Developed World ex-US 20/80 Portfolio vs All Country World 20/80 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - January 2025 (~40 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Developed World ex-US 20/80 Portfolio
1.00$
Initial Capital
February 1995
4.85$
Final Capital
January 2025
5.40%
Yearly Return
5.27%
Std Deviation
-16.80%
Max Drawdown
42months*
Recovery Period
* in progress
1.00$
Initial Capital
February 1995
2.30$
Final Capital
January 2025
2.81%
Yearly Return
5.27%
Std Deviation
-25.20%
Max Drawdown
49months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
15.90$
Final Capital
January 2025
7.14%
Yearly Return
5.82%
Std Deviation
-16.80%
Max Drawdown
42months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
5.28$
Final Capital
January 2025
4.24%
Yearly Return
5.82%
Std Deviation
-25.20%
Max Drawdown
49months*
Recovery Period
* in progress
All Country World 20/80 Portfolio
1.00$
Initial Capital
February 1995
6.13$
Final Capital
January 2025
6.23%
Yearly Return
5.66%
Std Deviation
-17.97%
Max Drawdown
37months
Recovery Period
1.00$
Initial Capital
February 1995
2.90$
Final Capital
January 2025
3.62%
Yearly Return
5.66%
Std Deviation
-25.61%
Max Drawdown
49months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
18.35$
Final Capital
January 2025
7.53%
Yearly Return
5.89%
Std Deviation
-17.97%
Max Drawdown
37months
Recovery Period
1.00$
Initial Capital
January 1985
6.09$
Final Capital
January 2025
4.61%
Yearly Return
5.89%
Std Deviation
-25.61%
Max Drawdown
49months*
Recovery Period
* in progress

As of January 2025, in the previous 30 Years, the Developed World ex-US 20/80 Portfolio obtained a 5.40% compound annual return, with a 5.27% standard deviation. It suffered a maximum drawdown of -16.80% which has been ongoing for 42 months and is still in progress.

As of January 2025, in the previous 30 Years, the All Country World 20/80 Portfolio obtained a 6.23% compound annual return, with a 5.66% standard deviation. It suffered a maximum drawdown of -17.97% that required 37 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Developed World ex-US 20/80 Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
VEA
Vanguard FTSE Developed Markets
80.00
BNDX
Vanguard Total International Bond
All Country World 20/80 Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
VT
Vanguard Total World Stock
40.00
BND
Vanguard Total Bond Market
28.00
BNDX
Vanguard Total International Bond
12.00
EMB
iShares JP Morgan USD Em Mkts Bd
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Portfolio Returns as of Jan 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 31 January 2025 (~40 years)
Swipe left to see all data
Return (%) as of Jan 31, 2025
YTD
(1M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US 20/80
-- Market Benchmark 		1.08 1.08 1.68 5.32 1.10 2.67 5.40 7.14
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World 20/80
-- Market Benchmark 		1.12 1.12 2.41 7.10 1.87 3.31 6.23 7.53
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

Developed World ex-US 20/80 Portfolio: an investment of 1$, since February 1995, now would be worth 4.85$, with a total return of 384.89% (5.40% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since February 1995, now would be worth 6.13$, with a total return of 513.10% (6.23% annualized).


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Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.90$, with a total return of 1489.78% (7.14% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 18.35$, with a total return of 1734.69% (7.53% annualized).


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Portfolio Metrics as of Jan 31, 2025

The following metrics, updated as of 31 January 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)
Swipe left to see all data
Developed World ex-US 20/80 All Country World 20/80
Author
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.32 7.10
Infl. Adjusted Return (%) 2.67 4.40
DRAWDOWN
Deepest Drawdown Depth (%) -1.82 -2.38
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -1.66 -2.38
Start to Recovery (months) 4* 3
Longest Negative Period (months) 4 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.54 5.54
Sharpe Ratio 0.05 0.36
Sortino Ratio 0.06 0.44
Ulcer Index 0.87 1.01
Ratio: Return / Standard Deviation 1.17 1.28
Ratio: Return / Deepest Drawdown 2.92 2.98
Metrics calculated over the period 1 February 2024 - 31 January 2025
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Developed World ex-US 20/80 All Country World 20/80
Author
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.10 1.87
Infl. Adjusted Return (%) -2.96 -2.22
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 42* 37
Longest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 42* 37
Longest Negative Period (months) 48 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.09 8.20
Sharpe Ratio -0.18 -0.06
Sortino Ratio -0.25 -0.09
Ulcer Index 7.11 7.83
Ratio: Return / Standard Deviation 0.15 0.23
Ratio: Return / Deepest Drawdown 0.07 0.10
Metrics calculated over the period 1 February 2020 - 31 January 2025
Swipe left to see all data
Developed World ex-US 20/80 All Country World 20/80
Author
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.67 3.31
Infl. Adjusted Return (%) -0.39 0.23
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 42* 37
Longest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 42* 37
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.49 6.30
Sharpe Ratio 0.19 0.26
Sortino Ratio 0.25 0.35
Ulcer Index 5.10 5.62
Ratio: Return / Standard Deviation 0.49 0.53
Ratio: Return / Deepest Drawdown 0.16 0.18
Metrics calculated over the period 1 February 2015 - 31 January 2025
Swipe left to see all data
Developed World ex-US 20/80 All Country World 20/80
Author
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.40 6.23
Infl. Adjusted Return (%) 2.81 3.62
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 42* 37
Longest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 42* 37
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.27 5.66
Sharpe Ratio 0.59 0.70
Sortino Ratio 0.80 0.92
Ulcer Index 3.74 3.67
Ratio: Return / Standard Deviation 1.03 1.10
Ratio: Return / Deepest Drawdown 0.32 0.35
Metrics calculated over the period 1 February 1995 - 31 January 2025
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Developed World ex-US 20/80 All Country World 20/80
Author
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.14 7.53
Infl. Adjusted Return (%) 4.24 4.61
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 42* 37
Longest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 42* 37
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.82 5.89
Sharpe Ratio 0.69 0.74
Sortino Ratio 0.97 1.00
Ulcer Index 3.45 3.34
Ratio: Return / Standard Deviation 1.23 1.28
Ratio: Return / Deepest Drawdown 0.43 0.42
Metrics calculated over the period 1 January 1985 - 31 January 2025
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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 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)

