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Value TIlt

Long Term Global ETF Portfolio with EM/Value Tilt

Created byuser-t0wo6h
None Rebalancing
EUR
Moderate Risk
1.3yr backtest

Performance Summary

Total Return+7.81%
Annualized Return+5.94%
Volatility+15.71%
Sharpe Ratio0.25
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 €10,780.62
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 17 months (65%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -6.3% • Best year: 2025 (+8.0%) • Worst year: 2024 (-2.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+3.3%-5.8%+1.8%--------+2.0%
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
+7.81%
Annualized Return
+5.94%
Avg Monthly Return
+0.50%
Risk
Volatility (Annual)
+15.71%
Max Drawdown
+20.18%
Positive Months
65%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.25
Risk-free rate: 2.0%
Sortino Ratio
0.25
Downside risk adjusted
Return/Volatility
0.38
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
6.04
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,780.62
Backtest Period
2024-12-12 to 2026-04-02
1.3 years
Rebalancing
none
Base Currency
EUR