HomePortfoliosVWCE + small caps

VWCE + small caps

Optimize
None Rebalancing
EUR
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+129.21%
Annualized Return+12.48%
Volatility+16.38%
Sharpe Ratio0.64
Max Drawdown+34.76%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio combining 80% VWCE world ETF and 20% IUSN small-cap ETF for broad market growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
20.0%0.35%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,920.56
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 86 months (63%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -12.7% • Best year: 2021 (+28.0%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+2.2%-5.5%+8.4%+5.7%+1.7%-1.7%+3.8%----+16.8%
2025+4.4%-2.6%-7.2%-4.0%+6.0%+1.1%+4.7%+0.1%+2.6%+4.1%-0.2%+0.4%+8.9%
2024+2.1%+3.5%+3.7%-2.1%+1.2%+4.0%+1.2%-0.7%+1.7%+0.7%+7.1%-1.8%+22.3%
2023+5.4%+0.2%-0.8%-0.3%+1.8%+3.8%+2.8%-1.1%-1.7%-4.0%+5.7%+4.8%+17.2%
2022-5.1%-1.4%+3.6%-2.1%-3.4%-6.3%+9.5%-1.5%-6.2%+3.9%+1.2%-5.5%-13.5%
2021+1.6%+3.3%+5.6%+1.5%-0.3%+4.2%+0.5%+2.9%-1.5%+4.2%-0.3%+3.6%+28.0%
2020-1.0%-8.5%-12.7%+10.1%+2.6%+2.2%-0.4%+5.4%-0.8%-1.5%+9.5%+2.6%+5.3%
2019------+0.1%-2.2%+3.3%+0.1%+4.2%+2.2%+7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.76% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -16.7%.

Detailed Metrics

Returns
Total Return
+129.21%
Annualized Return
+12.48%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+16.38%
Max Drawdown
+34.76%
Positive Months
63%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
7.32
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,920.56
Backtest Period
2019-07-25 to 2026-08-14
7.1 years
Rebalancing
none
Base Currency
EUR
VWCE + small caps | +12.5% CAGR | ETF Backtest