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All World ex-US + US

Created byuser-vo12ny

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None Rebalancing

EUR

Moderate Risk

2.2yr backtest

Performance Summary

Total Return+37.51%

Annualized Return+15.24%

Volatility+13.15%

Sharpe Ratio1.01

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
EXUS.XETRA Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	70.0%	0.15%
SPYL.XETRA State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	30.0%	0.03%
Total		Total			100.0%	0.11%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,751.06

Histogram of Monthly Returns

The portfolio had a positive return during 20 of the 28 months (71%)

Monthly Returns Heatmap

Best month: +6.6% • Worst month: -6.3% • Best year: 2025 (+13.5%) • Worst year: 2024 (+9.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.0%	+3.5%	-6.3%	+6.6%	+4.2%	+0.4%	-	-	-	-	-	-	+10.3%
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

+37.51%

Annualized Return

+15.24%

Avg Monthly Return

+1.19%

Risk

Volatility (Annual)

+13.15%

Max Drawdown

+18.31%

Positive Months

71%

Average Drawdown

-2.4%

Risk-Adjusted

Sharpe Ratio

1.01

Risk-free rate: 2.0%

Sortino Ratio

0.97

Downside risk adjusted

Return/Volatility

1.16

Calmar Ratio

0.83

Return/Max Drawdown

Ulcer Index

3.43

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,751.06

Backtest Period

2024-03-14 to 2026-06-12
2.2 years

Rebalancing

none

Base Currency

EUR