None Rebalancing
EUR
Moderate Risk
2.9yr backtest

Performance Summary

Total Return+76.69%
Annualized Return+22.06%
Volatility+14.65%
Sharpe Ratio1.37
Max Drawdown+19.26%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified 100% equity ETF portfolio blending global circular economy, EM ex-China, value, and high-dividend stocks for sustainable long-term growth.
AssetTypeAllocationTER
XG12.XETRA
Xtrackers MSCI Global Circular Economy UCITS ETF 1CIE000Y6ZXZ48
ETF
40.0%0.35%
84X0.XETRA
iShares MSCI EM ex-China UCITS ETF USD (Acc)IE00BMG6Z448
ETF
25.0%0.18%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
20.0%0.25%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
15.0%0.29%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,668.62
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 35 months (71%)
Monthly Returns Heatmap
Best month: +14.0% • Worst month: -6.5% • Best year: 2026 (+35.1%) • Worst year: 2024 (+5.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.7%+6.3%-6.5%+14.0%+11.1%+2.0%-5.2%+3.0%+1.8%---+35.1%
2025+3.1%+0.4%-5.3%-3.6%+5.3%+1.6%+2.9%+1.0%+3.9%+5.0%-0.5%+1.4%+15.7%
2024-1.9%+2.0%+3.8%-2.1%+0.8%+1.2%+2.5%-1.3%+2.1%-1.7%+2.5%-2.5%+5.1%
2023----------+1.6%+5.9%+7.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.26% • The longest drawdown period lasted for 5 months and was between February 2025 and August 2025. It reached a trough of -19.3%.

Detailed Metrics

Returns
Total Return
+76.69%
Annualized Return
+22.06%
Avg Monthly Return
+1.72%
Risk
Volatility (Annual)
+14.65%
Max Drawdown
+19.26%
Positive Months
71%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
1.37
Risk-free rate: 2.0%
Sortino Ratio
1.32
Downside risk adjusted
Return/Volatility
1.51
Calmar Ratio
1.15
Return/Max Drawdown
Ulcer Index
3.67
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,668.62
Backtest Period
2023-11-03 to 2026-09-11
2.9 years
Rebalancing
none
Base Currency
EUR
Solid | +22.1% CAGR | ETF Backtest