Invest Dashboard

Compare candidate ETF mixes against “do nothing — let the bank run the iShares baseline” · EUR backtests & Monte Carlo forecasts

Controls

Comparing against iShares World Equity Index Fund (LU) — Proxy for the iShares World Equity Index Fund (LU) using iShares Core MSCI World UCITS ETF (EUNL.XETRA). · fully compounding

Ticker library

% TER
  • index
    IWDA.LSE · USD
    iShares Core MSCI World UCITS ETF (USD Acc)
    %
  • index
    EUNL.XETRA · EUR
    iShares Core MSCI World UCITS ETF (EUR)
    %
  • index
    VWCE.XETRA · EUR
    Vanguard FTSE All-World UCITS ETF (Acc)
    %
  • index
    CSPX.LSE · USD
    iShares Core S&P 500 UCITS ETF (USD Acc)
    %
  • index
    SPY.US · USD
    SPDR S&P 500 ETF Trust (proxy, free-tier demo)
    %
  • metals
    SGLN.LSE · USD
    iShares Physical Gold ETC
    %
  • metals
    SSLN.LSE · USD
    iShares Physical Silver ETC
    %
  • metals
    GLD.US · USD
    SPDR Gold Shares (proxy, free-tier demo)
    %
  • bonds
    EUNA.XETRA · EUR
    iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged)
    %
  • bonds
    EUNH.XETRA · EUR
    iShares Core EUR Govt Bond UCITS ETF
    %
  • bonds
    AGG.US · USD
    iShares Core U.S. Aggregate Bond ETF (proxy, free-tier demo)
    %

Candidate ETF mixes

Build mixes from the library and see if any beats the bank baseline. Rename and reweight freely — these are experiments, not fixed archetypes.

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Backtest — portfolio value (EUR)

Run a simulation to see results.

Monte Carlo forecast (p10 / median / p90)

A tool for COMPARING how portfolios behave and recover relative to each other — not for predicting exact future values. GBM Monte Carlo driven by each entity's arithmetic mean return and volatility from the selected history (its realized drawdown/recovery character). Longer, full-cycle histories are trusted almost fully; a long-run asset-class prior only anchors very short windows that can't be annualized meaningfully. Solid line = median (typical outcome); dashed line = mean (expected value), above the median by ~volatility drag (½σ²). Snapshot cadence scales with horizon (monthly ≤3y, quarterly 4–5y, semi-annual 6–10y, yearly beyond). Illustrative, not advice.

Run a simulation to see results.