HomePortfoliosPortafoglio iUBS Core MSCI World, Xtrackers Global Government Bond Acc e iShares Physical Gold 75/15/10

Portafoglio iUBS Core MSCI World, Xtrackers Global Government Bond Acc e iShares Physical Gold 75/15/10

Created byuser-8nat7y
Optimize
None Rebalancing
EUR
Moderate Risk
4.7yr backtest

Performance Summary

Total Return+55.71%
Annualized Return+9.85%
Volatility+13.68%
Sharpe Ratio0.57
Max Drawdown+17.02%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Bonds 15.0%Precious Metals 10.0%
Holdings Details
A 75/15/10 ETF portfolio blending global stocks, government bonds, and physical gold for a diversified, all-weather core investment strategy.
AssetTypeAllocationTER
UETW.XETRA
UBS Core MSCI World UCITS ETF USD acc • IE00BD4TXV59
ETF
75.0%0.06%
XG7S.XETRA
Xtrackers II Global Government Bond UCITS ETF 5C • LU0908508731
ETF
15.0%0.2%
PPFB.BE
iShares Physical Gold ETC • IE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,571.3
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 58 months (62%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -5.7% • Best year: 2024 (+24.4%) • Worst year: 2022 (-11.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+1.9%-5.1%+1.5%--------+0.3%
2025+4.3%-1.6%-5.7%-3.2%+4.8%-0.1%+4.3%+0.0%+3.3%+4.4%+0.3%+0.5%+11.4%
2024+2.9%+2.8%+3.9%-1.2%+0.9%+4.2%+0.5%-0.1%+1.8%+1.7%+5.8%-1.0%+24.4%
2023+4.4%-0.0%+0.8%+0.1%+2.2%+1.9%+1.8%-0.4%-1.4%-2.0%+4.5%+3.4%+16.2%
2022-4.2%-0.9%+3.4%-1.7%-3.3%-4.7%+8.2%-2.1%-4.8%+2.9%+0.4%-4.8%-11.7%
2021------+0.7%+2.1%-1.7%+4.2%+1.1%+2.7%+9.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.02% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -13.3%.

Detailed Metrics

Returns
Total Return
+55.71%
Annualized Return
+9.85%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+13.68%
Max Drawdown
+17.02%
Positive Months
62%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.58
Return/Max Drawdown
Ulcer Index
5.13
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,571.3
Backtest Period
2021-07-16 to 2026-04-02
4.7 years
Rebalancing
none
Base Currency
EUR