HomePortfoliosMSCI World
Annual Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+303.60%
Annualized Return+12.57%
Volatility+15.99%
Sharpe Ratio0.66
Max Drawdown+33.55%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity portfolio invested in a single global ETF for diversified, long-term growth through worldwide stock market 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 €40,359.92
Histogram of Monthly Returns
The portfolio had a positive return during 93 of the 142 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%+8.2%+5.5%-------+10.5%
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
+303.60%
Annualized Return
+12.57%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+15.99%
Max Drawdown
+33.55%
Positive Months
65%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.79
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.68
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
40,359.92
Backtest Period
2014-08-15 to 2026-05-29
11.8 years
Rebalancing
annual
Base Currency
EUR
MSCI World | +12.6% CAGR | ETF Backtest