A growth focused global equity portfolio with strong diversification and impressively low ongoing costs
Risk 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.
What type of investor this portfolio is suitable for
Balanced Investors
This setup fits an investor who is comfortable with meaningful market ups and downs in pursuit of strong long‑term growth. The ideal horizon is at least 10–15 years, where day‑to‑day fluctuations matter less than overall direction. Typical goals might include building a retirement pot, growing a sizable future house‑deposit surplus, or accumulating capital for future financial independence. Risk tolerance would be moderate‑to‑high: fine with seeing portfolio values fall 20–30% at times, as long as the long‑run odds remain in their favour. This personality tends to like simplicity, global exposure, and low costs, and is willing to stay invested through rough patches rather than reacting to short‑term noise.
Positions
-
iShares Core S&P 500 UCITS ETF USD (Acc)
CSPX - IE00B5BMR087 70.00% -
Xtrackers MSCI World ex USA UCITS ETF 1C USD
EXUS - IE0006WW1TQ4 20.00% -
iShares Core MSCI Emerging Markets IMI UCITS
EIMI - IE00BKM4GZ66 10.00%
The structure here is simple and powerful: three broad equity funds, with roughly 70% in a large domestic market, 20% in the rest of the developed world, and 10% in emerging markets. This creates a “core global equity” setup that looks very similar to many standard world benchmarks, just with a tilt toward that big home market. That alignment is a real strength because it spreads risk across thousands of companies while still keeping things easy to manage. To build on this, it can help to periodically check whether that home tilt still matches personal comfort and goals, and to decide if adding even a small allocation to defensive assets fits overall plans.
Historical data is limited for this portfolio, which reduces the confidence in the calculated values.
Growth
Historically, this mix has delivered a very strong compound annual growth rate (CAGR) of 18.62%. CAGR is the average yearly growth rate, like working out the average speed over a long car journey. A maximum drawdown of -16.57% means the worst peak‑to‑trough fall was relatively modest for an all‑equity setup, showing that diversification has helped. Only 14 days made up 90% of returns, which underlines how a handful of very strong days can drive long‑term results. This is why staying invested through ups and downs tends to matter more than timing. Past figures are encouraging but can’t reliably predict future returns.
Due to limited historical data, this may show extreme values that are not realistic.
Projection
The Monte Carlo analysis, which runs 1,000 simulated futures using patterns from historical data, points to a wide range of possible outcomes. Monte Carlo is basically a stress test that shakes the portfolio through many “what if” market paths. The median outcome of about 1,290.9% growth and a 5th percentile of 454.5% shows strong upside but also reminds that results can vary a lot. Every simulation produced a positive return, and the average annualized figure of 21.40% looks very high. Still, simulations are only as good as their assumptions; they can’t foresee new crises or regime shifts. It helps to view these numbers as rough guide rails, not promises.
Asset classes
- Stocks 100%
- Cash 0%
- Other 0%
- No data 0%
- Bonds 0%
All investable money is in stocks, with 0% in bonds, cash, or other assets. For growth, this is very efficient, because stocks historically have higher long‑term returns than more defensive assets. However, 100% equities also means the full emotional and financial ride of market swings. The “Balanced” risk label and a risk score of 4 out of 7 suggest a moderate risk stance, and the diversification score of 4 out of 5 confirms that risk is spread well within equities. For someone wanting smoother performance, even a modest allocation to more stable assets could help reduce volatility, while those prioritizing maximum growth may be comfortable keeping the all‑equity approach.
Sectors
- Technology 29%
- Financials 17%
- Consumer Discretionary 10%
- Industrials 10%
- Health Care 9%
- Telecommunications 9%
- Consumer Staples 5%
- Basic Materials 3%
- Energy 3%
- Utilities 2%
- Real Estate 2%
Sector exposure is broad and closely resembles many global indices, which is a big plus. Technology at 29% is the largest slice, followed by financial services at 17%, with consumer cyclicals, industrials, healthcare, and communication services all well represented. This mirrors modern global markets where tech and finance dominate index weightings. Such a tilt can boost returns during growth periods but can be more sensitive when interest rates rise or when regulation hits growth companies. The presence of more defensive areas like consumer staples, utilities, and healthcare is helpful because they can cushion downturns somewhat. Overall, this sector mix is well‑balanced and aligns closely with global standards.
Regions
- North America 72%
- Europe Developed 12%
- Asia Emerging 5%
- Asia Developed 4%
- Japan 4%
- Australasia 1%
- Africa/Middle East 1%
- Latin America 1%
- Europe Emerging 0%
Geographically, about 72% sits in North America, with the rest spread across developed Europe, Japan, developed Asia, and emerging regions. This is broadly similar to global market‑cap benchmarks, which are also heavily North America‑weighted, so the allocation is very much in line with how global markets are actually valued today. That alignment is beneficial because it avoids making big active bets on any single region. The 10% or so in emerging and smaller regions adds an extra growth kicker but can be more volatile. From a UK perspective, there is a clear tilt away from domestic stocks toward global leaders, which reduces home‑country risk but may feel less familiar emotionally.
Market capitalization
- Mega-cap 47%
- Large-cap 35%
- Mid-cap 16%
- Small-cap 1%
- Micro-cap 0%
Market cap exposure is dominated by mega and big companies: 47% mega, 35% big, 16% medium, and only 1% small. This means most of the money is in large, established businesses with long track records and deep liquidity. That helps with stability and keeps trading spreads and implementation issues low. The smaller slice in mid and small companies still adds some extra growth potential and diversification without heavily increasing risk. Many standard global indices look very similar, so this setup is well aligned with global norms. If someone wanted more “punch,” they could tilt slightly more toward smaller firms, but that would usually come with bumpier returns.
Ongoing product costs
- iShares Core S&P 500 UCITS ETF USD (Acc) 0.12%
- iShares Core MSCI Emerging Markets IMI UCITS 0.18%
- Weighted costs total (per year) 0.10%
The ongoing costs here are impressively low. With TERs (total expense ratios) of 0.12% and 0.18%, and an overall blended cost of about 0.10%, very little return is being eaten away by fees. TER is basically the annual “running cost” of a fund, taken quietly in the background. Keeping that number small is powerful over decades, because even a 0.5% difference compounds into a large gap in ending wealth. This cost structure is well aligned with best practice for long‑term investing and supports better net performance. The main thing to watch going forward is any platform, trading, or advice fees on top, so the true all‑in cost stays lean.
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.
On an Efficient Frontier view, which looks for the best risk‑return trade‑offs using only the current building blocks, a more “efficient” mix could reach about 20.15% expected return at the same risk level. Efficient here simply means getting the most expected return per unit of volatility, not necessarily adding new assets or improving diversification in other ways. The optimal point in the analysis sits at 20.15% expected return with around 14.11% risk. That suggests there may be room to tweak the weights among the three funds to squeeze slightly more projected return without increasing overall risk, while still staying within the same simple, low‑cost framework.
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