HomePortfoliosAll World ex-US + US + Small Caps v2

All World ex-US + US + Small Caps v2

SPYI + EXUS + IUSN

Optimize
None Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+26.34%
Annualized Return+12.08%
Volatility+13.28%
Sharpe Ratio0.76
Max Drawdown+18.29%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity portfolio blending US large-cap, international developed, and worldwide small-cap ETFs for broad market exposure.
AssetTypeAllocationTER
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
70.0%0.15%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)IE000XZSV718
ETF
20.0%0.03%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €12,634.27
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 26 months (69%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -6.5% • Best year: 2025 (+13.9%) • Worst year: 2026 (+1.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+3.8%-6.5%+2.3%--------+1.9%
2025+5.1%-0.3%-5.4%-2.2%+5.5%-0.3%+2.7%+1.1%+1.8%+3.5%+0.4%+1.5%+13.9%
2024--+3.1%-2.1%+1.8%+1.4%+1.6%+0.3%+0.9%-1.3%+5.0%-1.8%+8.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.29% • 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
+26.34%
Annualized Return
+12.08%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+13.28%
Max Drawdown
+18.29%
Positive Months
69%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.66
Return/Max Drawdown
Ulcer Index
3.52
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
12,634.27
Backtest Period
2024-03-14 to 2026-04-02
2.1 years
Rebalancing
none
Base Currency
EUR