HomePortfoliosSektoren ETF 01

Sektoren ETF 01

Energie, Tech und Consumer Staples

Optimize
Monthly Rebalancing
EUR
Moderate Risk
9.9yr backtest

Performance Summary

Total Return+313.55%
Annualized Return+15.40%
Volatility+16.10%
Sharpe Ratio0.83
Max Drawdown+34.77%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio targeting global tech, energy, and consumer staples sectors for balanced growth and stability.
AssetTypeAllocationTER
WTCH.AS
State Street SPDR MSCI World Technology UCITS ETF USDIE00BYTRRD19
ETF
50.0%0.3%
XDWS.XETRA
Xtrackers MSCI World Consumer Staples UCITS ETF 1CIE00BM67HN09
ETF
25.0%0.25%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
25.0%0.25%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €41,354.95
Histogram of Monthly Returns
The portfolio had a positive return during 77 of the 120 months (64%)
Monthly Returns Heatmap
Best month: +12.4% • Worst month: -10.3% • Best year: 2021 (+40.1%) • Worst year: 2022 (-3.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+3.3%+0.1%+0.5%--------+6.2%
2025+1.4%-1.6%-6.6%-5.6%+6.4%+1.8%+5.5%-0.9%+2.6%+4.7%-1.1%-1.1%+4.6%
2024+4.5%+3.2%+4.1%-1.1%+1.4%+6.7%-1.6%-1.0%+0.1%+1.4%+7.3%-0.9%+26.3%
2023+4.4%+1.4%+2.6%+0.2%+3.9%+2.9%+2.4%+0.5%-1.2%-2.6%+4.5%+1.8%+22.4%
2022-1.2%-0.5%+5.7%-0.2%-1.8%-7.4%+11.2%-0.6%-6.6%+7.2%-1.1%-6.8%-3.8%
2021+0.8%+4.2%+5.6%+1.0%-0.4%+7.3%+0.5%+2.6%+0.9%+6.0%+1.8%+4.0%+40.1%
2020+1.0%-10.0%-10.3%+10.8%+1.7%+2.8%-1.9%+5.9%-3.9%-4.6%+12.4%+2.2%+3.5%
2019+7.4%+5.2%+4.7%+3.9%-5.9%+4.3%+4.7%-2.6%+3.2%-1.1%+4.8%+1.9%+34.2%
2018+0.9%-1.6%-3.3%+4.6%+6.6%+0.8%+1.5%+2.8%+0.8%-4.9%-2.1%-8.6%-3.3%
2017-1.1%+5.1%+0.6%-0.8%-0.0%-3.3%-0.3%-0.5%+3.2%+5.0%-0.3%+1.3%+9.0%
2016----+7.0%-0.2%+3.8%+1.1%+1.4%+1.0%+3.7%+2.6%+22.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.77% • The longest drawdown period lasted for 10 months and was between February 2020 and January 2021. It reached a trough of -34.8%.

Detailed Metrics

Returns
Total Return
+313.55%
Annualized Return
+15.40%
Avg Monthly Return
+1.27%
Risk
Volatility (Annual)
+16.10%
Max Drawdown
+34.77%
Positive Months
64%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
6.07
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
41,354.95
Backtest Period
2016-05-04 to 2026-04-02
9.9 years
Rebalancing
monthly
Base Currency
EUR