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Patrimonio prudente nueva

Created byuser-azqcs6
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None Rebalancing
EUR
Low Risk
4.7yr backtest

Performance Summary

Total Return+32.31%
Annualized Return+6.09%
Volatility+9.14%
Sharpe Ratio0.45
Max Drawdown+15.49%

Holdings

Asset Allocation

Asset Class

Equity 25.0%Commodities 25.0%Real Estate 25.0%Bonds 25.0%
Holdings Details
Diversified ETF portfolio equally split across global stocks, commodities, real estate, and ESG bonds for balanced, long-term growth.
AssetTypeAllocationTER
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
25.0%0.2%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728
ETF
25.0%0.46%
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF • IE00B1FZS350
ETF
25.0%0.59%
AEGE.XETRA
iShares Global Aggregate Bond ESG ​SRI UCITS ETF EUR Hedged (Acc) • IE000APK27S2
ETF
25.0%0.1%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,230.66
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 58 months (60%)
Monthly Returns Heatmap
Best month: +7.1% • Worst month: -6.2% • Best year: 2026 (+12.3%) • Worst year: 2022 (-6.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+2.2%+1.0%+4.2%+1.6%-------+12.3%
2025+2.9%+0.0%-3.7%-4.7%+1.9%-0.5%+2.6%-0.0%+1.5%+2.7%+0.8%-0.2%+3.0%
2024+0.9%+0.2%+3.0%-0.7%+0.5%+2.0%+0.0%+0.3%+2.1%+0.0%+4.5%-1.3%+12.2%
2023+2.4%-1.2%-2.0%-0.4%-0.5%+1.4%+2.8%-0.3%-0.9%-2.1%+1.7%+2.6%+3.2%
2022-0.5%+0.7%+5.3%+1.3%-2.1%-6.2%+7.1%-1.8%-5.6%+0.8%-0.0%-4.5%-6.2%
2021-------+0.1%-0.1%+3.5%-1.0%+2.7%+5.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.49% • The longest drawdown period lasted for 2 years and 6 months and was between April 2022 and November 2024. It reached a trough of -15.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (25.0% of total allocation)

Total Dividends Received

€326.35

18 payments

Dividend Yield

0.64%

(annualized)

Avg Per Payment

€18.13

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
2026€16.70
2025€73.67
2024€73.71
2023€70.25
2022€78.84
2021€13.18
Total€326.35

Detailed Metrics

Returns
Total Return
+32.31%
Annualized Return
+6.09%
Avg Monthly Return
+0.52%
Risk
Volatility (Annual)
+9.14%
Max Drawdown
+15.49%
Positive Months
60%
Average Drawdown
-6.3%
Risk-Adjusted
Sharpe Ratio
0.45
Risk-free rate: 2.0%
Sortino Ratio
0.41
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
7.44
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,230.66
Backtest Period
2021-08-27 to 2026-05-22
4.7 years
Rebalancing
none
Base Currency
EUR
Patrimonio prudente nueva | ETF Backtest