X-Axis Sort by month AND year

In Power BI it's not possible to have a hierarchy like that in the X axis.  To simulate it, you will need to create a calculated column that gives values such as, for example, 2015-Jan, 2015-Feb, etc., and then set its Sort By Column property to the column with your actual dates.

Christian By creating few calculated columns you can achieve something like as shown below. Also you can format the way you want to display year-month. For instance now its 2015-07. You can also use something like July 2015 or 2015 July or 07/2015..etc. But I haven't found the grouping one you mentioned above. Hope this helps!