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Global IMI EU tilt

Global IMI EU tilt

None Rebalancing
EUR
Moderate Risk
15.2yr backtest

Performance Summary

Total Return+399.72%
Annualized Return+11.20%
Volatility+14.75%
Sharpe Ratio0.62
Max Drawdown+34.81%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global diversified ETF portfolio with European market tilt for international exposure and long-term wealth building without active rebalancing.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
80.0%0.17%
AME6.F
Amundi STOXX Europe 600 ESG UCITS ETF DR EUR (C)LU1681040223
ETF
15.0%0.18%
LEER.XETRA
Amundi MSCI Eastern Europe Ex Russia UCITS ETF AccLU1900066462
ETF
5.0%0.5%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €49,971.58
Histogram of Monthly Returns
The portfolio had a positive return during 124 of the 183 months (68%)
Monthly Returns Heatmap
Best month: +11.3% • Worst month: -12.9% • Best year: 2019 (+29.0%) • Worst year: 2022 (-12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.0%-5.6%+8.2%+5.8%+1.6%-1.0%+2.0%+0.6%---+15.7%
2025+4.7%-1.6%-6.9%-3.6%+5.9%+0.9%+4.3%-0.1%+2.5%+4.3%-0.3%+1.0%+10.9%
2024+2.3%+3.3%+3.7%-1.8%+1.2%+4.2%+0.5%-0.4%+1.5%+0.1%+6.0%-1.4%+20.8%
2023+5.5%+0.2%-0.3%+0.2%+1.8%+3.5%+2.5%-1.3%-1.8%-3.6%+5.8%+4.4%+17.7%
2022-4.3%-2.5%+3.9%-2.4%-2.8%-6.6%+9.0%-1.9%-6.3%+4.3%+2.2%-5.1%-12.8%
2021+0.9%+2.8%+5.8%+1.5%+0.2%+3.7%+1.1%+2.9%-2.3%+4.8%-0.3%+3.6%+27.2%
2020-1.0%-8.3%-12.9%+10.2%+1.7%+2.2%+0.1%+5.1%-1.2%-2.7%+10.5%+2.8%+4.0%
2019+8.0%+3.5%+2.1%+3.5%-5.2%+3.8%+3.2%-2.2%+3.0%+0.4%+3.8%+2.5%+29.0%
2018+1.5%-2.2%-3.4%+3.6%+2.7%-0.3%+2.4%+1.1%+0.6%-5.5%+0.6%-8.0%-7.5%
2017+0.7%+3.8%+0.8%+0.1%-1.1%-0.9%-0.5%-0.6%+2.8%+3.1%-0.5%+1.4%+9.3%
2016-9.3%+2.4%+2.6%+2.8%+0.6%-1.0%+3.8%+0.8%+0.4%+0.5%+4.2%+3.0%+10.5%
2015+5.9%+6.4%+2.7%-0.8%+3.2%-5.0%+2.1%-12.3%-1.3%+11.3%+3.3%-3.8%+10.0%
2014-2.8%+4.4%-0.5%+0.4%+3.9%+1.5%+0.4%+3.6%+1.3%+0.9%+2.4%+0.5%+16.9%
2013+2.4%+1.9%+4.6%+0.1%+2.4%-4.0%+3.3%-1.5%+3.9%+2.9%+1.3%+0.2%+18.5%
2012+5.3%+2.9%+0.2%-0.4%-2.3%+1.8%+4.9%+1.1%+0.0%-0.4%+1.2%+0.4%+15.3%
2011-------1.6%-12.5%+0.2%+7.1%-1.1%+2.5%-6.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.81% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.1%.
When could this portfolio get you to financial independence?

Global IMI EU tilt returned +11.20% a year over the 15 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+399.72%
Annualized Return
+11.20%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+14.75%
Max Drawdown
+34.81%
Positive Months
68%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
6.64
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
49,971.58
Backtest Period
2011-07-08 to 2026-09-04
15.2 years
Rebalancing
none
Base Currency
EUR