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WisdomTree CIO Market Outlook

UCITS‑eligible EUR‑denominated portfolio inspired directly by the 2026 WisdomTree CIO Market Outlook. https://www.wisdomtree.com/-/media/us-media-files/documents/resource-library/presentations/cio_market_outlook.pdf

Optimize
Annual Rebalancing
EUR
Low Risk
11.3yr backtest

Performance Summary

Total Return+140.06%
Annualized Return+8.07%
Volatility+9.97%
Sharpe Ratio0.61
Max Drawdown+21.88%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 25.0%Precious Metals 10.0%Money Market 5.0%
Holdings Details
A diversified EUR ETF portfolio blending global stocks, bonds, gold, and more, based on WisdomTree's 2026 CIO Market Outlook.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
45.0%0.2%
DBXN.XETRA
Xtrackers II Eurozone Government Bond UCITS ETF 1CLU0290355717
ETF
20.0%0.07%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
10.0%0.12%
ZPRS.XETRA
State Street SPDR MSCI World Small Cap UCITS ETF USD Unhedged (Acc)IE00BCBJG560
ETF
5.0%0.45%
IBCI.XETRA
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
5.0%0.09%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
5.0%0.1%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,006
Histogram of Monthly Returns
The portfolio had a positive return during 91 of the 136 months (67%)
Monthly Returns Heatmap
Best month: +6.4% • Worst month: -7.8% • Best year: 2019 (+21.3%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.5%-5.1%+5.7%--------+5.2%
2025+3.3%-1.3%-3.8%-1.7%+3.3%+0.4%+3.0%+0.0%+3.3%+3.4%+0.2%+0.4%+10.7%
2024+1.4%+1.9%+3.3%-0.6%+0.5%+2.9%+1.1%-0.1%+1.9%+1.0%+4.3%-1.1%+17.7%
2023+4.0%-0.9%+1.1%-0.3%+1.6%+1.7%+1.8%-0.7%-1.8%-1.5%+4.2%+3.3%+13.0%
2022-2.9%-0.8%+1.8%-1.6%-2.9%-4.2%+6.4%-2.1%-4.8%+1.8%+1.9%-4.2%-11.6%
2021+0.7%+0.8%+3.6%+0.9%+0.4%+2.5%+1.1%+1.8%-1.6%+2.9%+0.7%+2.1%+16.8%
2020+0.5%-4.7%-7.8%+6.3%+1.3%+2.0%+1.1%+2.6%-0.5%-0.8%+4.6%+1.9%+5.8%
2019+5.5%+2.0%+1.8%+2.2%-3.0%+3.6%+2.6%+0.1%+1.6%-0.0%+2.0%+1.4%+21.3%
2018+0.6%-1.1%-1.6%+2.1%+1.9%-0.6%+0.9%+0.6%+0.0%-2.9%+0.7%-4.1%-3.6%
2017-0.5%+3.7%+0.1%-0.3%-0.8%-1.0%-0.2%+0.3%+1.3%+2.3%-0.1%+0.9%+5.8%
2016-3.2%+1.6%+1.0%+0.1%+1.8%+1.3%+2.8%+0.1%+0.2%-0.2%+1.8%+1.6%+9.2%
2015+5.3%+3.7%+2.2%-1.3%+0.7%-3.3%+0.9%-5.5%-1.8%+6.2%+2.1%-3.4%+5.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.88% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -12.5%.

Detailed Metrics

Returns
Total Return
+140.06%
Annualized Return
+8.07%
Avg Monthly Return
+0.68%
Risk
Volatility (Annual)
+9.97%
Max Drawdown
+21.88%
Positive Months
67%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
5.21
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,006
Backtest Period
2015-01-02 to 2026-04-17
11.3 years
Rebalancing
annual
Base Currency
EUR