HomePortfoliosACWD SPDR MSCI All Country World UCITS

ACWD SPDR MSCI All Country World UCITS

Vanguard FTSE Developed Markets ETF

None Rebalancing
USD
Moderate Risk
14.8yr backtest

Performance Summary

Total Return+350.47%
Annualized Return+10.69%
Volatility+16.10%
Sharpe Ratio0.54
Max Drawdown+33.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity portfolio investing 100% in developed markets through a single, low-cost ETF for broad exposure.
AssetTypeAllocationTER
ACWD.LSE
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc)IE00B44Z5B48
ETF
100.0%0.12%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $45,047.31
Histogram of Monthly Returns
The portfolio had a positive return during 116 of the 178 months (65%)
Monthly Returns Heatmap
Best month: +11.9% • Worst month: -11.5% • Best year: 2019 (+25.8%) • Worst year: 2022 (-18.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+1.3%-7.8%+10.7%+5.4%-------+11.5%
2025+3.7%-2.1%-3.9%+0.7%+6.4%+4.7%+2.0%+1.9%+3.3%+2.7%+0.0%+1.7%+22.8%
2024+0.9%+3.4%+3.4%-2.7%+2.5%+3.7%+1.1%+1.8%+2.8%-1.6%+3.6%-2.0%+17.8%
2023+6.8%-2.3%+2.5%+1.4%-1.1%+6.2%+3.6%-2.7%-4.0%-3.6%+9.2%+5.4%+22.3%
2022-5.8%-1.6%+2.9%-7.3%-1.6%-8.3%+6.4%-2.9%-8.4%+4.5%+5.8%-2.2%-18.4%
2021+0.0%+2.5%+2.4%+4.2%+1.7%+1.1%+0.9%+2.3%-3.6%+4.4%-1.9%+3.8%+18.8%
2020-1.0%-8.8%-11.5%+9.0%+3.4%+3.7%+5.1%+6.7%-2.9%-2.9%+11.9%+4.9%+15.9%
2019+7.6%+2.7%+0.9%+3.2%-5.3%+6.0%+1.1%-3.5%+2.6%+2.3%+3.0%+3.1%+25.8%
2018+4.9%-3.5%-3.0%+1.9%-0.4%-0.2%+2.5%+0.5%+0.9%-7.8%+1.1%-6.3%-9.9%
2017+2.1%+3.3%+1.2%+1.2%+2.0%+0.4%+2.9%+0.2%+2.0%+2.3%+1.9%+2.4%+24.1%
2016-7.0%+1.0%+7.0%+1.0%+0.5%-0.8%+4.7%+0.2%+1.0%-1.8%+1.0%+2.3%+8.9%
2015-2.6%+5.5%-1.4%+3.2%-0.8%-2.4%+1.2%-6.5%-4.3%+8.5%-1.0%-1.4%-2.9%
2014-4.5%+5.1%-0.1%+1.5%+2.0%+1.9%-1.5%+2.1%-2.5%+0.5%+1.8%-1.3%+4.8%
2013+4.5%-2.0%+3.4%+2.5%+0.5%-3.2%+4.6%-2.5%+5.2%+4.3%+1.6%+1.3%+21.6%
2012+6.0%+5.3%+0.3%-3.9%-4.8%-0.3%+1.5%+6.7%+3.8%-2.2%-0.8%+5.1%+17.2%
2011--------9.0%-2.8%+7.0%-1.7%-1.8%-8.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.64% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -26.2%.

Detailed Metrics

Returns
Total Return
+350.47%
Annualized Return
+10.69%
Avg Monthly Return
+0.93%
Risk
Volatility (Annual)
+16.10%
Max Drawdown
+33.64%
Positive Months
65%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
7.25
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$45,047.31
Backtest Period
2011-08-03 to 2026-05-29
14.8 years
Rebalancing
none
Base Currency
USD