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

Simulation Settings
Period: November 2012 - June 2025 (~13 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
All Data
(2012/11 - 2025/06)
Inflation Adjusted:
Robert Shiller Cape US Sector Value Portfolio
1.00$
Invested Capital
November 2012
6.04$
Final Capital
June 2025
15.25%
Yearly Return
14.99%
Std Deviation
-21.00%
Max Drawdown
6months
Recovery Period
1.00$
Invested Capital
November 2012
4.36$
Final Capital
June 2025
12.33%
Yearly Return
14.99%
Std Deviation
-24.50%
Max Drawdown
31months
Recovery Period
US Stocks Equal Weight Portfolio
1.00$
Invested Capital
November 2012
4.35$
Final Capital
June 2025
12.30%
Yearly Return
15.60%
Std Deviation
-26.65%
Max Drawdown
11months
Recovery Period
1.00$
Invested Capital
November 2012
3.14$
Final Capital
June 2025
9.45%
Yearly Return
15.60%
Std Deviation
-26.52%
Max Drawdown
11months
Recovery Period

As of June 2025, over the analyzed timeframe, the Robert Shiller Cape US Sector Value Portfolio obtained a 15.25% compound annual return, with a 14.99% standard deviation. It suffered a maximum drawdown of -21.00% that required 6 months to be recovered.

As of June 2025, over the analyzed timeframe, the US Stocks Equal Weight Portfolio obtained a 12.30% compound annual return, with a 15.60% standard deviation. It suffered a maximum drawdown of -26.65% that required 11 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 Allocations and ETFs

The compared portfolios have the following asset allocations.

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
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
All Data
(2012/11 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Robert Shiller Cape US Sector Value
Robert Shiller 		1 $ 6.04 $ 503.54% 15.25%
US Stocks Equal Weight
 1 $ 4.35 $ 334.73% 12.30%
Nov 2012 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Robert Shiller Cape US Sector Value
Robert Shiller 		1 $ 4.36 $ 335.98% 12.33%
US Stocks Equal Weight
 1 $ 3.14 $ 214.04% 9.45%
Nov 2012 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		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 		6.43 2.69 6.43 16.23 16.04 14.09 15.25
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Equal Weight
-- Market Benchmark 		4.64 3.43 4.64 12.45 14.16 10.45 12.30
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 November 2012 - 30 June 2025 (~13 years)
1 Year
5 Years
10 Years
All (2012/11 - 2025/06)
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 (%) 16.23 12.45
Infl. Adjusted (%) 13.47 9.78
DRAWDOWN
Deepest Drawdown Depth (%) -6.08 -9.10
Start to Recovery (months) 7* 7*
Longest Drawdown Depth (%) -6.08 -9.10
Start to Recovery (months) 7* 7*
Longest Negative Period (months) 7* 9
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 12.68
Sharpe Ratio 0.94 0.62
Sortino Ratio 1.24 0.80
Ulcer Index 2.86 4.16
Ratio: Return / Standard Deviation 1.31 0.98
Ratio: Return / Deepest Drawdown 2.67 1.37
Metrics calculated over the period 1 July 2024 - 30 June 2025
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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 (%) 16.04 14.16
Infl. Adjusted (%) 11.01 9.22
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 (%) 16.95 17.00
Sharpe Ratio 0.79 0.68
Sortino Ratio 1.09 0.96
Ulcer Index 6.04 6.54
Ratio: Return / Standard Deviation 0.95 0.83
Ratio: Return / Deepest Drawdown 0.80 0.68
Metrics calculated over the period 1 July 2020 - 30 June 2025
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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 (%) 14.09 10.45
Infl. Adjusted (%) 10.72 7.19
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 (%) 16.15 16.83
Sharpe Ratio 0.76 0.51
Sortino Ratio 1.02 0.70
Ulcer Index 5.50 6.29
Ratio: Return / Standard Deviation 0.87 0.62
Ratio: Return / Deepest Drawdown 0.67 0.39
Metrics calculated over the period 1 July 2015 - 30 June 2025
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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 (%) 15.25 12.30
Infl. Adjusted (%) 12.33 9.45
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 (%) 14.99 15.60
Sharpe Ratio 0.92 0.70
Sortino Ratio 1.24 0.94
Ulcer Index 4.93 5.69
Ratio: Return / Standard Deviation 1.02 0.79
Ratio: Return / Deepest Drawdown 0.73 0.46
Metrics calculated over the period 1 November 2012 - 30 June 2025
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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.

DRAWDOWN COMPARISON
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 November 2012 - 30 June 2025 (~13 years)

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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 7* Dec 2024
In progress
-8.74 3 Aug 2015
Oct 2015
-8.27 5 Aug 2023
Dec 2023
-6.93 2 May 2019
Jun 2019
-6.08 7* Dec 2024
In progress
-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 - 30 June 2025 (~13 years)


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

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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.

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Cape US Sector Value US Stocks Equal Weight
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 6.43 -4.59 4.64 -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
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