HomePortfoliosAll World ex-US + US + Small Caps v3

All World ex-US + US + Small Caps v3

EXUS + SPYL + USSC

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

Performance Summary

Total Return+32.69%
Annualized Return+14.48%
Volatility+13.46%
Sharpe Ratio0.93
Max Drawdown+18.84%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio blending global ex-US, US large-cap, and US small-cap equities for broad international market exposure and 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%
USSC.LSE
State Street SPDR MSCI USA Small Cap Value Weighted UCITS ETF USD • IE00BSPLC413
ETF
10.0%0.3%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,269.27
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 26 months (69%)
Monthly Returns Heatmap
Best month: +7.3% • Worst month: -6.2% • Best year: 2025 (+13.2%) • Worst year: 2026 (+7.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+4.0%-6.2%+7.3%--------+7.1%
2025+5.1%-0.4%-5.6%-2.7%+5.5%-0.3%+2.7%+1.4%+1.8%+3.4%+0.6%+1.5%+13.2%
2024--+3.3%-2.2%+1.8%+1.3%+2.0%+0.1%+0.9%-1.1%+5.3%-2.0%+9.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.84% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -18.8%.

Detailed Metrics

Returns
Total Return
+32.69%
Annualized Return
+14.48%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+13.46%
Max Drawdown
+18.84%
Positive Months
69%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
3.69
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,269.27
Backtest Period
2024-03-14 to 2026-04-17
2.1 years
Rebalancing
none
Base Currency
EUR