HomePortfoliosVWCE + EM + small + value

VWCE + EM + small + value

Optimize
None Rebalancing
EUR
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+127.15%
Annualized Return+12.30%
Volatility+16.15%
Sharpe Ratio0.64
Max Drawdown+34.06%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio blending all-world, emerging markets, small cap, and value stocks for broad market growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
10.0%0.25%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,715.09
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 86 months (60%)
Monthly Returns Heatmap
Best month: +9.5% • Worst month: -12.6% • Best year: 2021 (+26.3%) • Worst year: 2022 (-12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.6%-5.8%+9.2%+7.0%+1.5%-2.1%+2.4%----+17.6%
2025+4.2%-1.9%-6.6%-4.0%+5.8%+1.1%+4.4%+0.3%+3.0%+4.4%-0.2%+0.7%+11.0%
2024+2.1%+3.4%+3.8%-1.8%+1.0%+3.9%+0.9%-0.8%+1.9%+0.4%+6.2%-1.4%+21.3%
2023+5.3%-0.2%-0.5%-0.4%+1.8%+3.7%+2.9%-1.3%-1.2%-3.9%+5.5%+4.2%+16.5%
2022-4.0%-1.8%+3.1%-1.8%-2.8%-6.1%+8.4%-1.2%-6.4%+3.3%+2.1%-5.2%-12.8%
2021+1.8%+3.3%+5.5%+1.0%+0.0%+3.9%-0.1%+2.7%-1.4%+3.7%-0.3%+3.7%+26.3%
2020-1.5%-8.2%-12.6%+9.4%+1.9%+2.5%-0.6%+5.0%-0.7%-1.5%+9.5%+2.6%+3.7%
2019-------0.1%-2.4%+3.6%+0.3%+3.9%+2.5%+7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.06% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.4%.

Detailed Metrics

Returns
Total Return
+127.15%
Annualized Return
+12.30%
Avg Monthly Return
+1.03%
Risk
Volatility (Annual)
+16.15%
Max Drawdown
+34.06%
Positive Months
60%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
7.11
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,715.09
Backtest Period
2019-07-25 to 2026-08-21
7.1 years
Rebalancing
none
Base Currency
EUR
VWCE + EM + small + value | +12.3% CAGR | ETF Backtest