HomePortfoliosMSCI World
None Rebalancing
EUR
Moderate Risk
19.6yr backtest

Performance Summary

Total Return+431.90%
Annualized Return+8.92%
Volatility+17.67%
Sharpe Ratio0.39
Max Drawdown+53.36%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% global equity ETF portfolio for diversified exposure to worldwide stock markets and long-term growth potential.
AssetTypeAllocationTER
DBXW.XETRA
Xtrackers MSCI World Swap UCITS ETF 1CLU0274208692
ETF
100.0%0.45%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €53,189.52
Histogram of Monthly Returns
The portfolio had a positive return during 148 of the 236 months (63%)
Monthly Returns Heatmap
Best month: +13.3% • Worst month: -10.8% • Best year: 2021 (+32.7%) • Worst year: 2008 (-38.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+1.1%-4.8%+8.3%+5.6%+1.3%-0.7%+3.6%----+15.2%
2025+4.5%-2.5%-7.9%-3.9%+6.4%+0.9%+4.8%-0.3%+2.5%+4.3%-0.3%+0.3%+7.8%
2024+3.3%+3.6%+3.7%-2.0%+1.4%+4.9%+0.1%-0.2%+1.4%+1.2%+7.5%-1.2%+25.7%
2023+4.9%+0.6%+0.2%+0.2%+2.4%+3.8%+2.4%-0.5%-1.7%-3.4%+5.8%+4.2%+20.1%
2022-5.5%-1.9%+4.8%-2.7%-3.5%-6.3%+10.3%-1.9%-5.8%+4.7%+0.1%-5.7%-13.9%
2021+0.5%+3.1%+6.2%+2.0%-0.3%+4.7%+1.8%+3.0%-1.9%+5.1%+0.7%+4.1%+32.7%
2020+0.2%-8.7%-10.8%+9.6%+2.4%+1.8%-0.4%+6.0%-1.0%-2.9%+9.6%+1.8%+5.4%
2019+7.8%+3.9%+2.6%+3.6%-4.8%+3.8%+3.7%-1.7%+3.3%-0.1%+4.4%+1.6%+31.3%
2018+1.1%-1.8%-3.8%+3.9%+3.7%+0.3%+2.5%+1.8%+0.8%-4.9%+0.5%-8.3%-4.8%
2017-0.9%+5.2%+0.5%-0.6%-1.1%-0.9%-0.9%-0.9%+2.9%+3.4%-0.2%+1.3%+7.7%
2016-6.9%+0.3%+1.2%-0.1%+4.3%-1.1%+3.9%+0.3%+0.0%+0.6%+5.3%+2.8%+10.5%
2015+5.3%+6.3%+3.0%-1.7%+1.7%-3.7%+3.0%-8.0%-3.7%+9.7%+3.9%-4.0%+10.7%
2014-1.7%+3.3%-0.2%+0.3%+3.7%+1.5%+0.8%+3.9%+1.6%+1.3%+2.8%+1.3%+20.0%
2013+2.7%+4.1%+4.0%+0.5%+2.5%-3.3%+3.4%-2.2%+2.5%+3.9%+1.4%+0.4%+21.5%
2012+3.9%+2.6%+1.7%-0.8%-2.4%+2.8%+4.5%+0.4%+0.0%-1.6%+1.0%-0.0%+12.6%
2011-0.9%+2.8%-3.8%-0.3%+0.9%-2.2%-0.7%-7.5%-1.4%+6.2%+0.4%+3.9%-3.2%
2010-0.5%+2.6%+7.2%+2.3%-2.6%-2.9%+1.1%-0.9%+1.7%+1.4%+4.6%+5.2%+20.2%
2009+1.9%-9.0%+0.1%+13.3%+0.6%+0.6%+7.7%+2.6%+1.4%-1.7%+1.6%+7.2%+27.7%
2008-9.4%-2.3%-5.4%+8.0%+1.5%-9.5%-1.1%+4.2%-8.9%-9.9%-7.0%-6.2%-38.6%
2007-0.4%-2.1%+1.5%+1.9%+2.7%+0.0%-2.7%-0.3%+0.2%+1.1%-5.3%-1.1%-4.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +53.36% • The longest drawdown period lasted for 5 years and 8 months and was between June 2007 and March 2013. It reached a trough of -53.4%.

Detailed Metrics

Returns
Total Return
+431.90%
Annualized Return
+8.92%
Avg Monthly Return
+0.79%
Risk
Volatility (Annual)
+17.67%
Max Drawdown
+53.36%
Positive Months
63%
Average Drawdown
-10.3%
Risk-Adjusted
Sharpe Ratio
0.39
Risk-free rate: 2.0%
Sortino Ratio
0.37
Downside risk adjusted
Return/Volatility
0.50
Calmar Ratio
0.17
Return/Max Drawdown
Ulcer Index
14.44
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
53,189.52
Backtest Period
2007-01-18 to 2026-08-14
19.6 years
Rebalancing
none
Base Currency
EUR
MSCI World | +8.9% CAGR | ETF Backtest