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Dream Team Base

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

Performance Summary

Total Return+179.70%
Annualized Return+10.61%
Volatility+13.16%
Sharpe Ratio0.65
Max Drawdown+34.19%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting growth across developed, emerging, and sector-specific markets like healthcare and energy.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
26.0%0.2%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
13.0%0.25%
SXRJ.XETRA
iShares MSCI EMU Small Cap UCITS ETF (Acc)IE00B3VWMM18
ETF
13.0%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
10.0%0.25%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
10.0%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
8.0%0.18%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,969.84
Histogram of Monthly Returns
The portfolio had a positive return during 76 of the 124 months (61%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -12.4% • Best year: 2021 (+28.2%) • Worst year: 2018 (-6.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+5.2%-3.5%+5.1%+3.8%+0.4%------+14.9%
2025+4.3%+0.4%-3.7%-4.0%+3.8%-0.1%+2.9%+0.7%+1.5%+3.5%+1.7%-0.0%+11.0%
2024+1.7%+1.6%+4.5%-0.6%+1.2%+1.2%+1.7%-0.2%+0.7%-0.4%+4.6%-2.5%+14.1%
2023+3.3%+0.2%-0.8%+0.8%-1.1%+2.9%+2.7%-1.0%-1.0%-3.7%+4.0%+3.2%+9.5%
2022-1.3%-0.7%+4.3%+0.7%-0.3%-7.1%+7.2%-0.8%-6.2%+6.0%+1.6%-4.1%-1.8%
2021+1.5%+3.1%+6.5%+0.5%+1.1%+2.9%+0.5%+2.3%-0.6%+3.9%-1.1%+4.8%+28.2%
2020-0.7%-8.8%-12.4%+8.4%+1.7%+0.6%-1.2%+3.4%-1.1%-2.8%+10.1%+2.1%-2.8%
2019+7.3%+3.1%+2.4%+2.1%-4.7%+3.6%+2.4%-1.6%+3.5%-0.2%+3.4%+2.0%+25.2%
2018+0.2%-2.8%-2.0%+4.3%+1.8%+0.3%+2.2%-0.0%+0.9%-4.6%+0.7%-7.1%-6.3%
2017-0.9%+4.8%+0.9%-0.3%-0.4%-1.5%-0.5%-0.4%+2.8%+2.7%-0.3%+1.2%+8.0%
2016---1.0%+1.0%+3.0%-0.1%+3.2%-0.6%+0.7%-0.1%+2.8%+3.5%+13.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.19% • The longest drawdown period lasted for 1 year and was between February 2020 and March 2021. It reached a trough of -34.2%.

Detailed Metrics

Returns
Total Return
+179.70%
Annualized Return
+10.61%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+13.16%
Max Drawdown
+34.19%
Positive Months
61%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
5.60
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,969.84
Backtest Period
2016-03-22 to 2026-06-05
10.2 years
Rebalancing
annual
Base Currency
EUR
Dream Team Base | +10.6% CAGR | ETF Backtest