Stocks/Bonds 60/40 ESG Portfolio: ETF allocation and returns

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.

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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:

Worst drawdowns since October 2011 - Chart and Data

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-10.58%	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	in progress		1
-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
-1.08%	Nov 2011	Dec 2011	2	Jan 2012	1	3
-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

Worst drawdowns since September 2005 - Chart and Data

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-32.78%	Nov 2007	Feb 2009	16	Mar 2010	13	29
-14.78%	May 2011	Sep 2011	5	Sep 2012	12	17
-10.58%	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
-7.23%	May 2010	Jun 2010	2	Sep 2010	3	5
-3.85%	Sep 2020	Oct 2020	2	Nov 2020	1	3
-3.74%	Sep 2021	Sep 2021	1	in progress		1
-3.32%	May 2019	May 2019	1	Jun 2019	1	2
-3.12%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-2.44%	Oct 2005	Oct 2005	1	Dec 2005	2	3
-2.38%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-2.36%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-2.09%	Jun 2007	Aug 2007	3	Oct 2007	2	5
-1.73%	May 2006	May 2006	1	Jul 2006	2	3
-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
-0.50%	Jan 2021	Jan 2021	1	Feb 2021	1	2
-0.47%	Feb 2006	Feb 2006	1	Mar 2006	1	2

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	Negative Periods
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