HomePortfoliosAll World FTSE + SmallCaps

All World FTSE + SmallCaps

Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+99.57%
Annualized Return+10.88%
Volatility+16.40%
Sharpe Ratio0.54
Max Drawdown+34.09%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio with 90% Vanguard All-World and 10% small-cap exposure for comprehensive equity market coverage.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
90.0%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,956.7
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 82 months (61%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -12.0% • Best year: 2021 (+28.3%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+2.0%-5.4%+2.1%---------0.1%
2025+4.3%-2.4%-7.2%-3.9%+6.0%+1.0%+4.7%-0.1%+2.8%+4.2%-0.3%+0.4%+9.0%
2024+2.5%+3.6%+3.6%-1.9%+1.1%+4.4%+0.7%-0.6%+1.8%+0.8%+6.9%-1.4%+23.4%
2023+5.2%+0.1%-0.3%-0.2%+2.1%+3.7%+2.7%-1.0%-1.6%-3.7%+5.7%+4.3%+17.7%
2022-4.8%-1.7%+3.8%-2.2%-3.3%-6.1%+9.3%-1.5%-6.1%+3.7%+1.3%-5.5%-13.5%
2021+1.3%+3.1%+5.7%+1.5%-0.2%+4.3%+0.6%+2.9%-1.7%+4.3%-0.0%+3.7%+28.3%
2020-0.8%-8.4%-12.0%+9.7%+2.4%+2.3%-0.3%+5.5%-0.9%-1.7%+9.2%+2.4%+5.3%
2019------+0.1%-2.0%+3.3%+0.1%+4.2%+2.2%+7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.09% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+99.57%
Annualized Return
+10.88%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+16.40%
Max Drawdown
+34.09%
Positive Months
61%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.48
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
7.29
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,956.7
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR