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ACWI IMI

Created byuser-5bugv1
Annual Rebalancing
EUR
Moderate Risk
1.4yr backtest

Performance Summary

Total Return+20.96%
Annualized Return+14.54%
Volatility+15.10%
Sharpe Ratio0.83
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 €12,096.33
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 18 months (78%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -6.7% • Best year: 2026 (+13.5%) • Worst year: 2025 (+6.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.5%-5.2%+8.1%+5.5%+0.7%------+13.5%
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
+20.96%
Annualized Return
+14.54%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+15.10%
Max Drawdown
+20.91%
Positive Months
78%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.70
Return/Max Drawdown
Ulcer Index
5.33
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,096.33
Backtest Period
2025-01-30 to 2026-06-26
1.4 years
Rebalancing
annual
Base Currency
EUR