HomePortfoliosVWCE:NTSG 83.3:16.7

VWCE:NTSG 83.3:16.7

Created byuser-knkh6q
Annual Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+19.22%
Annualized Return+12.41%
Volatility+14.74%
Sharpe Ratio0.71
Max Drawdown+20.75%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified 100% equity portfolio built with two core ETFs for broad market exposure and enhanced efficiency.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
83.3%0.19%
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
16.7%0.25%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,922.23
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 19 months (63%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -7.2% • Best year: 2025 (+9.0%) • Worst year: 2024 (+0.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+1.8%-5.3%+8.3%+3.4%-------+9.0%
2025+4.3%-2.1%-7.2%-3.7%+5.9%+1.0%+4.6%-0.3%+2.9%+4.6%-0.5%+0.2%+9.0%
2024----------+1.8%-1.4%+0.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.75% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -20.7%.

Detailed Metrics

Returns
Total Return
+19.22%
Annualized Return
+12.41%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+14.74%
Max Drawdown
+20.75%
Positive Months
63%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.60
Return/Max Drawdown
Ulcer Index
5.37
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,922.23
Backtest Period
2024-11-12 to 2026-05-15
1.5 years
Rebalancing
annual
Base Currency
EUR