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Musterportfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Musterportfolio

Currency in USD · Last updated May 30, 2025

Asset Allocation

VGVF.DE 25%EUNL.DE 25%CASH 7.33%AAPL 7.33%MSFT 7.33%V 4%MUV2.DE 4%SAP.DE 4%APH 4%MTX.DE 4%SIE.DE 4%XYL 4%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
7.33%
APH
Amphenol Corporation		Technology
4%
CASH
Meta Financial Group, Inc.		Financial Services
7.33%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities
25%
MSFT
Microsoft Corporation		Technology
7.33%
MTX.DE
MTU Aero Engines AG		Industrials
4%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		Financial Services
4%
SAP.DE
SAP SE		Technology
4%
SIE.DE
Siemens Aktiengesellschaft		Industrials
4%
V
Visa Inc.		Financial Services
4%
VGVF.DE
Vanguard FTSE Developed World UCITS ETF Acc		Global Equities
25%
XYL
Xylem Inc.		Industrials
4%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Feb 4, 2020, corresponding to the inception date of VGVF.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
Musterportfolio8.43%6.17%5.54%22.15%20.35%N/A
Portfolio components:
VGVF.DE
Vanguard FTSE Developed World UCITS ETF Acc		5.13%6.61%1.74%14.00%14.31%N/A
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)		4.54%6.62%1.65%14.02%14.44%9.76%
V
Visa Inc.		15.94%5.87%16.29%35.59%14.15%18.95%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		32.50%-1.40%28.45%36.39%28.21%17.97%
SAP.DE
SAP SE		23.82%5.33%27.98%66.74%21.11%16.53%
CASH
Meta Financial Group, Inc.		6.15%-1.66%-6.83%47.26%34.54%19.86%
APH
Amphenol Corporation		29.82%16.87%24.38%36.38%31.35%21.26%
MTX.DE
MTU Aero Engines AG		19.51%16.38%17.49%60.11%21.04%16.59%
SIE.DE
Siemens Aktiengesellschaft		25.36%5.12%26.96%28.94%22.81%13.01%
XYL
Xylem Inc.		9.32%4.87%0.07%-8.52%15.04%14.56%
AAPL
Apple Inc		-19.60%-5.36%-15.17%5.49%21.05%21.31%
MSFT
Microsoft Corporation		9.64%16.68%9.13%11.87%21.26%27.46%
*Annualized

Monthly Returns

The table below presents the monthly returns of Musterportfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.15%-0.66%-3.55%2.35%6.17%8.43%
20241.37%4.34%2.28%-2.87%4.87%3.91%2.33%2.58%1.59%-0.87%5.52%-2.67%24.32%
20237.85%-1.24%3.16%2.82%-0.39%6.51%2.32%-2.28%-5.59%-1.24%10.76%4.52%29.36%
2022-4.95%-3.45%1.72%-8.66%-1.32%-8.49%7.19%-4.01%-7.41%9.57%7.53%-3.02%-16.19%
2021-1.30%2.80%2.83%5.50%0.80%1.80%2.33%2.65%-3.92%5.28%-1.19%4.73%24.20%
2020-12.23%-13.55%7.44%5.40%5.32%5.86%7.92%-3.75%-0.27%13.38%6.18%19.50%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Musterportfolio has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
VGVF.DE
Vanguard FTSE Developed World UCITS ETF Acc

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, Musterportfolio is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Musterportfolio is 8282
Overall Rank
The Sharpe Ratio Rank of Musterportfolio is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of Musterportfolio is 8080
Sortino Ratio Rank
The Omega Ratio Rank of Musterportfolio is 8484
Omega Ratio Rank
The Calmar Ratio Rank of Musterportfolio is 7979
Calmar Ratio Rank
The Martin Ratio Rank of Musterportfolio is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGVF.DE
Vanguard FTSE Developed World UCITS ETF Acc		0.801.071.160.693.01
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)		0.781.051.150.672.98
V
Visa Inc.		1.591.971.302.137.72
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		1.341.851.252.687.34
SAP.DE
SAP SE		2.222.951.372.9412.80
CASH
Meta Financial Group, Inc.		1.502.121.272.125.44
APH
Amphenol Corporation		0.941.491.231.584.09
MTX.DE
MTU Aero Engines AG		1.852.471.352.7210.81
SIE.DE
Siemens Aktiengesellschaft		0.841.491.191.153.89
XYL
Xylem Inc.		-0.33-0.220.97-0.25-0.63
AAPL
Apple Inc		0.160.351.050.070.22
MSFT
Microsoft Corporation		0.460.721.100.400.88

