Gold To EUR Portfolio: Rebalancing Strategy

Data Source: from August 1953 to July 2025
Consolidated Returns as of 31 July 2025

Managing the Gold To EUR Portfolio with a yearly rebalancing, you would have obtained a 7.70% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 7.70%.

How do returns and drawdowns change, implementing different rebalancing strategies?

Rebalancing Strategies

In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.

Rebalancing can be performed in several ways.

At fixed time intervals:
  • Yearly: Jan 1st
  • Half Yearly: Jan 1st, Jul 1st
  • Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
When a component (at least one) diverges from its original weight beyond a certain threshold (e.g. 5% or 10%).

Portfolio Returns as of Jul 31, 2025

Implementing different rebalancing strategies, the Gold To EUR Portfolio guaranteed the following returns.

According to the available data source, we assume we built the portfolio on August 1953.

Portfolio returns are calculated in EUR, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends, if existing
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
GOLD TO EUR PORTFOLIO RETURNS
Period: August 1953 - July 2025
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Jul 31, 2025
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~72Y)
No Rebalancing 28.31 (0) 11.08 (0) 10.82 (0) 7.70 (0) 6.42 (0)
Yearly Rebalancing 28.31 (1) 11.08 (5) 10.82 (10) 7.70 (30) 6.42 (72)
Half Yearly Rebalancing 28.31 (2) 11.08 (10) 10.82 (20) 7.70 (60) 6.42 (144)
Quarterly Rebalancing 28.31 (4) 11.08 (20) 10.82 (40) 7.70 (120) 6.42 (288)
5% Tolerance per asset 28.31 (0) 11.08 (0) 10.82 (0) 7.70 (0) 6.42 (0)
10% Tolerance per asset 28.31 (0) 11.08 (0) 10.82 (0) 7.70 (0) 6.42 (0)

In order to have complete information about the portfolio, please refer to the Gold To EUR Portfolio: ETF allocation and returns page.

Performances as of Jul 31, 2025

Historical returns and stats of Gold To EUR Portfolio, after implementing different rebalancing strategies.

GOLD TO EUR PORTFOLIO PERFORMANCES
Period: August 1953 - July 2025
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 6.42 (0) 16.99 0.38 -55.26 0.12
Yearly Rebalancing 6.42 (72) 16.99 0.38 -55.26 0.12
Half Yearly Rebalancing 6.42 (144) 16.99 0.38 -55.26 0.12
Quarterly Rebalancing 6.42 (288) 16.99 0.38 -55.26 0.12
5% Tolerance per asset 6.42 (0) 16.99 0.38 -55.26 0.12
10% Tolerance per asset 6.42 (0) 16.99 0.38 -55.26 0.12
(*) Since Aug 1953 (~72 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Jul 31, 2025

Historical Drawdowns of Gold To EUR Portfolio, after implementing different rebalancing strategies.

GOLD TO EUR PORTFOLIO DRAWDOWNS
Period: August 1953 - July 2025
Swipe left to see all data
Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-55.26
Feb 1983 - Oct 2007
-55.26
Feb 1983 - Oct 2007
-55.26
Feb 1983 - Oct 2007
-55.26
Feb 1983 - Oct 2007
-55.26
Feb 1983 - Oct 2007
-55.26
Feb 1983 - Oct 2007
-37.93
Dec 1974 - May 1978
-37.93
Dec 1974 - May 1978
-37.93
Dec 1974 - May 1978
-37.93
Dec 1974 - May 1978
-37.93
Dec 1974 - May 1978
-37.93
Dec 1974 - May 1978
-37.24
Oct 2012 - Jan 2020
-37.24
Oct 2012 - Jan 2020
-37.24
Oct 2012 - Jan 2020
-37.24
Oct 2012 - Jan 2020
-37.24
Oct 2012 - Jan 2020
-37.24
Oct 2012 - Jan 2020
-33.20
Oct 1980 - Jan 1983
-33.20
Oct 1980 - Jan 1983
-33.20
Oct 1980 - Jan 1983
-33.20
Oct 1980 - Jan 1983
-33.20
Oct 1980 - Jan 1983
-33.20
Oct 1980 - Jan 1983
-24.09
Nov 1978 - Feb 1979
-24.09
Nov 1978 - Feb 1979
-24.09
Nov 1978 - Feb 1979
-24.09
Nov 1978 - Feb 1979
-24.09
Nov 1978 - Feb 1979
-24.09
Nov 1978 - Feb 1979
5 Worst Drawdowns - Average
-37.55 -37.55 -37.55 -37.55 -37.55 -37.55
10 Worst Drawdowns - Average
-27.82 -27.82 -27.82 -27.82 -27.82 -27.82

For a deeper insight, please refer to the Gold To EUR Portfolio: ETF allocation and returns page.