Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
8.2yr backtest

Performance Summary

Total Return+222.46%
Annualized Return+15.27%
Volatility+16.27%
Sharpe Ratio0.82
Max Drawdown+32.86%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio blending global ESG equities and U.S. growth stocks for a balanced, forward-looking investment strategy.
AssetTypeAllocationTER
XZW0.XETRA
Xtrackers MSCI World ESG UCITS ETF 1CIE00BZ02LR44
ETF
60.0%0.2%
IUSG.US
iShares Core S&P U.S. Growth ETFUS4642876712
ETF
40.0%0.04%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €32,245.71
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 100 months (65%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -10.1% • Best year: 2021 (+39.0%) • Worst year: 2022 (-20.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.9%-1.3%-4.7%+11.4%+7.0%+0.6%-1.6%+4.6%----+15.0%
2025+3.0%-3.5%-10.1%-2.6%+8.2%+1.3%+5.2%-0.4%+3.4%+4.8%-1.1%-0.1%+7.0%
2024+4.4%+5.4%+3.3%-2.7%+3.0%+6.7%-1.4%-0.2%+1.8%+1.5%+8.1%+0.3%+33.9%
2023+4.7%+0.6%+1.6%+0.1%+4.3%+3.8%+2.2%+0.4%-2.5%-3.2%+6.6%+3.5%+23.9%
2022-7.0%-3.1%+5.3%-5.3%-3.7%-5.5%+12.1%-3.2%-6.5%+3.8%+0.3%-7.5%-20.1%
2021+0.9%+2.1%+6.0%+2.9%-1.2%+6.5%+2.9%+4.1%-3.0%+8.0%+1.7%+3.0%+39.0%
2020+2.0%-7.6%-10.1%+11.5%+3.7%+1.8%-0.2%+7.3%-2.0%-2.8%+8.1%+2.1%+12.2%
2019+7.2%+4.6%+2.9%+3.8%-4.6%+4.0%+3.9%-1.0%+2.5%+0.0%+4.7%+1.4%+33.2%
2018----+1.2%+0.5%+2.7%+3.1%+0.6%-5.6%+1.5%-8.3%-4.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.86% • The longest drawdown period lasted for 2 years and was between December 2021 and January 2024. It reached a trough of -21.8%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (40.0% of total allocation)

Total Dividends Received

575.77

34 payments

Dividend Yield

0.39%

(annualized)

Avg Per Payment

16.93

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
202632.28
202570.41
202467.96
202398.54
202270.49
202151.07
202061.29
201984.62
201839.10
Total575.77

Detailed Metrics

Returns
Total Return
+222.46%
Annualized Return
+15.27%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+16.27%
Max Drawdown
+32.86%
Positive Months
65%
Average Drawdown
-6.3%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
8.11
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
32,245.71
Backtest Period
2018-05-11 to 2026-08-07
8.2 years
Rebalancing
none
Base Currency
EUR
Mary | +15.3% CAGR | ETF Backtest