HomePortfoliosiShares Edge MSCI World Quality Factor UCITS ETF (Acc)

iShares Edge MSCI World Quality Factor UCITS ETF (Acc)

Monthly Rebalancing
EUR
Moderate Risk
11.5yr backtest

Performance Summary

Total Return+246.40%
Annualized Return+11.42%
Volatility+17.17%
Sharpe Ratio0.55
Max Drawdown+32.31%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in a globally diversified quality-factor ETF portfolio targeting financially robust companies for long-term growth potential.
AssetTypeAllocationTER
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,639.59
Histogram of Monthly Returns
The portfolio had a positive return during 87 of the 139 months (63%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -8.9% • Best year: 2021 (+34.3%) • Worst year: 2022 (-14.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.6%-5.3%+1.8%---------0.1%
2025+4.0%-2.0%-8.1%-4.4%+4.7%-0.3%+3.5%-0.4%+2.3%+3.2%+0.4%+0.6%+2.8%
2024+4.0%+4.9%+3.4%-2.4%+2.3%+5.1%-1.2%+1.0%+0.3%+0.6%+6.4%-2.3%+23.8%
2023+3.8%+0.6%+0.7%+0.6%+2.9%+3.4%+2.5%+0.4%-2.1%-2.1%+5.4%+4.1%+21.7%
2022-7.2%-2.1%+5.3%-2.3%-4.3%-6.2%+9.8%-2.4%-5.8%+4.4%+1.9%-5.3%-14.8%
2021-0.8%+3.1%+6.8%+2.5%+0.0%+5.3%+3.0%+3.2%-3.9%+6.6%+1.1%+3.5%+34.3%
2020+0.5%-8.9%-8.8%+9.0%+2.1%+0.5%-1.3%+6.6%-0.9%-2.8%+8.6%+1.4%+4.4%
2019+7.0%+5.5%+3.2%+3.4%-4.9%+4.0%+3.7%-1.9%+2.9%+0.3%+5.0%+1.9%+33.9%
2018-0.1%-1.1%-2.7%+3.3%+4.7%-0.5%+2.6%+2.3%+0.5%-4.4%-0.0%-7.5%-3.5%
2017-1.7%+5.8%+0.8%-0.5%-0.7%-1.5%-1.6%-0.8%+2.9%+3.8%+0.5%+1.4%+8.3%
2016-6.1%+1.4%+1.0%-0.8%+4.1%-0.7%+2.9%-0.2%-0.3%-0.5%+5.3%+1.9%+7.8%
2015+6.2%+5.6%+3.0%-1.8%+2.1%-3.7%+3.7%-8.3%-2.2%+10.4%+4.1%-3.9%+14.5%
2014---------+1.2%+5.5%+1.5%+8.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.31% • The longest drawdown period lasted for 1 year and 12 months and was between November 2021 and November 2023. It reached a trough of -18.6%.

Detailed Metrics

Returns
Total Return
+246.40%
Annualized Return
+11.42%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+17.17%
Max Drawdown
+32.31%
Positive Months
63%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.69
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,639.59
Backtest Period
2014-10-07 to 2026-04-02
11.5 years
Rebalancing
monthly
Base Currency
EUR