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ACWI IMI

Created byuser-5bugv1
Annual Rebalancing
EUR
Moderate Risk
1.2yr backtest

Performance Summary

Total Return+13.67%
Annualized Return+10.98%
Volatility+15.59%
Sharpe Ratio0.58
Max Drawdown+20.91%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global ETF portfolio blending US, developed, and emerging markets for diversified, long-term growth.
AssetTypeAllocationTER
SC0H.XETRA
Invesco MSCI USA UCITS ETF • IE00B60SX170
ETF
51.7%0.05%
IXUA.XETRA
iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3
ETF
25.4%0.15%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
12.9%0.35%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
10.0%0.39%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,366.73
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 16 months (75%)
Monthly Returns Heatmap
Best month: +7.9% • Worst month: -6.7% • Best year: 2026 (+6.7%) • Worst year: 2025 (+6.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.5%-5.2%+7.9%--------+6.7%
2025+0.7%-2.0%-6.7%-4.0%+6.4%+0.8%+4.3%+0.4%+2.5%+3.9%+0.0%+0.7%+6.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.91% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -20.9%.

Detailed Metrics

Returns
Total Return
+13.67%
Annualized Return
+10.98%
Avg Monthly Return
+0.88%
Risk
Volatility (Annual)
+15.59%
Max Drawdown
+20.91%
Positive Months
75%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.53
Return/Max Drawdown
Ulcer Index
5.68
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,366.73
Backtest Period
2025-01-30 to 2026-04-24
1.2 years
Rebalancing
annual
Base Currency
EUR