Data Source: from September 2005 to December 2021

Last Update: 31 December 2021

The US Stocks ESG Portfolio is exposed for 100% on the Stock Market.

It's a Very High Risk portfolio and it can be replicated with 1 ETF.

In the last 10 years, the portfolio obtained a 15.13% compound annual return, with a 14.19% standard deviation.

Asset Allocation and ETFs

The US Stocks ESG Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The US Stocks ESG Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 % ESGV Vanguard ESG U.S. Stock ETF Equity, U.S., Large Cap, Growth
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 US Stocks ESG Portfolio guaranteed the following returns.

US STOCKS ESG PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
US Stocks ESG Portfolio +3.96 +10.12 +10.23 +26.20 +28.37 +15.05 +15.13
--- Inflation Adjusted return +3.48 +7.74 +6.60 +17.81 +23.99 +11.78 +12.74
Components
ESGV
Vanguard ESG U.S. Stock ETF
+3.96 +10.12 +10.23 +26.20 +28.37 +15.05 +15.13
(*) annualized
Portfolio returns are calculated assuming:
  • 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 0.85% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks ESG Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of US Stocks ESG Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

US STOCKS 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
+3.96%
+3.48%
0.00%
1 - 0
3M
+10.12%
+7.74%
-1.08%
Nov 2021 - Nov 2021
2 - 1
6M
+10.23%
+6.60%
-5.21%
Sep 2021 - Sep 2021
4 - 2
YTD
+26.20%
+17.81%
10.93%
-5.21%
Sep 2021 - Sep 2021
8 - 4
67% pos
1Y
+26.20%
+17.81%
10.93%
-5.21%
Sep 2021 - Sep 2021
8 - 4
67% pos
3Y
+28.37%
annualized
+23.99%
annualized
17.54%
-19.14%
Feb 2020 - Mar 2020
26 - 10
72% pos
5Y
+15.05%
annualized
+11.78%
annualized
15.73%
-19.14%
Feb 2020 - Mar 2020
39 - 21
65% pos
10Y
+15.13%
annualized
+12.74%
annualized
14.19%
-19.14%
Feb 2020 - Mar 2020
79 - 41
66% pos
MAX
01 Sep 2005
+10.34%
annualized
+7.96%
annualized
16.71%
-52.70%
Jun 2007 - Feb 2009
123 - 73
63% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the US Stocks 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.
Cape US Sector Value
Robert Shiller
+18.85% -21.00% 100 0 0 Compare
US Stocks
+17.96% -20.84% 100 0 0 Compare
US Stocks Momentum
+17.83% -18.89% 100 0 0 Compare
US Stocks ESG
+15.05% -19.14% 100 0 0

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

10 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Technology
+22.88% -16.96% 100 0 0 Compare
US Stocks
+16.29% -20.84% 100 0 0 Compare
Warren Buffett Portfolio
Warren Buffett
+15.11% -17.49% 90 10 0 Compare
Stocks/Bonds 80/20
+13.67% -16.53% 80 20 0 Compare
Second Grader's Starter
Paul Farrell
+12.42% -19.32% 90 10 0 Compare

See all portfolios

Capital Growth

Time Range:

An investment of 1000$, since January 2012, now would be worth 4091.17$, with a total return of 309.12% (15.13% annualized).

The Inflation Adjusted Capital now would be 3317.76$, with a net total return of 231.78% (12.74% 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
-19.14% Feb 2020 Mar 2020 2 Jul 2020 4 6
-17.80% Feb 2018 Dec 2018 11 Jul 2019 7 18
-13.26% Jul 2015 Jan 2016 7 Nov 2016 10 17
-9.30% Apr 2012 May 2012 2 Sep 2012 4 6
-5.81% Sep 2020 Oct 2020 2 Nov 2020 1 3
-5.21% Sep 2021 Sep 2021 1 Oct 2021 1 2
-4.63% Sep 2014 Sep 2014 1 Nov 2014 2 3
-3.54% Jul 2014 Jul 2014 1 Aug 2014 1 2
-3.17% Aug 2013 Aug 2013 1 Sep 2013 1 2
-3.16% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.13% Dec 2014 Jan 2015 2 Feb 2015 1 3
-1.76% Aug 2019 Aug 2019 1 Oct 2019 2 3
-1.52% Mar 2017 May 2017 3 Jun 2017 1 4
-1.41% Jun 2013 Jun 2013 1 Jul 2013 1 2
-1.22% Aug 2017 Aug 2017 1 Sep 2017 1 2
-1.08% Nov 2021 Nov 2021 1 Dec 2021 1 2
-0.54% Jan 2021 Jan 2021 1 Feb 2021 1 2
-0.12% Apr 2014 Apr 2014 1 May 2014 1 2
-0.08% May 2021 May 2021 1 Jun 2021 1 2
-0.07% Apr 2013 Apr 2013 1 May 2013 1 2

