HomePortfoliosAll World ex-US + US v2

All World ex-US + US v2

EXUS + SPYL

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

Performance Summary

Total Return+26.15%
Annualized Return+12.00%
Volatility+13.18%
Sharpe Ratio0.76
Max Drawdown+18.31%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending 70% ex-US and 30% US large-cap ETFs for a diversified, core international stock allocation.
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
30.0%0.03%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,615.07
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 26 months (69%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -6.3% • Best year: 2025 (+13.5%) • Worst year: 2026 (+1.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+3.4%-6.3%+2.2%--------+1.2%
2025+5.0%-0.2%-5.6%-2.3%+5.6%-0.2%+2.9%+0.7%+2.0%+3.7%+0.2%+1.4%+13.5%
2024--+2.9%-1.9%+1.8%+2.1%+1.0%+0.4%+0.9%-1.1%+5.0%-1.4%+9.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.31% • 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
+26.15%
Annualized Return
+12.00%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+13.18%
Max Drawdown
+18.31%
Positive Months
69%
Average Drawdown
-2.6%
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
3.56
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,615.07
Backtest Period
2024-03-14 to 2026-04-02
2.1 years
Rebalancing
none
Base Currency
EUR