HomePortfoliosCTO MSCI World Momentum Xtrackers (SHARES)

CTO MSCI World Momentum Xtrackers (SHARES)

None Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+385.87%
Annualized Return+14.27%
Volatility+19.54%
Sharpe Ratio0.63
Max Drawdown+30.93%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in global momentum stocks with this 100% equity ETF portfolio focused on capturing market trends for growth potential.
AssetTypeAllocationTER
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1CIE00BL25JP72
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €48,586.96
Histogram of Monthly Returns
The portfolio had a positive return during 90 of the 143 months (63%)
Monthly Returns Heatmap
Best month: +15.7% • Worst month: -16.2% • Best year: 2024 (+38.2%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+0.7%-7.1%+15.7%+8.5%+8.8%-9.7%+2.1%----+20.1%
2025+5.8%-1.9%-9.1%-1.6%+7.6%+0.2%+2.7%-1.2%+4.2%+2.1%-0.9%+0.9%+8.1%
2024+7.5%+8.7%+5.1%-2.5%+2.5%+6.6%-3.1%-0.4%+1.5%+2.1%+6.9%-1.1%+38.2%
2023-0.9%-0.4%-1.7%+1.3%-1.6%+4.1%+1.3%+0.5%-1.5%-2.2%+5.8%+3.5%+8.2%
2022-8.6%-1.2%+6.7%-5.7%-4.0%-5.4%+7.0%-0.5%-4.2%+7.8%-0.1%-5.0%-13.8%
2021+2.1%-0.0%+2.7%+4.4%-3.0%+4.3%+1.7%+3.8%-1.4%+6.9%-0.4%+1.8%+25.0%
2020+3.5%-7.6%-7.7%+8.9%+2.8%+3.9%+1.9%+6.5%-0.8%-3.0%+6.3%+2.4%+16.5%
2019+6.7%+4.8%+3.6%+3.3%-2.5%+3.6%+4.5%+0.1%+0.2%-1.2%+4.1%+1.1%+31.6%
2018+3.6%+0.9%-5.1%+4.5%+5.9%-0.1%+1.3%+5.1%+1.2%-7.5%+0.5%-8.3%+0.8%
2017+0.1%+4.6%+1.3%-0.2%+1.1%-1.0%+1.6%-2.4%+4.2%+6.0%-0.3%+0.4%+16.1%
2016-8.3%+1.6%+2.5%+2.2%-1.7%+1.3%+4.4%-0.2%-0.2%+2.0%+3.1%+2.5%+8.9%
2015+6.5%+6.4%+3.4%-1.9%+3.5%-2.7%+2.1%-16.2%+7.1%+5.8%+4.9%-4.2%+13.0%
2014----------0.1%+4.5%+0.9%+5.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.93% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -21.7%.

Detailed Metrics

Returns
Total Return
+385.87%
Annualized Return
+14.27%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+19.54%
Max Drawdown
+30.93%
Positive Months
63%
Average Drawdown
-6.8%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
8.44
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
48,586.96
Backtest Period
2014-10-01 to 2026-08-07
11.8 years
Rebalancing
none
Base Currency
EUR
CTO MSCI World Momentum Xtrackers (SHARES) | ETF Backtest