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EU Golden Ratio

Optimize FIRE Projection
Annual Rebalancing
EUR
Low Risk
11.5yr backtest

Performance Summary

Total Return+106.01%
Annualized Return+6.46%
Volatility+8.11%
Sharpe Ratio0.55
Max Drawdown+21.05%

Holdings

Asset Allocation

Asset Class

Equity 42.0%Bonds 26.0%Precious Metals 16.0%Commodities 10.0%Money Market 6.0%
Holdings Details
Diversified ETF portfolio blending global stocks, European small caps, bonds, gold, and commodities for balanced growth across asset classes.
AssetTypeAllocationTER
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF AccLU1650489385
ETF
26.0%0.15%
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
21.0%0.2%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
21.0%0.3%
PHAU.AS
WisdomTree Physical Gold EURJE00B1VS3770
ETF
16.0%0.39%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE)DE000A0H0728
ETF
10.0%0.46%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
6.0%0.1%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,601.42
Histogram of Monthly Returns
The portfolio had a positive return during 94 of the 140 months (67%)
Monthly Returns Heatmap
Best month: +5.4% • Worst month: -9.0% • Best year: 2019 (+19.3%) • Worst year: 2022 (-9.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+2.4%-4.3%+3.3%+2.2%-2.5%+0.9%+2.8%+0.2%---+9.6%
2025+3.6%+0.8%-1.7%-0.6%+2.6%-0.3%+1.9%+0.1%+3.1%+3.0%+1.2%+0.9%+15.4%
2024+0.5%+0.1%+3.8%+0.4%+1.3%+0.3%+1.6%-0.1%+2.1%+0.2%+2.7%-0.7%+13.0%
2023+4.2%-0.8%+0.4%+0.0%+0.1%+0.5%+2.0%-0.5%-2.0%-0.7%+3.4%+3.4%+10.3%
2022-0.9%-0.1%+1.9%-0.1%-2.1%-5.4%+5.4%-3.1%-5.0%+1.6%+2.7%-3.7%-9.1%
2021+0.5%+1.3%+3.2%+1.3%+1.8%+0.2%+2.1%+1.3%-0.9%+1.9%-0.7%+2.3%+15.3%
2020+0.2%-3.7%-9.0%+4.5%+1.2%+1.8%+1.3%+1.9%-0.6%-0.6%+4.1%+2.4%+2.7%
2019+4.9%+1.6%+1.5%+1.6%-2.4%+3.2%+1.8%+1.4%+1.1%+0.4%+0.9%+2.0%+19.3%
2018+0.2%-1.0%-0.8%+2.2%+0.7%-0.9%+0.1%-0.7%+0.0%-2.1%-0.3%-2.8%-5.3%
2017-0.9%+2.9%+0.1%+0.4%-0.8%-2.0%+0.1%+0.4%+1.2%+1.7%-0.8%+1.1%+3.2%
2016-1.8%+2.0%+0.5%+1.3%+1.5%+0.5%+1.8%-0.4%+0.5%-0.8%+0.3%+2.2%+7.7%
2015-+1.9%+1.7%-1.3%+0.5%-3.3%+0.2%-3.8%-1.3%+4.4%+0.9%-3.2%-3.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.05% • The longest drawdown period lasted for 1 year and 10 months and was between April 2015 and February 2017. It reached a trough of -14.5%.
When could this portfolio get you to financial independence?

EU Golden Ratio returned +6.46% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+106.01%
Annualized Return
+6.46%
Avg Monthly Return
+0.54%
Risk
Volatility (Annual)
+8.11%
Max Drawdown
+21.05%
Positive Months
67%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
4.85
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,601.42
Backtest Period
2015-02-19 to 2026-09-04
11.5 years
Rebalancing
annual
Base Currency
EUR