HomePortfoliosEurope-Focused 60/40 Portfolio

Europe-Focused 60/40 Portfolio

The Europe-Focused 60/40 Portfolio blends 60% European equities with 40% Eurozone government bonds, creating a balanced foundation for investors who want to grow wealth while managing volatility. It’s designed for euro-based investors who prefer staying close to home, benefiting from familiar markets and currency alignment. This mix provides equity-driven upside during expansions and bond-backed stability in downturns, a time-tested strategy for steady, moderate returns through Europe’s economic cycles.

Optimize
Annual Rebalancing
EUR
Moderate Risk
18.7yr backtest

Performance Summary

Total Return+138.16%
Annualized Return+4.74%
Volatility+11.03%
Sharpe Ratio0.25
Max Drawdown+34.27%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%
Holdings Details
A classic 60/40 mix focused on Europe, combining regional equities and government bonds for balanced, euro-based growth and stability.
AssetTypeAllocationTER
DBXA.XETRA
Xtrackers MSCI Europe UCITS ETF 1CLU0274209237
ETF
60.0%0.12%
DBXN.XETRA
Xtrackers II Eurozone Government Bond UCITS ETF 1CLU0290355717
ETF
40.0%0.07%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,815.56
Histogram of Monthly Returns
The portfolio had a positive return during 138 of the 226 months (61%)
Monthly Returns Heatmap
Best month: +8.5% • Worst month: -9.0% • Best year: 2009 (+19.8%) • Worst year: 2008 (-22.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.9%-5.8%+3.4%--------+2.5%
2025+4.3%+2.5%-3.1%+0.2%+3.2%-1.0%+0.4%+0.5%+1.2%+2.1%+0.4%+1.5%+12.5%
2024+0.6%+0.7%+2.9%-1.0%+2.0%-0.5%+1.4%+1.2%+0.2%-2.4%+1.6%-1.2%+5.5%
2023+4.6%+0.0%+0.9%+1.6%-1.3%+1.3%+1.1%-1.3%-2.0%-2.0%+5.1%+3.8%+12.2%
2022-2.5%-2.6%-0.5%-1.9%-1.0%-5.5%+6.3%-5.1%-5.3%+3.7%+5.3%-3.4%-12.9%
2021-1.2%+0.9%+3.9%+1.0%+1.7%+1.3%+1.8%+1.1%-2.3%+2.8%-1.1%+3.3%+13.7%
2020-0.3%-4.9%-9.0%+3.3%+1.8%+2.2%-0.4%+1.3%-0.2%-2.3%+7.5%+1.9%-0.0%
2019+4.5%+2.3%+2.0%+2.5%-2.7%+3.6%+0.8%+0.1%+2.1%+0.1%+1.4%+1.4%+19.3%
2018+0.7%-2.2%-0.6%+2.5%-0.5%+0.0%+1.8%-1.6%+0.2%-3.1%-0.3%-3.1%-6.2%
2017-1.1%+2.2%+1.9%+1.2%+1.3%-1.7%-0.1%-0.3%+2.3%+1.3%-1.1%+0.3%+6.2%
2016-1.6%-0.8%+1.0%+0.7%+1.9%-1.7%+2.4%+0.3%+0.2%-1.5%+0.1%+3.6%+4.4%
2015+6.8%+4.7%+1.4%-0.3%+0.3%-3.9%+3.5%-5.9%-2.3%+5.7%+1.6%-3.3%+7.6%
2014+1.2%+3.0%-0.2%+1.6%+1.8%+0.3%-0.5%+1.9%+0.2%-0.9%+2.4%-0.6%+10.7%
2013+1.6%+0.6%+1.1%+2.3%+0.4%-3.7%+3.6%-0.7%+3.1%+2.9%+0.7%+0.3%+12.6%
2012+3.1%+3.1%-0.1%-1.0%-3.2%+2.7%+3.3%+1.3%+1.0%+0.6%+1.9%+1.1%+14.6%
2011+0.3%+1.3%-2.3%+2.2%+0.2%-1.8%-1.5%-4.8%-2.1%+3.6%-1.7%+2.6%-4.3%
2010-1.3%+0.4%+4.6%-1.0%-2.2%-0.6%+3.3%+0.4%+1.4%+1.3%-2.0%+3.7%+8.0%
2009-2.9%-5.0%+1.5%+8.5%+3.6%-1.6%+6.4%+3.1%+2.1%-1.2%+0.7%+3.6%+19.8%
2008-6.4%-0.3%-2.2%+3.5%-0.2%-6.8%+0.5%+1.4%-5.7%-6.4%-1.6%-0.9%-22.8%
2007-------2.9%+0.9%-0.1%+1.8%-1.8%-1.1%-3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.27% • The longest drawdown period lasted for 4 years and 8 months and was between July 2007 and March 2012. It reached a trough of -34.3%.

Detailed Metrics

Returns
Total Return
+138.16%
Annualized Return
+4.74%
Avg Monthly Return
+0.42%
Risk
Volatility (Annual)
+11.03%
Max Drawdown
+34.27%
Positive Months
61%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.25
Risk-free rate: 2.0%
Sortino Ratio
0.23
Downside risk adjusted
Return/Volatility
0.43
Calmar Ratio
0.14
Return/Max Drawdown
Ulcer Index
8.27
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,815.56
Backtest Period
2007-07-17 to 2026-04-10
18.7 years
Rebalancing
annual
Base Currency
EUR