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Global Vanguard with EU tilt

Global Vanguard with EU tilt

Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+96.82%
Annualized Return+10.65%
Volatility+15.66%
Sharpe Ratio0.55
Max Drawdown+34.00%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with European focus, offering diversified exposure to developed markets. EUR-based strategy for long-term wealth building.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
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%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,681.88
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 82 months (61%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -12.6% • Best year: 2021 (+27.7%) • Worst year: 2022 (-13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.8%-5.7%+2.0%---------0.4%
2025+4.8%-1.1%-6.4%-3.2%+5.7%+0.8%+4.1%-0.4%+2.7%+4.3%-0.3%+1.0%+11.9%
2024+2.5%+3.5%+3.4%-1.6%+1.5%+4.2%+0.3%-0.2%+1.5%-0.1%+5.6%-0.9%+21.2%
2023+5.3%+0.1%+0.0%+0.8%+1.8%+3.3%+2.8%-1.5%-1.8%-3.0%+5.9%+4.0%+18.6%
2022-4.2%-2.9%+3.9%-2.5%-2.8%-6.4%+8.9%-2.1%-6.3%+4.0%+2.4%-4.9%-13.3%
2021+0.6%+2.8%+5.7%+1.6%+0.6%+3.7%+1.1%+3.0%-2.1%+4.3%-0.4%+3.9%+27.7%
2020-1.1%-8.4%-12.6%+9.7%+2.2%+2.5%-0.0%+4.9%-1.5%-2.7%+10.2%+2.4%+3.1%
2019-------0.3%-2.0%+3.2%+0.5%+3.4%+2.5%+7.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.00% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.7%.

Detailed Metrics

Returns
Total Return
+96.82%
Annualized Return
+10.65%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+15.66%
Max Drawdown
+34.00%
Positive Months
61%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.36
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,681.88
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR