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nasdaq vs world ex-usa

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Quarterly Rebalancing
GBP
Moderate Risk
Multi-currency
8.8yr backtest

Performance Summary

Total Return+229.73%
Annualized Return+14.55%
Volatility+16.40%
Sharpe Ratio0.77
Max Drawdown+26.31%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Money Market 10.0%
Holdings Details
Diversified ETF portfolio: 90% global equities (US & low volatility) and 10% money market for balanced growth and stability.
AssetTypeAllocationTER
EQGB.LSE
Invesco Nasdaq-100 UCITS ETF GBP HedgedIE00BYVTMW98
ETF
70.0%0.35%
MVOL.LSE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
20.0%0.3%
CSH2.LSE
Amundi Smart Overnight Return UCITS ETF GBP Hedged AccLU1230136894
ETF
10.0%0.1%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £32,972.59
Histogram of Monthly Returns
The portfolio had a positive return during 69 of the 106 months (65%)
Monthly Returns Heatmap
Best month: +11.2% • Worst month: -8.7% • Best year: 2023 (+37.4%) • Worst year: 2022 (-25.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%-0.7%-5.3%+11.2%+8.6%-0.3%-4.6%-----+8.4%
2025+2.7%-3.7%-5.2%+0.3%+7.4%+4.1%+3.0%-0.1%+3.6%+3.9%-1.1%-0.1%+15.1%
2024+1.9%+3.2%+1.7%-2.7%+2.3%+6.6%-1.1%+0.7%+1.9%+0.3%+4.3%+0.7%+21.3%
2023+7.2%+0.1%+6.1%+0.5%+5.2%+4.9%+2.7%-0.9%-3.1%-2.6%+7.7%+5.2%+37.4%
2022-8.5%-2.0%+5.2%-8.7%-3.8%-5.8%+8.3%-2.3%-6.8%+1.2%+0.3%-4.2%-25.2%
2021+0.4%-0.9%+2.3%+4.3%-0.7%+5.0%+2.3%+3.6%-3.7%+4.2%+2.6%+1.4%+22.3%
2020+3.0%-7.0%-4.2%+10.0%+4.4%+4.9%+4.4%+8.2%-3.0%-3.1%+7.1%+4.0%+30.9%
2019+6.2%+2.4%+3.2%+3.9%-4.9%+5.3%+3.9%-2.7%+0.7%+2.0%+3.4%+2.2%+28.2%
2018+4.6%-0.5%-4.4%+1.9%+4.0%+1.6%+1.8%+4.5%-0.1%-6.5%-0.3%-6.4%-0.7%
2017---------+1.4%+1.5%+1.2%+4.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.31% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -26.3%.

Detailed Metrics

Returns
Total Return
+229.73%
Annualized Return
+14.55%
Avg Monthly Return
+1.22%
Risk
Volatility (Annual)
+16.40%
Max Drawdown
+26.31%
Positive Months
65%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.77
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
8.31
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£32,972.59
Backtest Period
2017-10-18 to 2026-07-31
8.8 years
Rebalancing
quarterly
Base Currency
GBP
nasdaq vs world ex-usa | +14.5% CAGR | ETF Backtest