Technology To EUR Hedged Portfolio: ETF allocation and returns

Simulation Settings
Period: January 1971 - June 2025 (~55 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1€
Currency: EUR
Inflation: Eurozone
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1971/01 - 2025/06)
Inflation Adjusted:
Technology To EUR Hedged Portfolio
1.00€
Invested Capital
July 1995
37.10€
Final Capital
June 2025
12.80%
Yearly Return
23.80%
Std Deviation
-81.18%
Max Drawdown
175months
Recovery Period
1.00€
Invested Capital
July 1995
20.28€
Final Capital
June 2025
10.55%
Yearly Return
23.80%
Std Deviation
-82.18%
Max Drawdown
205months
Recovery Period
1.00€
Invested Capital
January 1971
400.18€
Final Capital
June 2025
11.62%
Yearly Return
22.30%
Std Deviation
-81.18%
Max Drawdown
175months
Recovery Period
1.00€
Invested Capital
January 1971
88.08€
Final Capital
June 2025
8.56%
Yearly Return
22.30%
Std Deviation
-82.18%
Max Drawdown
205months
Recovery Period

The Technology To EUR Hedged Portfolio can be implemented with 1 ETF. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.

The portfolio asset allocation is: 100% on the Stock Market, 0% 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 0% allocation to bonds, leading to its classification as very high risk.

As of June 2025, in the previous 30 Years, the Technology To EUR Hedged Portfolio obtained a 12.80% compound annual return, with a 23.80% standard deviation. It suffered a maximum drawdown of -81.18% that required 175 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.
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Asset Allocation and ETFs

To effectively implement the asset allocation of the Technology To EUR Hedged 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.

100% Stocks
0% Fixed Income
0% Commodities

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Weight
(%)		 ETF
Ticker		 ETF
Currency		 ETF Name Investment Themes (Orig.Currency)
100.00
NQSE.DE
EUR
Hedged 		iShares Nasdaq 100 EUR Hedged Equity, U.S., Large Cap, Growth (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.

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Portfolio and ETF Returns as of Jun 30, 2025

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual Eurozone Inflation rates.
TECHNOLOGY TO EUR HEDGED PORTFOLIO
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1971/01 - 2025/06)
Inflation Adjusted:
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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Technology To EUR Hedged
 1 € 37.10 € 3 610.18% 12.80%
Jul 1995 Jun 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Technology To EUR Hedged
 1 € 20.28 € 1 928.06% 10.55%
Jul 1995 Jun 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Technology To EUR Hedged
 1 € 400.18 € 39 918.00% 11.62%
Jan 1971 Jun 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Technology To EUR Hedged
 1 € 88.08 € 8 708.00% 8.56%
Jan 1971 Jun 2025

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Chg (%) Return (%) Return (%) as of Jun 30, 2025
1 Day Time ET(*) --- YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
Investment Return --- --- 5.81 5.91 5.81 12.28 15.53 16.26 12.80 11.62
Eurozone Inflation Adjusted Return 4.46 5.91 4.46 10.42 11.06 13.43 10.55 8.56
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.
Eurozone Inflation is updated to May 2025. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 1.68% , 5Y: 4.02% , 10Y: 2.50% , 30Y: 2.03%
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Portfolio Metrics as of Jun 30, 2025

