Global equity portfolio with strong value tilt balanced by momentum and broad world exposure
Report created on Mar 29, 2026Risk profile
- Secure Speculative
The risk profile, derived from past market volatility, reflects the level of risk the portfolio is exposed to. This assessment helps align your investments with your financial goals and comfort with market fluctuations.
Diversification profile
- Focused Diversified
The diversification assessment evaluates the spread of investments across asset classes, regions, and sectors. This ensures a balanced mix, reducing risk and maximizing returns by not concentrating in any single area.
Positions
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EM iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)
EMVL - IE00BG0SKF03 50.00% -
XD Xtrackers MSCI World Momentum UCITS ETF
XDEM - IE00BL25JP72 20.00% -
XD Xtrackers MSCI World Value UCITS ETF 1C EUR
XDEV - IE00BL25JM42 20.00% -
VW Vanguard FTSE All-World UCITS ETF USD Accumulation
VWCE - IE00BK5BQT80 10.00%
This portfolio is a pure equity mix built entirely from four ETFs, with no bonds or alternatives. Half of the allocation goes to emerging markets with a value style, while 40% sits in developed markets tilted toward value and momentum. The remaining 10% is a broad global equity fund providing a market-like anchor. A structure like this matters because the big tilts (value, emerging markets, momentum) drive behaviour much more than the small “core” slice. For a balanced‑risk profile, this is an equity-heavy but still thoughtfully diversified setup. Anyone using a similar structure should be comfortable with stock-market swings and pair it with safer assets elsewhere if they need stability.
Growth
Over the period since mid‑2019, €1,000 grew to about €2,088, a compound annual growth rate (CAGR) of 12.17%. CAGR is basically your average yearly “speed” over the whole journey, smoothing out bumps. Compared to the US market, this lagged by around 1.6 percentage points per year, but it beat the global market by about 0.8 points annually. The maximum drawdown of roughly -32% was similar to both benchmarks, meaning downside pain has been in line with broad equities. This pattern fits a globally diversified equity portfolio with factor tilts: slightly different path, but broadly comparable risk and reward. Just remember that past returns don’t guarantee similar outcomes ahead.
Asset classes
- Stocks 100%
All funds here are equity ETFs, so the asset‑class split is 100% stocks and 0% bonds, cash, or alternatives. That’s fine for a growth‑oriented approach, but it does mean the whole portfolio rides the equity rollercoaster. For a “balanced” risk score, this works only if there is separate safety capital (like savings, bonds, or pensions) in the bigger picture. Global equity diversification helps smooth some of the ride, but it doesn’t change the fact that stock markets can drop 30% or more in sharp sell‑offs. Anyone wanting less gut‑wrenching volatility would typically mix in some holdings with different behaviour, such as high‑quality bonds or cash reserves.
Sectors
- Technology 32%
- Financials 18%
- Industrials 10%
- Consumer Discretionary 9%
- Basic Materials 7%
- Energy 6%
- Telecommunications 6%
- Health Care 5%
- Consumer Staples 3%
- Utilities 2%
- Real Estate 2%
Sector exposure leans heavily into technology at 32%, followed by financials, industrials, consumer discretionary, and materials. This is somewhat tech‑tilted compared with many broad global benchmarks, but still reasonably spread across the economy. A higher tech share often brings faster growth potential and strong recent performance, yet it also tends to react more to interest‑rate changes and sentiment swings. Financials and cyclicals like industrials and consumer sectors add sensitivity to economic growth and credit conditions. The allocation to defensive areas such as health care, consumer staples, and utilities is modest, so the portfolio may feel sharper in downturns but more powerful in expansions. That’s a deliberate growth‑leaning profile many long‑term investors are happy with.
Regions
- North America 28%
- Asia Developed 25%
- Asia Emerging 17%
- Europe Developed 12%
- Japan 7%
- Latin America 6%
- Africa/Middle East 2%
- Europe Emerging 2%
Geographically, exposure is nicely diversified across North America, developed Asia, and emerging Asia, with meaningful allocations to Europe, Japan, and Latin America. Compared with a classic world index, there’s clearly more emphasis on emerging regions and less dominance from the US. This is a genuine strength for long‑term diversification, because returns don’t rely on a single economy or currency. It does, however, increase sensitivity to political risk, currency swings, and policy surprises in less mature markets. For many investors, this trade‑off is attractive: more growth potential and valuation appeal, at the cost of bumpier headlines. The balance between developed and emerging markets here looks intentional and reasonably well‑spread across regions.
Market capitalization
- Mega-cap 49%
- Large-cap 38%
- Mid-cap 11%
Market‑cap exposure is dominated by mega‑caps at 49% and large‑caps at 38%, with a smaller 11% slice in mid‑caps. This is quite close to how global equity indexes look today, where the largest companies naturally carry the most weight. The benefit is that mega and large‑caps typically have more stable earnings, better access to capital, and deeper trading liquidity, which can reduce transaction costs and idiosyncratic risk. The downside is less participation in smaller, potentially faster‑growing companies. Because the value tilt is implemented mostly via large and mega‑caps, you’re getting a classic “big cheap stocks” bias rather than a small‑cap value angle. That’s a solid, mainstream way to express a value style.
