HomePortfolios80% Vanguard ESG Global All Cap ETF + 20% Euro-Staatsanleihen

80% Vanguard ESG Global All Cap ETF + 20% Euro-Staatsanleihen

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Annual Rebalancing
EUR
Moderate Risk
5.3yr backtest

Performance Summary

Total Return+62.80%
Annualized Return+9.68%
Volatility+11.52%
Sharpe Ratio0.67
Max Drawdown+17.80%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
A diversified ESG portfolio with 80% global stocks and 20% European government bonds, built for responsible, long-term growth using ETFs.
AssetTypeAllocationTER
V3AA.XETRA
Vanguard ESG Global All Cap UCITS ETF (USD) AccumulatingIE00BNG8L278
ETF
80.0%0.24%
ASRE.XETRA
BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (Acc)LU2244387457
ETF
20.0%0.15%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,279.91
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 65 months (65%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -6.6% • Best year: 2024 (+20.0%) • Worst year: 2022 (-16.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.9%-5.4%+8.1%+6.1%+1.2%+0.5%-----+11.8%
2025+3.4%-2.5%-6.6%-2.6%+5.2%+0.8%+3.7%+0.0%+2.2%+3.6%-0.6%+0.5%+6.6%
2024+2.1%+2.7%+2.8%-2.1%+1.0%+4.6%+0.4%-0.3%+1.6%+0.7%+6.0%-0.7%+20.0%
2023+4.8%-0.2%+0.3%-0.3%+2.8%+2.6%+2.3%-0.7%-1.8%-3.0%+5.5%+4.3%+17.5%
2022-5.1%-2.0%+2.4%-2.8%-3.5%-4.7%+8.0%-2.2%-5.2%+2.0%+0.9%-4.9%-16.4%
2021--+2.2%+1.7%-0.9%+3.9%+0.7%+2.6%-1.7%+3.6%+0.7%+2.5%+15.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.80% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -17.7%.

Detailed Metrics

Returns
Total Return
+62.80%
Annualized Return
+9.68%
Avg Monthly Return
+0.80%
Risk
Volatility (Annual)
+11.52%
Max Drawdown
+17.80%
Positive Months
65%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
7.32
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,279.91
Backtest Period
2021-03-25 to 2026-07-03
5.3 years
Rebalancing
annual
Base Currency
EUR