HomePortfoliosVWRP!+VAGS!+TI5G+IBGE

VWRP!+VAGS!+TI5G+IBGE

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Annual Rebalancing
GBP
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+82.15%
Annualized Return+9.32%
Volatility+11.99%
Sharpe Ratio0.61
Max Drawdown+20.10%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Diversified global ETF portfolio: 80% equities, 20% bonds including TIPS and Euro government bonds for balanced growth and stability.
AssetTypeAllocationTER
VWRP.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
VAGS.LSE
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged AccumulatingIE00BG47K971
ETF
10.0%0.08%
TI5G.LSE
iShares USD TIPS 0-5 UCITS ETF GBP Hedged (Dist)IE00BDZVHB89
ETF
5.0%0.12%
IBGS.LSE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)IE00B14X4Q57
ETF
5.0%0.15%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £18,214.69
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 82 months (61%)
Monthly Returns Heatmap
Best month: +7.0% • Worst month: -7.1% • Best year: 2024 (+16.1%) • Worst year: 2022 (-8.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+2.9%-5.1%+5.5%--------+3.4%
2025+3.7%-2.7%-4.6%-1.7%+3.9%+2.5%+4.5%+0.0%+3.1%+4.1%-0.6%-0.1%+12.4%
2024+0.8%+3.1%+2.9%-1.7%+0.9%+3.6%-0.1%-0.3%+0.6%+1.7%+4.2%-0.5%+16.1%
2023+3.8%-0.8%+0.7%-0.0%+0.0%+2.6%+2.0%-0.8%-0.4%-2.5%+4.1%+4.1%+13.3%
2022-4.2%-1.5%+3.6%-2.8%-1.3%-4.0%+5.1%+0.9%-3.9%+0.8%+1.6%-2.2%-8.2%
2021-0.4%+0.0%+3.2%+3.2%-0.7%+3.0%+0.3%+2.7%-1.5%+2.1%+1.1%+1.6%+15.7%
2020-0.7%-4.6%-7.1%+6.1%+4.9%+2.7%-0.7%+4.0%+0.4%-2.5%+7.0%+1.9%+10.8%
2019------+1.6%-2.1%+1.1%-2.3%+2.3%+0.8%+1.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.10% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and November 2023. It reached a trough of -13.3%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (10.0% of total allocation)

Total Dividends Received

£199.31

17 payments

Dividend Yield

0.23%

(annualized)

Avg Per Payment

£11.72

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026£8.98
2025£67.69
2024£62.32
2023£30.80
2022£1.96
2021£2.02
2020£15.88
2019£9.65
Total£199.31

Detailed Metrics

Returns
Total Return
+82.15%
Annualized Return
+9.32%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+11.99%
Max Drawdown
+20.10%
Positive Months
61%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
4.53
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£18,214.69
Backtest Period
2019-07-25 to 2026-04-16
6.7 years
Rebalancing
annual
Base Currency
GBP
VWRP!+VAGS!+TI5G+IBGE | +9.3% CAGR | ETF Backtest