HomePortfoliosGlobal All-Cap Equity Portfolio

Global All-Cap Equity Portfolio

The Global All-Cap Equity Portfolio combines two core building blocks. Developed markets through the iShares MSCI World ETF and emerging markets via the iShares MSCI EM IMI ETF. Together they cover large, mid, and small-cap companies across both advanced and fast-growing economies. The result is a globally diversified equity foundation with broad exposure and low costs. Its strength lies in simplicity, efficiency, and full-market reach. Best suited for long-term investors seeking global equity growth, broad diversification, and a hands-off portfolio that’s easy to maintain yet captures worldwide returns.

Optimize
Annual Rebalancing
EUR
Moderate Risk
11.9yr backtest

Performance Summary

Total Return+264.48%
Annualized Return+11.52%
Volatility+15.90%
Sharpe Ratio0.60
Max Drawdown+33.43%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Explore a diversified global equity portfolio with broad ETF coverage, low costs, and long-term growth potential across developed and emerging markets.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
88.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
12.0%0.18%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €36,447.51
Histogram of Monthly Returns
The portfolio had a positive return during 93 of the 143 months (65%)
Monthly Returns Heatmap
Best month: +9.5% • Worst month: -11.3% • Best year: 2019 (+30.1%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.7%-5.4%+8.6%--------+5.8%
2025+4.1%-2.3%-7.3%-3.9%+6.1%+1.2%+4.7%-0.3%+2.9%+4.5%-0.5%+0.3%+9.0%
2024+2.8%+3.7%+3.6%-1.7%+1.0%+5.0%+0.2%-0.4%+1.8%+0.9%+6.7%-1.1%+24.5%
2023+5.1%-0.0%+0.2%-0.0%+2.3%+3.7%+2.6%-1.0%-1.5%-3.5%+5.8%+4.0%+18.6%
2022-4.8%-1.9%+4.0%-2.3%-3.3%-6.1%+9.3%-1.5%-6.0%+3.6%+1.3%-5.5%-13.7%
2021+0.9%+3.0%+5.6%+1.6%-0.2%+4.6%+1.0%+3.0%-1.8%+4.7%+0.4%+3.7%+29.7%
2020-0.4%-8.4%-11.3%+9.5%+2.1%+2.3%+0.1%+5.5%-1.0%-2.2%+9.3%+2.2%+5.7%
2019+8.1%+3.5%+2.5%+3.4%-5.0%+3.9%+3.3%-1.9%+3.2%+0.1%+4.1%+2.1%+30.1%
2018+1.3%-1.9%-3.4%+3.5%+3.2%-0.3%+2.5%+1.4%+0.6%-5.1%+0.8%-7.9%-5.8%
2017-0.5%+5.0%+0.7%-0.5%-1.0%-0.9%-0.5%-0.5%+2.5%+3.6%-0.3%+1.6%+9.2%
2016-6.7%+0.4%+1.8%+0.0%+3.6%-0.5%+4.0%+0.4%+0.3%+0.7%+4.5%+2.6%+11.3%
2015+5.4%+6.3%+2.8%-1.1%+1.5%-3.8%+1.9%-8.4%-3.4%+9.5%+3.6%-4.3%+9.0%
2014-----+0.3%+1.2%+3.9%+1.2%+1.2%+2.5%+0.9%+11.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.43% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.3%.

Detailed Metrics

Returns
Total Return
+264.48%
Annualized Return
+11.52%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+15.90%
Max Drawdown
+33.43%
Positive Months
65%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
6.89
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
36,447.51
Backtest Period
2014-06-06 to 2026-04-17
11.9 years
Rebalancing
annual
Base Currency
EUR