HomePortfoliosQDVE AND VUAA

QDVE AND VUAA

V

Optimize
None Rebalancing
EUR
Moderate Risk
6.2yr backtest

Performance Summary

Total Return+132.65%
Annualized Return+14.70%
Volatility+19.43%
Sharpe Ratio0.65
Max Drawdown+33.00%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
EUR portfolio with 70% VUAA and 30% QDVE ETFs, combining broad U.S. market exposure with a targeted focus on the high-growth technology sector.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
70.0%0.07%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
30.0%0.15%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,264.63
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 75 months (60%)
Monthly Returns Heatmap
Best month: +12.4% • Worst month: -11.5% • Best year: 2021 (+42.8%) • Worst year: 2022 (-18.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.3%-1.7%-4.0%+2.5%---------4.6%
2025+1.9%-4.1%-10.3%-4.4%+8.6%+3.1%+7.3%-1.8%+4.3%+6.3%-2.4%-0.3%+6.7%
2024+4.8%+4.9%+3.4%-2.5%+2.6%+9.4%-2.0%-1.0%+1.8%+2.6%+8.0%+0.7%+37.3%
2023+5.3%+1.8%+2.4%-0.4%+7.6%+4.1%+2.2%+0.5%-2.9%-2.7%+7.3%+3.7%+32.3%
2022-6.8%-2.5%+6.0%-3.7%-4.5%-6.2%+12.4%-1.9%-6.2%+4.8%-2.4%-7.1%-18.2%
2021+0.9%+2.9%+6.0%+2.6%-1.7%+7.2%+2.7%+4.0%-2.5%+6.2%+4.0%+4.4%+42.8%
2020--11.5%-7.8%+10.9%+2.6%+2.7%+0.1%+8.5%-2.1%-3.4%+7.6%+2.2%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.00% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -19.6%.

Detailed Metrics

Returns
Total Return
+132.65%
Annualized Return
+14.70%
Avg Monthly Return
+1.25%
Risk
Volatility (Annual)
+19.43%
Max Drawdown
+33.00%
Positive Months
60%
Average Drawdown
-6.3%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
7.97
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,264.63
Backtest Period
2020-02-04 to 2026-04-02
6.2 years
Rebalancing
none
Base Currency
EUR