HomePortfoliosMSCI World
FIRE Projection
None Rebalancing
EUR
Moderate Risk
19.6yr backtest

Performance Summary

Total Return+426.02%
Annualized Return+8.83%
Volatility+17.65%
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 €52,602.08
Histogram of Monthly Returns
The portfolio had a positive return during 149 of the 237 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%+1.9%+0.6%---+13.9%
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%.
When could this portfolio get you to financial independence?

MSCI World returned +8.83% a year over the 20 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+426.02%
Annualized Return
+8.83%
Avg Monthly Return
+0.78%
Risk
Volatility (Annual)
+17.65%
Max Drawdown
+53.36%
Positive Months
63%
Average Drawdown
-10.2%
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
14.42
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
52,602.08
Backtest Period
2007-01-18 to 2026-09-04
19.6 years
Rebalancing
none
Base Currency
EUR