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Musterportfolio Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.39
  • 5-Year: 1.20
  • All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Musterportfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Musterportfolio provided a 0.51% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.51%0.50%0.58%0.69%0.53%0.67%0.69%0.92%0.81%0.93%0.98%0.99%
Portfolio components:
VGVF.DE
Vanguard FTSE Developed World UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.		0.63%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		3.50%3.08%3.09%3.62%3.76%4.04%3.52%4.51%4.76%4.59%4.20%4.37%
SAP.DE
SAP SE		0.88%0.93%1.47%2.54%1.48%1.47%1.25%1.61%1.34%1.39%1.50%1.72%
CASH
Meta Financial Group, Inc.		0.26%0.27%0.38%0.46%0.34%0.55%0.55%0.96%0.56%0.88%1.13%1.48%
APH
Amphenol Corporation		0.67%0.79%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%
MTX.DE
MTU Aero Engines AG		0.63%0.62%1.64%1.04%0.70%1.61%1.12%1.45%1.27%1.55%1.61%1.87%
SIE.DE
Siemens Aktiengesellschaft		2.46%2.49%2.50%3.09%2.29%3.32%3.62%4.21%3.44%3.32%4.07%3.55%
XYL
Xylem Inc.		1.21%1.24%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.54%1.34%
AAPL
Apple Inc		0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Musterportfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Musterportfolio was 36.06%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.

The current Musterportfolio drawdown is 0.71%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.06%Feb 18, 202025Mar 23, 2020109Aug 24, 2020134
-27.28%Jan 5, 2022200Oct 12, 2022174Jun 15, 2023374
-15.96%Feb 18, 202535Apr 7, 202524May 12, 202559
-11.09%Jul 20, 202372Oct 27, 202322Nov 28, 202394
-8.98%Sep 3, 202016Sep 24, 202030Nov 5, 202046
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 6.56, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCMTX.DEMUV2.DECASHAAPLMSFTVXYLSAP.DESIE.DEAPHVGVF.DEEUNL.DEPortfolio
^GSPC1.000.300.320.540.720.770.670.670.450.440.780.610.620.80
MTX.DE0.301.000.470.320.120.140.270.260.440.480.280.530.520.56
MUV2.DE0.320.471.000.300.150.170.290.280.450.520.250.520.520.56
CASH0.540.320.301.000.280.290.400.490.240.310.460.360.370.56
AAPL0.720.120.150.281.000.680.480.400.320.280.520.400.410.58
MSFT0.770.140.170.290.681.000.520.410.370.280.560.420.430.60
V0.670.270.290.400.480.521.000.460.330.310.510.420.430.58
XYL0.670.260.280.490.400.410.461.000.330.400.630.440.450.61
SAP.DE0.450.440.450.240.320.370.330.331.000.610.400.680.690.69
SIE.DE0.440.480.520.310.280.280.310.400.611.000.410.680.680.70
APH0.780.280.250.460.520.560.510.630.400.411.000.500.520.67
VGVF.DE0.610.530.520.360.400.420.420.440.680.680.501.000.980.90
EUNL.DE0.620.520.520.370.410.430.430.450.690.680.520.981.000.90
Portfolio0.800.560.560.560.580.600.580.610.690.700.670.900.901.00
The correlation results are calculated based on daily price changes starting from Feb 5, 2020
Go to the full Correlations tool for more customization options