HomePortfoliosVGVF + VWCG
Optimize
None Rebalancing
EUR
Moderate Risk
6.5yr backtest

Performance Summary

Total Return+118.76%
Annualized Return+12.75%
Volatility+15.91%
Sharpe Ratio0.68
Max Drawdown+33.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 85% VGVF developed world ETF and 15% VWCG European ETF for diversified, long-term growth.
AssetTypeAllocationTER
VGVF.XETRA
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
85.0%0.12%
VWCG.XETRA
Vanguard FTSE Developed Europe UCITS ETF (EUR) AccumulatingIE00BK5BQX27
ETF
15.0%0.1%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,875.97
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 79 months (66%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -11.4% • Best year: 2021 (+30.6%) • Worst year: 2022 (-13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+2.0%-5.6%+8.2%+5.9%+1.5%-1.1%+3.5%----+16.1%
2025+5.2%-1.8%-7.4%-3.3%+6.2%+0.5%+4.3%-0.2%+2.4%+4.3%-0.2%+0.8%+10.4%
2024+2.6%+3.6%+3.8%-1.7%+1.3%+4.2%+0.6%-0.1%+1.1%+0.5%+6.5%-1.5%+22.6%
2023+5.1%+0.7%+0.1%+0.7%+1.7%+3.6%+2.2%-0.8%-1.6%-3.5%+6.0%+4.3%+19.8%
2022-5.1%-1.9%+4.1%-2.4%-3.0%-6.6%+9.7%-2.4%-5.8%+4.6%+1.4%-5.2%-13.1%
2021+0.3%+2.8%+6.4%+1.9%+0.1%+4.2%+1.7%+2.7%-1.9%+4.9%+0.1%+4.2%+30.6%
2020--10.7%-11.4%+9.1%+2.5%+2.1%-0.8%+5.7%-1.2%-2.9%+10.2%+2.3%+2.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.74% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -16.7%.

Detailed Metrics

Returns
Total Return
+118.76%
Annualized Return
+12.75%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+15.91%
Max Drawdown
+33.74%
Positive Months
66%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
7.17
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,875.97
Backtest Period
2020-02-04 to 2026-08-14
6.5 years
Rebalancing
none
Base Currency
EUR
VGVF + VWCG | +12.8% CAGR | ETF Backtest