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Monthly Rebalancing
EUR
Low Risk
Multi-currency
3.5yr backtest

Performance Summary

Total Return+67.62%
Annualized Return+15.68%
Volatility+9.89%
Sharpe Ratio1.38
Max Drawdown+17.84%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 10.0%Commodities 5.0%Precious Metals 5.0%
Holdings Details
Diversified ETF portfolio with 80% global equities, plus bonds, commodities and gold for all-weather growth and inflation protection.
AssetTypeAllocationTER
ACWL.LSE
Lyxor MSCI All Country World UCITS ETF C-USDFR0011093418
ETF
20.0%0.45%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
20.0%0.17%
VGWL.XETRA
Vanguard FTSE All-World UCITS ETF (USD) DistributingIE00B3RBWM25
ETF
20.0%0.19%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
20.0%0.19%
LU1353951616
AXA World Funds - Global Inflation Short Duration Bonds F Distribution USDLU1353951616
FUND
5.0%0.5%
ERNX.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Acc)IE000RHYOR04
ETF
5.0%0.09%
C099.XETRA
Amundi Bloomberg Equal-weight Commodity ex-Agriculture UCITS ETF EUR Hedged AccLU1900069219
ETF
5.0%0.35%
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
5.0%0.12%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,762.06
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 43 months (70%)
Monthly Returns Heatmap
Best month: +7.0% • Worst month: -5.4% • Best year: 2024 (+22.2%) • Worst year: 2023 (+8.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+1.9%-3.9%+7.0%+4.5%+0.2%-0.8%+3.5%----+15.1%
2025+3.9%-1.7%-5.4%-3.8%+4.9%+0.7%+4.2%+0.0%+3.2%+4.0%-0.1%+0.6%+10.3%
2024+2.8%+2.8%+3.6%-0.7%+1.2%+3.5%-0.2%+0.0%+1.7%+1.2%+5.3%-0.8%+22.2%
2023--1.3%+0.1%+0.1%+1.6%+2.1%+2.7%-0.5%-1.2%-2.6%+4.2%+2.7%+8.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.84% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -17.8%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (25.0% of total allocation)

Total Dividends Received

141.86

14 payments

Dividend Yield

0.32%

(annualized)

Avg Per Payment

10.13

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202624.43
202540.95
202438.85
202337.63
Total141.86

Detailed Metrics

Returns
Total Return
+67.62%
Annualized Return
+15.68%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+9.89%
Max Drawdown
+17.84%
Positive Months
70%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
1.38
Risk-free rate: 2.0%
Sortino Ratio
1.28
Downside risk adjusted
Return/Volatility
1.59
Calmar Ratio
0.88
Return/Max Drawdown
Ulcer Index
3.22
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,762.06
Backtest Period
2023-02-10 to 2026-08-28
3.5 years
Rebalancing
monthly
Base Currency
EUR