US Stocks ESG Portfolio vs US Stocks Portfolio Portfolio Comparison

Simulation Settings
Period: September 2005 - December 2024 (~19 years)
Consolidated Returns as of 31 December 2024
Currency: USD
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Results
10 Years
All (since September 2005)
US Stocks ESG Portfolio
1.00$
Initial Capital
January 2015
2.85$
Final Capital
December 2024
11.03%
Yearly Return
16.14%
Std Deviation
-27.79%
Max Drawdown
25months
Recovery Period
1.00$
Initial Capital
September 2005
6.18$
Final Capital
December 2024
9.88%
Yearly Return
16.97%
Std Deviation
-52.70%
Max Drawdown
45months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
January 2015
3.25$
Final Capital
December 2024
12.50%
Yearly Return
15.71%
Std Deviation
-24.81%
Max Drawdown
24months
Recovery Period
1.00$
Initial Capital
September 2005
6.87$
Final Capital
December 2024
10.48%
Yearly Return
15.64%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period

As of December 2024, over the analyzed timeframe, the US Stocks ESG Portfolio obtained a 9.88% compound annual return, with a 16.97% standard deviation. It suffered a maximum drawdown of -52.70% that required 45 months to be recovered.

As of December 2024, over the analyzed timeframe, the US Stocks Portfolio obtained a 10.48% compound annual return, with a 15.64% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 months to be recovered.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

US Stocks ESG Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
ESGV
Vanguard ESG U.S. Stock ETF
US Stocks Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
VTI
Vanguard Total Stock Market
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Portfolio Returns as of Dec 31, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 September 2005 - 31 December 2024 (~19 years)
Swipe left to see all data
Return (%) as of Dec 31, 2024
YTD
(12M) 		1M 6M 1Y 5Y 10Y MAX
(~19Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks ESG
-- Market Benchmark 		24.69 -2.16 9.16 24.69 14.46 11.03 9.88
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		23.81 -3.04 9.02 23.81 13.82 12.50 10.48
Return over 1 year are annualized.
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Capital Growth as of Dec 31, 2024

US Stocks ESG Portfolio: an investment of 1$, since January 2015, now would be worth 2.85$, with a total return of 184.71% (11.03% annualized).

US Stocks Portfolio: an investment of 1$, since January 2015, now would be worth 3.25$, with a total return of 224.78% (12.50% annualized).


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US Stocks ESG Portfolio: an investment of 1$, since September 2005, now would be worth 6.18$, with a total return of 518.14% (9.88% annualized).

US Stocks Portfolio: an investment of 1$, since September 2005, now would be worth 6.87$, with a total return of 586.87% (10.48% annualized).


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Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 January 2024 - 31 December 2024 (1 year)
Period: 1 January 2020 - 31 December 2024 (5 years)
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 September 2005 - 31 December 2024 (~19 years)
Swipe left to see all data
US Stocks ESG US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 24.69 23.81
Infl. Adjusted Return (%) 21.18 20.32
DRAWDOWN
Deepest Drawdown Depth (%) -4.89 -4.34
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -4.89 -4.34
Start to Recovery (months) 3 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.04 10.82
Sharpe Ratio 1.77 1.72
Sortino Ratio 2.31 2.23
Ulcer Index 1.50 1.49
Ratio: Return / Standard Deviation 2.24 2.20
Ratio: Return / Deepest Drawdown 5.05 5.48
Metrics calculated over the period 1 January 2024 - 31 December 2024
Swipe left to see all data
US Stocks ESG US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.46 13.82
Infl. Adjusted Return (%) 9.85 9.24
DRAWDOWN
Deepest Drawdown Depth (%) -27.79 -24.81
Start to Recovery (months) 25 24
Longest Drawdown Depth (%) -27.79 -24.81
Start to Recovery (months) 25 24
Longest Negative Period (months) 30 30
RISK INDICATORS
Standard Deviation (%) 18.94 18.60
Sharpe Ratio 0.64 0.62
Sortino Ratio 0.86 0.82
Ulcer Index 10.71 9.11
Ratio: Return / Standard Deviation 0.76 0.74
Ratio: Return / Deepest Drawdown 0.52 0.56
Metrics calculated over the period 1 January 2020 - 31 December 2024
Swipe left to see all data
US Stocks ESG US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.03 12.50
Infl. Adjusted Return (%) 7.79 9.22
DRAWDOWN
Deepest Drawdown Depth (%) -27.79 -24.81
Start to Recovery (months) 25 24
Longest Drawdown Depth (%) -27.79 -24.81
Start to Recovery (months) 25 24
Longest Negative Period (months) 43 30
RISK INDICATORS
Standard Deviation (%) 16.14 15.71
Sharpe Ratio 0.58 0.69
Sortino Ratio 0.79 0.93
Ulcer Index 8.48 6.95
Ratio: Return / Standard Deviation 0.68 0.80
Ratio: Return / Deepest Drawdown 0.40 0.50
Metrics calculated over the period 1 January 2015 - 31 December 2024
Swipe left to see all data
US Stocks ESG US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.88 10.48
Infl. Adjusted Return (%) 7.17 7.76
DRAWDOWN
Deepest Drawdown Depth (%) -52.70 -50.84
Start to Recovery (months) 45 53
Longest Drawdown Depth (%) -52.70 -50.84
Start to Recovery (months) 45 53
Longest Negative Period (months) 65 66
RISK INDICATORS
Standard Deviation (%) 16.97 15.64
Sharpe Ratio 0.50 0.58
Sortino Ratio 0.66 0.76
Ulcer Index 13.15 12.21
Ratio: Return / Standard Deviation 0.58 0.67
Ratio: Return / Deepest Drawdown 0.19 0.21
Metrics calculated over the period 1 September 2005 - 31 December 2024
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 September 2005 - 31 December 2024 (~19 years)

