HomePortfoliosDickran XTB 16

Dickran XTB 16

Optimize
None Rebalancing
USD
Moderate Risk
Multi-currency
7.4yr backtest

Performance Summary

Total Return+165.69%
Annualized Return+14.04%
Volatility+17.12%
Sharpe Ratio0.70
Max Drawdown+34.70%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with core world equity, targeted value, and small-cap allocations for long-term growth potential.
AssetTypeAllocationTER
ACWD.LSE
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc)IE00B44Z5B48
ETF
75.0%0.12%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
10.0%0.25%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
5.0%0.4%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
5.0%0.3%
WSML.LSE
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
5.0%0.35%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $26,568.98
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 90 months (68%)
Monthly Returns Heatmap
Best month: +12.9% • Worst month: -12.8% • Best year: 2025 (+24.6%) • Worst year: 2022 (-17.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+2.1%-7.9%+11.1%+4.4%-------+12.8%
2025+3.9%-2.0%-3.5%+0.3%+6.3%+4.9%+1.9%+2.4%+3.2%+2.9%+0.4%+1.9%+24.6%
2024+0.3%+3.1%+3.7%-2.9%+2.7%+2.7%+1.9%+1.3%+2.7%-1.8%+3.7%-2.6%+15.4%
2023+7.2%-2.2%+1.4%+1.2%-1.6%+6.5%+4.0%-2.9%-3.7%-4.1%+9.0%+6.1%+21.6%
2022-5.2%-1.1%+2.3%-7.0%-1.1%-8.7%+6.1%-2.8%-8.6%+4.9%+6.2%-2.2%-17.2%
2021+0.9%+3.2%+2.8%+3.9%+1.8%+0.5%+0.3%+2.1%-3.2%+3.8%-2.3%+4.1%+19.0%
2020-1.9%-9.0%-12.8%+9.1%+3.2%+3.5%+4.4%+6.3%-2.7%-2.5%+12.9%+4.9%+13.2%
2019+8.1%+2.5%+0.4%+3.0%-5.8%+6.1%+1.0%-3.9%+3.0%+2.4%+2.9%+3.4%+24.5%
2018------------3.0%-3.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.70% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -25.8%.

Detailed Metrics

Returns
Total Return
+165.69%
Annualized Return
+14.04%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+17.12%
Max Drawdown
+34.70%
Positive Months
68%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
8.32
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$26,568.98
Backtest Period
2018-12-14 to 2026-05-22
7.4 years
Rebalancing
none
Base Currency
USD
Dickran XTB 16 | +14.0% CAGR | ETF Backtest