HomePortfoliosAll World ex-US + US

All World ex-US + US

EXUS + SPYL

Created byuser-vo12ny
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None Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+26.60%
Annualized Return+12.19%
Volatility+13.12%
Sharpe Ratio0.78
Max Drawdown+17.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 80% ex-US and 20% US ETF allocation for broad, diversified international market exposure and growth potential.
AssetTypeAllocationTER
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
80.0%0.15%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
20.0%0.03%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,659.82
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 26 months (73%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -6.6% • Best year: 2025 (+14.9%) • Worst year: 2026 (+1.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+3.9%-6.6%+2.3%--------+1.8%
2025+5.2%+0.3%-5.0%-1.9%+5.5%-0.4%+2.4%+1.0%+1.9%+3.5%+0.3%+1.7%+14.9%
2024--+3.0%-1.9%+1.9%+1.4%+1.2%+0.6%+0.8%-1.6%+4.4%-1.4%+8.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.62% • The longest drawdown period lasted for 5 months and was between February 2025 and August 2025. It reached a trough of -17.6%.

Detailed Metrics

Returns
Total Return
+26.60%
Annualized Return
+12.19%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+13.12%
Max Drawdown
+17.62%
Positive Months
73%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.93
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
3.30
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,659.82
Backtest Period
2024-03-14 to 2026-04-02
2.1 years
Rebalancing
none
Base Currency
EUR