Simulation Settings
Period: September 2005 - June 2025 (~20 years)
Consolidated Returns as of 30 June 2025
Live Update available for July 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency:
USD
Inflation: US
(Change Settings)
Results
Stocks/Bonds 60/40 ESG Portfolio
1.00$
Invested Capital
September 2005
September 2005
4.37$
Final Capital
June 2025
June 2025
7.72%
Yearly Return
10.79%
Std Deviation
-32.78%
Max Drawdown
29months
Recovery Period
1.00$
Invested Capital
September 2005
September 2005
2.67$
Final Capital
June 2025
June 2025
5.07%
Yearly Return
10.79%
Std Deviation
-34.14%
Max Drawdown
40months
Recovery Period
---
1 Day: ---
---
Month: ---
The Stocks/Bonds 60/40 ESG Portfolio can be implemented with 2 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.
The portfolio asset allocation is: 60% on the Stock Market, 40% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 40% allocation to bonds, leading to its classification as high risk.
As of June 2025, over the analyzed timeframe, the Stocks/Bonds 60/40 ESG Portfolio obtained a 7.72% compound annual return, with a 10.79% standard deviation. It suffered a maximum drawdown of -32.78% that required 29 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators.
Content is for informational, educational, illustrative, and entertainment purposes only.
Table of contents
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Asset Allocation and ETFs
To effectively implement the asset allocation of the Stocks/Bonds 60/40 ESG Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.
60% Stocks
40% Fixed Income
0% Commodities
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| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 60.00 |
ESGV
|
USD | Vanguard ESG U.S. Stock ETF | Equity, U.S., Large Cap, Growth (USD) |
| 40.00 |
NUBD
|
USD | Nuveen ESG U.S. Aggregate Bond ETF | Bond, U.S., All-Term (USD) |
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.
Evaluate your portfolio strategy in 7 different currencies
Portfolio and ETF Returns as of Jun 30, 2025
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
STOCKS/BONDS 60/40 ESG PORTFOLIO
Capital Growth
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
|
Stocks/Bonds 60/40 ESG |
1 $ | 4.37 $ | 337.39% | 7.72% |
| Sep 2005 | Jun 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
|
Stocks/Bonds 60/40 ESG |
1 $ | 2.67 $ | 166.72% | 5.07% |
| Sep 2005 | Jun 2025 |
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|
Show Live Returns: July 2025
|
Chg (%) | Return (%) | Return (%) as of Jun 30, 2025 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (6M) |
1M | 6M | 1Y | 5Y | 10Y |
MAX (~20Y) |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Investment Return | --- | --- | 4.59 | 3.94 | 4.59 | 11.37 | 9.08 | 7.23 | 7.72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
ESGV
|
USD | Vanguard ESG U.S. Stock ETF | --- | --- | --- | 5.07 | 5.53 | 5.07 | 14.70 | 15.52 | 10.53 | 9.89 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
NUBD
|
USD | Nuveen ESG U.S. Aggregate Bond ETF | --- | --- | --- | 3.88 | 1.62 | 3.88 | 5.82 | -1.06 | 1.61 | 3.38 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Returns over 1 year are annualized | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
In 2024, the Stocks/Bonds 60/40 ESG Portfolio granted a 2.03% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 60/40 ESG Portfolio: Dividend Yield page.
Portfolio Metrics as of Jun 30, 2025
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
STOCKS/BONDS 60/40 ESG PORTFOLIO
Advanced Metrics
1 September 2005 - 30 June 2025 (~20 years)
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| Metrics as of Jun 30, 2025 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
|
YTD
(6M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~20Y) |
|
| Investment Return (%) | 4.59 | 3.94 | 7.63 | 4.59 | 11.37 | 12.81 | 9.08 | 7.23 | 7.72 |
| Growth of 1$ | 1.05 | 1.04 | 1.08 | 1.05 | 1.11 | 1.44 | 1.54 | 2.01 | 4.37 |
| US Inflation (%) | 1.23 | 0.29 | 0.59 | 1.23 | 2.73 | 2.92 | 4.59 | 3.07 | 2.53 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Deepest Drawdown Depth (%) | 0.00 | -4.83 | -10.64 | -22.44 | -22.44 | -32.78 | |||
| Start to Recovery (# months) | 7 | 10 | 26 | 26 | 29 | ||||
| Start (yyyy mm) | 2024 12 | 2022 08 | 2022 01 | 2022 01 | 2007 11 | ||||
| Start to Bottom (# months) | 5 | 2 | 9 | 9 | 16 | ||||
| Bottom (yyyy mm) | 2025 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 8 | 17 | 17 | 13 | ||||
| End (yyyy mm) | 2025 06 | 2023 05 | 2024 02 | 2024 02 | 2010 03 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||
| Start (yyyy mm) | 2024 12 | 2022 08 | 2022 01 | 2022 01 | 2007 11 | ||||
| Start to Bottom (# months) | 5 | 2 | 9 | 9 | 16 | ||||
| Bottom (yyyy mm) | 2025 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 8 | 17 | 17 | 13 | ||||
| End (yyyy mm) | 2025 06 | 2023 05 | 2024 02 | 2024 02 | 2010 03 | ||||
| Longest negative period (# months) | 7 | 15 | 34 | 34 | 45 | ||||
| Start (yyyy mm) | 2024 10 | 2022 08 | 2021 01 | 2021 01 | 2005 10 | ||||
| End (yyyy mm) | 2025 04 | 2023 10 | 2023 10 | 2023 10 | 2009 06 | ||||
| Annualized Return (%) | -3.17 | -1.23 | -0.65 | -0.65 | -0.06 | ||||
| Deepest Drawdown Depth (%) | 0.00 | -6.01 | -11.05 | -26.86 | -26.86 | -34.14 | |||
