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UK EU Replication

Created byuser-y9udbx
None Rebalancing
EUR
Low Risk
0.9yr backtest
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Performance Summary

Total Return+9.86%
Annualized Return+11.67%
Volatility+7.20%
Sharpe Ratio1.34
Max Drawdown+4.75%

Holdings

Asset Allocation

Asset Class

Equity 54.0%Bonds 37.0%Money Market 5.0%Real Estate 4.0%
Holdings Details
Diversified ETF portfolio blending 54% global equities with bonds, real estate and cash for balanced long-term growth and stability.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
44.0%0.19%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35
ETF
20.0%0.1%
SPYF.XETRA
State Street SPDR FTSE UK All Share UCITS ETF GBP Unhedged (Acc) • IE00B7452L46
ETF
10.0%0.2%
IS3V.XETRA
iShares Global Inflation Linked Government Bond UCITS ETF EUR Hedged (Acc) • IE00BKPT2S34
ETF
5.0%0.2%
VCAA.XETRA
Vanguard EUR Cash UCITS ETF (Acc) • IE000SOORXS0
ETF
5.0%0.07%
CEBR.XETRA
iShares Global High Yield Corporate Bond UCITS ETF EUR Hedged (Acc) • IE00091SR7N7
ETF
5.0%0.55%
SPY2.XETRA
State Street SPDR Dow Jones Global Real Estate UCITS ETF USD Unhedged (Acc) • IE00BH4GR342
ETF
4.0%0.4%
3SUD.XETRA
iShares J.P. Morgan USD EM Bond UCITS ETF (Acc) • IE00BJ5JPH63
ETF
4.0%0.5%
IE3E.XETRA
iShares EUR Corporate Bond 0-3yr ESG SRI UCITS ETF EUR (Acc) • IE000AK4O3W6
ETF
3.0%0.12%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,985.83
Histogram of Monthly Returns
The portfolio had a positive return during 9 of the 11 months (82%)
Monthly Returns Heatmap
Best month: +4.6% • Worst month: -4.0% • Best year: 2026 (+9.1%) • Worst year: 2025 (+0.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+2.1%-4.0%+4.6%+3.0%+1.0%-0.5%+0.9%+0.0%+1.0%--+9.1%
2025-----------+0.7%+0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.75% • The longest drawdown period lasted for 1 month and was between August 2026 and October 2026. It reached a trough of -2.0%.

Detailed Metrics

Returns
Total Return
+9.86%
Annualized Return
+11.67%
Avg Monthly Return
+0.88%
Risk
Volatility (Annual)
+7.20%
Max Drawdown
+4.75%
Positive Months
82%
Average Drawdown
-0.9%
Risk-Adjusted
Sharpe Ratio
1.34
Risk-free rate: 2.0%
Sortino Ratio
1.45
Downside risk adjusted
Return/Volatility
1.62
Calmar Ratio
2.46
Return/Max Drawdown
Ulcer Index
1.17
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,985.83
Backtest Period
2025-12-09 to 2026-10-16
0.9 years
Rebalancing
none
Base Currency
EUR