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USCITS Ibrk Rebal 2026

Carteira Sharpe 1 Sugerida pelo Portfolio Visualizer em Jan-26

Created byuser-2wo2rl
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None Rebalancing
EUR
Moderate Risk
Multi-currency
7.2yr backtest

Performance Summary

Total Return+95.15%
Annualized Return+9.78%
Volatility+10.77%
Sharpe Ratio0.72
Max Drawdown+20.08%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Bonds 40.0%Precious Metals 10.0%
Holdings Details
Explore a diversified ETF portfolio targeting a high Sharpe ratio, featuring US quality stocks, short-term bonds, gold, and sector funds for strategic growth.
AssetTypeAllocationTER
IUQA.LSE
iShares Edge MSCI USA Quality Factor UCITS ETF • IE00BD1F4L37
ETF
30.0%0.2%
IB01.LSE
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) • IE00BGSF1X88
ETF
25.0%0.07%
IGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
10.0%0.12%
VDCA.LSE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating • IE00BGYWSV06
ETF
8.0%0.09%
SXLU.LSE
State Street SPDR S&P U.S. Utilities Select Sector UCITS ETF USD • IE00BWBXMB69
ETF
5.0%0.15%
IFSW.LSE
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) • IE00BZ0PKT83
ETF
5.0%0.3%
JPEA.LSE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) • IE00BYXYYK40
ETF
3.0%0.45%
IUHC.LSE
iShares S&P 500 Health Care Sector UCITS ETF (Acc) • IE00B43HR379
ETF
3.0%0.15%
IUFS.LSE
iShares S&P 500 Financials Sector UCITS ETF (Acc) • IE00B4JNQZ49
ETF
3.0%0.15%
XGID.LSE
Xtrackers S&P Global Infrastructure Swap UCITS ETF 1C • LU0322253229
ETF
2.0%0.6%
SDHA.LSE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) • IE00BZ17CN18
ETF
2.0%0.45%
TIP5.LSE
iShares USD TIPS 0-5 UCITS ETF USD (Dist) • IE00BDQYWQ65
ETF
2.0%0.1%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
2.0%0.18%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €19,514.67
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 87 months (64%)
Monthly Returns Heatmap
Best month: +6.3% • Worst month: -4.9% • Best year: 2024 (+23.6%) • Worst year: 2022 (-4.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+3.6%-4.5%+3.7%--------+4.0%
2025+3.5%-1.2%-4.9%-3.8%+2.2%-2.0%+3.3%+0.9%+2.8%+3.1%+1.6%-0.3%+4.7%
2024+3.4%+2.6%+3.2%-0.3%+0.6%+3.6%+0.4%+0.2%+1.2%+2.3%+5.3%-0.9%+23.6%
2023+1.9%+0.9%-0.2%-0.3%+2.2%+1.1%+1.8%+0.7%-0.6%-0.7%+2.1%+2.0%+11.4%
2022-3.2%-0.4%+4.4%+0.5%-3.0%-2.8%+6.3%-0.1%-2.9%+2.0%-1.8%-3.1%-4.4%
2021+0.1%+0.7%+5.5%+0.4%+0.1%+3.0%+1.8%+2.2%-1.2%+3.2%+1.5%+2.1%+21.3%
2020+2.1%-4.8%-4.8%+4.9%+1.4%-0.9%-1.5%+3.4%-1.0%-0.6%+1.1%+1.4%+0.3%
2019--0.3%+2.0%+1.7%-1.7%+1.8%+3.9%-0.3%+2.1%-0.8%+3.0%+0.3%+12.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.08% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -9.1%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (2.0% of total allocation)

Total Dividends Received

€58.69

13 payments

Dividend Yield

0.06%

(annualized)

Avg Per Payment

€4.51

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2025€14.66
2024€17.14
2023€12.03
2022€0.83
2021€0.79
2020€6.46
2019€6.78
Total€58.69

Detailed Metrics

Returns
Total Return
+95.15%
Annualized Return
+9.78%
Avg Monthly Return
+0.80%
Risk
Volatility (Annual)
+10.77%
Max Drawdown
+20.08%
Positive Months
64%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.72
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
4.74
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€19,514.67
Backtest Period
2019-02-22 to 2026-04-24
7.2 years
Rebalancing
none
Base Currency
EUR