
annual
Base Currency
EUR