HomePortfolios80 20 Vanguard

80 20 Vanguard

Optimize
None Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+90.14%
Annualized Return+9.96%
Volatility+13.59%
Sharpe Ratio0.59
Max Drawdown+27.77%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
A diversified ETF portfolio with 80% global stocks and 20% Eurozone government bonds for balanced, long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
VGEA.XETRA
Vanguard EUR Eurozone Government Bond UCITS ETF AccumulatingIE00BH04GL39
ETF
20.0%0.07%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,014.05
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 82 months (62%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -9.5% • Best year: 2021 (+22.7%) • Worst year: 2022 (-14.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.7%-5.1%+7.7%--------+5.2%
2025+3.8%-1.9%-6.6%-3.3%+5.3%+0.9%+4.2%-0.3%+2.7%+4.0%-0.4%+0.3%+8.3%
2024+2.4%+3.1%+3.2%-1.7%+0.9%+4.3%+0.5%-0.3%+1.7%+0.6%+6.1%-1.1%+21.5%
2023+4.6%-0.3%+0.5%-0.0%+2.0%+3.1%+2.2%-0.8%-1.6%-3.0%+5.3%+3.8%+16.6%
2022-4.1%-2.0%+3.0%-2.5%-3.1%-5.3%+8.3%-2.0%-5.7%+3.0%+1.5%-5.3%-14.2%
2021+0.7%+2.0%+4.8%+1.0%-0.1%+3.7%+0.9%+2.4%-1.7%+3.7%+0.5%+2.9%+22.7%
2020-0.1%-6.6%-9.5%+7.5%+1.7%+2.1%+0.0%+4.3%-0.5%-1.4%+7.1%+1.8%+5.3%
2019------+0.1%-0.9%+2.5%-0.3%+3.2%+1.6%+6.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.77% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -15.8%.

Detailed Metrics

Returns
Total Return
+90.14%
Annualized Return
+9.96%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+13.59%
Max Drawdown
+27.77%
Positive Months
62%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
6.67
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,014.05
Backtest Period
2019-07-25 to 2026-04-30
6.8 years
Rebalancing
none
Base Currency
EUR
80 20 Vanguard | +10.0% CAGR | ETF Backtest