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World (USA 45%)

Surperformer le MSCI world avec 45% d'expo aux USA

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None Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+36.99%
Annualized Return+16.24%
Volatility+13.51%
Sharpe Ratio1.05
Max Drawdown+17.24%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio with 45% USA exposure and emerging markets allocation, designed to outperform MSCI World benchmarks.
AssetTypeAllocationTER
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
46.0%0.05%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
32.0%0.15%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
15.0%0.18%
UFMA.XETRA
UBS Core MSCI Japan UCITS ETF hEUR accLU1169822266
ETF
4.0%0.15%
XCS5.XETRA
Xtrackers MSCI India Swap UCITS ETF 1CLU0514695187
ETF
3.0%0.19%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €13,699.03
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 26 months (69%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -7.5% • Best year: 2025 (+16.4%) • Worst year: 2026 (+6.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.5%-7.5%+9.8%--------+6.6%
2025+3.6%-1.7%-4.1%-1.5%+5.7%+2.5%+2.6%+0.9%+3.0%+3.7%-0.1%+1.2%+16.4%
2024--+2.3%-1.9%+1.7%+3.7%+0.7%+0.5%+2.0%-1.3%+3.8%-1.4%+10.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.24% • The longest drawdown period lasted for 4 months and was between February 2025 and July 2025. It reached a trough of -17.2%.

Detailed Metrics

Returns
Total Return
+36.99%
Annualized Return
+16.24%
Avg Monthly Return
+1.27%
Risk
Volatility (Annual)
+13.51%
Max Drawdown
+17.24%
Positive Months
69%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
1.05
Risk-free rate: 2.0%
Sortino Ratio
0.99
Downside risk adjusted
Return/Volatility
1.20
Calmar Ratio
0.94
Return/Max Drawdown
Ulcer Index
3.21
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
13,699.03
Backtest Period
2024-03-14 to 2026-04-17
2.1 years
Rebalancing
none
Base Currency
EUR