HomePortfoliosVwce FTSE all vanguard

Vwce FTSE all vanguard

None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+102.29%
Annualized Return+11.11%
Volatility+16.25%
Sharpe Ratio0.56
Max Drawdown+33.43%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% VWCE ETF portfolio for global diversification. Invest in thousands of stocks across developed and emerging markets in one simple holding.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
100.0%0.19%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,229.21
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 82 months (61%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -11.3% • Best year: 2021 (+28.6%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.8%-5.3%+2.1%---------0.5%
2025+4.2%-2.2%-7.2%-3.9%+6.1%+1.0%+4.7%-0.3%+2.9%+4.4%-0.5%+0.4%+9.2%
2024+2.9%+3.7%+3.5%-1.7%+1.1%+4.8%+0.3%-0.4%+1.8%+0.8%+6.6%-1.0%+24.4%
2023+5.0%-0.0%+0.2%-0.0%+2.3%+3.6%+2.6%-0.9%-1.5%-3.5%+5.7%+3.8%+18.2%
2022-4.6%-2.1%+3.9%-2.3%-3.3%-5.9%+9.1%-1.5%-6.1%+3.5%+1.4%-5.5%-13.5%
2021+1.0%+2.9%+5.7%+1.5%-0.1%+4.4%+0.8%+2.9%-1.8%+4.5%+0.2%+3.7%+28.6%
2020-0.6%-8.3%-11.3%+9.4%+2.1%+2.4%-0.2%+5.5%-0.9%-1.9%+8.9%+2.1%+5.4%
2019------+0.0%-1.8%+3.3%+0.1%+4.1%+2.2%+8.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.43% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.1%.

Detailed Metrics

Returns
Total Return
+102.29%
Annualized Return
+11.11%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+16.25%
Max Drawdown
+33.43%
Positive Months
61%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.50
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.33
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
20,229.21
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR