HomePortfoliosAll-Weather Inspired EUR Portfolio

All-Weather Inspired EUR Portfolio

This all‑weather portfolio is built for Eurozone-based investors and aims for steadier long-term returns across different economic conditions by combining global stocks, Euro and global bonds, cash-like money market funds, and real assets such as gold and commodities. Each asset class has a clear role so that when one part of the market struggles, other parts of the portfolio are designed to help cushion the impact, reducing volatility without relying on market timing.

Optimize
Annual Rebalancing
EUR
Low Risk
8.0yr backtest

Performance Summary

Total Return+88.78%
Annualized Return+8.31%
Volatility+8.53%
Sharpe Ratio0.74
Max Drawdown+19.28%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 20.0%Money Market 15.0%Precious Metals 7.5%Commodities 7.5%
Holdings Details
Build a resilient EUR investment portfolio with this diversified All-Weather strategy. Use UCITS ETFs to balance global stocks, bonds, & gold for steady returns
AssetTypeAllocationTER
ACWE.PA
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc)IE00B44Z5B48
ETF
50.0%0.12%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
15.0%0.1%
SXRP.XETRA
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)IE00B3VTML14
ETF
10.0%0.15%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
10.0%0.1%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
7.5%0.12%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
7.5%0.19%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,878.47
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 97 months (67%)
Monthly Returns Heatmap
Best month: +5.4% • Worst month: -6.7% • Best year: 2021 (+17.3%) • Worst year: 2022 (-7.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+1.8%-2.7%+2.2%--------+3.3%
2025+3.0%-0.9%-3.4%-2.1%+2.7%+0.3%+2.7%+0.0%+2.6%+3.3%+0.3%+0.4%+9.2%
2024+1.9%+1.7%+2.8%-0.4%+0.6%+2.9%+0.1%+0.1%+1.8%+0.9%+4.0%-0.3%+17.2%
2023+2.9%-0.4%+0.3%-0.1%+1.6%+0.9%+2.3%-0.3%-1.1%-1.4%+3.0%+2.2%+10.3%
2022-1.8%-0.4%+2.9%-0.7%-1.8%-4.1%+5.4%-1.5%-3.8%+1.2%+0.8%-3.5%-7.5%
2021+0.8%+1.2%+3.1%+1.3%+0.4%+2.4%+0.9%+1.5%-0.7%+2.9%+0.0%+2.2%+17.3%
2020+0.5%-4.3%-6.7%+5.0%+1.1%+1.5%+0.7%+2.6%-0.5%-0.9%+3.8%+1.4%+3.6%
2019+4.6%+1.7%+1.6%+1.7%-2.5%+2.8%+2.1%-0.2%+1.5%-0.1%+1.9%+0.9%+17.1%
2018---+1.4%+1.9%-0.6%+0.7%+0.3%+0.5%-3.6%+0.8%-2.9%-1.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.28% • The longest drawdown period lasted for 1 year and 8 months and was between April 2022 and December 2023. It reached a trough of -8.8%.

Detailed Metrics

Returns
Total Return
+88.78%
Annualized Return
+8.31%
Avg Monthly Return
+0.68%
Risk
Volatility (Annual)
+8.53%
Max Drawdown
+19.28%
Positive Months
67%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
3.80
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,878.47
Backtest Period
2018-04-25 to 2026-04-10
8.0 years
Rebalancing
annual
Base Currency
EUR
All-Weather Inspired EUR Portfolio | ETF Backtest