HomePortfoliosVWCE + value
Optimize
None Rebalancing
EUR
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+137.75%
Annualized Return+13.02%
Volatility+15.99%
Sharpe Ratio0.69
Max Drawdown+33.67%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 80% VWCE world ETF and 20% XDEV value ETF for diversified, long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
20.0%0.25%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,775.37
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 86 months (65%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -11.9% • Best year: 2021 (+29.0%) • Worst year: 2022 (-12.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.3%-5.5%+9.3%+7.9%+1.3%-1.6%+2.4%----+18.7%
2025+4.3%-1.5%-6.6%-4.0%+5.8%+0.9%+4.3%+0.3%+2.9%+4.5%+0.0%+0.9%+11.8%
2024+2.7%+3.3%+3.9%-1.9%+1.1%+3.9%+0.7%-0.6%+1.5%+0.6%+6.3%-1.1%+22.0%
2023+5.0%+0.1%-0.2%-0.1%+2.0%+3.7%+2.7%-1.0%-1.0%-3.7%+5.4%+3.9%+17.7%
2022-3.8%-1.8%+3.5%-1.9%-2.5%-6.2%+8.4%-1.6%-6.1%+4.0%+1.8%-5.2%-12.0%
2021+1.3%+3.5%+6.3%+0.9%+0.2%+3.8%+0.6%+2.6%-1.4%+3.8%+0.0%+4.3%+29.0%
2020-1.1%-8.4%-11.9%+8.9%+1.9%+2.0%-1.4%+5.4%-1.0%-2.1%+9.8%+2.1%+1.8%
2019-------0.2%-2.2%+3.9%+0.3%+4.1%+2.1%+7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.67% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -14.8%.

Detailed Metrics

Returns
Total Return
+137.75%
Annualized Return
+13.02%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+15.99%
Max Drawdown
+33.67%
Positive Months
65%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
6.92
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,775.37
Backtest Period
2019-07-25 to 2026-08-21
7.1 years
Rebalancing
none
Base Currency
EUR
VWCE + value | +13.0% CAGR | ETF Backtest