Home PortfoliosVergleichS&P500

VergleichS&P500

Created byuser-sqxyce

None Rebalancing

EUR

Moderate Risk

2.5yr backtest

Performance Summary

Total Return+56.62%

Annualized Return+20.02%

Volatility+14.87%

Sharpe Ratio1.21

Max Drawdown+23.27%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Invest in the entire US stock market with this simple S&P 500 ETF portfolio for diversified, long-term growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.XETRA State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	100.0%	0.03%
Total		Total			100.0%	0.03%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,662.05

Histogram of Monthly Returns

The portfolio had a positive return during 17 of the 30 months (57%)

Monthly Returns Heatmap

Best month: +8.4% • Worst month: -9.0% • Best year: 2024 (+32.3%) • Worst year: 2026 (+3.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.5%	-0.3%	-3.8%	+8.2%	-	-	-	-	-	-	-	-	+3.2%
2025	+3.8%	-3.7%	-9.0%	-5.3%	+6.9%	+1.5%	+6.1%	-1.1%	+2.8%	+4.8%	-0.5%	-0.4%	+4.7%
2024	+4.0%	+4.4%	+3.6%	-2.1%	+1.1%	+7.0%	-0.4%	-0.7%	+1.7%	+2.6%	+8.4%	-0.8%	+32.3%
2023	-	-	-	-	-	-	-	-	-	-	+5.4%	+4.0%	+9.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +23.27% • The longest drawdown period lasted for 8 months and was between February 2025 and October 2025. It reached a trough of -23.3%.

Detailed Metrics

Returns

Total Return

+56.62%

Annualized Return

+20.02%

Avg Monthly Return

+1.59%

Risk

Volatility (Annual)

+14.87%

Max Drawdown

+23.27%

Positive Months

57%

Average Drawdown

-4.1%

Risk-Adjusted

Sharpe Ratio

1.21

Risk-free rate: 2.0%

Sortino Ratio

1.12

Downside risk adjusted

Return/Volatility

1.35

Calmar Ratio

0.86

Return/Max Drawdown

Ulcer Index

5.64

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,662.05

Backtest Period

2023-11-01 to 2026-04-17
2.5 years

Rebalancing

none

Base Currency

EUR