HomePortfoliosAll-World (US share reduced) + gold

All-World (US share reduced) + gold

Diversified portfolio: All World + developed markets ex-US + emerging markets + gold

Created byuser-zgla1w
Optimize
Quarterly Rebalancing
EUR
Moderate Risk
2.2yr backtest

Performance Summary

Total Return+45.70%
Annualized Return+18.96%
Volatility+12.89%
Sharpe Ratio1.32
Max Drawdown+17.86%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
A diversified EUR ETF portfolio blending global equities with gold. Strategy: All-World core plus targeted emerging market and ex-US developed market exposure.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
60.0%0.19%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc) • IE00B4L5YC18
ETF
15.0%0.18%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
15.0%0.15%
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
10.0%0%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,570.39
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 27 months (70%)
Monthly Returns Heatmap
Best month: +7.7% • Worst month: -6.7% • Best year: 2025 (+15.7%) • Worst year: 2026 (+10.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+3.3%-6.7%+7.7%+2.8%-------+10.4%
2025+4.6%-1.0%-4.7%-3.0%+4.9%+0.6%+4.0%+0.2%+4.1%+4.5%-0.0%+1.1%+15.7%
2024--+2.4%-0.6%+0.8%+3.8%+0.7%-0.2%+2.4%+0.5%+4.6%-0.9%+14.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.86% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -17.9%.

Detailed Metrics

Returns
Total Return
+45.70%
Annualized Return
+18.96%
Avg Monthly Return
+1.45%
Risk
Volatility (Annual)
+12.89%
Max Drawdown
+17.86%
Positive Months
70%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.32
Risk-free rate: 2.0%
Sortino Ratio
1.22
Downside risk adjusted
Return/Volatility
1.47
Calmar Ratio
1.06
Return/Max Drawdown
Ulcer Index
3.59
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,570.39
Backtest Period
2024-03-14 to 2026-05-15
2.2 years
Rebalancing
quarterly
Base Currency
EUR