HomePortfoliosAll World ex-US + US + Small Caps

All World ex-US + US + Small Caps

EXUS + SPYL + AVWS

Created byuser-vo12ny
None Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+18.89%
Annualized Return+12.23%
Volatility+13.84%
Sharpe Ratio0.74
Max Drawdown+18.27%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio blending US, international developed, and small-cap value exposure for broad market growth.
AssetTypeAllocationTER
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
70.0%0.15%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
20.0%0.03%
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 €11,889.33
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 19 months (63%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -6.2% • Best year: 2025 (+13.9%) • Worst year: 2024 (+1.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%+4.1%-6.2%+2.2%--------+2.5%
2025+5.1%-0.2%-5.3%-2.4%+5.6%-0.3%+2.5%+1.4%+1.7%+3.3%+0.6%+1.6%+13.9%
2024----------1.3%+5.1%-1.9%+1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.27% • The longest drawdown period lasted for 6 months and was between February 2025 and August 2025. It reached a trough of -18.3%.

Detailed Metrics

Returns
Total Return
+18.89%
Annualized Return
+12.23%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+13.84%
Max Drawdown
+18.27%
Positive Months
63%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.88
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
3.90
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,889.33
Backtest Period
2024-10-01 to 2026-04-02
1.5 years
Rebalancing
none
Base Currency
EUR