HomePortfoliosImie + iwmo+ iwqu

Imie + iwmo+ iwqu

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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
11.7yr backtest

Performance Summary

Total Return+329.51%
Annualized Return+13.31%
Volatility+15.13%
Sharpe Ratio0.75
Max Drawdown+33.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio built with core, momentum, and quality factor ETFs for strategic long-term growth.
AssetTypeAllocationTER
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
50.0%0.17%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
25.0%0.25%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
25.0%0.25%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €42,951.15
Histogram of Monthly Returns
The portfolio had a positive return during 90 of the 141 months (64%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -9.7% • Best year: 2019 (+29.5%) • Worst year: 2022 (-13.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+2.1%-6.0%+10.1%+6.2%+3.2%------+17.4%
2025+4.0%-2.2%-8.0%-3.4%+6.0%+0.3%+3.5%+0.3%+2.9%+3.3%-0.1%+0.5%+6.4%
2024+4.3%+5.2%+4.0%-2.3%+2.0%+4.9%-0.8%+0.0%+1.1%+0.9%+6.8%-0.9%+27.9%
2023+3.3%+0.2%-0.2%+0.1%+1.3%+3.9%+2.2%-0.3%-1.8%-2.9%+5.7%+3.8%+15.9%
2022-5.6%-1.8%+5.1%-3.3%-3.8%-6.0%+8.6%-1.2%-5.6%+4.9%+0.5%-4.5%-13.0%
2021+0.8%+2.2%+5.3%+2.4%-0.7%+4.2%+1.5%+3.2%-2.3%+5.8%-0.1%+2.7%+27.7%
2020+2.0%-8.8%-9.7%+8.8%+2.4%+2.1%-0.1%+6.1%-0.8%-2.5%+7.8%+3.1%+9.0%
2019+7.0%+4.5%+2.5%+3.4%-4.4%+3.8%+4.0%-2.1%+2.5%-0.1%+4.4%+1.0%+29.5%
2018+1.3%-0.8%-3.6%+4.1%+3.9%+0.2%+1.8%+2.2%+0.9%-6.0%+0.5%-7.4%-3.7%
2017-0.0%+5.3%+0.4%-0.3%-0.7%-1.2%-0.8%-0.3%+3.1%+4.3%-0.4%+1.1%+10.8%
2016-6.3%+1.0%+1.3%+0.7%+3.1%+0.3%+3.6%-0.7%+0.5%-0.5%+5.1%+2.1%+10.1%
2015+6.3%+5.8%+3.2%-1.8%+2.2%-3.0%+2.6%-8.8%-3.3%+9.9%+3.6%-3.8%+12.0%
2014---------+7.3%+3.2%+1.6%+12.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.30% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -17.9%.

Detailed Metrics

Returns
Total Return
+329.51%
Annualized Return
+13.31%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+15.13%
Max Drawdown
+33.30%
Positive Months
64%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.88
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
6.82
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
42,951.15
Backtest Period
2014-10-20 to 2026-06-19
11.7 years
Rebalancing
annual
Base Currency
EUR
Imie + iwmo+ iwqu | +13.3% CAGR | ETF Backtest