HomePortfoliosALL World IMI EM Tilt

ALL World IMI EM Tilt

ACWI IMI + EM IMI

Optimize
None Rebalancing
EUR
Moderate Risk
8.0yr backtest

Performance Summary

Total Return+124.94%
Annualized Return+10.68%
Volatility+15.62%
Sharpe Ratio0.56
Max Drawdown+34.31%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio with emerging market tilt for broad exposure across developed and emerging markets in EUR.
AssetTypeAllocationTER
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
90.0%0.17%
IBC3.XETRA
iShares Core MSCI Emerging Markets IMI UCITS ETFIE00BD45KH83
ETF
10.0%0.18%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,494.44
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 97 months (63%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -12.3% • Best year: 2019 (+27.2%) • Worst year: 2022 (-12.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.3%-5.6%+1.9%--------+0.3%
2025+3.6%-2.3%-7.2%-4.1%+6.0%+1.3%+4.8%-0.0%+3.0%+4.3%-0.5%+0.4%+8.8%
2024+2.7%+3.5%+3.7%-1.7%+0.9%+4.6%+0.4%-0.7%+1.9%+0.6%+6.4%-0.8%+23.5%
2023+5.0%-0.2%-0.2%-0.5%+2.0%+3.7%+2.6%-1.1%-1.6%-4.0%+5.6%+3.8%+15.9%
2022-4.0%-2.1%+3.7%-2.2%-3.1%-6.1%+8.6%-1.4%-6.2%+3.4%+1.7%-4.7%-12.6%
2021+1.5%+2.7%+5.4%+1.2%-0.3%+4.1%+0.2%+2.8%-1.9%+4.4%-0.2%+3.3%+25.8%
2020-0.2%-8.1%-12.3%+9.8%+1.5%+2.6%+0.1%+5.1%-0.5%-1.8%+9.4%+2.9%+6.5%
2019+7.9%+3.2%+2.2%+3.2%-5.3%+3.8%+3.2%-2.4%+3.2%+0.1%+4.0%+1.7%+27.2%
2018---+3.0%+2.9%-0.6%+2.2%+1.1%+0.5%-5.5%+1.0%-7.5%-3.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.31% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -15.6%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

243.47

16 payments

Dividend Yield

0.20%

(annualized)

Avg Per Payment

15.22

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202611.74
202534.97
202432.16
202330.99
202235.92
202127.25
202024.31
201927.58
201818.55
Total243.47

Detailed Metrics

Returns
Total Return
+124.94%
Annualized Return
+10.68%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+15.62%
Max Drawdown
+34.31%
Positive Months
63%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.50
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
6.92
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,494.44
Backtest Period
2018-04-06 to 2026-04-02
8.0 years
Rebalancing
none
Base Currency
EUR