Total Bond Developed World To EUR Hedged Portfolio: ETF allocation and returns

Simulation Settings

Period: August 1974 - November 2024 (~50 years)
Consolidated Returns as of 30 November 2024

Currency: EUR

1.00€
Initial Capital
December 1994
2.39€
Final Capital
November 2024
2.95%
Yearly Return
3.75
Std Deviation
-20.51%
Max Drawdown
52months
Recovery Period

1.00€
Initial Capital
August 1974
18.44€
Final Capital
November 2024
5.96%
Yearly Return
5.13
Std Deviation
-20.51%
Max Drawdown
52months
Recovery Period

The Total Bond Developed World To EUR Hedged Portfolio can be implemented with 1 ETF. This portfolio has a low risk, suggesting it experiences minor value changes. It is ideal for conservative investors who prioritize capital preservation and prefer stable, predictable returns.

The portfolio asset allocation is: 0% on the Stock Market, 100% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 100% allocation to bonds, leading to its classification as low risk.

As of November 2024, in the previous 30 Years, the Total Bond Developed World To EUR Hedged Portfolio obtained a 2.95% compound annual return, with a 3.75% standard deviation. It suffered a maximum drawdown of -20.51% that required 52 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

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Asset Allocation and ETFs

To effectively implement the asset allocation of the Total Bond Developed World To EUR Hedged Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.

          0% Stocks
        
          100% Fixed Income
        
          0% Commodities

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Weight (%)	ETF Ticker	ETF Currency	ETF Name	Investment Themes (Orig.Currency)
100.00	DBZB.DE	EUR Hedged	Xtrackers Global Government Bond Eur Hedged	Bond, Global, All-Term (Mix)

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Portfolio and ETF Returns as of Nov 30, 2024

The Total Bond Developed World To EUR Hedged Portfolio guaranteed the following returns.

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
the actual Euro Inflation rates.

TOTAL BOND DEVELOPED WORLD TO EUR HEDGED PORTFOLIO

1 August 1974 - 30 November 2024 (~50 years)

Live Update: December 2024

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	Chg (%)		Return (%)	Return (%) as of Nov 30, 2024
	1 Day	Time ET^(*)	---	YTD (11M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~50Y)
Investment Return	---		---	0.58	1.00	3.67	4.18	-2.30	-0.31	2.95	5.96
Euro Inflation Adjusted Return				-1.79	1.00	3.08	1.56	-5.93	-2.66	0.88	3.31
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
Euro Inflation is updated to Oct 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.58% , 5Y: 3.86% , 10Y: 2.42% , 30Y: 2.06%

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Capital Growth as of Nov 30, 2024

An investment of 1€, from December 1994 to November 2024, would be worth 2.39€, with a total return of 139.37% (2.95% annualized).

The Inflation Adjusted Capital would be 1.30€, with a net total return of 30.00% (0.88% annualized).

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An investment of 1€, from August 1974 to November 2024, would be worth 18.44€, with a total return of 1743.52% (5.96% annualized).

The Inflation Adjusted Capital would be 5.16€, with a net total return of 416.13% (3.31% annualized).

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Portfolio Metrics as of Nov 30, 2024

Metrics of Total Bond Developed World To EUR Hedged Portfolio, updated as of 30 November 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
the actual Euro Inflation rates.

