Robert Shiller Cape US Sector Value Portfolio vs US Stocks Equal Weight Portfolio Portfolio Comparison

Simulation Settings
Period: November 2012 - February 2026 (~13 years)
Consolidated Returns as of 28 February 2026
Initial Amount: 1$
Currency: USD
Inflation: US
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond February 2026.
Cashflows Reset
Reset settings
Close
Results
All Data
(2012/11 - 2026/02)
Inflation Adjusted:
Robert Shiller Robert Shiller Cape US Sector Value Portfolio
1.00$
Invested Capital
November 2012
6.39$
Final Capital
February 2026
14.92%
Yearly Return
14.70%
Std Deviation
-21.00%
Max Drawdown
6months
Recovery Period
1.00$
Invested Capital
November 2012
4.52$
Final Capital
February 2026
11.98%
Yearly Return
14.70%
Std Deviation
-24.50%
Max Drawdown
31months
Recovery Period
US Stocks Equal Weight Portfolio
1.00$
Invested Capital
November 2012
4.94$
Final Capital
February 2026
12.73%
Yearly Return
15.25%
Std Deviation
-26.65%
Max Drawdown
11months
Recovery Period
1.00$
Invested Capital
November 2012
3.50$
Final Capital
February 2026
9.84%
Yearly Return
15.25%
Std Deviation
-26.52%
Max Drawdown
11months
Recovery Period

As of February 2026, over the analyzed timeframe, the Robert Shiller Cape US Sector Value Portfolio obtained a 14.92% compound annual return, with a 14.70% standard deviation. It suffered a maximum drawdown of -21.00% that required 6 months to be recovered.

As of February 2026, over the analyzed timeframe, the US Stocks Equal Weight Portfolio obtained a 12.73% compound annual return, with a 15.25% standard deviation. It suffered a maximum drawdown of -26.65% that required 11 months to be recovered.

Mastering ETF Investing
Mastering ETF Investing
A practical guide to build wealth with Lazy Portfolios and passive investing
Set your goal Evaluate with top metrics
Buy now 🇺🇸 English book
Buy now 🇮🇹 Italian book
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.

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Robert Shiller
Robert Shiller Cape US Sector Value Portfolio
Weight
(%)		 Ticker Name
100.00
CAPE
DoubleLine Shiller U.S. Equities ETF
US Stocks Equal Weight Portfolio
Weight
(%)		 Ticker Name
100.00
RSP
Invesco S&P 500® Equal Weight ETF
Test Your Asset Allocation
Evaluate your portfolio strategy in 7 different currencies
Try the Backtest Tool

Portfolio Returns as of Feb 28, 2026

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
All Data
(2012/11 - 2026/02)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Robert Shiller Cape US Sector Value
Robert Shiller 		1 $ 6.39 $ 538.99% 14.92%
US Stocks Equal Weight
 1 $ 4.94 $ 394.39% 12.73%
Nov 2012 Feb 2026

Loading data
Please wait
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Robert Shiller Cape US Sector Value
Robert Shiller 		1 $ 4.52 $ 351.89% 11.98%
US Stocks Equal Weight
 1 $ 3.50 $ 249.63% 9.84%
Nov 2012 Feb 2026

Loading data
Please wait
Swipe left to see all data
Return (%) as of Feb 28, 2026
YTD
(2M) 		1M 6M 1Y 5Y 10Y MAX
(~13Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_robert_shiller.webp Cape US Sector Value
Robert Shiller 		3.29 1.05 3.51 6.83 11.44 14.82 14.92
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Equal Weight
-- Market Benchmark 		7.00 3.48 9.58 15.73 10.65 12.77 12.73
Returns over 1 year are annualized.
Explore All Lazy Portfolios
Tailored Portfolios for every Investment Strategy

