HomePortfoliosFactors iwmo iwqu

Factors iwmo iwqu

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
11.7yr backtest

Performance Summary

Total Return+379.00%
Annualized Return+14.38%
Volatility+16.78%
Sharpe Ratio0.74
Max Drawdown+32.20%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending quality and momentum factor ETFs for diversified, strategic market exposure and growth potential.
AssetTypeAllocationTER
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
50.0%0.25%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
50.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €47,900.26
Histogram of Monthly Returns
The portfolio had a positive return during 95 of the 141 months (67%)
Monthly Returns Heatmap
Best month: +11.7% • Worst month: -9.0% • Best year: 2024 (+31.5%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+2.3%-6.7%+11.7%+6.3%+4.8%------+20.1%
2025+4.3%-2.0%-8.5%-2.7%+5.9%-0.6%+2.3%+0.7%+3.1%+2.2%+0.1%+0.6%+4.7%
2024+5.7%+6.9%+4.2%-2.6%+2.8%+5.2%-1.9%+0.6%+0.5%+1.1%+6.7%-1.0%+31.5%
2023+1.6%+0.3%-0.2%+0.5%+0.4%+4.1%+2.1%+0.2%-2.0%-1.9%+5.8%+3.6%+15.2%
2022-6.9%-1.7%+6.1%-4.2%-4.4%-5.7%+8.2%-0.8%-5.2%+6.0%-0.1%-4.3%-13.5%
2021+0.4%+1.5%+4.8%+3.3%-1.0%+4.2%+2.3%+3.5%-2.6%+6.7%-0.1%+1.9%+27.8%
2020+3.6%-9.0%-7.4%+7.8%+3.1%+2.0%+0.0%+7.5%-1.7%-2.8%+6.0%+3.5%+11.6%
2019+6.3%+5.6%+2.9%+3.4%-3.5%+3.8%+4.4%-1.9%+2.0%-0.3%+4.5%+0.8%+31.1%
2018+0.7%+0.2%-3.8%+4.6%+4.7%+0.5%+1.3%+2.9%+1.2%-6.6%+0.4%-6.9%-1.5%
2017+0.0%+5.6%+0.2%-0.1%+0.1%-1.7%-0.8%+0.0%+3.2%+5.1%-0.2%+1.3%+13.2%
2016-6.0%+1.6%+0.8%+0.6%+2.6%+1.1%+3.4%-2.2%+0.5%-1.6%+5.2%+2.1%+7.9%
2015+7.0%+5.3%+3.3%-2.5%+2.8%-2.4%+3.4%-8.6%-3.8%+10.4%+3.6%-3.4%+14.2%
2014---------+6.9%+3.9%+2.0%+13.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.20% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -20.3%.

Detailed Metrics

Returns
Total Return
+379.00%
Annualized Return
+14.38%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+16.78%
Max Drawdown
+32.20%
Positive Months
67%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
7.09
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
47,900.26
Backtest Period
2014-10-20 to 2026-06-19
11.7 years
Rebalancing
annual
Base Currency
EUR
Factors iwmo iwqu | +14.4% CAGR | ETF Backtest