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80/20z XTB

80/20 z XTB

Created byuser-ea2hf9
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Annual Rebalancing
EUR
Moderate Risk
2.0yr backtest

Performance Summary

Total Return+20.42%
Annualized Return+9.56%
Volatility+10.53%
Sharpe Ratio0.72
Max Drawdown+13.99%

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 €12,041.88
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 25 months (60%)
Monthly Returns Heatmap
Best month: +4.3% • Worst month: -5.8% • Best year: 2024 (+10.8%) • Worst year: 2026 (-0.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.9%-5.8%----------0.9%
2025+3.1%-0.8%-4.5%-2.8%+3.9%+1.0%+3.2%-0.3%+2.7%+3.8%-0.3%+0.4%+9.7%
2024--+2.0%-1.2%+1.1%+3.6%+0.0%+0.2%+1.7%-0.4%+4.3%-0.8%+10.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.99% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -14.0%.

Detailed Metrics

Returns
Total Return
+20.42%
Annualized Return
+9.56%
Avg Monthly Return
+0.78%
Risk
Volatility (Annual)
+10.53%
Max Drawdown
+13.99%
Positive Months
60%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
0.72
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.68
Return/Max Drawdown
Ulcer Index
3.26
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,041.88
Backtest Period
2024-03-14 to 2026-03-27
2.0 years
Rebalancing
annual
Base Currency
EUR