Robert Shiller Cape US Sector Value Portfolio vs Technology Portfolio Portfolio Comparison

Simulation Settings
Period: November 2012 - April 2026 (~14 years)
Consolidated Returns as of 30 April 2026
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
All Data
(2012/11 - 2026/04)
Inflation Adjusted:
Robert Shiller Robert Shiller Cape US Sector Value Portfolio
1.00$
Invested Capital
November 2012
6.25$
Final Capital
April 2026
14.54%
Yearly Return
14.84%
Std Deviation
-21.00%
Max Drawdown
6months
Recovery Period
1.00$
Invested Capital
November 2012
4.35$
Final Capital
April 2026
11.51%
Yearly Return
14.84%
Std Deviation
-24.50%
Max Drawdown
31months
Recovery Period
Technology Portfolio
1.00$
Invested Capital
November 2012
11.55$
Final Capital
April 2026
19.87%
Yearly Return
17.37%
Std Deviation
-32.58%
Max Drawdown
24months
Recovery Period
1.00$
Invested Capital
November 2012
8.05$
Final Capital
April 2026
16.70%
Yearly Return
17.37%
Std Deviation
-36.64%
Max Drawdown
26months
Recovery Period

As of April 2026, over the analyzed timeframe, the Robert Shiller Cape US Sector Value Portfolio obtained a 14.54% compound annual return, with a 14.84% standard deviation. It suffered a maximum drawdown of -21.00% that required 6 months to be recovered.

As of April 2026, over the analyzed timeframe, the Technology Portfolio obtained a 19.87% compound annual return, with a 17.37% standard deviation. It suffered a maximum drawdown of -32.58% that required 24 months to be recovered.

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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
Technology Portfolio
Weight
(%)		 Ticker Name
100.00
QQQ
Invesco QQQ Trust
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Portfolio Returns as of Apr 30, 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 - 2026/04)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Robert Shiller Cape US Sector Value
Robert Shiller 		1 $ 6.25 $ 524.69% 14.54%
Technology
 1 $ 11.55 $ 1 055.02% 19.87%
Nov 2012 Apr 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Robert Shiller Cape US Sector Value
Robert Shiller 		1 $ 4.35 $ 335.21% 11.51%
Technology
 1 $ 8.05 $ 704.67% 16.70%
Nov 2012 Apr 2026

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Return (%) as of Apr 30, 2026
YTD
(4M) 		1M 6M 1Y 5Y 10Y MAX
(~14Y)
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_robert_shiller.webp Cape US Sector Value
Robert Shiller 		0.97 5.50 3.92 9.46 8.86 14.03 14.54
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_us_author.webp Technology
-- Market Benchmark 		8.83 15.69 6.42 41.12 15.28 21.09 19.87
Returns over 1 year are annualized.
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Portfolio Metrics as of Apr 30, 2026

