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MSF

Created byuser-8nt83w

None Rebalancing

EUR

Moderate Risk

1.0yr backtest

Performance Summary

Total Return+39.23%

Annualized Return+39.13%

Volatility+14.46%

Sharpe Ratio2.57

Max Drawdown+6.29%

Holdings

Asset Allocation

Asset Class

Equity 96.0%Commodities 4.0%

Holdings Details

Diversified global ETF portfolio targeting ESG, tech, defense, and commodities for strategic growth across key sectors and regions.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XZW0.XETRA Xtrackers MSCI World ESG UCITS ETF 1C • IE00BZ02LR44	IE00BZ02LR44	Acc	ETF	18.0%	0.2%
LSMC.XETRA Amundi MSCI Semiconductors UCITS ETF Acc • LU1900066033	LU1900066033	Acc	ETF	13.0%	0.35%
DFEN.XETRA VanEck Defense UCITS ETF A • IE000YYE6WK5	IE000YYE6WK5	Acc	ETF	12.0%	0.55%
CEMR.XETRA iShares Edge MSCI Europe Momentum Factor UCITS ETF • IE00BQN1K786	IE00BQN1K786	Acc	ETF	12.0%	0.25%
EUNI.XETRA iShares MSCI Emerging Market Small Cap UCITS • IE00B3F81G20	IE00B3F81G20	Dist	ETF	9.0%	0.74%
RENW.XETRA L&G Clean Energy UCITS ETF • IE00BK5BCH80	IE00BK5BCH80	Acc	ETF	8.0%	0.49%
DFEU.AS iShares Europe Defence UCITS ETF EUR (Acc) • IE000IAXNM41	IE000IAXNM41	Acc	ETF	6.0%	0.35%
XDWH.XETRA Xtrackers MSCI World Health Care UCITS ETF 1C • IE00BM67HK77	IE00BM67HK77	Acc	ETF	6.0%	0.25%
EXH6.XETRA iShares STOXX Europe 600 Media UCITS ETF (DE) • DE000A0H08L5	DE000A0H08L5	Dist	ETF	5.0%	0.46%
LOGS.XETRA Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc • LU1834988278	LU1834988278	Acc	ETF	4.0%	0.3%
ETL2.XETRA L&G Longer Dated All Commodities UCITS ETF • IE00B4WPHX27	IE00B4WPHX27	Acc	ETF	4.0%	0.3%
XEMC.XETRA Xtrackers MSCI Emerging Markets Climate Transition UCITS ETF 1C • IE000DNSAS54	IE000DNSAS54	Acc	ETF	3.0%	0.16%
Total		Total			100.0%	0.37%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,922.81

Histogram of Monthly Returns

The portfolio had a positive return during 9 of the 13 months (69%)

Monthly Returns Heatmap

Best month: +10.1% • Worst month: -4.6% • Best year: 2026 (+21.3%) • Worst year: 2025 (+14.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+6.6%	+1.5%	-4.6%	+10.1%	+6.7%	-	-	-	-	-	-	-	+21.3%
2025	-	-	-	-	-0.7%	+2.5%	+4.0%	-0.9%	+5.4%	+4.8%	-2.1%	+1.4%	+14.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +6.29% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -5.7%.

Dividend Income

Summary

This portfolio contains 2 distributing ETFs (14.0% of total allocation)

Total Dividends Received

€19.01

4 payments

Dividend Yield

0.16%

(annualized)

Avg Per Payment

€4.75

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	€2.44	0.02%	1
2025	€16.56	0.15%	3
Total	€19.01	0.16%	4

Detailed Metrics

Returns

Total Return

+39.23%

Annualized Return

+39.13%

Avg Monthly Return

+2.65%

Risk

Volatility (Annual)

+14.46%

Max Drawdown

+6.29%

Positive Months

69%

Average Drawdown

-1.6%

Risk-Adjusted

Sharpe Ratio

2.57

Risk-free rate: 2.0%

Sortino Ratio

2.45

Downside risk adjusted

Return/Volatility

2.71

Calmar Ratio

6.22

Return/Max Drawdown

Ulcer Index

1.82

Drawdown depth & duration

Martin Ratio

0.20

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,922.81

Backtest Period

2025-05-28 to 2026-05-29
1.0 years

Rebalancing

none

Base Currency

EUR