Data Source: from September 2005 to December 2021

Last Update: 31 December 2021

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

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

In the last 10 years, the portfolio obtained a 10.54% compound annual return, with a 8.58% standard deviation.

Asset Allocation and ETFs

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

60% Stocks
40% Fixed Income
0% Commodities

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

Weight Ticker ETF Name Investment Themes
60.00 % ESGV Vanguard ESG U.S. Stock ETF Equity, U.S., Large Cap, Growth
40.00 % 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 60/40 ESG Portfolio guaranteed the following returns.

STOCKS/BONDS 60/40 ESG PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Stocks/Bonds 60/40 ESG Portfolio +2.46 +6.42 +6.39 +14.84 +18.76 +10.68 +10.54
--- Inflation Adjusted return +1.98 +4.12 +2.89 +7.21 +14.71 +7.54 +8.25
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 1.30% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 60/40 ESG Portfolio: Dividend Yield page.

Historical Returns

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

STOCKS/BONDS 60/40 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
+2.46%
+1.98%
0.00%
1 - 0
3M
+6.42%
+4.12%
-0.58%
Nov 2021 - Nov 2021
2 - 1
6M
+6.39%
+2.89%
-3.74%
Sep 2021 - Sep 2021
4 - 2
YTD
+14.84%
+7.21%
7.27%
-3.74%
Sep 2021 - Sep 2021
9 - 3
75% pos
1Y
+14.84%
+7.21%
7.27%
-3.74%
Sep 2021 - Sep 2021
9 - 3
75% pos
3Y
+18.76%
annualized
+14.71%
annualized
10.47%
-10.57%
Feb 2020 - Mar 2020
27 - 9
75% pos
5Y
+10.68%
annualized
+7.54%
annualized
9.40%
-10.57%
Feb 2020 - Mar 2020
44 - 16
73% pos
10Y
+10.54%
annualized
+8.25%
annualized
8.58%
-10.57%
Feb 2020 - Mar 2020
84 - 36
70% pos
MAX
01 Sep 2005
+8.41%
annualized
+6.06%
annualized
10.26%
-32.78%
Nov 2007 - Feb 2009
126 - 70
64% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Stocks/Bonds 60/40 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 60/40 2x Leveraged
+21.71% -18.11% 60 40 0 Compare
Stocks/Bonds 60/40 with Bitcoin
+18.19% -12.83% 59 39 2 Compare
Stocks/Bonds 60/40
+12.32% -12.29% 60 40 0 Compare
Stocks/Bonds 60/40 Momentum
+12.26% -11.66% 60 40 0 Compare
Stocks/Bonds 60/40 ESG
+10.68% -10.58% 60 40 0

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

10 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+13.01% -15.47% 75 25 0 Compare
Stocks/Bonds 60/40
+11.01% -12.29% 60 40 0 Compare
Talmud Portfolio
Roger Gibson
+10.45% -15.15% 66.67 33.33 0 Compare
Edge Select Moderately Aggressive
Merrill Lynch
+10.43% -14.28% 69 31 0 Compare
Jane Bryant Quinn's Portfolio
Jane Bryant Quinn
+10.43% -15.08% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

An investment of 1000$, since January 2012, now would be worth 2723.55$, with a total return of 172.36% (10.54% annualized).

The Inflation Adjusted Capital now would be 2208.68$, with a net total return of 120.87% (8.25% 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
-10.57% Feb 2020 Mar 2020 2 Jun 2020 3 5
-10.20% Feb 2018 Dec 2018 11 Apr 2019 4 15
-8.11% Jun 2015 Jan 2016 8 Jul 2016 6 14
-5.06% Apr 2012 May 2012 2 Aug 2012 3 5
-3.85% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.74% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.32% May 2019 May 2019 1 Jun 2019 1 2
-3.12% Sep 2014 Sep 2014 1 Nov 2014 2 3
-2.38% Jul 2014 Jul 2014 1 Aug 2014 1 2
-2.36% Aug 2013 Aug 2013 1 Sep 2013 1 2
-1.69% Jun 2013 Jun 2013 1 Jul 2013 1 2
-1.48% Sep 2016 Oct 2016 2 Nov 2016 1 3
-1.33% Jan 2014 Jan 2014 1 Feb 2014 1 2
-0.58% Nov 2021 Nov 2021 1 Dec 2021 1 2
-0.50% Jan 2021 Jan 2021 1 Feb 2021 1 2
-0.42% Mar 2017 Mar 2017 1 Jun 2017 3 4
-0.40% Aug 2017 Aug 2017 1 Sep 2017 1 2
-0.36% Dec 2014 Jan 2015 2 Feb 2015 1 3
-0.15% Aug 2019 Aug 2019 1 Sep 2019 1 2
-0.11% Mar 2014 Mar 2014 1 Apr 2014 1 2