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual Eurozone Inflation rates.
TECHNOLOGY TO EUR HEDGED PORTFOLIO
Advanced Metrics
1 January 1971 - 30 June 2025 (~55 years)
Swipe left to see all data
Metrics as of Jun 30, 2025
YTD
(6M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~55Y)
Investment Return (%)
5.81 5.91 18.25 5.81 12.28 22.82 15.53 16.26 14.12 12.80 11.62
Growth of 1€ 1.06 1.06 1.18 1.06 1.12 1.85 2.06 4.51 14.04 37.10 400.18
Infl. Adjusted Return (%)
4.46 5.91 17.64 4.46 10.42 18.98 11.06 13.43 11.78 10.55 8.56
Eurozone Inflation (%) 1.29 0.00 0.52 1.29 1.68 3.23 4.02 2.50 2.10 2.03 2.82
Pending updates, the monthly inflation of Jun 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) 0.00 -12.62 -15.75 -35.43 -35.43 -48.83 -81.18 -81.18
Start to Recovery (# months)
5 9 26 26 38 175 175
Start (yyyy mm) 2025 02 2022 08 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 2 5 12 12 16 30 30
Bottom (yyyy mm) 2025 03 2022 12 2022 12 2022 12 2009 02 2002 09 2002 09
Bottom to End (# months) 3 4 14 14 22 145 145
End (yyyy mm) 2025 06 2023 04 2024 02 2024 02 2010 12 2014 10 2014 10
Longest Drawdown Depth (%)
same
same
same
same
same
same
same
Start to Recovery (# months)
Start (yyyy mm) 2025 02 2022 08 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 2 5 12 12 16 30 30
Bottom (yyyy mm) 2025 03 2022 12 2022 12 2022 12 2009 02 2002 09 2002 09
Bottom to End (# months) 3 4 14 14 22 145 145
End (yyyy mm) 2025 06 2023 04 2024 02 2024 02 2010 12 2014 10 2014 10
Longest negative period (# months)
10 10 30 30 48 175 175
Start (yyyy mm) 2024 07 2024 07 2020 09 2020 09 2005 07 2000 03 2000 03
End (yyyy mm) 2025 04 2025 04 2023 02 2023 02 2009 06 2014 09 2014 09
Annualized Return (%) -4.57 -4.57 -1.89 -1.89 -0.55 -0.01 -0.01
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%) 0.00 -13.53 -18.11 -40.87 -40.87 -49.88 -82.18 -82.18
Start to Recovery (# months)
5 10 35 35 39 205 205
Start (yyyy mm) 2025 02 2022 08 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 2 5 12 12 16 30 30
Bottom (yyyy mm) 2025 03 2022 12 2022 12 2022 12 2009 02 2002 09 2002 09
Bottom to End (# months) 3 5 23 23 23 175 175
End (yyyy mm) 2025 06 2023 05 2024 11 2024 11 2011 01 2017 04 2017 04
Longest Drawdown Depth (%)
same
same
same
same
same
same
same
Start to Recovery (# months)
Start (yyyy mm) 2025 02 2022 08 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 2 5 12 12 16 30 30
Bottom (yyyy mm) 2025 03 2022 12 2022 12 2022 12 2009 02 2002 09 2002 09
Bottom to End (# months) 3 5 23 23 23 175 175
End (yyyy mm) 2025 06 2023 05 2024 11 2024 11 2011 01 2017 04 2017 04
Longest negative period (# months)
10 10 44 44 59 204 204
Start (yyyy mm) 2024 07 2024 07 2021 08 2021 08 2005 08 2000 03 2000 03
End (yyyy mm) 2025 04 2025 04 2025 03 2025 03 2010 06 2017 02 2017 02
Annualized Return (%) -6.52 -6.52 -0.08 -0.08 -0.36 -0.04 -0.04
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 16.20 18.16 19.71 18.10 17.92 23.80 22.30
Sharpe Ratio 0.47 1.01 0.65 0.80 0.70 0.44 0.33
Sortino Ratio 0.66 1.42 0.89 1.08 0.94 0.60 0.44
Ulcer Index 5.13 5.90 14.27 10.74 12.60 39.99 32.54
Ratio: Return / Standard Deviation 0.76 1.26 0.79 0.90 0.79 0.54 0.52
Ratio: Return / Deepest Drawdown 0.97 1.45 0.44 0.46 0.29 0.16 0.14
Positive Months (%)
66.66 69.44 66.66 66.66 63.33 61.11 59.63
Positive Months 8 25 40 80 152 220 390
Negative Months 4 11 20 40 88 140 264
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 16.26 21.59 21.59 36.73
Worst 10 Years Return (%) - Annualized 10.37 -8.25 -8.25
Best 10 Years Return (%) - Annualized 13.43 20.04 20.04 33.41
Worst 10 Years Return (%) - Annualized 8.79 -10.04 -10.04
