Data Source: from September 2005 to December 2021

Last Update: 31 December 2021

The Stocks/Bonds 40/60 ESG Portfolio is exposed for 40% on the Stock Market.

It's a Medium Risk portfolio and it can be replicated with 2 ETFs.

In the last 10 years, the portfolio obtained a 8.13% compound annual return, with a 5.97% standard deviation.

Asset Allocation and ETFs

The Stocks/Bonds 40/60 ESG Portfolio has the following asset allocation:

40% Stocks
60% Fixed Income
0% Commodities

The Stocks/Bonds 40/60 ESG Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
40.00 % ESGV Vanguard ESG U.S. Stock ETF Equity, U.S., Large Cap, Growth
60.00 % NUBD Nuveen ESG U.S. Aggregate Bond ETF Bond, U.S., All-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Stocks/Bonds 40/60 ESG Portfolio guaranteed the following returns.

STOCKS/BONDS 40/60 ESG PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Stocks/Bonds 40/60 ESG Portfolio +1.61 +4.40 +4.29 +9.16 +13.94 +8.35 +8.13
--- Inflation Adjusted return +1.14 +2.14 +0.86 +1.91 +10.06 +5.27 +5.89
Components
ESGV
Vanguard ESG U.S. Stock ETF
+3.96 +10.12 +10.23 +26.20 +28.37 +15.05 +15.13
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
-0.32 -0.06 -0.34 -2.19 +4.29 +3.38 +3.05
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12%

In 2021, the portfolio granted a 1.53% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 40/60 ESG Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of Stocks/Bonds 40/60 ESG Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

STOCKS/BONDS 40/60 ESG PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+1.61%
+1.14%
0.00%
1 - 0
3M
+4.40%
+2.14%
-0.30%
Nov 2021 - Nov 2021
2 - 1
6M
+4.29%
+0.86%
-2.92%
Sep 2021 - Sep 2021
4 - 2
YTD
+9.16%
+1.91%
5.40%
-2.92%
Sep 2021 - Sep 2021
8 - 4
67% pos
1Y
+9.16%
+1.91%
5.40%
-2.92%
Sep 2021 - Sep 2021
8 - 4
67% pos
3Y
+13.94%
annualized
+10.06%
annualized
7.16%
-6.33%
Feb 2020 - Mar 2020
27 - 9
75% pos
5Y
+8.35%
annualized
+5.27%
annualized
6.43%
-6.33%
Feb 2020 - Mar 2020
45 - 15
75% pos
10Y
+8.13%
annualized
+5.89%
annualized
5.97%
-6.33%
Feb 2020 - Mar 2020
86 - 34
72% pos
MAX
01 Sep 2005
+7.19%
annualized
+4.88%
annualized
7.33%
-22.88%
Jun 2008 - Feb 2009
132 - 64
67% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Stocks/Bonds 40/60 ESG Portfolio actually efficient, compared to other Lazy Portfolios?

Similar portfolios, ordered by 5 Years annualized return.

These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Stocks/Bonds 40/60 2x Leveraged
+16.41% -9.59% 40 60 0 Compare
Stocks/Bonds 40/60 with Bitcoin
+15.34% -8.64% 39 59 2 Compare
Stocks/Bonds 40/60
+9.44% -8.09% 40 60 0 Compare
Stocks/Bonds 40/60 Momentum
+9.41% -7.68% 40 60 0 Compare
Stocks/Bonds 40/60 ESG
+8.35% -6.32% 40 60 0

Best Classic Portfolios, with Medium Risk, ordered by 10 Years annualized return.

10 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Couch Potato
Scott Burns
+9.77% -10.72% 50 50 0 Compare
Stocks/Bonds 40/60
+8.30% -8.09% 40 60 0 Compare
Robo Advisor 50
Betterment
+7.69% -13.31% 49.9 50.1 0 Compare
Edge Select Moderately Conservative
Merrill Lynch
+7.24% -7.78% 37 63 0 Compare
Lifepath Fund
iShares
+7.20% -8.34% 40.42 59.58 0 Compare

See all portfolios

Capital Growth

Time Range:

An investment of 1000$, since January 2012, now would be worth 2184.51$, with a total return of 118.45% (8.13% annualized).

The Inflation Adjusted Capital now would be 1771.54$, with a net total return of 77.15% (5.89% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 2012 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-6.33% Feb 2020 Mar 2020 2 May 2020 2 4
-6.32% Feb 2018 Dec 2018 11 Mar 2019 3 14
-5.47% Jun 2015 Jan 2016 8 Apr 2016 3 11
-2.92% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.83% Sep 2020 Oct 2020 2 Nov 2020 1 3
-2.80% Apr 2012 May 2012 2 Jul 2012 2 4
-2.34% Sep 2014 Sep 2014 1 Nov 2014 2 3
-1.89% Aug 2013 Aug 2013 1 Sep 2013 1 2
-1.85% Jun 2013 Jun 2013 1 Jul 2013 1 2
-1.78% Jul 2014 Jul 2014 1 Aug 2014 1 2
-1.73% May 2019 May 2019 1 Jun 2019 1 2
-1.33% Sep 2016 Oct 2016 2 Jan 2017 3 5
-0.62% Jan 2021 Feb 2021 2 Mar 2021 1 3
-0.42% Jan 2014 Jan 2014 1 Feb 2014 1 2
-0.41% Jun 2016 Jun 2016 1 Jul 2016 1 2
-0.35% Mar 2017 Mar 2017 1 May 2017 2 3
-0.31% Mar 2014 Mar 2014 1 Apr 2014 1 2
-0.30% Nov 2021 Nov 2021 1 Dec 2021 1 2
-0.25% Dec 2014 Dec 2014 1 Jan 2015 1 2
-0.14% Mar 2015 Mar 2015 1 Apr 2015 1 2