Portfolio Metrics as of Feb 28, 2026

The following metrics, updated as of 28 February 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 March 2025 - 28 February 2026 (1 year)
Period: 1 March 2021 - 28 February 2026 (5 years)
Period: 1 March 2016 - 28 February 2026 (10 years)
Period: 1 November 2012 - 28 February 2026 (~13 years)
1 Year
5 Years
10 Years
All (2012/11 - 2026/02)
Swipe left to see all data
Cape US Sector Value US Stocks Equal Weight
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.83 15.73
Infl. Adjusted (%) 4.32 13.01
DRAWDOWN
Deepest Drawdown Depth (%) -4.59 -5.68
Start to Recovery (months) 4 4
Longest Drawdown Depth (%) -4.59 -5.68
Start to Recovery (months) 4 4
Longest Negative Period (months) 4 3
RISK INDICATORS
Standard Deviation (%) 8.11 8.15
Sharpe Ratio 0.34 1.43
Sortino Ratio 0.45 1.84
Ulcer Index 1.95 1.91
Ratio: Return / Standard Deviation 0.84 1.93
Ratio: Return / Deepest Drawdown 1.49 2.77
Metrics calculated over the period 1 March 2025 - 28 February 2026
Swipe left to see all data
Cape US Sector Value US Stocks Equal Weight
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.44 10.65
Infl. Adjusted (%) 6.70 5.95
DRAWDOWN
Deepest Drawdown Depth (%) -20.07 -20.69
Start to Recovery (months) 19 24
Longest Drawdown Depth (%) -20.07 -20.69
Start to Recovery (months) 19 24
Longest Negative Period (months) 26 31
RISK INDICATORS
Standard Deviation (%) 15.89 15.56
Sharpe Ratio 0.52 0.48
Sortino Ratio 0.71 0.66
Ulcer Index 6.03 6.53
Ratio: Return / Standard Deviation 0.72 0.68
Ratio: Return / Deepest Drawdown 0.57 0.51
Metrics calculated over the period 1 March 2021 - 28 February 2026
Swipe left to see all data
Cape US Sector Value US Stocks Equal Weight
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.82 12.77
Infl. Adjusted (%) 11.18 9.19
DRAWDOWN
Deepest Drawdown Depth (%) -21.00 -26.65
Start to Recovery (months) 6 11
Longest Drawdown Depth (%) -20.07 -20.69
Start to Recovery (months) 19 24
Longest Negative Period (months) 26 37
RISK INDICATORS
Standard Deviation (%) 15.68 16.44
Sharpe Ratio 0.81 0.65
Sortino Ratio 1.08 0.87
Ulcer Index 5.40 6.10
Ratio: Return / Standard Deviation 0.94 0.78
Ratio: Return / Deepest Drawdown 0.71 0.48
Metrics calculated over the period 1 March 2016 - 28 February 2026
Swipe left to see all data
Cape US Sector Value US Stocks Equal Weight
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.92 12.73
Infl. Adjusted (%) 11.98 9.84
DRAWDOWN
Deepest Drawdown Depth (%) -21.00 -26.65
Start to Recovery (months) 6 11
Longest Drawdown Depth (%) -20.07 -20.69
Start to Recovery (months) 19 24
Longest Negative Period (months) 26 37
RISK INDICATORS
Standard Deviation (%) 14.70 15.25
Sharpe Ratio 0.91 0.73
Sortino Ratio 1.23 0.99
Ulcer Index 4.81 5.54
Ratio: Return / Standard Deviation 1.02 0.84
Ratio: Return / Deepest Drawdown 0.71 0.48
Metrics calculated over the period 1 November 2012 - 28 February 2026
Mastering ETF Investing
Mastering ETF Investing
A practical guide to build wealth with Lazy Portfolios and passive investing
Set your goal Evaluate with top metrics
Buy now 🇺🇸 English book
Buy now 🇮🇹 Italian book

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.

DRAWDOWN COMPARISON
Period: 1 March 2016 - 28 February 2026 (10 years)
Period: 1 November 2012 - 28 February 2026 (~13 years)

Loading data
Please wait
Swipe left to see all data
Cape US Sector Value US Stocks Equal Weight
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-26.65 11 Jan 2020
Nov 2020
-21.00 6 Feb 2020
Jul 2020
-20.69 24 Jan 2022
Dec 2023
-20.07 19 Jan 2022
Jul 2023
-15.27 7 Oct 2018
Apr 2019
-13.90 7 Oct 2018
Apr 2019
-10.58 12 Jun 2015
May 2016
-9.10 9 Dec 2024
Aug 2025
-8.74 3 Aug 2015
Oct 2015
-8.27 5 Aug 2023
Dec 2023
-6.93 2 May 2019
Jun 2019
-6.08 9 Dec 2024
Aug 2025
-5.96 2 May 2019
Jun 2019
-5.62 6 Feb 2018
Jul 2018
-5.36 4 Apr 2024
Jul 2024

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 November 2012 - 28 February 2026 (~13 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

Swipe left to see all data
Cape US Sector Value US Stocks Equal Weight
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 3.29 0.00 7.00 0.00
2025
 9.10 -4.59 11.21 -6.23
2024
 14.40 -6.08 12.79 -6.27
2023
 27.65 -8.27 13.70 -11.92
2022
 -15.62 -20.07 -11.62 -20.69
2021
 27.80 -5.00 29.41 -3.79
2020
 19.47 -21.00 12.71 -26.65
2019
 32.61 -5.96 28.91 -6.93
2018
 -3.51 -15.27 -7.82 -13.90
2017
 21.38 -0.24 18.51 -1.00
2016
 18.06 -4.58 14.50 -5.56
2015
 4.57 -8.74 -2.66 -9.53
2014
 15.77 -3.84 14.06 -2.96
2013
 33.36 -2.99 35.54 -2.92
Mastering ETF Investing
Mastering ETF Investing
A practical guide to build wealth with Lazy Portfolios and passive investing
Set your goal Evaluate with top metrics
Buy now 🇺🇸 English book
Buy now 🇮🇹 Italian book