HomePortfoliosVergleichS&P500

VergleichS&P500

Created byuser-sqxyce
None Rebalancing
EUR
Moderate Risk
2.6yr backtest

Performance Summary

Total Return+66.89%
Annualized Return+21.66%
Volatility+14.62%
Sharpe Ratio1.35
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.
AssetTypeAllocationTER
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
100.0%0.03%
Total100.0%0.03%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,689.44
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 32 months (56%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -9.0% • Best year: 2024 (+32.3%) • Worst year: 2025 (+4.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.5%-0.3%-3.8%+9.4%+6.4%-1.0%------+10.0%
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
+66.89%
Annualized Return
+21.66%
Avg Monthly Return
+1.70%
Risk
Volatility (Annual)
+14.62%
Max Drawdown
+23.27%
Positive Months
56%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
1.35
Risk-free rate: 2.0%
Sortino Ratio
1.25
Downside risk adjusted
Return/Volatility
1.48
Calmar Ratio
0.93
Return/Max Drawdown
Ulcer Index
5.48
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,689.44
Backtest Period
2023-11-01 to 2026-06-12
2.6 years
Rebalancing
none
Base Currency
EUR