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Quality XTB

Quality XTB

Annual Rebalancing
EUR
Moderate Risk
11.5yr backtest

Performance Summary

Total Return+244.63%
Annualized Return+11.34%
Volatility+16.78%
Sharpe Ratio0.56
Max Drawdown+32.16%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Quality XTB: A globally diversified ETF portfolio investing 100% in MSCI World Quality stocks. Annual rebalancing strategy for long-term wealth building in EUR.
AssetTypeAllocationTER
XDEQ.XETRA
Xtrackers MSCI World Quality UCITS ETF 1CIE00BL25JL35
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,463.1
Histogram of Monthly Returns
The portfolio had a positive return during 92 of the 140 months (66%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -8.8% • Best year: 2021 (+34.6%) • Worst year: 2022 (-14.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+1.9%-5.1%+3.6%--------+1.6%
2025+4.1%-2.1%-8.0%-4.5%+4.8%-0.2%+3.5%-0.3%+2.2%+3.2%+0.5%+0.6%+2.9%
2024+3.9%+4.9%+3.3%-2.3%+2.4%+5.0%-1.1%+0.9%+0.3%+0.6%+6.5%-2.3%+23.8%
2023+3.7%+0.5%+0.7%+0.6%+3.0%+3.4%+2.4%+0.6%-2.2%-2.1%+5.4%+4.2%+21.8%
2022-7.3%-2.4%+5.4%-2.2%-4.4%-6.3%+10.0%-2.5%-5.7%+4.5%+1.8%-5.3%-14.9%
2021-0.8%+3.1%+6.8%+2.4%+0.1%+5.3%+3.1%+3.1%-3.9%+6.6%+1.3%+3.6%+34.6%
2020+0.4%-8.7%-8.8%+9.1%+2.1%+0.5%-1.3%+6.6%-0.8%-2.8%+8.6%+1.5%+4.5%
2019+7.2%+5.5%+3.4%+3.1%-4.8%+4.0%+3.9%-2.0%+2.9%+0.2%+5.0%+2.0%+34.2%
2018+1.7%-2.7%-2.8%+2.7%+5.6%-0.9%+3.0%+2.2%+0.6%-4.4%+0.0%-7.7%-3.3%
2017-1.7%+4.6%+0.8%-0.5%-0.5%-1.7%-1.5%-2.9%+5.1%+3.8%+0.4%+1.4%+7.0%
2016-5.9%+0.4%+2.4%+2.3%+0.6%-0.8%+4.2%+0.6%-0.2%+0.6%+5.2%+3.2%+12.8%
2015+5.6%+6.1%+2.3%-1.7%+1.7%-4.3%+3.1%-7.4%-3.0%+8.7%+3.9%-3.8%+10.3%
2014--------+0.0%+1.4%+2.7%+1.4%+5.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.16% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -18.6%.

Detailed Metrics

Returns
Total Return
+244.63%
Annualized Return
+11.34%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+16.78%
Max Drawdown
+32.16%
Positive Months
66%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.93
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,463.1
Backtest Period
2014-09-30 to 2026-04-08
11.5 years
Rebalancing
annual
Base Currency
EUR