TOTAL BOND DEVELOPED WORLD TO EUR HEDGED PORTFOLIO

Advanced Metrics

1 August 1974 - 30 November 2024 (~50 years)

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	Metrics as of Nov 30, 2024
	YTD (11M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~50Y)
Investment Return (%)	0.58	1.00	0.04	3.67	4.18	-4.23	-2.30	-0.31	1.08	2.95	5.96
Growth of 1€	1.01	1.01	1.00	1.04	1.04	0.88	0.89	0.97	1.24	2.39	18.44
Infl. Adjusted Return (%)	-1.79	1.00	-0.21	3.08	1.56	-8.74	-5.93	-2.66	-1.01	0.88	3.31
Euro Inflation (%)	2.41	0.00	0.24	0.57	2.58	4.95	3.86	2.42	2.11	2.06	2.56
Pending updates, the monthly inflation of Nov 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				-14.68	-3.30	-18.16	-20.51	-20.51	-20.51	-20.51	-20.51
Start to Recovery (# months)				52*	8	36*	52*	52*	52*	52*	52*
Start (yyyy mm)					2024 01	2021 12	2020 08	2020 08	2020 08	2020 08	2020 08
Start to Bottom (# months)					4	23	39	39	39	39	39
Bottom (yyyy mm)					2024 04	2023 10	2023 10	2023 10	2023 10	2023 10	2023 10
Bottom to End (# months)					4	13	13	13	13	13	13
End (yyyy mm)					2024 08	-	-	-	-	-	-
Longest Drawdown Depth (%)					same	same	same	same	same	same	same
Start to Recovery (# months)					same	same	same	same	same	same	same
Start (yyyy mm)					2024 01	2021 12	2020 08	2020 08	2020 08	2020 08	2020 08
Start to Bottom (# months)					4	23	39	39	39	39	39
Bottom (yyyy mm)					2024 04	2023 10	2023 10	2023 10	2023 10	2023 10	2023 10
Bottom to End (# months)					4	13	13	13	13	13	13
End (yyyy mm)					2024 08	-	-	-	-	-	-
Longest negative period (# months)					10	36*	60*	120*	142	142	142
Start (yyyy mm)					2024 01	2021 12	2019 12	2014 12	2012 01	2012 01	2012 01
End (yyyy mm)					2024 10	2024 11	2024 11	2024 11	2023 10	2023 10	2023 10
Annualized Return (%)					-0.50	-4.23	-2.30	-0.31	-0.04	-0.04	-0.04
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%)				-29.43	-4.84	-27.78	-32.78	-32.94	-32.94	-32.94	-32.94
Start to Recovery (# months)				100*	11*	36*	52*	100*	100*	100*	100*
Start (yyyy mm)					2024 01	2021 12	2020 08	2016 08	2016 08	2016 08	2016 08
Start to Bottom (# months)					4	23	39	87	87	87	87
Bottom (yyyy mm)					2024 04	2023 10	2023 10	2023 10	2023 10	2023 10	2023 10
Bottom to End (# months)					7	13	13	13	13	13	13
End (yyyy mm)					-	-	-	-	-	-	-
Longest Drawdown Depth (%)					same	same	same	same	-10.99	-10.99	-10.99
Start to Recovery (# months)					same	same	same	same	109	109	109
Start (yyyy mm)					2024 01	2021 12	2020 08	2016 08	2005 07	2005 07	2005 07
Start to Bottom (# months)					4	23	39	87	40	40	40
Bottom (yyyy mm)					2024 04	2023 10	2023 10	2023 10	2008 10	2008 10	2008 10
Bottom to End (# months)					7	13	13	13	69	69	69
End (yyyy mm)					-	-	-	-	2014 07	2014 07	2014 07
Longest negative period (# months)					11*	36*	60*	120*	240*	327	327
Start (yyyy mm)					2024 01	2021 12	2019 12	2014 12	2004 12	1997 08	1997 08
End (yyyy mm)					2024 11	2024 11	2024 11	2024 11	2024 11	2024 10	2024 10
Annualized Return (%)					-1.95	-8.74	-5.93	-2.66	-1.01	-0.03	-0.03
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					5.23	6.05	5.17	4.40	3.69	3.75	5.13
Sharpe Ratio					-0.20	-1.31	-0.89	-0.43	-0.11	0.18	0.33
Sortino Ratio					-0.29	-1.98	-1.27	-0.62	-0.16	0.25	0.51
Ulcer Index					1.64	13.11	12.13	8.93	6.41	5.28	4.61
Ratio: Return / Standard Deviation					0.80	-0.70	-0.44	-0.07	0.29	0.79	1.16
Ratio: Return / Deepest Drawdown					1.27	-0.23	-0.11	-0.02	0.05	0.14	0.29
Positive Months (%)					66.66	38.88	43.33	46.66	52.50	58.88	62.41
Positive Months					8	14	26	56	126	212	377
Negative Months					4	22	34	64	114	148	227
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								-0.31	3.10	7.14	13.79
Worst 10 Years Return (%) - Annualized								-0.31	-0.44	-0.44	-0.44
Best 10 Years Return (%) - Annualized								-2.66	1.78	5.14	9.15
Worst 10 Years Return (%) - Annualized								-2.66	-2.66	-2.66	-2.66
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Nov 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized					17.08	13.65	9.16	7.14	4.86	2.95
Worst Rolling Return (%) - Annualized					-15.11	-7.12	-2.75	-0.44	0.89	2.95
Positive Periods (%)					71.6	84.6	89.3	90.8	100.0	100.0
Best Rolling Return (%) - Annualized					15.36	11.74	7.44	5.14	3.04	0.88
Worst Rolling Return (%) - Annualized					-22.89	-12.21	-6.33	-2.66	-1.22	0.88
Positive Periods (%)					60.4	67.3	68.1	85.4	73.5	100.0
95% VaR - Value at Risk (%) - Cumulative		1.53	2.34	2.87	4.30	14.43	9.79	1.28	0.00
95% CVaR - Conditional Value at Risk (%)		1.98	3.11	3.97	10.25	16.44	11.32	2.70	0.00
99% VaR - Value at Risk (%) - Cumulative		2.27	3.61	4.67	14.42	17.85	12.44	3.53	0.00
99% CVaR - Conditional Value at Risk (%)		2.74	4.43	5.82	14.90	19.65	12.80	4.28	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					86.75	26.38	16.84	9.43	4.99	5.01
Perpetual Withdrawal Rate (%)					---	---	---	---	---	1.16
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Aug 1974 - Nov 2024)
Best Rolling Return (%) - Annualized					36.88	21.75	15.42	13.79	10.83	9.36
Worst Rolling Return (%) - Annualized					-15.11	-7.12	-2.75	-0.44	0.89	2.52
Positive Periods (%)					78.0	91.2	94.1	95.4	100.0	100.0
Best Rolling Return (%) - Annualized					30.57	16.46	11.36	9.15	7.25	6.31
Worst Rolling Return (%) - Annualized					-22.89	-12.21	-6.33	-2.66	-1.22	0.43
Positive Periods (%)					69.4	81.0	82.3	92.7	91.2	100.0
95% VaR - Value at Risk (%) - Cumulative		1.94	2.73	3.00	4.73	10.74	7.23	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		2.55	3.80	4.50	8.75	15.08	10.19	1.54	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		2.95	4.48	5.47	12.42	17.09	11.57	3.02	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		3.59	5.59	7.04	14.24	18.37	12.56	3.50	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					86.75	26.38	16.84	9.43	4.99	4.39
Perpetual Withdrawal Rate (%)					---	---	---	---	---	0.55
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
Longest negative period: it's the maximum period for which an overall negative return has been observed.
Standard Deviation: it's a measure of the dispersion of returns around the mean.
Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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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.

