HomePortfoliosTPA EUR‑Optimised Real‑Return Portfolio

TPA EUR‑Optimised Real‑Return Portfolio

A liquid UCITS portfolio designed to maximise risk‑adjusted returns in EUR by integrating global equity beta, factor tilts, currency‑hedged fixed income, EUR and global inflation hedges, commodities, gold, and macro alternative strategies. Built on Total Portfolio Approach principles to deliver diversified, inflation‑resilient real returns with accumulating share classes.

Optimize
Annual Rebalancing
EUR
Low Risk
3.9yr backtest

Performance Summary

Total Return+33.64%
Annualized Return+7.74%
Volatility+6.84%
Sharpe Ratio0.84
Max Drawdown+10.57%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 34.0%Commodities 10.0%Precious Metals 6.0%
Holdings Details
EUR-optimised ETF portfolio blending global equities, hedged bonds, commodities, and gold for diversified, inflation-resilient real returns.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
25.0%0.2%
WTIC.XETRA
WisdomTree Enhanced Commodity UCITS ETF USD AccIE00BYMLZY74
ETF
10.0%0.7%
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96
ETF
10.0%0.19%
DX2E.XETRA
Xtrackers S&P Global Infrastructure Swap UCITS ETF 1CLU0322253229
ETF
10.0%0.6%
EUNA.F
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
8.0%0.1%
IE3E.XETRA
iShares EUR Corporate Bond 0-3yr ESG SRI UCITS ETF EUR (Acc)IE000AK4O3W6
ETF
8.0%0.12%
8PSG.STU
Invesco Physical Gold AIE00B579F325
ETF
6.0%0.12%
LU0095623541
JPM INV-JPM GLBL MAC OPP-CLU0095623541
FUND
6.0%0.8%
VAGF.XETRA
Vanguard Global Aggregate Bond UCITS ETF EUR Hedged AccumulatingIE00BG47KH54
ETF
6.0%0.08%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
6.0%0.09%
XDEV.F
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
5.0%0.25%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €13,364.32
Histogram of Monthly Returns
The portfolio had a positive return during 32 of the 48 months (67%)
Monthly Returns Heatmap
Best month: +5.2% • Worst month: -4.8% • Best year: 2024 (+14.4%) • Worst year: 2022 (-5.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%+3.2%-1.8%+2.3%--------+6.5%
2025+3.1%-0.3%-2.5%-2.4%+2.3%-0.2%+2.1%+0.4%+2.1%+2.7%+0.9%+0.4%+8.7%
2024+1.0%+0.9%+3.4%-0.3%+0.6%+1.8%+1.0%+0.1%+1.6%+0.9%+3.9%-1.4%+14.4%
2023+2.6%-0.6%+0.5%+0.0%+0.1%+0.7%+1.6%-0.3%-1.1%-1.2%+2.6%+2.3%+7.3%
2022-----0.3%-4.2%+5.2%-1.4%-4.8%+1.9%+1.5%-3.6%-5.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.57% • The longest drawdown period lasted for 1 year and 5 months and was between August 2022 and February 2024. It reached a trough of -7.9%.

Detailed Metrics

Returns
Total Return
+33.64%
Annualized Return
+7.74%
Avg Monthly Return
+0.63%
Risk
Volatility (Annual)
+6.84%
Max Drawdown
+10.57%
Positive Months
67%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.73
Return/Max Drawdown
Ulcer Index
3.52
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
13,364.32
Backtest Period
2022-05-27 to 2026-04-17
3.9 years
Rebalancing
annual
Base Currency
EUR
TPA EUR‑Optimised Real‑Return Portfolio | ETF Backtest