HomePortfoliosWorld+EM

World+EM

Created byuser-x2ebcn
None Rebalancing
EUR
Moderate Risk
1.7yr backtest

Performance Summary

Total Return+30.11%
Annualized Return+16.57%
Volatility+14.89%
Sharpe Ratio0.98
Max Drawdown+21.36%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with 90% MSCI World and 10% emerging markets for diversified, long-term growth.
AssetTypeAllocationTER
MWRE.XETRA
Amundi Core MSCI World UCITS ETF Acc • IE000BI8OT95
ETF
90.0%0.12%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc) • IE00B4L5YC18
ETF
10.0%0.18%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,010.75
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 21 months (62%)
Monthly Returns Heatmap
Best month: +8.8% • Worst month: -7.3% • Best year: 2026 (+13.0%) • Worst year: 2024 (+5.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.6%-5.3%+8.8%+6.0%+1.4%-0.6%-----+13.0%
2025+4.3%-2.5%-7.3%-4.0%+6.3%+1.1%+4.8%-0.4%+2.9%+4.5%-0.5%+0.4%+9.0%
2024----------+6.8%-1.1%+5.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.36% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.4%.

Detailed Metrics

Returns
Total Return
+30.11%
Annualized Return
+16.57%
Avg Monthly Return
+1.34%
Risk
Volatility (Annual)
+14.89%
Max Drawdown
+21.36%
Positive Months
62%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.78
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
€13,010.75
Backtest Period
2024-11-04 to 2026-07-24
1.7 years
Rebalancing
none
Base Currency
EUR