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EXUS

Created byuser-ph4mlt
None Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+27.49%
Annualized Return+12.57%
Volatility+13.27%
Sharpe Ratio0.80
Max Drawdown+16.21%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in global markets outside the USA with this ETF portfolio for diversified international equity exposure and growth.
AssetTypeAllocationTER
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
100.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,749.34
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 26 months (69%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -7.3% • Best year: 2025 (+17.8%) • Worst year: 2026 (+2.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+5.0%-7.3%+2.4%--------+2.9%
2025+5.6%+1.4%-4.0%-1.0%+5.1%-0.9%+1.5%+1.6%+1.6%+3.2%+0.5%+2.2%+17.8%
2024--+3.0%-1.8%+2.1%-0.0%+1.6%+0.9%+0.5%-2.7%+3.4%-1.6%+5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.21% • The longest drawdown period lasted for 5 months and was between February 2025 and August 2025. It reached a trough of -16.2%.

Detailed Metrics

Returns
Total Return
+27.49%
Annualized Return
+12.57%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+13.27%
Max Drawdown
+16.21%
Positive Months
69%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
2.89
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,749.34
Backtest Period
2024-03-14 to 2026-04-02
2.1 years
Rebalancing
none
Base Currency
EUR