HomePortfoliosMSCI Emerging Markets

MSCI Emerging Markets

None Rebalancing
EUR
Moderate Risk
9.0yr backtest

Performance Summary

Total Return+102.04%
Annualized Return+8.13%
Volatility+18.74%
Sharpe Ratio0.33
Max Drawdown+31.96%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity portfolio invested solely in an emerging markets ETF, offering pure exposure to high-growth economies for assertive investors.
AssetTypeAllocationTER
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
100.0%0.18%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,204.03
Histogram of Monthly Returns
The portfolio had a positive return during 64 of the 109 months (59%)
Monthly Returns Heatmap
Best month: +12.8% • Worst month: -13.7% • Best year: 2026 (+28.2%) • Worst year: 2022 (-15.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+8.0%+5.7%-9.4%+12.8%+9.1%+0.7%------+28.2%
2025+3.2%-0.4%-2.6%-4.2%+4.2%+3.2%+4.1%-0.2%+6.7%+5.7%-2.1%+0.3%+18.7%
2024-2.3%+4.3%+3.3%+1.2%-0.6%+5.1%-0.2%-1.3%+5.3%-1.6%+0.3%-0.1%+13.8%
2023+7.1%-4.7%+0.8%-2.4%+0.0%+2.8%+4.9%-4.7%-0.5%-4.2%+4.9%+2.6%+5.9%
2022+0.9%-3.9%-1.6%-0.1%-2.6%-3.7%+2.3%+1.2%-8.7%-4.0%+10.2%-4.8%-15.0%
2021+4.9%+1.1%+1.5%-0.9%+1.1%+3.3%-6.1%+2.0%-2.1%+1.1%-1.7%+1.0%+4.8%
2020-5.8%-4.5%-13.7%+8.1%-1.1%+7.2%+2.8%+1.5%+1.3%+1.7%+6.9%+4.1%+6.6%
2019+9.9%-0.3%+2.5%+2.1%-6.7%+3.9%+0.7%-3.6%+3.1%+1.3%+1.5%+6.6%+21.9%
2018+4.0%-3.1%-1.8%+0.8%-0.5%-4.3%+2.7%-3.2%+0.3%-6.6%+4.5%-4.0%-11.2%
2017------2.5%+1.8%+1.9%+0.4%+4.3%-1.4%+2.7%+7.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.96% • The longest drawdown period lasted for 4 years and was between February 2021 and February 2025. It reached a trough of -26.6%.

Detailed Metrics

Returns
Total Return
+102.04%
Annualized Return
+8.13%
Avg Monthly Return
+0.74%
Risk
Volatility (Annual)
+18.74%
Max Drawdown
+31.96%
Positive Months
59%
Average Drawdown
-10.0%
Risk-Adjusted
Sharpe Ratio
0.33
Risk-free rate: 2.0%
Sortino Ratio
0.31
Downside risk adjusted
Return/Volatility
0.43
Calmar Ratio
0.25
Return/Max Drawdown
Ulcer Index
11.76
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,204.03
Backtest Period
2017-06-26 to 2026-06-26
9.0 years
Rebalancing
none
Base Currency
EUR
MSCI Emerging Markets | +8.1% CAGR | ETF Backtest