The following metrics, updated as of 30 April 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2025 - 30 April 2026 (1 year)
Period: 1 May 2021 - 30 April 2026 (5 years)
Period: 1 May 2016 - 30 April 2026 (10 years)
Period: 1 November 2012 - 30 April 2026 (~14 years)
1 Year
5 Years
10 Years
All (2012/11 - 2026/04)
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Cape US Sector Value Technology
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.46 41.12
Infl. Adjusted (%) 5.48 35.99
DRAWDOWN
Deepest Drawdown Depth (%) -7.33 -8.01
Start to Recovery (months) 2* 6
Longest Drawdown Depth (%) -7.33 -8.01
Start to Recovery (months) 2* 6
Longest Negative Period (months) 9 6
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.42 18.75
Sharpe Ratio 0.48 1.98
Sortino Ratio 0.60 3.21
Ulcer Index 2.31 2.54
Ratio: Return / Standard Deviation 0.83 2.19
Ratio: Return / Deepest Drawdown 1.29 5.13
Metrics calculated over the period 1 May 2025 - 30 April 2026
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Cape US Sector Value Technology
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.86 15.28
Infl. Adjusted (%) 4.16 10.31
DRAWDOWN
Deepest Drawdown Depth (%) -20.07 -32.58
Start to Recovery (months) 19 24
Longest Drawdown Depth (%) -20.07 -32.58
Start to Recovery (months) 19 24
Longest Negative Period (months) 26 27
RISK INDICATORS
Standard Deviation (%) 16.25 20.35
Sharpe Ratio 0.34 0.59
Sortino Ratio 0.47 0.81
Ulcer Index 6.11 12.50
Ratio: Return / Standard Deviation 0.54 0.75
Ratio: Return / Deepest Drawdown 0.44 0.47
Metrics calculated over the period 1 May 2021 - 30 April 2026
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Cape US Sector Value Technology
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.03 21.09
Infl. Adjusted (%) 10.33 17.16
DRAWDOWN
Deepest Drawdown Depth (%) -21.00 -32.58
Start to Recovery (months) 6 24
Longest Drawdown Depth (%) -20.07 -32.58
Start to Recovery (months) 19 24
Longest Negative Period (months) 26 28
RISK INDICATORS
Standard Deviation (%) 15.88 18.64
Sharpe Ratio 0.75 1.02
Sortino Ratio 0.99 1.39
Ulcer Index 5.45 9.35
Ratio: Return / Standard Deviation 0.88 1.13
Ratio: Return / Deepest Drawdown 0.67 0.65
Metrics calculated over the period 1 May 2016 - 30 April 2026
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Cape US Sector Value Technology
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.54 19.87
Infl. Adjusted (%) 11.51 16.70
DRAWDOWN
Deepest Drawdown Depth (%) -21.00 -32.58
Start to Recovery (months) 6 24
Longest Drawdown Depth (%) -20.07 -32.58
Start to Recovery (months) 19 24
Longest Negative Period (months) 26 28
RISK INDICATORS
Standard Deviation (%) 14.84 17.37
Sharpe Ratio 0.87 1.05
Sortino Ratio 1.17 1.45
Ulcer Index 4.82 8.22
Ratio: Return / Standard Deviation 0.98 1.14
Ratio: Return / Deepest Drawdown 0.69 0.61
Metrics calculated over the period 1 November 2012 - 30 April 2026
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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 May 2016 - 30 April 2026 (10 years)
Period: 1 November 2012 - 30 April 2026 (~14 years)

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Cape US Sector Value Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-32.58 24 Jan 2022
Dec 2023
-21.00 6 Feb 2020
Jul 2020
-20.07 19 Jan 2022
Jul 2023
-16.96 8 Sep 2018
Apr 2019
-15.27 7 Oct 2018
Apr 2019
-12.90 3 Feb 2020
Apr 2020
-10.08 5 Feb 2025
Jun 2025
-9.82 8 Dec 2015
Jul 2016
-8.88 3 Aug 2015
Oct 2015
-8.74 3 Aug 2015
Oct 2015
-8.65 3 Sep 2020
Nov 2020
-8.27 5 Aug 2023
Dec 2023
-8.23 3 May 2019
Jul 2019
-8.01 6 Nov 2025
Apr 2026
-7.33 2* Mar 2026
In progress

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 April 2026 (~14 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 Technology
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 0.97 -7.33 8.83 -7.07
2025
 9.10 -4.59 20.77 -10.08
2024
 14.40 -6.08 25.58 -4.37
2023
 27.65 -8.27 54.86 -8.42
2022
 -15.62 -20.07 -32.58 -32.58
2021
 27.80 -5.00 27.42 -5.68
2020
 19.47 -21.00 48.40 -12.90
2019
 32.61 -5.96 38.96 -8.23
2018
 -3.51 -15.27 -0.12 -16.96
2017
 21.38 -0.24 32.66 -2.32
2016
 18.06 -4.58 7.10 -8.37
2015
 4.57 -8.74 9.45 -8.88
2014
 15.77 -3.84 19.18 -3.04
2013
 33.36 -2.99 36.63 -2.39
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Mastering ETF Investing
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