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All-World 2

Created byuser-64z8uv

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None Rebalancing

GBP

Moderate Risk

Multi-currency

7.4yr backtest

Performance Summary

Total Return+201.27%

Annualized Return+16.08%

Volatility+17.27%

Sharpe Ratio0.81

Max Drawdown+28.86%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global equity ETF portfolio with core world holdings plus targeted US and global momentum, leveraged S&P 500, and dividend leaders for diversified growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SWDA.LSE iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983	IE00B4L5Y983	Acc	ETF	50.0%	0.2%
IUMF.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	15.0%	0.2%
IWFM.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	15.0%	0.25%
XS2D.LSE Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C • LU0411078552	LU0411078552	Acc	ETF	10.0%	0.6%
TDGB.LSE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594	NL0011683594	Dist	ETF	10.0%	0.38%
Total		Total			100.0%	0.27%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £30,126.53

Histogram of Monthly Returns

The portfolio had a positive return during 54 of the 90 months (60%)

Monthly Returns Heatmap

Best month: +10.8% • Worst month: -9.3% • Best year: 2024 (+27.5%) • Worst year: 2022 (-9.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.1%	+2.3%	-6.3%	+10.8%	+8.1%	+0.1%	-	-	-	-	-	-	+15.1%
2025	+5.6%	-4.1%	-7.8%	-2.5%	+6.9%	+3.0%	+5.8%	-0.4%	+4.2%	+4.6%	-0.7%	+0.0%	+14.5%
2024	+3.0%	+5.7%	+4.5%	-2.8%	+1.6%	+5.5%	-1.3%	-0.4%	+0.8%	+3.0%	+6.4%	-1.0%	+27.5%
2023	+2.8%	-0.4%	-0.5%	+0.7%	-1.1%	+4.7%	+2.3%	-0.4%	-1.0%	-3.2%	+5.8%	+5.5%	+15.8%
2022	-6.9%	-1.4%	+7.1%	-5.3%	-2.2%	-5.9%	+7.0%	+1.5%	-4.4%	+4.4%	+0.3%	-3.2%	-9.8%
2021	-0.1%	+0.0%	+4.0%	+5.5%	-1.7%	+4.0%	+1.4%	+4.3%	-1.9%	+4.3%	+1.3%	+1.9%	+25.4%
2020	+0.9%	-7.7%	-9.3%	+8.5%	+6.4%	+3.4%	-0.2%	+6.5%	-0.0%	-4.2%	+9.2%	+2.4%	+14.8%
2019	-0.5%	+2.7%	+3.5%	+3.5%	-2.0%	+5.7%	+6.1%	-2.8%	+1.1%	-3.1%	+3.6%	+0.5%	+19.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +28.86% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -18.1%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

£495.00

30 payments

Dividend Yield

0.39%

(annualized)

Avg Per Payment

£16.50

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	£51.10	0.19%	2
2025	£82.37	0.35%	4
2024	£76.55	0.37%	4
2023	£79.49	0.49%	4
2022	£65.24	0.41%	4
2021	£49.42	0.32%	4
2020	£42.30	0.35%	4
2019	£48.53	0.43%	4
Total	£495.00	0.39%	30

Detailed Metrics

Returns

Total Return

+201.27%

Annualized Return

+16.08%

Avg Monthly Return

+1.32%

Risk

Volatility (Annual)

+17.27%

Max Drawdown

+28.86%

Positive Months

60%

Average Drawdown

-4.7%

Risk-Adjusted

Sharpe Ratio

0.81

Risk-free rate: 2.0%

Sortino Ratio

0.76

Downside risk adjusted

Return/Volatility

0.93

Calmar Ratio

0.56

Return/Max Drawdown

Ulcer Index

6.19

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£30,126.53

Backtest Period

2019-01-18 to 2026-06-12
7.4 years

Rebalancing

none

Base Currency

GBP