Real Madrid goalkeeper Iker Casillas believes it will take time for the new-look side to gel but says he is fully committed to the club.
The Spanish giants have invested heavily this summer after ending last season empty-handed, and their failure was brought into even sharper focus as rivals Barcelona claimed the league, UEFA Champions League and Copa del Rey.
And while Casillas is happy to face up to the 'challenge' of taking back some silverware from Barca, he admits it may take time to hit top form.
"It's a little damaging to your pride and you do think, 'What a shame that they won the treble'," he told Don Balon.
"You wonder why Real Madrid can't win three competitions or even aspire to that.
"I think that we will view all three competitions equally next year. All three are very important."
Asked whether having the Champions League final at the Bernabeu next season would make that competition particularly special, he replied: "Yes, but we can't go from winning nothing to winning everything in a year, right?
"For five years, we have gone out when we have reached the last 16 of the competition.
"Obviously those at the club feel that being in this final is the most important ambition, but clearly we cannot expect to win everything overnight.
"We need to take a calm approach."
There had been reports in the English and Spanish press that Manchester United may have shown interest in Casillas recently, but he says there was no truth in the rumours and that he would like to finish his career in Madrid.
"This is all just rumour-mongering and gossip," he said.
"We're used to that at Real Madrid - or I am, at least.
"I have a contract until 2017 and I would love to finish my career here.
"I have a long-term contract and joined the club when I was nine years old.
"The truth is that my departure from Madrid would be very unlikely, unless someone came to the club and didn't like me.
"Then I would have to leave, clearly."