HomePortfoliosGlobal 5 ETF All-Cap Equity Portfolio

Global 5 ETF All-Cap Equity Portfolio

The Global 5 ETF All-Cap Equity Portfolio spreads investments across the U.S., Europe, Japan, emerging markets, and global small caps. It captures the full spectrum of global equities, from dominant multinationals to fast-growing smaller firms. This even-handed, regionally diversified approach reduces concentration risk and broadens growth potential beyond any single market. Its strength is global balance and exposure to all market tiers. Designed for long-term investors seeking broad diversification, growth potential, and control over regional weights without relying on a single all-world fund.

Optimize
Annual Rebalancing
EUR
Moderate Risk
8.0yr backtest

Performance Summary

Total Return+143.23%
Annualized Return+11.82%
Volatility+15.43%
Sharpe Ratio0.64
Max Drawdown+33.72%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio investing across all major regions and market caps for balanced long-term growth in EUR.
AssetTypeAllocationTER
SP5C.PA
Amundi Core S&P 500 Swap UCITS ETF AccLU1135865084
ETF
44.0%0.05%
DBXA.XETRA
Xtrackers MSCI Europe UCITS ETF 1CLU0274209237
ETF
27.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
11.0%0.18%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
EUNN.XETRA
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
8.0%0.12%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,323.19
Histogram of Monthly Returns
The portfolio had a positive return during 62 of the 96 months (65%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -11.7% • Best year: 2019 (+30.7%) • Worst year: 2022 (-12.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.8%-6.2%+8.6%--------+6.9%
2025+4.3%-1.1%-6.3%-3.4%+5.8%+0.6%+3.8%+0.3%+2.5%+4.0%-0.1%+0.8%+11.0%
2024+2.6%+3.4%+3.8%-1.7%+1.4%+3.6%+0.8%-0.4%+1.3%-0.0%+5.6%-0.9%+21.0%
2023+5.4%+0.4%-0.2%+0.2%+1.6%+3.4%+2.6%-1.2%-1.6%-3.6%+5.7%+3.8%+17.3%
2022-4.4%-2.0%+2.9%-1.9%-2.7%-6.4%+9.1%-2.0%-6.2%+3.9%+2.3%-5.0%-12.5%
2021+1.0%+3.0%+5.8%+1.5%+0.1%+4.0%+0.9%+2.9%-1.6%+4.2%-0.1%+4.0%+28.7%
2020-0.6%-8.6%-11.7%+9.1%+2.4%+2.2%-0.5%+5.0%-0.7%-2.2%+9.6%+2.4%+4.3%
2019+9.0%+3.5%+2.3%+3.5%-5.1%+3.9%+3.0%-2.1%+3.7%+0.3%+4.0%+1.8%+30.7%
2018----+4.2%-0.5%+2.5%+1.2%+0.5%-5.1%+0.7%-9.0%-6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.72% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.2%.

Detailed Metrics

Returns
Total Return
+143.23%
Annualized Return
+11.82%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+15.43%
Max Drawdown
+33.72%
Positive Months
65%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.72
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,323.19
Backtest Period
2018-05-03 to 2026-04-17
8.0 years
Rebalancing
annual
Base Currency
EUR