HomePortfoliosModel 2: The "Strategic Ex-US" Diversifier

Model 2: The "Strategic Ex-US" Diversifier

This model deliberately underweights the US to reduce concentration risk, moving the US allocation from 60% down to 35% of equities.

Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
2.1yr backtest

Performance Summary

Total Return+30.63%
Annualized Return+13.35%
Volatility+14.04%
Sharpe Ratio0.81
Max Drawdown+18.26%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Bonds 15.0%
Holdings Details
Diversified global ETF portfolio: 85% equities (underweight US), 15% bonds for reduced concentration risk and stable growth.
AssetTypeAllocationTER
EXUS.LSE
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
40.0%0.15%
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
25.0%0.07%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
20.0%0.18%
VAGU.LSE
Vanguard Global Aggregate Bond UCITS ETF USD Hedged AccumulatingIE00BG47KJ78
ETF
15.0%0.08%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €13,062.93
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 26 months (65%)
Monthly Returns Heatmap
Best month: +7.3% • Worst month: -6.6% • Best year: 2024 (+11.4%) • Worst year: 2026 (+6.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+4.5%-6.6%+7.3%--------+6.7%
2025+3.3%-0.4%-5.2%-2.8%+4.3%-0.1%+2.5%+1.6%+2.5%+3.6%+0.0%+0.6%+9.9%
2024--+2.9%-1.1%+0.7%+3.2%+0.6%-0.1%+1.7%-1.0%+4.4%-0.3%+11.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.26% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -18.3%.

Detailed Metrics

Returns
Total Return
+30.63%
Annualized Return
+13.35%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+14.04%
Max Drawdown
+18.26%
Positive Months
65%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.73
Return/Max Drawdown
Ulcer Index
3.71
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
13,062.93
Backtest Period
2024-03-06 to 2026-04-24
2.1 years
Rebalancing
none
Base Currency
EUR
Model 2: The "Strategic Ex-US" Diversifier | ETF Backtest