HomePortfoliosVanguard ESG Global All Cap UCITS ETF - (USD) Accumulating (V3AA)

Vanguard ESG Global All Cap UCITS ETF - (USD) Accumulating (V3AA)

None Rebalancing
EUR
Moderate Risk
5.4yr backtest

Performance Summary

Total Return+84.17%
Annualized Return+12.05%
Volatility+14.32%
Sharpe Ratio0.70
Max Drawdown+22.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity portfolio invested in a single diversified global ESG ETF for sustainable, long-term growth potential.
AssetTypeAllocationTER
V3AA.XETRA
Vanguard ESG Global All Cap UCITS ETF (USD) AccumulatingIE00BNG8L278
ETF
100.0%0.24%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,417.04
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 66 months (62%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -8.2% • Best year: 2024 (+24.4%) • Worst year: 2022 (-18.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.9%-6.2%+10.1%+7.4%+1.4%-2.3%+4.0%----+15.8%
2025+4.2%-3.2%-8.2%-3.8%+6.7%+1.0%+4.7%-0.0%+2.7%+4.4%-0.7%+0.7%+7.6%
2024+2.6%+3.6%+3.2%-2.5%+1.2%+5.5%+0.1%-0.4%+1.7%+1.0%+7.0%-0.7%+24.4%
2023+5.8%+0.1%-0.1%-0.3%+3.4%+3.4%+2.7%-1.0%-1.9%-3.9%+6.5%+4.8%+20.6%
2022-6.2%-2.3%+3.5%-3.1%-4.2%-5.8%+9.6%-1.9%-6.1%+2.5%+1.1%-5.7%-18.1%
2021--+2.8%+2.2%-1.2%+4.8%+0.7%+3.2%-2.0%+4.6%+0.7%+3.1%+20.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.30% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -20.0%.

Detailed Metrics

Returns
Total Return
+84.17%
Annualized Return
+12.05%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+14.32%
Max Drawdown
+22.30%
Positive Months
62%
Average Drawdown
-6.5%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
8.04
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,417.04
Backtest Period
2021-03-25 to 2026-08-07
5.4 years
Rebalancing
none
Base Currency
EUR
Vanguard ESG Global All Cap UCITS ETF - (USD) Accumulating (V3AA)