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Developed World ex-US 20/80 All Country World 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.97 37 Sep 2021
Sep 2024
-16.80 42* Aug 2021
In progress
-15.55 18 Mar 2008
Aug 2009
-12.99 18 Feb 2008
Jul 2009
-7.46 22 Dec 1996
Sep 1998
-6.55 5 Feb 2020
Jun 2020
-5.99 6 Feb 2020
Jul 2020
-5.06 4 Jul 1998
Oct 1998
-4.48 8 May 2013
Dec 2013
-4.30 10 May 2013
Feb 2014
-3.50 6 Jun 2002
Nov 2002
-3.06 12 Apr 2015
Mar 2016
-3.05 11 May 2015
Mar 2016
-3.01 6 Dec 1996
May 1997
-2.99 7 Oct 2016
Apr 2017

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Developed World ex-US 20/80 All Country World 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.97 37 Sep 2021
Sep 2024
-16.80 42* Aug 2021
In progress
-15.55 18 Mar 2008
Aug 2009
-12.99 18 Feb 2008
Jul 2009
-7.46 22 Dec 1996
Sep 1998
-7.02 7 Jan 1990
Jul 1990
-6.55 5 Feb 2020
Jun 2020
-6.51 18 Feb 1994
Jul 1995
-6.36 15 Feb 1994
Apr 1995
-6.31 5 Aug 1990
Dec 1990
-6.26 6 Sep 1987
Feb 1988
-5.99 6 Feb 2020
Jul 2020
-5.06 4 Jul 1998
Oct 1998
-4.93 5 Aug 1990
Dec 1990
-4.48 8 May 2013
Dec 2013

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 January 1985 - 31 January 2025 (~40 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.

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Developed World ex-US 20/80 All Country World 20/80
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.08 0.00 1.12 0.00
2024
 3.48 -1.82 5.51 -2.38
2023
 10.62 -3.65 10.25 -5.13
2022
 -13.28 -15.82 -14.66 -17.51
2021
 0.51 -1.64 2.00 -1.92
2020
 5.67 -5.99 8.36 -6.55
2019
 10.82 -0.13 12.96 -0.19
2018
 -0.71 -1.97 -1.87 -2.77
2017
 7.20 -0.28 8.23 -0.08
2016
 4.23 -2.76 5.12 -2.99
2015
 0.88 -3.06 0.31 -3.05
2014
 5.80 -0.91 6.24 -1.20
2013
 3.72 -4.48 2.59 -4.30
2012
 11.34 -1.93 9.39 -1.73
2011
 4.42 -2.68 4.99 -2.61
2010
 8.49 -1.80 8.78 -1.65
2009
 17.74 -4.20 14.11 -6.27
2008
 -10.01 -15.55 -6.63 -12.99
2007
 6.22 -0.75 7.29 -0.69
2006
 7.61 -0.62 8.17 -0.88
2005
 6.71 -1.16 6.13 -1.14
2004
 8.93 -1.18 8.26 -2.40
2003
 10.88 -0.98 13.81 -1.85
2002
 4.31 -1.24 3.66 -3.50
2001
 4.28 -1.41 6.56 -1.79
2000
 4.50 -1.64 6.60 -1.64
1999
 7.82 -2.07 8.23 -1.93
1998
 16.99 -0.92 11.33 -5.06
1997
 -4.15 -6.74 7.47 -2.40
1996
 4.66 -1.36 9.76 -1.58
1995
 17.78 -0.82 20.18 0.00
1994
 -3.88 -6.31 -2.97 -6.36
1993
 19.11 -1.94 16.22 -0.27
1992
 6.56 -4.18 6.50 -2.44
1991
 19.03 -1.69 19.00 -1.50
1990
 0.80 -7.02 2.54 -4.93
1989
 11.45 -2.33 13.77 -1.08
1988
 12.16 -0.98 11.09 -1.57
1987
 8.87 -2.58 4.29 -6.26
1986
 25.77 -3.32 20.59 -2.84
1985
 31.17 -2.24 26.72 -1.78
Mastering Etf Investing
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Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
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English book
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Italian book