List Posts by Year AND Month (Archive Like)

OK, I’m sure there is such a plugin but I need your help finding it.
I need to display post titles by year and month, sorted from old to new. The wp_get_archives() function does only show a list of months or years to click on and view the posts then. However, I’m looking for a setup like this:

- 2005

-- January
--- Post 1
--- Post 2
-- June
--- Post 1

- 2006

-- February
--- Post 1
-- October
--- Post 1
--- Post 2

Would you be so kind and guide me in the right direction as to what plugin can do that, or if WordPress can do that by default?
I’ve got basic knowledge of PHP but I’m more of a front end developer so it’s hard for me to hack my way through.