HomePortfoliosVWCE + avws

VWCE + avws

World

Created byuser-7hucdl
None Rebalancing
EUR
Moderate Risk
2.0yr backtest
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Performance Summary

Total Return+36.42%
Annualized Return+16.45%
Volatility+13.96%
Sharpe Ratio1.04
Max Drawdown+21.26%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity ETF portfolio with 90% global stocks and 10% small-cap value for diversified long-term growth worldwide.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
90.0%0.19%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
10.0%0.39%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,642.16
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 25 months (72%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -7.1% • Best year: 2026 (+17.9%) • Worst year: 2024 (+6.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+2.2%-5.1%+8.4%+5.5%+1.5%-1.1%+2.1%+1.5%+0.6%--+17.9%
2025+4.2%-2.4%-7.1%-4.2%+6.2%+0.9%+4.6%+0.2%+2.6%+4.0%-0.1%+0.5%+9.0%
2024---------+0.6%+7.0%-1.5%+6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.26% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.3%.

Detailed Metrics

Returns
Total Return
+36.42%
Annualized Return
+16.45%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+13.96%
Max Drawdown
+21.26%
Positive Months
72%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
1.04
Risk-free rate: 2.0%
Sortino Ratio
0.98
Downside risk adjusted
Return/Volatility
1.18
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
4.73
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,642.16
Backtest Period
2024-10-01 to 2026-10-16
2.0 years
Rebalancing
none
Base Currency
EUR