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Jun 2025 - Over the previous 30Y
Best Rolling Return (%) - Annualized 119.13 74.31 46.02 21.59 14.12 12.80
Worst Rolling Return (%) - Annualized -67.51 -38.66 -19.40 -8.25 3.13
Positive Periods (%) 80.5 83.6 81.7 88.3 100.0 100.0
Best Rolling Return (%) - Annualized 114.98 72.01 43.69 20.04 11.84 10.55
Worst Rolling Return (%) - Annualized -68.20 -40.08 -21.13 -10.04 1.45
Positive Periods (%) 77.6 81.2 80.0 87.9 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
10.05 15.83 20.19 37.07 56.11 40.93 43.01 0.00
95% CVaR - Conditional Value at Risk (%) 12.90 20.77 27.18 50.03 67.44 55.64 50.46 0.00
99% VaR - Value at Risk (%) - Cumulative
14.73 23.94 31.66 64.22 73.56 62.36 56.00 0.00
99% CVaR - Conditional Value at Risk (%) 17.71 29.10 38.96 66.21 76.70 65.27 57.71 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 53.05 10.83 6.30 3.14 2.13 10.47
Perpetual Withdrawal Rate (%) --- --- --- --- 0.53 9.95
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1971 - Jun 2025)
Best Rolling Return (%) - Annualized 119.13 74.31 56.55 36.73 23.38 15.31
Worst Rolling Return (%) - Annualized -67.51 -38.66 -19.40 -8.25 3.13 8.23
Positive Periods (%) 78.5 84.3 85.8 94.3 100.0 100.0
Best Rolling Return (%) - Annualized 114.98 72.01 54.05 33.41 20.25 13.19
Worst Rolling Return (%) - Annualized -68.20 -40.08 -21.13 -10.04 1.45 4.91
Positive Periods (%) 75.8 80.1 83.1 89.7 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
9.46 14.95 19.15 31.53 41.68 27.15 8.44 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 12.13 19.58 25.70 43.73 57.48 44.53 40.81 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
13.84 22.54 29.90 53.75 67.64 57.66 52.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 16.63 27.38 36.73 62.34 74.22 62.73 55.62 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 53.05 10.83 6.30 3.14 2.13 3.46
Perpetual Withdrawal Rate (%) --- --- --- --- 0.53 2.79
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • 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.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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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.

TECHNOLOGY TO EUR HEDGED PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1971 - 30 June 2025 (~55 years)
30 Years
(1995/07 - 2025/06)
All Data
(1971/01 - 2025/06)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
Technology To EUR Hedged 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.

TECHNOLOGY TO EUR HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1971 - 30 June 2025 (~55 years)
30 Years
(1995/07 - 2025/06)
All Data
(1971/01 - 2025/06)
Inflation Adjusted:

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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 Technology To EUR Hedged 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 January 1971 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 Technology To EUR Hedged Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

TECHNOLOGY TO EUR HEDGED PORTFOLIO
Monthly Returns Distribution
1 July 1995 - 30 June 2025 (30 Years)
1 January 1971 - 30 June 2025 (~55 years)
220 Positive Months (61%) - 140 Negative Months (39%)
390 Positive Months (60%) - 264 Negative Months (40%)
30 Years
(1995/07 - 2025/06)
All Data
(1971/01 - 2025/06)

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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:
  • iShares Nasdaq 100 EUR Hedged (NQSE.DE), up to September 2018

Portfolio efficiency

Compare Technology To EUR Hedged Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.

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