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Global with EU value tilt

Global with EU value tilt

Optimize
None Rebalancing
EUR
Moderate Risk
2.8yr backtest

Performance Summary

Total Return+47.64%
Annualized Return+15.16%
Volatility+12.87%
Sharpe Ratio1.02
Max Drawdown+19.27%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global diversified ETF portfolio with European value stock focus, euro-denominated for strategic long-term growth and international market exposure.
AssetTypeAllocationTER
FWIA.XETRA
Invesco FTSE All-World UCITS ETF AccIE000716YHJ7
ETF
80.0%0.15%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
15.0%0.3%
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 €14,763.55
Histogram of Monthly Returns
The portfolio had a positive return during 22 of the 35 months (63%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -6.0% • Best year: 2024 (+20.5%) • Worst year: 2026 (-0.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+1.7%-6.0%+2.1%---------0.4%
2025+5.1%-1.4%-5.9%-3.0%+6.2%+1.1%+4.2%-0.4%+2.5%+4.0%-0.2%+1.2%+13.5%
2024+2.0%+3.0%+3.6%-0.9%+1.9%+3.1%+0.6%-0.4%+1.4%-0.1%+5.6%-0.8%+20.5%
2023-----+0.8%+3.3%-1.3%-1.8%-3.0%+6.0%+4.4%+8.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.27% • The longest drawdown period lasted for 6 months and was between February 2025 and August 2025. It reached a trough of -19.3%.

Detailed Metrics

Returns
Total Return
+47.64%
Annualized Return
+15.16%
Avg Monthly Return
+1.16%
Risk
Volatility (Annual)
+12.87%
Max Drawdown
+19.27%
Positive Months
63%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.96
Downside risk adjusted
Return/Volatility
1.18
Calmar Ratio
0.79
Return/Max Drawdown
Ulcer Index
3.54
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,763.55
Backtest Period
2023-06-29 to 2026-04-02
2.8 years
Rebalancing
none
Base Currency
EUR