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ex usa

Created byuser-wxpxbs
None Rebalancing
EUR
Moderate Risk
Multi-currency
1.3yr backtest

Performance Summary

Total Return+16.87%
Annualized Return+12.88%
Volatility+16.40%
Sharpe Ratio0.66
Max Drawdown+21.41%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio focused on US and international markets for balanced long-term growth.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
60.0%0.07%
IXUA.XETRA
iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3
ETF
25.0%0.15%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
15.0%0.18%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,686.58
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 17 months (71%)
Monthly Returns Heatmap
Best month: +9.2% • Worst month: -6.9% • Best year: 2026 (+10.3%) • Worst year: 2025 (+6.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+2.9%-6.2%+9.2%+3.4%-------+10.3%
2025+0.4%-1.9%-6.9%-3.7%+5.7%+0.7%+4.0%+0.9%+2.8%+4.2%-0.2%+0.5%+6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.41% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.4%.

Detailed Metrics

Returns
Total Return
+16.87%
Annualized Return
+12.88%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+16.40%
Max Drawdown
+21.41%
Positive Months
71%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.79
Calmar Ratio
0.60
Return/Max Drawdown
Ulcer Index
5.68
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,686.58
Backtest Period
2025-01-30 to 2026-05-15
1.3 years
Rebalancing
none
Base Currency
EUR