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80/20z XTB

80/20 z XTB

Created byuser-ea2hf9
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Annual Rebalancing
EUR
Moderate Risk
2.2yr backtest

Performance Summary

Total Return+32.35%
Annualized Return+13.80%
Volatility+10.38%
Sharpe Ratio1.14
Max Drawdown+14.07%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Explore a globally diversified 80/20 ETF portfolio, rebalanced annually for disciplined EUR-based investing in stocks and US Treasury bonds.
AssetTypeAllocationTER
VUAA.F
Vanguard S&P 500 UCITS ETF (USD) Accumulating • IE00BFMXXD54
ETF
30.0%0.07%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
30.0%0.15%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
20.0%0.18%
CBU7.AS
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) • IE00B3VWN393
ETF
10.0%0.07%
IBTE.LSE
iShares USD Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) • IE00BDFK1573
ETF
10.0%0.1%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,235.39
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 27 months (63%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -5.3% • Best year: 2024 (+11.0%) • Worst year: 2026 (+8.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+3.0%-5.3%+6.9%+2.0%-------+8.7%
2025+3.2%-0.7%-4.7%-2.8%+4.3%+0.6%+3.4%-0.1%+2.6%+3.8%-0.4%+0.4%+9.7%
2024--+2.4%-1.2%+0.9%+3.3%+0.8%-0.3%+1.5%-0.0%+4.2%-0.8%+11.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.07% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -14.1%.

Detailed Metrics

Returns
Total Return
+32.35%
Annualized Return
+13.80%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+10.38%
Max Drawdown
+14.07%
Positive Months
63%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.14
Risk-free rate: 2.0%
Sortino Ratio
1.11
Downside risk adjusted
Return/Volatility
1.33
Calmar Ratio
0.98
Return/Max Drawdown
Ulcer Index
3.26
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,235.39
Backtest Period
2024-03-14 to 2026-05-15
2.2 years
Rebalancing
annual
Base Currency
EUR