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Dream Team

A portfolio for all economic cycles. For increased resilence World Small Cap should be replaced with World Small Cap Value, and Commodities with Managed Futures.

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
10.2yr backtest

Performance Summary

Total Return+172.01%
Annualized Return+10.32%
Volatility+10.37%
Sharpe Ratio0.80
Max Drawdown+26.44%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Precious Metals 15.0%Commodities 15.0%
Holdings Details
A resilient ETF portfolio diversified across global equities, commodities, and gold, designed to perform through all economic cycles.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
15.0%0.2%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
15.0%0%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE)DE000A0H0728
ETF
15.0%0.46%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
10.0%0.25%
SXRJ.XETRA
iShares MSCI EMU Small Cap UCITS ETF (Acc)IE00B3VWMM18
ETF
10.0%0.58%
HLTW.PA
Amundi MSCI World Health Care UCITS ETF EUR AccLU0533033238
ETF
10.0%0.3%
XDWS.XETRA
Xtrackers MSCI World Consumer Staples UCITS ETF 1CIE00BM67HN09
ETF
10.0%0.25%
XDWU.XETRA
Xtrackers MSCI World Utilities UCITS ETF 1CIE00BM67HQ30
ETF
5.0%0.25%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
5.0%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
5.0%0.18%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,200.75
Histogram of Monthly Returns
The portfolio had a positive return during 84 of the 123 months (68%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -9.3% • Best year: 2021 (+25.8%) • Worst year: 2018 (-4.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.1%+4.4%-2.3%+3.4%+2.3%-------+13.5%
2025+4.9%+0.8%-1.8%-3.7%+2.1%-1.0%+2.5%+0.8%+3.1%+3.9%+2.7%+0.7%+15.5%
2024+1.8%+1.0%+4.7%+0.7%+0.8%+1.0%+0.8%+0.0%+1.5%+0.7%+3.4%-1.5%+15.8%
2023+2.4%-0.6%+0.0%+0.1%-0.6%+1.2%+2.7%-0.5%-0.8%-1.5%+1.8%+1.9%+6.0%
2022+0.1%+1.3%+5.1%+2.7%-1.2%-5.8%+5.6%-0.9%-4.7%+3.0%+1.4%-3.6%+2.2%
2021+1.8%+1.8%+5.0%+1.4%+1.9%+1.9%+1.5%+1.6%+0.3%+3.2%-1.3%+4.3%+25.8%
2020-0.7%-6.6%-9.3%+6.6%+1.3%+0.9%+0.4%+2.6%-1.2%-1.8%+5.3%+2.0%-1.6%
2019+6.2%+2.3%+1.9%+1.2%-3.3%+3.5%+2.4%+0.1%+2.0%+0.0%+2.1%+2.1%+22.3%
2018+0.1%-1.9%-1.9%+3.6%+2.4%-1.0%+1.0%-0.2%+0.8%-2.5%+0.5%-5.5%-4.8%
2017-0.5%+4.5%-0.1%-0.6%-1.2%-1.8%-0.8%+0.0%+1.8%+2.3%-0.8%+1.1%+3.8%
2016---1.6%+2.1%+2.4%+1.6%+1.6%-1.0%+0.7%-0.0%+1.7%+2.7%+10.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.44% • The longest drawdown period lasted for 1 year and 5 months and was between August 2022 and February 2024. It reached a trough of -8.7%.

Detailed Metrics

Returns
Total Return
+172.01%
Annualized Return
+10.32%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+10.37%
Max Drawdown
+26.44%
Positive Months
68%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
4.63
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,200.75
Backtest Period
2016-03-22 to 2026-05-29
10.2 years
Rebalancing
annual
Base Currency
EUR