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World (65% USA)

World 65% USA

Optimize
None Rebalancing
EUR
Moderate Risk
5.9yr backtest

Performance Summary

Total Return+125.61%
Annualized Return+14.88%
Volatility+14.53%
Sharpe Ratio0.89
Max Drawdown+22.38%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with 65% USA exposure for diversified international growth and long-term wealth building in EUR.
AssetTypeAllocationTER
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
60.0%0.05%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
22.0%0.12%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
10.0%0.18%
UFMA.XETRA
UBS Core MSCI Japan UCITS ETF hEUR accLU1169822266
ETF
8.0%0.15%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,560.67
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 72 months (68%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -7.6% • Best year: 2021 (+24.1%) • Worst year: 2022 (-17.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.6%-7.3%+9.4%+2.9%-------+8.1%
2025+3.7%-1.9%-4.5%-1.1%+6.0%+3.1%+2.7%+1.1%+2.9%+3.6%+0.0%+1.3%+17.7%
2024+2.1%+3.8%+3.7%-2.2%+2.3%+3.9%+0.2%+0.8%+1.6%-0.8%+3.7%-1.1%+19.3%
2023+5.8%-1.0%+1.6%+1.5%+0.1%+5.4%+2.8%-1.8%-3.2%-3.2%+7.6%+4.1%+20.8%
2022-5.5%-2.1%+3.4%-5.6%-2.0%-7.5%+7.3%-2.6%-7.6%+4.6%+3.8%-3.6%-17.3%
2021+0.0%+2.9%+4.1%+3.1%+1.0%+2.2%+1.1%+2.7%-3.0%+4.5%-1.1%+4.5%+24.1%
2020-----+1.0%+2.9%+6.2%-2.3%-3.1%+10.7%+3.6%+20.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.38% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -22.4%.

Detailed Metrics

Returns
Total Return
+125.61%
Annualized Return
+14.88%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+14.53%
Max Drawdown
+22.38%
Positive Months
68%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.02
Calmar Ratio
0.66
Return/Max Drawdown
Ulcer Index
7.34
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,560.67
Backtest Period
2020-06-26 to 2026-05-08
5.9 years
Rebalancing
none
Base Currency
EUR