| Start to Recovery (# months) | 7 | 11 | 39 | 39 | 40 | ||||
| Start (yyyy mm) | 2024 12 | 2022 08 | 2021 09 | 2021 09 | 2007 06 | ||||
| Start to Bottom (# months) | 5 | 2 | 13 | 13 | 21 | ||||
| Bottom (yyyy mm) | 2025 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 9 | 26 | 26 | 19 | ||||
| End (yyyy mm) | 2025 06 | 2023 06 | 2024 11 | 2024 11 | 2010 09 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||
| Start (yyyy mm) | 2024 12 | 2022 08 | 2021 09 | 2021 09 | 2007 06 | ||||
| Start to Bottom (# months) | 5 | 2 | 13 | 13 | 21 | ||||
| Bottom (yyyy mm) | 2025 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 9 | 26 | 26 | 19 | ||||
| End (yyyy mm) | 2025 06 | 2023 06 | 2024 11 | 2024 11 | 2010 09 | ||||
| Longest negative period (# months) | 9 | 15 | 48 | 58 | 58 | ||||
| Start (yyyy mm) | 2024 08 | 2022 08 | 2021 05 | 2017 12 | 2017 12 | ||||
| End (yyyy mm) | 2025 04 | 2023 10 | 2025 04 | 2022 09 | 2022 09 | ||||
| Annualized Return (%) | -0.43 | -4.46 | -0.42 | -0.24 | -0.24 | ||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | MAX | ||||
| Standard Deviation (%) | 8.67 | 12.11 | 12.09 | 10.69 | 10.79 | ||||
| Sharpe Ratio | 0.78 | 0.69 | 0.53 | 0.51 | 0.57 | ||||
| Sortino Ratio | 1.04 | 0.92 | 0.71 | 0.68 | 0.76 | ||||
| Ulcer Index | 2.03 | 3.44 | 8.75 | 6.64 | 7.41 | ||||
| Ratio: Return / Standard Deviation | 1.31 | 1.06 | 0.75 | 0.68 | 0.72 | ||||
| Ratio: Return / Deepest Drawdown | 2.35 | 1.20 | 0.40 | 0.32 | 0.24 | ||||
| Positive Months (%) | 58.33 | 63.88 | 61.66 | 65.00 | 63.02 | ||||
| Positive Months | 7 | 23 | 37 | 78 | 150 | ||||
| Negative Months | 5 | 13 | 23 | 42 | 88 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 7.23 | 11.13 | |||||||
| Worst 10 Years Return (%) - Annualized | 5.67 | ||||||||
| Best 10 Years Return (%) - Annualized | 4.03 | 9.20 | |||||||
| Worst 10 Years Return (%) - Annualized | 2.81 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | MAX | |
| Best Rolling Return (%) - Annualized | 46.47 | 21.14 | 18.46 | 11.13 | |||||
| Worst Rolling Return (%) - Annualized | -30.16 | -6.98 | 2.82 | 5.67 | |||||
| Positive Periods (%) | 81.4 | 94.5 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 43.38 | 18.31 | 16.07 | 9.20 | |||||
| Worst Rolling Return (%) - Annualized | -30.17 | -8.96 | 0.22 | 2.81 | |||||
| Positive Periods (%) | 74.0 | 78.3 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 4.45 | 6.86 | 8.53 | 17.19 | 2.07 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 5.75 | 9.10 | 11.70 | 23.39 | 10.53 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 6.58 | 10.54 | 13.73 | 27.93 | 16.28 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 7.93 | 12.88 | 17.04 | 30.16 | 19.52 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||
| Safe Withdrawal Rate (%) | 81.36 | 28.37 | 18.59 | 11.07 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | 0.25 | 3.03 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||
- Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Portfolio Components Correlation
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 June 2025
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Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
STOCKS/BONDS 60/40 ESG PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 July 2015 - 30 June 2025 (10 Years)
1 September 2005 - 30 June 2025 (~20 years)
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Rolling Returns
For a detailed rolling return analysis, click here
Stocks/Bonds 60/40 ESG Portfolio: Rolling Returns
Stocks/Bonds 60/40 ESG Portfolio: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
STOCKS/BONDS 60/40 ESG PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 July 2015 - 30 June 2025 (10 Years)
1 September 2005 - 30 June 2025 (~20 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Stocks/Bonds 60/40 ESG Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from September 2005 to June 2025.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Stocks/Bonds 60/40 ESG Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
STOCKS/BONDS 60/40 ESG PORTFOLIO
Monthly Returns Distribution
1 July 2015 - 30 June 2025 (10 Years)
1 September 2005 - 30 June 2025 (~20 years)
78 Positive Months (65%) - 42 Negative Months (35%)
150 Positive Months (63%) - 88 Negative Months (37%)
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Methodology
Returns, up to September 2018, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
Returns, up to September 2018, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- Vanguard ESG U.S. Stock ETF (ESGV), up to September 2018
- Nuveen ESG U.S. Aggregate Bond ETF (NUBD), up to October 2017
Portfolio efficiency
Compare Stocks/Bonds 60/40 ESG Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.
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Compare this portfolio with a list of famous portfolios. Metrics are calculated over the last 10 Years.
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The following portfolios are based on similar asset allocation strategies and/or comparable asset weightings.
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Compare this portfolio with up to 3 other portfolios.
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