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VWCE and chill

Optimize
Annual Rebalancing
EUR
Moderate Risk
4.7yr backtest

Performance Summary

Total Return+65.43%
Annualized Return+11.22%
Volatility+12.61%
Sharpe Ratio0.73
Max Drawdown+18.95%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Simple, diversified ETF portfolio with 90% global stocks and 10% gold for long-term growth and stability.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
90.0%0.19%
PPFB.XETRA
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,543.28
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 58 months (62%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -5.9% • Best year: 2024 (+25.4%) • Worst year: 2022 (-11.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.2%-5.8%+4.4%--------+2.8%
2025+4.6%-1.8%-5.9%-3.3%+5.2%+0.5%+4.5%-0.0%+3.8%+4.5%+0.2%+0.8%+13.1%
2024+2.7%+3.4%+4.0%-1.1%+1.0%+4.4%+0.5%-0.2%+2.0%+1.5%+5.9%-0.9%+25.4%
2023+4.9%-0.3%+0.8%-0.1%+2.3%+2.7%+2.5%-0.9%-1.5%-2.4%+5.0%+3.4%+17.3%
2022-4.0%-1.3%+3.9%-1.7%-3.5%-5.2%+8.0%-1.5%-5.4%+2.7%+1.5%-4.8%-11.4%
2021------+0.1%+2.6%-1.7%+4.2%+0.4%+3.5%+9.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.95% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -13.6%.

Detailed Metrics

Returns
Total Return
+65.43%
Annualized Return
+11.22%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+12.61%
Max Drawdown
+18.95%
Positive Months
62%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
5.14
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,543.28
Backtest Period
2021-07-16 to 2026-04-10
4.7 years
Rebalancing
annual
Base Currency
EUR
VWCE and chill | +11.2% CAGR | ETF Backtest