True holdings
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23 Taiwan Semiconductor Manufacturing Co. Ltd. 5.29%
Part of fund(s):- Vanguard FTSE All-World UCITS ETF USD Accumulation
- iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)
-
00 SK Hynix Inc 2.99%
Part of fund(s):- iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)
-
00 Samsung Electronics Co Pref 1.80%
Part of fund(s):- iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)
-
00 Hyundai Motor Co. Ltd. 1.79%
Part of fund(s):- iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)
-
MU Micron Technology Inc 1.57%
Part of fund(s):- Xtrackers MSCI World Momentum UCITS ETF
- Xtrackers MSCI World Value UCITS ETF 1C EUR
-
PE Petróleo Brasileiro S.A. - Petrobras 1.54%
Part of fund(s):- iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)
-
PB Petróleo Brasileiro S.A. - Petrobras 1.53%
Part of fund(s):- iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)
-
VA Vale SA ADR 1.34%
Part of fund(s):- iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)
-
09 China Construction Bank Corp 1.29%
Part of fund(s):- iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)
-
NV NVIDIA Corporation 1.24%
Part of fund(s):- Vanguard FTSE All-World UCITS ETF USD Accumulation
- Xtrackers MSCI World Momentum UCITS ETF
- Top 10 total 20.38%
The look‑through data shows notable exposure to a handful of large names like TSMC, SK Hynix, Samsung Electronics (pref), Petrobras, Vale, and NVIDIA. Several of these appear via multiple ETFs, creating hidden concentration even if no single ETF looks excessive on its own. For instance, semiconductor and commodity-related businesses show up repeatedly, boosting sensitivity to tech supply chains and global demand cycles. Because only top‑10 ETF holdings are captured, the real overlap is probably higher. This isn’t necessarily bad; it just means results will lean more on a relatively small group of giants. Anyone using a similar setup should decide if that concentration is intentional or just an artifact of ETF selection.
Factors
Factor exposures are estimated using statistical models based on historical data and measure systematic (market-relative) tilts, not absolute portfolio characteristics. Results may vary depending on the analysis period, data availability, and currency of the underlying assets.
Factor exposure here is the real story: value, quality, and low volatility all show high tilts, while momentum sits about neutral and size is tilted toward larger companies. Factors are like the “personality traits” of investments that research links to long‑term returns. A strong value tilt means favouring cheaper stocks relative to fundamentals, which historically has done well over very long periods but can lag during growth‑led booms. High quality and low volatility leanings usually favour robust balance sheets and steadier price moves, tempering some of value’s rough patches. The result is a portfolio that may behave differently from a standard index: sometimes behind in frothy rallies, potentially more resilient when markets refocus on earnings strength and reasonable valuations.
Risk contribution
-
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)
Weight: 50.00% 57.7% -
Xtrackers MSCI World Momentum UCITS ETF
Weight: 20.00% 17.1% -
Xtrackers MSCI World Value UCITS ETF 1C EUR
Weight: 20.00% 16.9% -
Vanguard FTSE All-World UCITS ETF USD Accumulation
Weight: 10.00% 8.3%
Risk contribution shows how much each position drives overall volatility, which can diverge from portfolio weights. Here, the emerging markets value ETF is 50% of the capital but contributes almost 58% of total risk, meaning it punches above its weight in terms of ups and downs. The other three ETFs have risk contributions slightly below their weights, so they actually dampen risk relative to their size. Top‑3 positions together account for over 91% of overall risk, which is normal in a compact ETF lineup but worth being aware of. If someone wanted to dial back volatility without changing the overall style, trimming the single riskiest sleeve and boosting the diversifying ones is usually the cleanest lever.
Risk vs. return
This chart shows the Efficient Frontier, calculated using your current assets with different allocation combinations. It highlights the best balance between risk and return based on historical data. "Efficient" portfolios maximize returns for a given risk or minimize risk for a given return. Portfolios below the curve are less efficient. This is informational and not a recommendation to buy or sell any assets.
Click on the colored dots to explore allocations.
The risk‑return analysis shows the current mix sits right on or very near the efficient frontier, with a Sharpe ratio of 0.65. The Sharpe ratio compares return to volatility, so higher means better “bang for your risk buck.” The optimal combination of these same ETFs reaches about 0.72 Sharpe with slightly lower risk and a similar return, while the minimum variance version still offers a strong 0.70 Sharpe at lower volatility. The differences are modest, which confirms the current allocation is already quite efficient. In other words, there’s no glaring imbalance that needs fixing; small tweaks in weights could fine‑tune risk a bit, but the existing structure is already using the holdings in a smart way.
Ongoing product costs
- Vanguard FTSE All-World UCITS ETF USD Accumulation 0.19%
- Xtrackers MSCI World Momentum UCITS ETF 0.25%
- Xtrackers MSCI World Value UCITS ETF 1C EUR 0.25%
- iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) 0.40%
- Weighted costs total (per year) 0.32%
The overall total expense ratio (TER) is about 0.32%, which is impressively low for a portfolio using targeted factor ETFs plus a global core fund. TER is the annual fee charged by the funds, taken inside the ETF, similar to a small “management tax” on assets. Keeping costs down is one of the few levers investors fully control, and saving a fraction of a percent per year compounds into real money over long periods. Compared with many actively managed solutions or factor products, this cost level is very competitive. That means more of the gross return from the market and factor tilts actually ends up in the investor’s pocket instead of being eaten by fees.
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