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Golden Ratio EU USA Growth

Optimize
Annual Rebalancing
EUR
Low Risk
Multi-currency
5.5yr backtest

Performance Summary

Total Return+77.52%
Annualized Return+11.00%
Volatility+9.07%
Sharpe Ratio0.99
Max Drawdown+14.04%

Holdings

Asset Allocation

Asset Class

Equity 42.0%Bonds 32.0%Precious Metals 16.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio blending US growth, small-cap value, European bonds, and gold for balanced, multi-asset exposure.
AssetTypeAllocationTER
DBXF.XETRA
Xtrackers Eurozone Government Bond 15-30 UCITS ETF 1CLU0290357507
ETF
26.0%0.15%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
21.0%0.3%
IUSG.US
iShares Core S&P U.S. Growth ETFUS4642876712
ETF
21.0%0.04%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
16.0%0%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
10.0%0.19%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF AccLU2233156582
ETF
6.0%0.05%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,751.83
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 67 months (67%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -6.3% • Best year: 2021 (+21.7%) • Worst year: 2022 (-11.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+2.3%-2.3%+3.8%--------+7.2%
2025+3.2%-1.3%-4.7%-2.0%+2.5%-0.3%+2.6%+0.6%+3.7%+3.3%+1.5%+0.1%+9.2%
2024+0.5%+1.5%+3.8%-1.2%+1.2%+1.9%+2.3%-0.9%+2.3%+1.7%+6.2%-2.0%+18.5%
2023+4.5%-1.4%+0.1%-1.2%+1.4%+2.3%+2.0%-0.1%-3.1%-0.8%+3.6%+4.9%+12.4%
2022-2.0%+0.6%+2.6%-2.0%-2.8%-4.9%+8.1%-2.9%-5.1%+1.9%+1.2%-6.3%-11.8%
2021+2.3%+0.7%+3.7%+1.4%+0.8%+2.2%+2.0%+1.4%-0.6%+3.6%+0.9%+1.5%+21.7%
2020----------0.3%+4.5%+1.8%+6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.04% • The longest drawdown period lasted for 1 year and 12 months and was between March 2022 and March 2024. It reached a trough of -14.0%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (21.0% of total allocation)

Total Dividends Received

124.89

23 payments

Dividend Yield

0.17%

(annualized)

Avg Per Payment

5.43

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
20263.64
202518.77
202421.76
202335.29
202221.29
202118.40
20205.75
Total124.89

Detailed Metrics

Returns
Total Return
+77.52%
Annualized Return
+11.00%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+9.07%
Max Drawdown
+14.04%
Positive Months
67%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.99
Risk-free rate: 2.0%
Sortino Ratio
0.96
Downside risk adjusted
Return/Volatility
1.21
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
5.81
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,751.83
Backtest Period
2020-10-29 to 2026-04-30
5.5 years
Rebalancing
annual
Base Currency
EUR
Golden Ratio EU USA Growth | +11.0% CAGR | ETF Backtest