What is the IWDA and EIMI 88/12 portfolio really made of?

Developed markets plus emerging markets, the common European way to build a world portfolio from two funds, at 88 / 12, measured in euros.

Measured on 2026-11-06

What it is made of

This table names the companies behind 92% of the money. The rest is held too, in positions this measurement could not name.

Where the risk sits

Since last week

Separate bets: 1.1 (a week earlier 1.1). Largest company: NVDA 4.9% (a week earlier NVDA 4.9%). Volatility over the whole window: 15.5% (a week earlier 15.5%).

PORTFOLIO: IWDA and EIMI 88/12
2014-05-30 to 2026-11-06 · 3,137 trading days · EUR

2 holdings.
Together they swing like a single bet.

IWDA.AS carries 88% of the risk on its own.
Volatility 16% · worst fall on record 33%.
Risk 16% → 12% over the last year, mostly because the holdings themselves got quieter.

Descriptive. No forecast, no advice. Every figure above is measured over the window named at the top.
folionomiq.com

What this does not say

• Every figure is measured on past daily prices over the window below. It is not a forecast of returns or losses.
• The window starts when the youngest fund began trading, so older crises may lie outside it.
• These are model allocations as they are commonly described, not recommendations; the weights measured are the ones printed above.

Your own version

Change a weight, swap a fund, add what you hold: measured by the same engine, nothing saved on our side.

Other portfolios

Measured 2014-05-30 to 2026-11-06 over 3,136 trading days, in EUR, from Yahoo Finance prices. Descriptive: this page reports what these holdings have done and how their risk is built. It does not forecast returns or losses and it is not advice. How every figure is measured. Terms and privacy: /terms. If a figure looks wrong: [email protected].