TOTAL BOND DEVELOPED WORLD TO EUR HEDGED PORTFOLIO

Drawdown periods

Drawdown periods - Inflation Adjusted

1 December 1994 - 30 November 2024 (30 Years)

1 August 1974 - 30 November 2024 (~50 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

For a detailed rolling return analysis, click here
Total Bond Developed World To EUR Hedged Portfolio: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

TOTAL BOND DEVELOPED WORLD TO EUR HEDGED PORTFOLIO

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

1 December 1994 - 30 November 2024 (30 Years)

1 August 1974 - 30 November 2024 (~50 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in Total Bond Developed World To EUR Hedged Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from August 1974 to November 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Total Bond Developed World To EUR Hedged Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

TOTAL BOND DEVELOPED WORLD TO EUR HEDGED PORTFOLIO

Monthly Returns Distribution

1 December 1994 - 30 November 2024 (30 Years)

1 August 1974 - 30 November 2024 (~50 years)

212 Positive Months (59%) - 148 Negative Months (41%)

377 Positive Months (62%) - 227 Negative Months (38%)

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Methodology

Returns, up to November 2008, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:

Xtrackers Global Government Bond Eur Hedged (DBZB.DE), up to November 2008

Portfolio efficiency

Compare Total Bond Developed World To EUR Hedged Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.

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Mastering ETF Investing

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Table of contents

Asset Allocation and ETFs

Portfolio and ETF Returns as of Nov 30, 2024

Capital Growth as of Nov 30, 2024

Portfolio Metrics as of Nov 30, 2024

Drawdowns

Rolling Returns

Seasonality

Monthly Returns

Portfolio efficiency