Rolling Returns ( more details)

US Stocks ESG Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+11.63% +66.18%
Mar 2009 - Feb 2010
-46.37%
Mar 2008 - Feb 2009
23.24%
2 Years
+9.48% +45.43%
Mar 2009 - Feb 2011
-28.39%
Mar 2007 - Feb 2009
16.18%
3 Years
+8.67% +28.37%
Jan 2019 - Dec 2021
-15.10%
Mar 2006 - Feb 2009
16.77%
5 Years
+9.86% +25.38%
Mar 2009 - Feb 2014
-1.90%
Jun 2007 - May 2012
2.92%
7 Years
+10.30% +18.10%
Mar 2009 - Feb 2016
+4.49%
Oct 2005 - Sep 2012
0.00%
10 Years
+10.03% +15.13%
Jan 2012 - Dec 2021
+6.19%
Jun 2007 - May 2017
0.00%
15 Years
+9.40% +9.99%
Sep 2006 - Aug 2021
+8.48%
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 US Stocks ESG Portfolio: Rolling Returns page.

Seasonality

US Stocks 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 %
0.85
56%
0.68
69%
1.31
63%
3.53
75%
0.21
50%
-0.23
50%
1.74
69%
0.29
56%
-0.37
53%
0.17
65%
1.78
76%
1.38
71%
Best
Year
8.7
2019
7.0
2015
8.3
2009
14.6
2009
5.9
2020
6.9
2019
10.4
2009
7.7
2020
11.0
2010
13.1
2011
11.2
2020
7.3
2010
Worst
Year
-6.7
2016
-9.8
2009
-12.5
2020
-2.1
2012
-7.9
2010
-9.1
2008
-3.9
2008
-7.7
2011
-10.6
2011
-22.5
2008
-7.6
2008
-9.0
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

US Stocks ESG Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
123 Positive Months (63%) - 73 Negative Months (37%)
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
+26.20 +17.81 -0.5 2.3 3.5 5.5 -0.1 3.1 2.3 3.2 -5.2 7.1 -1.1 4.0
2020
+25.67 +24.06 0.4 -7.6 -12.5 13.3 5.9 3.0 6.2 7.7 -3.8 -2.1 11.2 4.6
2019
+33.37 +30.42 8.7 3.3 1.8 4.3 -6.2 6.9 2.0 -1.8 1.6 2.4 4.0 2.8
2018
-15.69 -17.28 2.6 -5.9 -0.2 1.1 -0.2 -1.2 2.5 0.9 -1.2 -7.5 2.1 -9.0
2017
+13.03 +10.70 2.2 1.1 -0.6 -0.5 -0.5 1.6 1.6 -1.2 3.7 1.0 3.3 0.7
2016
+11.65 +9.41 -6.7 1.2 8.3 1.9 0.8 -3.6 4.0 1.7 -0.5 -1.3 4.6 1.4
2015
+2.12 +1.47 -2.0 7.0 0.0 2.1 2.7 0.1 -1.9 -5.3 -3.9 6.8 2.3 -4.7
2014
+9.13 +8.42 -3.2 5.1 0.3 -0.1 2.7 3.2 -3.5 4.6 -4.6 2.3 2.6 -0.1
2013
+38.98 +36.91 8.5 1.7 4.0 -0.1 3.4 -1.4 6.1 -3.2 4.0 4.3 1.5 5.0
2012
+17.37 +15.34 6.7 5.5 0.9 -2.1 -7.4 4.1 0.3 3.8 2.3 0.1 0.9 1.9
2011
-5.78 -8.58 2.4 4.3 0.3 4.5 -2.3 -2.9 -2.5 -7.7 -10.6 13.1 -1.3 -1.3
2010
+19.88 +18.18 -3.4 4.2 5.7 2.7 -7.9 -5.4 6.1 -3.8 11.0 3.0 0.7 7.3
2009
+39.10 +35.29 -6.6 -9.8 8.3 14.6 5.9 -2.6 10.4 3.8 6.9 -3.7 5.2 4.0
2008
-39.83 -39.81 -3.4 -2.1 -2.0 3.0 4.7 -9.1 -3.9 1.4 -10.5 -22.5 -7.6 6.1
2007
+5.81 +1.63 3.1 1.5 -0.2 4.0 4.5 -0.8 -2.9 -1.0 2.0 1.0 -3.6 -1.4
2006
+18.46 +15.54 4.8 -0.9 3.2 2.4 -2.6 1.3 1.2 1.6 0.4 2.4 3.1 0.5
2005
- - 2.3 -3.4 2.2 1.9

* 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
Share this page