Investment Decision Lab is a professional tool for constructing, comparing and explaining ETF portfolios. It combines capital market assumptions (CMA), look-through risk metrics, Monte Carlo simulation, and a curated ETF catalog to support evidence-based investment decisions.

Build Portfolio

Design a multi-asset ETF portfolio from scratch. Select asset classes and ETF instruments from the curated catalog, set weights, choose your base currency, and run a Monte Carlo simulation to project expected returns, volatility, and tail risk over a 10-year horizon.
Compare Portfolios

Place two portfolios side by side — A vs B — to see risk/return differences, asset-class overlap, look-through exposure, and simulation outcomes at a glance. Link one slot to the Build portfolio for instant what-if analysis.
Explain My Portfolio

Bring your own ETF holdings and get a structured breakdown by asset class, look-through risk metrics, effective TER, home-bias analysis, and a Monte Carlo projection — without having to rebuild the portfolio from scratch.
Methodology

Full documentation of the engine: capital market assumptions, correlation matrix construction, look-through aggregation, Monte Carlo model, hedging cost estimates, withholding-tax adjustments, stress scenarios, benchmark definitions, and the complete formula reference. Last reviewed Q2 2026.

Key features

Curated UCITS ETF catalog covering equities, fixed income, real estate, commodities, digital assets, and cash
Capital market assumptions (CMA) with consensus estimates and user-adjustable overrides
Full look-through risk aggregation across underlying holdings
Monte Carlo simulation with fat-tail realism and stress scenario overlays
Withholding-tax-adjusted return estimates per base currency
Home-bias analysis and hedging cost estimates
Excel export of simulation results and portfolio metrics
Available in English and German