HomePortfoliosAll World ex-US + US

All World ex-US + US

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

Performance Summary

Total Return+33.74%
Annualized Return+14.35%
Volatility+13.24%
Sharpe Ratio0.93
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 €13,374.06
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 27 months (70%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -6.3% • Best year: 2025 (+13.5%) • Worst year: 2026 (+7.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+3.5%-6.3%+6.6%+1.7%-------+7.3%
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
+33.74%
Annualized Return
+14.35%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+13.24%
Max Drawdown
+18.31%
Positive Months
70%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
3.48
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,374.06
Backtest Period
2024-03-14 to 2026-05-15
2.2 years
Rebalancing
none
Base Currency
EUR