HomePortfoliosWolrd+EX

Wolrd+EX

Created byuser-x2ebcn
None Rebalancing
EUR
Moderate Risk
1.6yr backtest

Performance Summary

Total Return+27.53%
Annualized Return+15.99%
Volatility+14.79%
Sharpe Ratio0.95
Max Drawdown+21.10%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A global equity ETF portfolio with 90% MSCI World and 10% ex-US exposure for broad, diversified market coverage.
AssetTypeAllocationTER
MWRE.XETRA
Amundi Core MSCI World UCITS ETF Acc • IE000BI8OT95
ETF
90.0%0.12%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
10.0%0.15%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,753.35
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 20 months (65%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -7.4% • Best year: 2026 (+10.7%) • Worst year: 2024 (+5.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+1.5%-5.0%+8.0%+5.3%+0.4%------+10.7%
2025+4.6%-2.3%-7.4%-3.7%+6.3%+0.7%+4.5%-0.2%+2.4%+4.2%-0.2%+0.5%+8.9%
2024----------+7.1%-1.3%+5.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.10% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -21.1%.

Detailed Metrics

Returns
Total Return
+27.53%
Annualized Return
+15.99%
Avg Monthly Return
+1.30%
Risk
Volatility (Annual)
+14.79%
Max Drawdown
+21.10%
Positive Months
65%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.95
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.76
Return/Max Drawdown
Ulcer Index
5.24
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,753.35
Backtest Period
2024-11-04 to 2026-06-26
1.6 years
Rebalancing
none
Base Currency
EUR