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Global Invesco with EU tilt

Global Invesco with EU tilt

Optimize
None Rebalancing
EUR
Moderate Risk
2.8yr backtest

Performance Summary

Total Return+46.49%
Annualized Return+14.84%
Volatility+12.42%
Sharpe Ratio1.03
Max Drawdown+18.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global diversified ETF portfolio with European focus offering broad market exposure in EUR. Strategic international allocation for long-term growth.
AssetTypeAllocationTER
FWIA.XETRA
Invesco FTSE All-World UCITS ETF AccIE000716YHJ7
ETF
80.0%0.15%
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%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,649.47
Histogram of Monthly Returns
The portfolio had a positive return during 22 of the 35 months (63%)
Monthly Returns Heatmap
Best month: +5.9% • Worst month: -6.3% • Best year: 2024 (+21.0%) • Worst year: 2026 (-0.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.7%-5.7%+2.0%---------0.3%
2025+5.3%-1.3%-6.3%-3.1%+5.7%+0.8%+4.1%-0.5%+2.6%+4.3%-0.2%+1.2%+12.6%
2024+2.3%+3.5%+3.4%-1.2%+1.6%+4.0%+0.1%-0.2%+1.4%-0.1%+5.5%-0.9%+21.0%
2023-----+0.8%+3.2%-1.5%-1.9%-2.7%+5.9%+4.1%+7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.89% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -18.9%.

Detailed Metrics

Returns
Total Return
+46.49%
Annualized Return
+14.84%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+12.42%
Max Drawdown
+18.89%
Positive Months
63%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
1.03
Risk-free rate: 2.0%
Sortino Ratio
0.95
Downside risk adjusted
Return/Volatility
1.19
Calmar Ratio
0.79
Return/Max Drawdown
Ulcer Index
3.70
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,649.47
Backtest Period
2023-06-29 to 2026-04-02
2.8 years
Rebalancing
none
Base Currency
EUR