Rolling Returns ( more details)

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

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.90% +46.47%
Mar 2009 - Feb 2010
-30.16%
Mar 2008 - Feb 2009
16.22%
2 Years
+7.92% +31.85%
Mar 2009 - Feb 2011
-15.77%
Mar 2007 - Feb 2009
10.40%
3 Years
+7.51% +21.14%
Mar 2009 - Feb 2012
-6.98%
Mar 2006 - Feb 2009
6.83%
5 Years
+8.13% +18.46%
Mar 2009 - Feb 2014
+2.82%
Jun 2007 - May 2012
0.00%
7 Years
+8.34% +13.49%
Mar 2009 - Feb 2016
+5.55%
Apr 2013 - Mar 2020
0.00%
10 Years
+8.19% +11.13%
Mar 2009 - Feb 2019
+6.39%
Jun 2007 - May 2017
0.00%
15 Years
+8.03% +8.37%
Sep 2006 - Aug 2021
+7.53%
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 60/40 ESG Portfolio: Rolling Returns page.

Seasonality

Stocks/Bonds 60/40 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 %
0.88
56%
0.48
69%
0.89
63%
2.38
94%
0.22
69%
-0.07
44%
1.38
69%
0.39
56%
-0.28
53%
0.24
65%
1.19
71%
0.98
65%
Best
Year
5.6
2019
3.7
2015
5.7
2009
9.8
2009
5.1
2009
4.7
2019
7.2
2009
4.1
2020
6.5
2010
7.8
2011
7.2
2020
4.8
2008
Worst
Year
-3.5
2016
-6.6
2009
-7.0
2020
-0.8
2012
-4.9
2010
-5.9
2008
-2.4
2014
-4.7
2011
-7.8
2008
-12.7
2008
-3.9
2008
-4.4
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 60/40 ESG Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
126 Positive Months (64%) - 70 Negative Months (36%)
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
+14.84 +7.21 -0.5 0.7 1.7 3.7 0.0 2.2 1.8 2.0 -3.7 4.5 -0.6 2.5
2020
+18.27 +16.75 1.0 -3.9 -7.0 7.9 3.5 2.1 4.2 4.1 -2.4 -1.5 7.2 2.8
2019
+23.31 +20.58 5.6 2.1 1.9 2.7 -3.3 4.7 1.3 -0.2 0.7 1.6 2.5 1.7
2018
-9.29 -10.99 1.0 -4.0 0.0 0.6 0.2 -0.7 1.4 0.9 -0.9 -4.8 1.4 -4.4
2017
+9.32 +7.07 1.4 1.0 -0.4 0.0 0.1 0.9 1.2 -0.4 2.0 0.7 2.0 0.5
2016
+8.09 +5.92 -3.5 1.1 5.3 1.3 0.5 -1.5 2.7 1.0 -0.3 -1.2 1.6 1.0
2015
+1.04 +0.40 -0.2 3.7 -0.1 1.1 1.4 -0.4 -1.0 -3.5 -2.1 4.1 1.3 -3.0
2014
+7.55 +6.85 -1.3 3.4 -0.1 0.2 2.2 2.0 -2.4 3.2 -3.1 1.8 2.0 -0.2
2013
+22.59 +20.76 4.9 1.3 2.6 0.3 1.3 -1.7 4.1 -2.4 3.2 3.1 1.1 3.0
2012
+13.87 +11.90 4.8 3.5 0.5 -0.8 -4.3 2.6 0.9 2.4 1.7 0.2 0.7 1.2
2011
-1.55 -4.47 1.6 2.8 0.4 3.3 -1.1 -1.9 -1.2 -4.7 -6.7 7.8 -0.9 -0.2
2010
+15.13 +13.50 -1.3 2.7 3.6 2.1 -4.9 -2.5 4.0 -1.6 6.5 2.1 -0.1 4.1
2009
+30.34 +26.77 -3.5 -6.6 5.7 9.8 5.1 -1.3 7.2 3.0 4.9 -2.0 3.5 2.3
2008
-23.95 -23.94 -0.7 -1.1 -1.4 1.8 2.4 -5.9 -2.2 1.1 -7.8 -12.7 -3.9 4.8
2007
+7.02 +2.80 1.7 1.7 0.0 2.5 2.2 -0.6 -1.3 -0.2 1.9 1.0 -1.3 -0.7
2006
+12.43 +9.66 3.0 -0.5 1.6 1.5 -1.7 0.7 1.3 1.6 0.5 1.7 2.3 -0.1
2005
- - 1.0 -2.4 1.5 1.5

* 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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