None Rebalancing
EUR
Moderate Risk
Multi-currency
6.9yr backtest

Performance Summary

Total Return+126.43%
Annualized Return+12.50%
Volatility+15.29%
Sharpe Ratio0.69
Max Drawdown+33.25%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity ETF portfolio blending core holdings with targeted factor and small-cap strategies for robust growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
45.0%0.19%
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF AccIE00BJQRDN15
ETF
5.0%0.3%
XDEQ.XETRA
Xtrackers MSCI World Quality UCITS ETF 1CIE00BL25JL35
ETF
5.0%0.25%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
5.0%0.25%
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1CIE00BL25JP72
ETF
5.0%0.25%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
5.0%0.25%
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
5.0%0.25%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
5.0%0.25%
WSML.LSE
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
5.0%0.35%
XDEB.XETRA
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C 1CIE00BL25JN58
ETF
5.0%0.25%
MVOL.LSE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
5.0%0.3%
VHYA.LSE
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
5.0%0.29%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,642.84
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 85 months (66%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -11.0% • Best year: 2021 (+28.3%) • Worst year: 2022 (-11.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.8%-5.5%+8.7%+6.5%+2.7%-2.2%+2.1%+0.6%---+18.0%
2025+4.4%-1.4%-6.7%-3.8%+5.5%+0.1%+3.5%+0.5%+2.5%+3.4%+0.4%+0.7%+8.8%
2024+3.5%+3.8%+4.0%-2.2%+1.3%+4.0%+0.6%-0.2%+1.2%+0.7%+6.6%-1.7%+23.4%
2023+3.9%+0.3%-0.6%+0.1%+1.1%+3.7%+2.4%-0.7%-1.1%-3.4%+5.2%+4.0%+15.4%
2022-4.6%-1.5%+4.2%-2.0%-3.0%-5.9%+8.2%-1.3%-5.7%+4.7%+1.1%-4.8%-11.2%
2021+1.1%+2.7%+6.2%+1.4%-0.0%+3.8%+1.1%+2.8%-1.7%+4.3%-0.1%+3.9%+28.3%
2020+0.2%-8.7%-11.0%+8.6%+2.1%+1.6%-1.1%+5.4%-0.9%-2.3%+8.4%+2.4%+2.7%
2019--------+0.3%-0.1%+4.0%+1.5%+5.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.25% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.1%.
When could this portfolio get you to financial independence?

test returned +12.50% a year over the 7 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
+126.43%
Annualized Return
+12.50%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+15.29%
Max Drawdown
+33.25%
Positive Months
66%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
6.85
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,642.84
Backtest Period
2019-09-26 to 2026-09-03
6.9 years
Rebalancing
none
Base Currency
EUR