HomePortfoliosWorld - Sector // DB KT SA

World - Sector // DB KT SA

Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
10.5yr backtest

Performance Summary

Total Return+393.64%
Annualized Return+16.50%
Volatility+17.31%
Sharpe Ratio0.84
Max Drawdown+35.71%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Growth-focused global equity ETF portfolio with 50% industrials, 40% tech, and 10% financials for long-term capital appreciation.
AssetTypeAllocationTER
XDWI.XETRA
Xtrackers MSCI World Industrials UCITS ETF 1CIE00BM67HV82
ETF
50.0%0.25%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
40.0%0.25%
XDWF.XETRA
Xtrackers MSCI World Financials UCITS ETF 1CIE00BM67HL84
ETF
10.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €49,364.19
Histogram of Monthly Returns
The portfolio had a positive return during 80 of the 127 months (63%)
Monthly Returns Heatmap
Best month: +12.6% • Worst month: -11.8% • Best year: 2019 (+39.4%) • Worst year: 2022 (-15.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+2.6%-6.9%+11.3%+7.1%+2.7%-2.7%+1.7%+0.4%---+17.7%
2025+3.5%-2.5%-8.2%-2.8%+9.1%+2.2%+6.0%-2.0%+3.4%+5.2%-3.1%+1.1%+11.3%
2024+3.6%+5.3%+3.6%-2.4%+1.9%+5.6%+0.0%-0.6%+2.0%+1.2%+8.3%-1.7%+29.6%
2023+5.5%+2.6%+1.2%-0.9%+5.5%+5.1%+2.1%-0.7%-3.0%-3.2%+8.3%+5.3%+30.6%
2022-7.1%-2.1%+4.3%-4.1%-4.4%-6.9%+12.6%-2.3%-7.1%+6.6%+1.1%-5.6%-15.7%
2021-0.5%+4.3%+6.4%+1.5%-0.2%+4.7%+2.0%+3.5%-2.5%+5.4%+1.1%+4.1%+33.7%
2020+1.6%-9.4%-11.8%+8.9%+4.1%+3.9%-1.2%+9.0%-0.5%-3.7%+11.2%+2.1%+11.9%
2019+8.9%+6.1%+2.5%+5.4%-6.1%+5.0%+4.4%-2.7%+3.6%+0.8%+5.7%+1.1%+39.4%
2018+2.3%-0.4%-4.8%+2.7%+5.9%-1.4%+2.7%+3.1%+0.7%-6.9%-0.6%-9.0%-6.7%
2017-0.1%+5.9%+1.0%+0.4%-0.4%-1.4%-0.7%+0.2%+3.3%+5.4%-0.9%+1.1%+14.3%
2016---1.0%-1.9%+5.4%-2.2%+5.7%+1.7%+0.6%+1.4%+6.3%+1.8%+18.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.71% • The longest drawdown period lasted for 1 year and 6 months and was between November 2021 and June 2023. It reached a trough of -20.7%.
When could this portfolio get you to financial independence?

World - Sector // DB KT SA returned +16.50% a year over the 10 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+393.64%
Annualized Return
+16.50%
Avg Monthly Return
+1.37%
Risk
Volatility (Annual)
+17.31%
Max Drawdown
+35.71%
Positive Months
63%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.79
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
6.73
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
49,364.19
Backtest Period
2016-03-22 to 2026-09-04
10.5 years
Rebalancing
annual
Base Currency
EUR