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World + Canada

World + canada

Optimize
None Rebalancing
EUR
Moderate Risk
5.9yr backtest

Performance Summary

Total Return+129.16%
Annualized Return+15.19%
Volatility+14.08%
Sharpe Ratio0.94
Max Drawdown+19.29%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global diversified ETF portfolio combining world markets with Canadian exposure in EUR. Balanced international investment strategy for long-term growth.
AssetTypeAllocationTER
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
45.0%0.05%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
20.0%0.12%
SXR2.XETRA
iShares MSCI Canada UCITS ETF (Acc)IE00B52SF786
ETF
15.0%0.48%
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
10.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,915.61
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 72 months (67%)
Monthly Returns Heatmap
Best month: +10.8% • Worst month: -7.5% • Best year: 2021 (+24.8%) • Worst year: 2022 (-15.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.9%-7.0%+8.5%+2.5%-------+8.2%
2025+3.9%-1.9%-4.3%-1.1%+5.9%+2.4%+2.8%+1.4%+2.9%+3.7%+0.6%+1.6%+19.0%
2024+2.2%+3.3%+3.8%-2.0%+1.9%+3.2%+0.5%+0.8%+1.6%-0.6%+4.4%-1.5%+18.9%
2023+6.0%-1.1%+1.0%+1.5%-0.3%+5.1%+2.8%-2.0%-2.4%-3.6%+7.1%+4.1%+19.0%
2022-4.5%-1.7%+4.0%-4.6%-1.8%-7.5%+7.1%-2.4%-7.1%+4.4%+3.4%-4.3%-15.1%
2021+0.1%+3.3%+4.7%+2.6%+1.5%+2.2%+0.7%+2.5%-2.4%+4.8%-1.5%+4.2%+24.8%
2020-----+1.0%+2.2%+5.7%-2.0%-3.1%+10.8%+3.3%+18.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.29% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -19.3%.

Detailed Metrics

Returns
Total Return
+129.16%
Annualized Return
+15.19%
Avg Monthly Return
+1.22%
Risk
Volatility (Annual)
+14.08%
Max Drawdown
+19.29%
Positive Months
67%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.79
Return/Max Drawdown
Ulcer Index
6.14
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,915.61
Backtest Period
2020-06-26 to 2026-05-08
5.9 years
Rebalancing
none
Base Currency
EUR