Data Source: from September 2005 to September 2021

Last Update: 30 September 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 10.56% compound annual return, with a 8.78% standard deviation.

In 2020, the portfolio granted a 1.76% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 60/40 ESG Portfolio: Dividend Yield page.

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: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Stocks/Bonds 60/40 ESG Portfolio -3.74 -0.04 +5.94 +17.11 +13.23 +9.61 +10.56
Components
ESGV
Vanguard ESG U.S. Stock ETF
-5.21 +0.10 +8.81 +30.55 +18.17 +13.87 +15.13
NUBD
Nuveen ESG U.S. Aggregate Bond ETF
-1.06 -0.27 +1.25 -1.96 +4.91 +2.67 +3.29
(*) 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

If you are interested in getting periodic income, please refer to the Stocks/Bonds 60/40 ESG Portfolio: Dividend Yield page.

Historical Returns

Stocks/Bonds 60/40 ESG Portfolio - Historical returns and stats.

STOCKS/BONDS 60/40 ESG PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-3.74%
-3.74%
Sep 2021 - Sep 2021
0 - 1
3M
-0.04%
-3.74%
Sep 2021 - Sep 2021
2 - 1
6M
+5.94%
-3.74%
Sep 2021 - Sep 2021
5 - 1
YTD
+7.91%
-3.74%
Sep 2021 - Sep 2021
7 - 2
1Y
+17.11%
9.07%
-3.74%
Sep 2021 - Sep 2021
9 - 3
3Y
+13.23%
annualized
11.31%
-10.58%
Feb 2020 - Mar 2020
26 - 10
5Y
+9.61%
annualized
9.26%
-10.58%
Feb 2020 - Mar 2020
44 - 16
10Y
+10.56%
annualized
8.78%
-10.58%
Feb 2020 - Mar 2020
83 - 37
MAX
01 Sep 2005
+8.12%
annualized
10.28%
-32.78%
Nov 2007 - Feb 2009
124 - 69
* Annualized St.Dev. of monthly returns

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 with Bitcoin
+18.06% -12.92% 59 39 2 Compare
Stocks/Bonds 60/40
+11.35% -12.29% 60 40 0 Compare
Stocks/Bonds 60/40 Momentum
+11.15% -11.66% 60 40 0 Compare
Stocks/Bonds 60/40 ESG
+9.61% -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
+13.21% -15.47% 75 25 0 Compare
Stocks/Bonds 60/40
+11.16% -12.29% 60 40 0 Compare
Edge Select Moderately Aggressive
Merrill Lynch
+10.70% -14.28% 69 31 0 Compare
Talmud Portfolio
Roger Gibson
+10.51% -15.15% 66.67 33.33 0 Compare
No Brainer Portfolio
Bill Bernstein
+10.50% -18.24% 75 25 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.75% +46.47%
Mar 2009 - Feb 2010
-30.16%
Mar 2008 - Feb 2009
16.48%
2 Years
+7.77% +31.85%
Mar 2009 - Feb 2011
-15.77%
Mar 2007 - Feb 2009
10.59%
3 Years
+7.33% +21.14%
Mar 2009 - Feb 2012
-6.98%
Mar 2006 - Feb 2009
6.96%
5 Years
+8.07% +18.46%
Mar 2009 - Feb 2014
+2.82%
Jun 2007 - May 2012
0.00%
7 Years
+8.32% +13.49%
Mar 2009 - Feb 2016
+5.55%
Apr 2013 - Mar 2020
0.00%
10 Years
+8.11% +11.13%
Mar 2009 - Feb 2019
+6.39%
Jun 2007 - May 2017
0.00%
15 Years
+8.00% +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 and Yearly/Monthly Returns

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.

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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%
-0.03
63%
1.31
75%
0.89
63%
Best
Year
5.6
2019
3.7
2015
5.7
2009
9.8
2009
5.1
2009
4.8
2019
7.2
2009
4.1
2020
6.6
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 - Sep 2021

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

Monthly Returns of Stocks/Bonds 60/40 ESG Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+7.91% -0.5 0.7 1.7 3.7 0.0 2.2 1.8 2.0 -3.7
2020
+18.27% 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% 5.6 2.1 1.9 2.7 -3.3 4.8 1.4 -0.2 0.7 1.6 2.5 1.7
2018
-9.29% 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% 1.4 1.0 -0.4 0.0 0.1 1.0 1.2 -0.4 2.0 0.7 2.0 0.5
2016
+8.09% -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% -0.2 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% -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% 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% 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% 1.6 2.8 0.4 3.4 -1.1 -1.9 -1.2 -4.7 -6.7 7.8 -0.9 -0.2
2010
+15.13% -1.3 2.7 3.6 2.1 -4.9 -2.5 4.1 -1.6 6.6 2.1 -0.1 4.1
2009
+30.34% -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% -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% 1.7 1.7 0.0 2.5 2.2 -0.6 -1.3 -0.2 1.9 1.1 -1.3 -0.7
2006
+12.43% 3.0 -0.5 1.6 1.5 -1.7 0.7 1.3 1.6 0.5 1.7 2.3 -0.1

* 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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