Rolling Returns ( more details)

Stocks/Bonds 40/60 ESG Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.54% +37.50%
Mar 2009 - Feb 2010
-21.80%
Mar 2008 - Feb 2009
11.35%
2 Years
+7.01% +25.49%
Mar 2009 - Feb 2011
-9.54%
Mar 2007 - Feb 2009
6.36%
3 Years
+6.73% +17.74%
Mar 2009 - Feb 2012
-3.30%
Mar 2006 - Feb 2009
4.35%
5 Years
+7.07% +14.96%
Mar 2009 - Feb 2014
+2.86%
Jan 2014 - Dec 2018
0.00%
7 Years
+7.15% +11.15%
Dec 2008 - Nov 2015
+4.86%
Apr 2013 - Mar 2020
0.00%
10 Years
+7.07% +9.10%
Mar 2009 - Feb 2019
+6.08%
Apr 2010 - Mar 2020
0.00%
15 Years
+7.09% +7.32%
Aug 2006 - Jul 2021
+6.81%
Oct 2005 - Sep 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Stocks/Bonds 40/60 ESG Portfolio: Rolling Returns page.

Seasonality

Stocks/Bonds 40/60 ESG Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.90
69%
0.37
63%
0.67
69%
1.83
94%
0.24
69%
0.00
44%
1.21
69%
0.45
75%
-0.24
53%
0.24
65%
0.87
71%
0.76
71%
Best
Year
4.0
2019
2.5
2014
4.4
2009
7.6
2009
4.7
2009
3.6
2019
5.6
2009
2.6
2009
4.5
2010
5.4
2011
5.1
2020
4.3
2008
Worst
Year
-1.9
2016
-5.1
2009
-4.4
2020
-0.1
2012
-3.3
2010
-4.3
2008
-1.8
2014
-3.2
2011
-6.6
2008
-8.4
2008
-2.6
2008
-2.2
2018
Statistics calculated for the period Sep 2005 - Dec 2021

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

Monthly/Yearly Returns

Stocks/Bonds 40/60 ESG Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
132 Positive Months (67%) - 64 Negative Months (33%)
Sep 2005 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+9.16 +1.91 -0.5 -0.1 0.8 2.7 0.0 1.8 1.6 1.3 -2.9 3.1 -0.3 1.6
2020
+14.57 +13.10 1.3 -2.0 -4.4 5.6 2.3 1.6 3.2 2.4 -1.7 -1.2 5.1 1.8
2019
+18.28 +15.66 4.0 1.4 1.9 1.8 -1.7 3.6 1.0 0.7 0.2 1.2 1.7 1.2
2018
-6.08 -7.85 0.3 -3.1 0.1 0.3 0.4 -0.5 0.9 0.8 -0.8 -3.5 1.0 -2.2
2017
+7.47 +5.26 0.9 1.0 -0.4 0.3 0.3 0.6 0.9 0.0 1.2 0.5 1.3 0.5
2016
+6.31 +4.18 -1.9 1.0 3.9 1.1 0.4 -0.4 2.1 0.6 -0.3 -1.1 0.1 0.7
2015
+0.50 -0.13 0.8 2.2 -0.1 0.6 0.8 -0.7 -0.6 -2.5 -1.2 2.8 0.8 -2.1
2014
+6.76 +6.06 -0.4 2.5 -0.3 0.4 1.9 1.3 -1.8 2.5 -2.3 1.5 1.6 -0.2
2013
+14.40 +12.69 3.1 1.0 1.8 0.5 0.2 -1.8 3.0 -1.9 2.7 2.5 0.8 1.8
2012
+12.12 +10.19 3.9 2.4 0.3 -0.1 -2.7 1.8 1.2 1.7 1.5 0.2 0.6 0.8
2011
+0.56 -2.42 1.2 2.0 0.4 2.8 -0.6 -1.3 -0.5 -3.2 -4.9 5.4 -0.7 0.4
2010
+12.75 +11.15 -0.3 1.9 2.5 1.8 -3.3 -1.1 3.1 -0.5 4.5 1.7 -0.5 2.5
2009
+25.96 +22.51 -1.9 -5.1 4.4 7.6 4.7 -0.6 5.6 2.6 3.8 -1.1 2.7 1.3
2008
-16.02 -16.00 0.6 -0.7 -1.1 1.2 1.3 -4.3 -1.5 1.0 -6.6 -8.4 -2.6 4.3
2007
+7.63 +3.38 1.1 1.8 0.0 1.7 1.0 -0.5 -0.4 0.2 1.8 1.1 -0.1 -0.4
2006
+9.42 +6.72 2.1 -0.2 0.7 1.0 -1.3 0.4 1.4 1.6 0.5 1.3 1.9 -0.4
2005
- - 0.3 -1.9 1.1 1.3

* Note:
Portofolio Returns, up to September 2018, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • ESGV - Vanguard ESG U.S. Stock ETF: simulated historical serie, up to September 2018
  • NUBD - Nuveen ESG U.S. Aggregate Bond ETF: simulated historical serie, up to October 2017
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