HomePortfoliosБез крипто, REIT и секторни ETFs

Без крипто, REIT и секторни ETFs

Optimize
Annual Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+77.55%
Annualized Return+8.96%
Volatility+14.31%
Sharpe Ratio0.49
Max Drawdown+30.94%

Holdings

Asset Allocation

Asset Class

Equity 82.0%Real Estate 8.0%Bonds 8.0%Money Market 2.0%
Holdings Details
Diversified global ETF portfolio blending 75% worldwide stocks with European bonds, property, and emerging markets for stable growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
75.0%0.19%
IQQ6.XETRA
iShares Developed Markets Property Yield UCITS ETFIE00B1FZS350
ETF
8.0%0.59%
IEGA.AS
iShares Core Euro Government Bond UCITS ETF (Dist)IE00B4WXJJ64
ETF
8.0%0.07%
IBC3.XETRA
iShares Core MSCI Emerging Markets IMI UCITS ETFIE00BD45KH83
ETF
7.0%0.18%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
2.0%0.1%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,754.95
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 82 months (60%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -11.4% • Best year: 2021 (+24.7%) • Worst year: 2022 (-14.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+2.5%-5.5%+1.8%--------+0.3%
2025+3.6%-1.5%-6.2%-3.4%+5.0%+0.7%+4.0%-0.2%+2.7%+3.8%-0.4%+0.2%+8.0%
2024+1.8%+2.9%+3.3%-1.6%+0.8%+4.2%+0.8%-0.2%+2.0%+0.4%+5.7%-1.4%+20.0%
2023+4.9%-0.6%-0.2%-0.1%+1.7%+2.9%+2.5%-1.1%-1.6%-3.3%+5.5%+4.0%+15.3%
2022-3.9%-2.0%+3.1%-2.1%-3.3%-5.4%+8.1%-1.8%-6.3%+2.6%+1.8%-5.1%-14.1%
2021+1.1%+2.5%+5.0%+1.3%-0.0%+4.0%+0.7%+2.4%-1.8%+3.9%+0.2%+3.3%+24.7%
2020-0.5%-7.1%-11.4%+8.1%+1.5%+2.5%-0.1%+4.4%-0.6%-1.5%+8.0%+2.0%+3.5%
2019------+0.0%-1.3%+2.9%+0.1%+3.1%+1.9%+6.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.94% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -15.4%.

Dividend Income

Summary
This portfolio contains 3 distributing ETFs (23.0% of total allocation)

Total Dividends Received

480.41

54 payments

Dividend Yield

0.54%

(annualized)

Avg Per Payment

8.90

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
202639.19
2025104.91
202483.70
202366.95
202263.59
202149.76
202045.46
201926.83
Total480.41

Detailed Metrics

Returns
Total Return
+77.55%
Annualized Return
+8.96%
Avg Monthly Return
+0.76%
Risk
Volatility (Annual)
+14.31%
Max Drawdown
+30.94%
Positive Months
60%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.49
Risk-free rate: 2.0%
Sortino Ratio
0.43
Downside risk adjusted
Return/Volatility
0.63
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
7.19
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,754.95
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
annual
Base Currency
EUR