None Rebalancing
EUR
Moderate Risk
8.3yr backtest

Performance Summary

Total Return+111.95%
Annualized Return+9.45%
Volatility+11.71%
Sharpe Ratio0.64
Max Drawdown+25.35%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%
Holdings Details
A diversified ETF portfolio with 60% global ESG equities and 40% EUR corporate bonds for balanced, socially-conscious growth.
AssetTypeAllocationTER
XZW0.XETRA
Xtrackers MSCI World ESG UCITS ETF 1CIE00BZ02LR44
ETF
60.0%0.2%
IEAA.LSE
iShares Core EUR Corporate Bond UCITS ETF (Acc)IE00BF11F565
ETF
40.0%0.09%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,194.55
Histogram of Monthly Returns
The portfolio had a positive return during 66 of the 101 months (65%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -8.5% • Best year: 2021 (+23.9%) • Worst year: 2022 (-15.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.4%-0.7%-5.0%+8.0%+4.6%+0.7%-0.7%+2.7%+0.3%---+9.2%
2025+2.6%-2.9%-7.0%-1.8%+5.9%+0.5%+4.0%-0.7%+1.9%+3.9%-0.9%+0.7%+5.9%
2024+2.9%+2.7%+3.3%-2.2%+1.4%+4.6%-0.2%-0.1%+1.5%+1.0%+5.9%-1.1%+21.1%
2023+4.0%-0.0%+0.8%+0.3%+2.6%+2.5%+1.7%+0.2%-1.8%-2.8%+6.0%+3.8%+18.3%
2022-5.3%-2.3%+3.1%-3.1%-3.3%-4.7%+8.3%-3.5%-4.8%+2.6%+1.4%-4.5%-15.7%
2021+0.8%+1.7%+4.3%+1.3%-0.3%+3.6%+2.0%+2.4%-1.8%+4.7%+0.4%+2.7%+23.9%
2020+1.0%-5.5%-8.5%+7.0%+1.8%+1.5%-0.5%+3.9%-0.6%-1.8%+6.3%+1.1%+4.6%
2019+4.6%+2.9%+2.0%+2.5%-2.9%+3.1%+2.9%-0.5%+1.7%+0.1%+2.8%+1.0%+22.0%
2018----+0.1%+0.1%+1.8%+1.2%+0.3%-3.4%+0.6%-4.7%-4.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.35% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -17.4%.
When could this portfolio get you to financial independence?

Mary returned +9.45% a year over the 8 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+111.95%
Annualized Return
+9.45%
Avg Monthly Return
+0.80%
Risk
Volatility (Annual)
+11.71%
Max Drawdown
+25.35%
Positive Months
65%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.38
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,194.55
Backtest Period
2018-05-11 to 2026-09-04
8.3 years
Rebalancing
none
Base Currency
EUR