HomePortfoliosVWCE + VGVF
Optimize
None Rebalancing
EUR
Moderate Risk
6.5yr backtest

Performance Summary

Total Return+114.64%
Annualized Return+12.42%
Volatility+16.24%
Sharpe Ratio0.64
Max Drawdown+33.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with 95% VWCE and 5% VGVF ETFs for broad, low-cost market exposure and long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
95.0%0.19%
VGVF.XETRA
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
5.0%0.12%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,463.94
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 79 months (65%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -11.3% • Best year: 2021 (+28.8%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.8%-5.3%+8.6%+6.0%+1.3%-1.4%+3.6%----+16.2%
2025+4.3%-2.2%-7.2%-3.9%+6.1%+1.0%+4.7%-0.3%+2.9%+4.4%-0.5%+0.4%+9.1%
2024+2.9%+3.7%+3.6%-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%+18.3%
2022-4.6%-2.0%+4.0%-2.3%-3.3%-6.0%+9.2%-1.5%-6.0%+3.6%+1.4%-5.5%-13.5%
2021+1.0%+2.9%+5.8%+1.5%-0.1%+4.4%+0.8%+2.9%-1.8%+4.5%+0.3%+3.8%+28.8%
2020--10.7%-11.3%+9.4%+2.1%+2.4%-0.2%+5.6%-1.0%-2.0%+9.0%+2.1%+3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.44% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.2%.

Detailed Metrics

Returns
Total Return
+114.64%
Annualized Return
+12.42%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+16.24%
Max Drawdown
+33.44%
Positive Months
65%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
7.17
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,463.94
Backtest Period
2020-02-04 to 2026-08-14
6.5 years
Rebalancing
none
Base Currency
EUR
VWCE + VGVF | +12.4% CAGR | ETF Backtest