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Value TIlt

Long Term Global ETF Portfolio with EM/Value Tilt

Created byuser-t0wo6h
None Rebalancing
EUR
Moderate Risk
1.4yr backtest

Performance Summary

Total Return+18.46%
Annualized Return+12.66%
Volatility+15.59%
Sharpe Ratio0.68
Max Drawdown+20.18%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global value ETF portfolio with emerging markets tilt. VGWL-based diversified strategy for long-term growth. Low-cost, simple rebalancing-free investing.
AssetTypeAllocationTER
VGWL.F
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
70.0%0.19%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
20.0%0.39%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
10.0%0.35%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,845.5
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 18 months (67%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -6.3% • Best year: 2026 (+12.1%) • Worst year: 2024 (-2.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+3.4%-5.8%+9.3%+2.3%-------+12.1%
2025+3.2%-1.9%-6.3%-4.8%+5.6%+1.6%+4.3%+1.1%+1.9%+3.8%-0.4%+0.5%+8.0%
2024------------2.2%-2.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.18% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -20.2%.

Detailed Metrics

Returns
Total Return
+18.46%
Annualized Return
+12.66%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+15.59%
Max Drawdown
+20.18%
Positive Months
67%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.63
Return/Max Drawdown
Ulcer Index
5.81
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,845.5
Backtest Period
2024-12-12 to 2026-05-15
1.4 years
Rebalancing
none
Base Currency
EUR