HomePortfoliosEmerging Markets with Small Caps

Emerging Markets with Small Caps

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Quarterly Rebalancing
EUR
Moderate Risk
7.5yr backtest

Performance Summary

Total Return+109.92%
Annualized Return+10.34%
Volatility+18.37%
Sharpe Ratio0.45
Max Drawdown+33.53%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified emerging markets ETF portfolio for growth, blending broad, small-cap, and ESG-focused equity strategies.
AssetTypeAllocationTER
XMEM.XETRA
Xtrackers MSCI Emerging Markets Swap UCITS ETF 1CLU0292107645
ETF
34.0%0.49%
SPYX.XETRA
State Street SPDR MSCI Emerging Markets Small Cap UCITS ETF USDIE00B48X4842
ETF
33.0%0.55%
JREM.XETRA
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc)IE00BF4G6Z54
ETF
33.0%0.35%
Total100.0%0.46%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,991.86
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 91 months (59%)
Monthly Returns Heatmap
Best month: +13.1% • Worst month: -16.1% • Best year: 2026 (+24.3%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.3%+5.6%-9.3%+13.1%+7.3%-0.4%------+24.3%
2025+1.6%-0.8%-3.1%-3.9%+5.4%+2.9%+3.8%+0.6%+4.9%+5.0%-1.9%+0.1%+15.0%
2024-1.0%+3.1%+2.4%+1.7%-0.6%+5.2%-0.7%-2.0%+4.8%-1.7%+0.6%-0.3%+11.7%
2023+6.2%-3.2%-0.1%-2.5%+1.8%+2.8%+4.8%-3.3%-0.1%-4.5%+5.3%+2.5%+9.2%
2022-0.3%-3.7%+0.2%-0.3%-2.6%-5.1%+2.9%+2.0%-8.3%-2.9%+8.7%-4.3%-13.8%
2021+3.9%+2.4%+2.8%+0.1%+1.1%+4.0%-4.5%+1.8%-1.1%+0.6%-1.5%+1.4%+11.2%
2020-5.1%-5.0%-16.1%+9.1%-0.2%+7.0%+2.5%+2.3%+1.5%+1.4%+8.5%+4.7%+8.0%
2019+8.6%-0.2%+2.7%+1.6%-5.7%+3.1%+0.8%-3.8%+3.2%+1.2%+1.5%+5.8%+19.6%
2018------------2.7%-2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.53% • The longest drawdown period lasted for 2 years and 7 months and was between November 2021 and June 2024. It reached a trough of -21.1%.

Detailed Metrics

Returns
Total Return
+109.92%
Annualized Return
+10.34%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+18.37%
Max Drawdown
+33.53%
Positive Months
59%
Average Drawdown
-7.4%
Risk-Adjusted
Sharpe Ratio
0.45
Risk-free rate: 2.0%
Sortino Ratio
0.42
Downside risk adjusted
Return/Volatility
0.56
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
9.07
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,991.86
Backtest Period
2018-12-13 to 2026-06-26
7.5 years
Rebalancing
quarterly
Base Currency
EUR
Emerging Markets with Small Caps | ETF Backtest