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MSCI World++

50/50 split between a basic MSCI World ETF and JREG

Optimize
None Rebalancing
EUR
Moderate Risk
7.7yr backtest

Performance Summary

Total Return+167.69%
Annualized Return+13.65%
Volatility+16.01%
Sharpe Ratio0.73
Max Drawdown+33.56%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with a 50/50 split between a core MSCI World ETF and an ESG-enhanced index ETF for diversified growth.
AssetTypeAllocationTER
JREG.XETRA
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)IE00BF4G6Y48
ETF
50.0%0.25%
XDWD.XETRA
Xtrackers MSCI World UCITS ETF 1CIE00BJ0KDQ92
ETF
50.0%0.12%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,768.82
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 93 months (66%)
Monthly Returns Heatmap
Best month: +10.3% • Worst month: -10.9% • Best year: 2021 (+34.0%) • Worst year: 2022 (-13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+1.2%-4.8%+8.2%+5.3%+0.3%------+10.7%
2025+4.2%-2.4%-7.9%-4.1%+6.3%+0.8%+4.7%-0.5%+2.4%+4.3%-0.3%+0.4%+7.3%
2024+3.5%+3.9%+3.6%-1.9%+1.3%+4.9%+0.1%-0.3%+1.3%+1.1%+7.2%-1.3%+25.7%
2023+4.9%+0.8%+0.1%+0.3%+2.7%+3.8%+2.3%-0.4%-1.6%-3.5%+6.0%+4.0%+20.8%
2022-5.5%-1.9%+4.7%-2.6%-3.5%-6.3%+10.3%-1.7%-5.6%+4.5%+0.4%-5.8%-13.4%
2021+0.4%+3.3%+6.4%+1.7%-0.1%+4.7%+1.9%+3.1%-2.0%+5.3%+0.9%+4.3%+34.0%
2020+0.2%-8.6%-10.9%+9.7%+2.5%+1.9%-0.4%+6.3%-1.2%-2.7%+9.7%+1.5%+6.0%
2019+7.7%+4.0%+2.5%+3.7%-4.7%+3.9%+3.8%-1.8%+3.3%-0.1%+4.4%+1.6%+31.7%
2018----------0.7%+0.6%-8.2%-8.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.56% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+167.69%
Annualized Return
+13.65%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+16.01%
Max Drawdown
+33.56%
Positive Months
66%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
6.66
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,768.82
Backtest Period
2018-10-16 to 2026-06-26
7.7 years
Rebalancing
none
Base Currency
EUR
MSCI World++ | +13.7% CAGR | ETF Backtest