HomePortfoliosMSCI World
None Rebalancing
EUR
Moderate Risk
11.6yr backtest

Performance Summary

Total Return+260.87%
Annualized Return+11.67%
Volatility+16.04%
Sharpe Ratio0.60
Max Drawdown+33.55%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in global developed markets with this diversified ETF portfolio tracking the MSCI World Index for broad equity exposure.
AssetTypeAllocationTER
XDWD.XETRA
Xtrackers MSCI World UCITS ETF 1CIE00BJ0KDQ92
ETF
100.0%0.12%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €36,087.36
Histogram of Monthly Returns
The portfolio had a positive return during 92 of the 141 months (65%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -11.0% • Best year: 2021 (+32.7%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+1.1%-4.8%+2.1%---------1.2%
2025+4.4%-2.5%-7.9%-3.9%+6.3%+0.9%+4.8%-0.4%+2.5%+4.3%-0.3%+0.3%+7.9%
2024+3.4%+3.7%+3.8%-2.1%+1.3%+4.9%+0.2%-0.2%+1.3%+1.2%+7.4%-1.1%+26.0%
2023+4.9%+0.7%+0.1%+0.3%+2.6%+3.8%+2.4%-0.6%-1.6%-3.5%+6.0%+4.1%+20.2%
2022-5.4%-1.8%+4.7%-2.6%-3.5%-6.3%+10.1%-1.7%-5.8%+4.6%+0.3%-5.7%-13.7%
2021+0.4%+3.3%+6.0%+1.9%-0.2%+4.7%+1.9%+2.9%-1.9%+5.2%+0.6%+4.0%+32.7%
2020+0.2%-8.7%-11.0%+9.6%+2.6%+1.7%-0.5%+6.1%-1.1%-2.8%+9.9%+1.5%+5.5%
2019+7.8%+3.9%+2.5%+3.6%-4.7%+3.8%+3.8%-1.7%+3.3%-0.1%+4.4%+1.5%+31.3%
2018+1.2%-1.9%-3.7%+3.8%+3.7%+0.2%+2.5%+1.8%+0.7%-4.9%+0.4%-8.3%-4.9%
2017-0.8%+5.2%+0.4%-0.6%-1.2%-0.8%-0.9%-0.9%+3.0%+3.5%-0.1%+1.2%+7.8%
2016-6.8%+0.3%+1.4%+0.0%+4.0%-1.2%+4.3%+0.3%-0.2%+0.7%+5.3%+2.6%+10.5%
2015+6.3%+6.3%+3.0%-1.9%+2.0%-3.8%+2.9%-8.1%-3.4%+9.7%+3.7%-4.0%+11.7%
2014-------+4.1%+1.7%+1.1%+2.8%+1.2%+11.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.55% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -16.8%.

Detailed Metrics

Returns
Total Return
+260.87%
Annualized Return
+11.67%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+16.04%
Max Drawdown
+33.55%
Positive Months
65%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.73
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
36,087.36
Backtest Period
2014-08-15 to 2026-04-02
11.6 years
Rebalancing
none
Base Currency
EUR