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Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+71.84%
Annualized Return+8.43%
Volatility+11.86%
Sharpe Ratio0.54
Max Drawdown+26.07%

Holdings

Asset Allocation

Asset Class

Equity 71.4%Bonds 23.4%Money Market 5.2%
Holdings Details
A diversified EUR ETF portfolio for stable growth, blending global equities, corporate bonds, and targeted sector exposure for balanced returns.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
36.4%0.19%
IE15.LSE
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)IE00B4L60045
ETF
9.8%0.2%
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96
ETF
8.4%0.19%
ERNE.AS
iShares EUR Ultrashort Bond UCITS ETF EUR (Dist)IE00BCRY6557
ETF
7.5%0.09%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
5.2%0.1%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
4.5%0.07%
WHEA.AS
State Street SPDR MSCI World Health Care UCITS ETF USDIE00BYTRRB94
ETF
4.2%0.3%
36B7.XETRA
iShares Global Corporate Bond UCITS ETF EUR Hedged (Dist)IE00BJSFQW37
ETF
3.7%0.25%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
3.0%0.3%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
2.8%0.3%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
2.4%0.3%
FLXD.XETRA
Franklin European Quality Dividend UCITS ETF (Dist)IE00BF2B0L69
ETF
2.4%0.25%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
2.2%0.3%
XDWS.XETRA
Xtrackers MSCI World Consumer Staples UCITS ETF 1CIE00BM67HN09
ETF
2.1%0.25%
EUN9.XETRA
iShares Euro Government Bond 5-7yr UCITS ETFIE00B4WXJG34
ETF
1.5%0.15%
DBXD.XETRA
Xtrackers DAX UCITS ETF 1CLU0274211480
ETF
1.0%0.09%
IEMA.AS
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
1.0%0.18%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF DistributingIE00B8GKDB10
ETF
1.0%0.29%
IUSU.XETRA
iShares USD Treasury Bond 1-3yr UCITS ETF (Dist)IE00B14X4S71
ETF
0.5%0.07%
EUNH.XETRA
iShares Core Euro Government Bond UCITS ETF (Dist)IE00B4WXJJ64
ETF
0.4%0.07%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,184.31
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 82 months (67%)
Monthly Returns Heatmap
Best month: +7.2% • Worst month: -9.1% • Best year: 2021 (+21.9%) • Worst year: 2022 (-10.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+2.1%-4.2%+1.6%--------+0.5%
2025+3.7%-1.3%-5.2%-3.2%+4.2%+0.4%+3.4%+0.0%+1.8%+3.1%+0.4%+0.2%+7.3%
2024+2.2%+2.3%+3.0%-1.6%+1.1%+3.2%+1.1%-0.0%+1.2%+0.4%+5.3%-1.6%+17.6%
2023+3.5%+0.1%-0.2%+0.3%+1.0%+2.6%+2.1%-0.6%-1.2%-2.8%+4.4%+3.6%+13.4%
2022-3.7%-1.4%+3.0%-1.3%-2.4%-4.8%+7.0%-1.8%-4.8%+3.4%+1.1%-4.1%-10.0%
2021+0.8%+1.9%+4.8%+1.1%+0.2%+3.1%+1.0%+2.1%-1.6%+3.1%+0.3%+3.3%+21.9%
2020-0.3%-6.2%-9.1%+7.2%+1.5%+1.5%-0.1%+3.5%-0.6%-1.5%+6.7%+1.5%+2.9%
2019------+0.0%-1.0%+2.2%+0.1%+2.9%+1.5%+5.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.07% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -12.5%.

Dividend Income

Summary
This portfolio contains 8 distributing ETFs (26.8% of total allocation)

Total Dividends Received

388.92

122 payments

Dividend Yield

0.45%

(annualized)

Avg Per Payment

3.19

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
YearDividends
202634.17
202596.45
202493.70
202363.91
202233.28
202130.90
202027.43
20199.04
Total388.92

Detailed Metrics

Returns
Total Return
+71.84%
Annualized Return
+8.43%
Avg Monthly Return
+0.71%
Risk
Volatility (Annual)
+11.86%
Max Drawdown
+26.07%
Positive Months
67%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.71
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
5.47
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,184.31
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR