HomePortfoliosSmall-Cap Value & Quality

Small-Cap Value & Quality

A globally diversified factor-based ETF portfolio designed to maximize long-term returns through targeted exposure to small-cap, value, and quality equities. Selected UCITS ETFs provide broad market coverage with an emphasis on proven factors (small size, value, and quality) while maintaining simplicity and cost efficiency.

None Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+23.60%
Annualized Return+14.74%
Volatility+14.64%
Sharpe Ratio0.87
Max Drawdown+20.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global small-cap value ETF portfolio for long-term growth. Diversified exposure across developed and emerging markets with quality factor focus.
AssetTypeAllocationTER
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD AccIE0003R87OG3
ETF
32.0%0.39%
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
30.0%0.2%
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96
ETF
26.0%0.19%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
12.0%0.18%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €12,360.14
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +7.5% • Worst month: -5.9% • Best year: 2026 (+9.9%) • Worst year: 2024 (+3.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+4.7%-4.4%+6.6%--------+9.9%
2025+4.2%-2.2%-5.9%-5.0%+5.5%+0.5%+3.8%+1.7%+1.5%+2.6%+1.3%+0.6%+8.3%
2024---------+0.2%+7.5%-3.5%+3.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.44% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -20.4%.

Detailed Metrics

Returns
Total Return
+23.60%
Annualized Return
+14.74%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+14.64%
Max Drawdown
+20.44%
Positive Months
74%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.87
Risk-free rate: 2.0%
Sortino Ratio
0.81
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
5.17
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
12,360.14
Backtest Period
2024-10-01 to 2026-04-17
1.5 years
Rebalancing
none
Base Currency
EUR