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Portafolio Tipo Endowment (Sin BTC)

Created byuser-ey6leh
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Annual Rebalancing
EUR
Moderate Risk
8.0yr backtest

Performance Summary

Total Return+124.58%
Annualized Return+10.63%
Volatility+16.34%
Sharpe Ratio0.53
Max Drawdown+34.27%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Commodities 5.0%
Holdings Details
Diversified global ETF portfolio blending developed & emerging markets, small caps, quality stocks, commodities, and clean energy for balanced growth.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
50.0%0.2%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
15.0%0.18%
WSML.LSE
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
10.0%0.35%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601
ETF
10.0%0.25%
PICK.US
iShares MSCI Global Metals & Mining Producers ETF • US46434G8481
ETF
5.0%0.39%
WCOA.LSE
WisdomTree Enhanced Commodity UCITS ETF USD Acc • IE00BYMLZY74
ETF
5.0%0.7%
INRG.SW
iShares Global Clean Energy Transition UCITS ETF USD (Dist) • IE00B1XNHC34
ETF
5.0%0.65%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €22,458.06
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 98 months (66%)
Monthly Returns Heatmap
Best month: +13.0% • Worst month: -12.7% • Best year: 2019 (+24.9%) • Worst year: 2022 (-15.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.6%+2.4%-7.1%+2.2%--------+1.6%
2025+3.2%-2.1%-2.7%+0.5%+5.7%+4.6%+1.8%+2.7%+3.6%+3.0%+0.3%+1.9%+24.6%
2024-0.7%+2.6%+3.5%-2.4%+3.1%+1.9%+1.5%+1.3%+3.0%-2.6%+2.7%-2.9%+11.2%
2023+6.8%-3.1%+2.0%+0.5%-2.0%+5.9%+4.0%-3.4%-3.9%-4.0%+8.6%+5.7%+17.1%
2022-5.1%+0.3%+3.0%-6.9%-1.0%-8.8%+6.1%-2.3%-8.6%+3.4%+7.3%-2.2%-15.3%
2021+0.7%+2.5%+1.5%+4.2%+1.8%+0.7%+0.8%+1.8%-3.8%+4.6%-2.9%+3.5%+16.3%
2020-1.7%-8.5%-12.7%+8.9%+4.2%+3.8%+5.9%+7.3%-2.0%-1.6%+13.0%+7.2%+22.7%
2019+8.2%+2.7%+0.8%+2.7%-5.5%+6.2%+0.4%-3.4%+2.2%+2.2%+2.7%+3.8%+24.9%
2018--+0.0%+1.6%+0.1%-1.6%+2.4%-0.3%+0.8%-7.6%+1.0%-5.9%-9.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.27% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -24.0%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (10.0% of total allocation)

Total Dividends Received

€318.52

34 payments

Dividend Yield

0.28%

(annualized)

Avg Per Payment

€9.37

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
2025€54.39
2024€28.51
2023€34.69
2022€59.65
2021€49.03
2020€23.05
2019€37.13
2018€32.08
Total€318.52

Detailed Metrics

Returns
Total Return
+124.58%
Annualized Return
+10.63%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+16.34%
Max Drawdown
+34.27%
Positive Months
66%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.65
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.81
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€22,458.06
Backtest Period
2018-03-29 to 2026-04-02
8.0 years
Rebalancing
annual
Base Currency
EUR