HomePortfoliosAll World ex-US + US + Small Caps

All World ex-US + US + Small Caps

Created byuser-vo12ny
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None Rebalancing
EUR
Moderate Risk
2.2yr backtest

Performance Summary

Total Return+37.16%
Annualized Return+15.40%
Volatility+13.36%
Sharpe Ratio1.00
Max Drawdown+18.97%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio: 60% ex-US developed markets, 30% US S&P 500, 10% world small caps for diversified growth.
AssetTypeAllocationTER
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
60.0%0.15%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
30.0%0.03%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,716.12
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 27 months (70%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -6.2% • Best year: 2025 (+12.5%) • Worst year: 2026 (+10.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+3.5%-6.2%+6.8%+4.3%-------+10.4%
2025+5.0%-0.8%-5.9%-2.6%+5.7%+0.0%+3.1%+0.8%+1.9%+3.6%+0.3%+1.3%+12.5%
2024--+3.1%-2.1%+1.7%+2.1%+1.4%+0.1%+1.0%-0.8%+5.6%-1.7%+10.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.97% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -19.0%.

Detailed Metrics

Returns
Total Return
+37.16%
Annualized Return
+15.40%
Avg Monthly Return
+1.23%
Risk
Volatility (Annual)
+13.36%
Max Drawdown
+18.97%
Positive Months
70%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.00
Risk-free rate: 2.0%
Sortino Ratio
0.95
Downside risk adjusted
Return/Volatility
1.15
Calmar Ratio
0.81
Return/Max Drawdown
Ulcer Index
3.68
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,716.12
Backtest Period
2024-03-14 to 2026-05-29
2.2 years
Rebalancing
none
Base Currency
EUR