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US Stocks ESG US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.79 25 Jan 2022
Jan 2024
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-19.14 6 Feb 2020
Jul 2020
-17.80 18 Feb 2018
Jul 2019
-14.20 7 Oct 2018
Apr 2019
-13.26 17 Jul 2015
Nov 2016
-8.84 12 Jun 2015
May 2016
-6.45 2 May 2019
Jun 2019
-5.81 3 Sep 2020
Nov 2020
-5.64 6 Feb 2018
Jul 2018
-5.42 3 Sep 2020
Nov 2020
-5.21 2 Sep 2021
Oct 2021
-4.89 3 Apr 2024
Jun 2024
-4.46 2 Sep 2021
Oct 2021

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US Stocks ESG US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.70 45 Jun 2007
Feb 2011
-50.84 53 Nov 2007
Mar 2012
-27.79 25 Jan 2022
Jan 2024
-24.81 24 Jan 2022
Dec 2023
-23.59 21 May 2011
Jan 2013
-20.84 7 Jan 2020
Jul 2020
-19.14 6 Feb 2020
Jul 2020
-17.80 18 Feb 2018
Jul 2019
-14.20 7 Oct 2018
Apr 2019
-13.26 17 Jul 2015
Nov 2016
-8.84 12 Jun 2015
May 2016
-6.82 5 Apr 2012
Aug 2012
-6.45 2 May 2019
Jun 2019
-5.81 3 Sep 2020
Nov 2020
-5.64 6 Feb 2018
Jul 2018

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 September 2005 - 31 December 2024 (~19 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

Swipe left to see all data
US Stocks ESG US Stocks
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 24.69 -4.89 23.81 -4.34
2023
 30.80 -9.37 26.05 -9.11
2022
 -24.04 -27.79 -19.51 -24.81
2021
 26.20 -5.21 25.67 -4.46
2020
 25.67 -19.14 21.03 -20.84
2019
 33.37 -6.25 30.67 -6.45
2018
 -15.69 -17.80 -5.21 -14.20
2017
 13.03 -1.52 21.21 0.00
2016
 11.65 -6.66 12.83 -5.73
2015
 2.12 -10.78 0.36 -8.84
2014
 9.13 -4.63 12.54 -3.17
2013
 38.98 -3.17 33.45 -3.03
2012
 17.37 -9.30 16.45 -6.82
2011
 -5.78 -23.59 0.97 -17.58
2010
 19.88 -12.90 17.42 -13.26
2009
 39.10 -15.76 28.89 -17.72
2008
 -39.83 -43.27 -36.98 -38.08
2007
 5.81 -6.69 5.37 -5.23
2006
 18.46 -2.59 15.69 -3.22
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book