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World (55% USA)

Surperformer le MSCI world avec une exposition moins forte aux USA

Optimize
None Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+36.39%
Annualized Return+15.99%
Volatility+13.55%
Sharpe Ratio1.03
Max Drawdown+17.37%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
World diversified equity portfolio with 55% USA exposure, designed to outperform MSCI World with optimized global market allocation in EUR.
AssetTypeAllocationTER
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
55.0%0.05%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
27.0%0.15%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
12.0%0.18%
UFMA.XETRA
UBS Core MSCI Japan UCITS ETF hEUR accLU1169822266
ETF
3.0%0.15%
XCS5.XETRA
Xtrackers MSCI India Swap UCITS ETF 1CLU0514695187
ETF
3.0%0.19%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €13,639.17
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 26 months (69%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -7.3% • Best year: 2025 (+16.0%) • Worst year: 2026 (+5.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+1.9%-7.3%+10.0%--------+5.9%
2025+3.5%-2.1%-4.4%-1.4%+5.9%+2.8%+2.6%+0.9%+2.9%+3.6%-0.1%+1.1%+16.0%
2024--+2.2%-2.1%+1.8%+4.0%+0.7%+0.6%+2.1%-1.2%+4.1%-1.5%+11.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.37% • The longest drawdown period lasted for 4 months and was between February 2025 and July 2025. It reached a trough of -17.4%.

Detailed Metrics

Returns
Total Return
+36.39%
Annualized Return
+15.99%
Avg Monthly Return
+1.26%
Risk
Volatility (Annual)
+13.55%
Max Drawdown
+17.37%
Positive Months
69%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
1.03
Risk-free rate: 2.0%
Sortino Ratio
0.98
Downside risk adjusted
Return/Volatility
1.18
Calmar Ratio
0.92
Return/Max Drawdown
Ulcer Index
3.24
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
13,639.17
Backtest Period
2024-03-14 to 2026-04-17
2.1 years
Rebalancing
none
Base Currency
EUR