Developed World ex-US Stocks Momentum Portfolio vs All Country World Stocks Portfolio Portfolio Comparison

Simulation Settings
Period: August 2009 - June 2025 (~16 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
All Data
(2009/08 - 2025/06)
Inflation Adjusted:
Developed World ex-US Stocks Momentum Portfolio
1.00$
Invested Capital
August 2009
3.22$
Final Capital
June 2025
7.63%
Yearly Return
14.98%
Std Deviation
-28.57%
Max Drawdown
28months
Recovery Period
1.00$
Invested Capital
August 2009
2.16$
Final Capital
June 2025
4.95%
Yearly Return
14.98%
Std Deviation
-34.35%
Max Drawdown
47months
Recovery Period
All Country World Stocks Portfolio
1.00$
Invested Capital
August 2009
4.73$
Final Capital
June 2025
10.26%
Yearly Return
14.85%
Std Deviation
-25.52%
Max Drawdown
24months
Recovery Period
1.00$
Invested Capital
August 2009
3.17$
Final Capital
June 2025
7.51%
Yearly Return
14.85%
Std Deviation
-30.11%
Max Drawdown
36months
Recovery Period

As of June 2025, over the analyzed timeframe, the Developed World ex-US Stocks Momentum Portfolio obtained a 7.63% compound annual return, with a 14.98% standard deviation. It suffered a maximum drawdown of -28.57% that required 28 months to be recovered.

As of June 2025, over the analyzed timeframe, the All Country World Stocks Portfolio obtained a 10.26% compound annual return, with a 14.85% standard deviation. It suffered a maximum drawdown of -25.52% that required 24 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.

Weight
(%)
Ticker Name
100.00
IMTM
iShares MSCI Intl Momentum Factor ETF
Weight
(%)
Ticker Name
100.00
VT
Vanguard Total World Stock
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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
(2009/08 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks Momentum
1 $ 3.22 $ 222.18% 7.63%
All Country World Stocks
1 $ 4.73 $ 373.10% 10.26%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks Momentum
1 $ 2.16 $ 115.74% 4.95%
All Country World Stocks
1 $ 3.17 $ 216.80% 7.51%

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Return (%) as of Jun 30, 2025
YTD
(6M)
1M 6M 1Y 5Y 10Y MAX
(~16Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US Stocks Momentum
-- Market Benchmark
23.64 3.47 23.64 21.31 11.04 7.78 7.63
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World Stocks
-- Market Benchmark
10.28 4.67 10.28 16.30 13.73 10.01 10.26
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 August 2009 - 30 June 2025 (~16 years)
1 Year
5 Years
10 Years
All (2009/08 - 2025/06)
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Developed World ex-US Stocks Momentum All Country World Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 21.31 16.30
Infl. Adjusted (%) 18.43 13.54
DRAWDOWN
Deepest Drawdown Depth (%) -5.99 -3.92
Start to Recovery (months) 5 4
Longest Drawdown Depth (%) -5.99 -3.92
Start to Recovery (months) 5 4
Longest Negative Period (months) 6 7
RISK INDICATORS
Standard Deviation (%) 10.48 10.10
Sharpe Ratio 1.59 1.15
Sortino Ratio 2.12 1.54
Ulcer Index 2.18 1.76
Ratio: Return / Standard Deviation 2.03 1.61
Ratio: Return / Deepest Drawdown 3.56 4.16
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Developed World ex-US Stocks Momentum All Country World Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.04 13.73
Infl. Adjusted (%) 6.23 8.80
DRAWDOWN
Deepest Drawdown Depth (%) -28.57 -25.52
Start to Recovery (months) 28 24
Longest Drawdown Depth (%) -28.57 -25.52
Start to Recovery (months) 28 24
Longest Negative Period (months) 35 31
RISK INDICATORS
Standard Deviation (%) 15.05 15.40
Sharpe Ratio 0.56 0.72
Sortino Ratio 0.75 0.98
Ulcer Index 9.50 8.30
Ratio: Return / Standard Deviation 0.73 0.89
Ratio: Return / Deepest Drawdown 0.39 0.54
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Developed World ex-US Stocks Momentum All Country World Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.78 10.01
Infl. Adjusted (%) 4.60 6.76
DRAWDOWN
Deepest Drawdown Depth (%) -28.57 -25.52
Start to Recovery (months) 28 24
Longest Drawdown Depth (%) -28.57 -25.52
Start to Recovery (months) 28 24
Longest Negative Period (months) 59 34
RISK INDICATORS
Standard Deviation (%) 14.00 15.02
Sharpe Ratio 0.43 0.55
Sortino Ratio 0.57 0.73
Ulcer Index 8.53 7.23
Ratio: Return / Standard Deviation 0.56 0.67
Ratio: Return / Deepest Drawdown 0.27 0.39
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Developed World ex-US Stocks Momentum All Country World Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.63 10.26
Infl. Adjusted (%) 4.95 7.51
DRAWDOWN
Deepest Drawdown Depth (%) -28.57 -25.52
Start to Recovery (months) 28 24
Longest Drawdown Depth (%) -16.18 -25.52
Start to Recovery (months) 35 24
Longest Negative Period (months) 67 34
RISK INDICATORS
Standard Deviation (%) 14.98 14.85
Sharpe Ratio 0.43 0.61
Sortino Ratio 0.59 0.83
Ulcer Index 9.22 6.88
Ratio: Return / Standard Deviation 0.51 0.69
Ratio: Return / Deepest Drawdown 0.27 0.40
Metrics calculated over the period 1 August 2009 - 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 August 2009 - 30 June 2025 (~16 years)

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Developed World ex-US Stocks Momentum All Country World Stocks
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-28.57 28 Nov 2021
Feb 2024
-26.91 24 May 2011
Apr 2013
-25.52 24 Jan 2022
Dec 2023
-22.15 8 Jan 2020
Aug 2020
-21.87 21 May 2011
Jan 2013
-19.22 23 Feb 2018
Dec 2019
-16.18 35 Jul 2014
May 2017
-15.97 5 Feb 2020
Jun 2020
-14.45 21 Feb 2018
Oct 2019
-14.08 6 Apr 2010
Sep 2010
-13.76 19 Jun 2015
Dec 2016
-12.80 6 Apr 2010
Sep 2010
-7.18 3 Jan 2010
Mar 2010
-6.52 5 May 2013
Sep 2013
-5.99 5 Oct 2024
Feb 2025

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 August 2009 - 30 June 2025 (~16 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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Developed World ex-US Stocks Momentum All Country World Stocks
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
23.64 -0.25 10.28 -3.92
2024
12.17 -5.99 16.49 -3.58
2023
13.90 -8.35 22.03 -9.69
2022
-16.80 -28.32 -18.01 -25.52
2021
6.60 -4.63 18.27 -4.10
2020
22.16 -15.97 16.61 -22.15
2019
24.51 -2.38 26.82 -5.97
2018
-14.30 -19.22 -9.76 -14.45
2017
25.46 -0.73 24.49 0.00
2016
0.47 -7.09 8.51 -6.91
2015
-1.60 -12.26 -1.86 -11.65
2014
-9.19 -9.77 3.67 -4.44
2013
22.20 -6.52 22.95 -3.20
2012
17.94 -8.24 17.12 -10.01
2011
-14.36 -26.91 -7.50 -21.87
2010
14.14 -14.08 13.08 -12.80
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