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Europe All-Equity Portfolio

The Europe All-Equity Portfolio is a straightforward, growth-focused strategy built for investors who believe in Europe’s long-term potential. By holding the STOXX Europe 600 through a single ETF, it offers broad diversification across sectors and countries, from Germany’s industrial giants to France’s luxury leaders. With full equity exposure, it’s designed for investors comfortable with market ups and downs in pursuit of higher returns, especially those seeking to invest close to home in euros without currency risk.

None Rebalancing
EUR
Moderate Risk
17.2yr backtest

Performance Summary

Total Return+441.64%
Annualized Return+10.31%
Volatility+17.35%
Sharpe Ratio0.48
Max Drawdown+36.05%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
One ETF capturing 600 of Europe’s top companies for long-term growth with home-market simplicity.
AssetTypeAllocationTER
XSX6.XETRA
Xtrackers STOXX Europe 600 UCITS ETF 1CLU0328475792
ETF
100.0%0.2%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €54,163.81
Histogram of Monthly Returns
The portfolio had a positive return during 128 of the 208 months (62%)
Monthly Returns Heatmap
Best month: +14.1% • Worst month: -14.6% • Best year: 2009 (+40.8%) • Worst year: 2018 (-11.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+3.7%-7.5%+5.5%--------+4.5%
2025+7.0%+3.5%-3.8%-0.8%+5.1%-1.2%+1.0%+0.9%+1.5%+2.6%+0.9%+2.9%+20.9%
2024+1.6%+1.9%+4.1%-0.9%+3.4%-1.1%+1.4%+1.6%-0.4%-3.1%+1.0%-1.0%+8.4%
2023+6.4%+1.8%-0.2%+2.2%-2.4%+2.5%+2.3%-2.5%-1.7%-3.5%+6.5%+3.8%+15.5%
2022-4.1%-3.6%+1.1%-0.5%-0.9%-8.2%+7.9%-5.1%-6.6%+6.4%+7.1%-3.0%-10.6%
2021-1.6%+2.7%+6.4%+2.0%+2.8%+1.5%+2.1%+2.3%-3.3%+4.7%-2.5%+5.9%+24.9%
2020-1.7%-8.3%-14.6%+6.4%+3.4%+2.9%-1.0%+3.2%-1.4%-5.1%+14.1%+3.2%-1.8%
2019+6.9%+4.1%+2.3%+3.6%-4.7%+4.4%+0.2%-1.1%+3.5%+1.4%+2.8%+2.6%+28.7%
2018+1.5%-3.9%-1.9%+4.4%+0.3%-0.6%+3.4%-2.4%+0.3%-5.6%-0.9%-6.0%-11.3%
2017-0.3%+3.0%+3.4%+1.9%+1.5%-2.4%-0.2%-0.8%+3.9%+1.4%-1.7%+0.9%+10.9%
2016-7.0%-2.1%+1.4%+1.7%+3.0%-5.2%+4.0%+0.6%+0.1%-1.2%+1.3%+5.7%+1.4%
2015+7.5%+7.0%+1.6%+0.1%+1.7%-4.4%+4.0%-8.3%-4.3%+8.5%+2.6%-4.6%+10.4%
2014-1.2%+5.1%-0.9%+1.7%+2.7%-0.5%-1.8%+2.1%+0.6%-1.9%+3.4%-1.6%+7.7%
2013+3.1%+1.0%+1.7%+1.7%+2.1%-5.2%+5.1%-0.5%+4.7%+3.8%+1.1%+0.7%+20.6%
2012+4.4%+4.1%-0.0%-1.7%-6.0%+5.2%+4.2%+2.0%+0.9%+0.9%+2.0%+1.3%+18.3%
2011+0.8%+2.4%-3.4%+3.5%-0.2%-3.7%-1.9%-10.2%-4.5%+7.5%-1.0%+1.6%-9.6%
2010-2.1%-0.3%+7.4%-1.0%-4.9%-0.6%+5.0%-1.3%+3.4%+2.5%-1.6%+6.6%+12.9%
2009+3.0%-8.7%+3.6%+13.2%+4.3%+0.5%+8.0%+5.8%+2.5%-2.8%+1.2%+5.9%+40.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +36.05% • The longest drawdown period lasted for 2 years and was between April 2015 and April 2017. It reached a trough of -25.3%.

Detailed Metrics

Returns
Total Return
+441.64%
Annualized Return
+10.31%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+17.35%
Max Drawdown
+36.05%
Positive Months
62%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.48
Risk-free rate: 2.0%
Sortino Ratio
0.44
Downside risk adjusted
Return/Volatility
0.59
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
7.80
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
54,163.81
Backtest Period
2009-01-20 to 2026-04-10
17.2 years
Rebalancing
none
Base Currency
EUR