Developed World ex-US 20/80 Portfolio vs Bill Bernstein Sheltered Sam 30/70 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond June 2025.
Reset settings
Close
Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Developed World ex-US 20/80 Portfolio
1.00$
Invested Capital
July 1995
4.81$
Final Capital
June 2025
5.38%
Yearly Return
5.24%
Std Deviation
-16.80%
Max Drawdown
43months
Recovery Period
1.00$
Invested Capital
July 1995
2.28$
Final Capital
June 2025
2.78%
Yearly Return
5.24%
Std Deviation
-25.20%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
16.63$
Final Capital
June 2025
7.19%
Yearly Return
5.80%
Std Deviation
-16.80%
Max Drawdown
43months
Recovery Period
1.00$
Invested Capital
January 1985
5.46$
Final Capital
June 2025
4.28%
Yearly Return
5.80%
Std Deviation
-25.20%
Max Drawdown
54months*
Recovery Period
* in progress
Bill Bernstein Sheltered Sam 30/70 Portfolio
1.00$
Invested Capital
July 1995
5.35$
Final Capital
June 2025
5.75%
Yearly Return
5.18%
Std Deviation
-16.58%
Max Drawdown
18months
Recovery Period
1.00$
Invested Capital
July 1995
2.54$
Final Capital
June 2025
3.15%
Yearly Return
5.18%
Std Deviation
-18.58%
Max Drawdown
49months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
17.11$
Final Capital
June 2025
7.26%
Yearly Return
5.48%
Std Deviation
-16.58%
Max Drawdown
18months
Recovery Period
1.00$
Invested Capital
January 1985
5.61$
Final Capital
June 2025
4.35%
Yearly Return
5.48%
Std Deviation
-18.58%
Max Drawdown
49months*
Recovery Period
* in progress

As of June 2025, in the previous 30 Years, the Developed World ex-US 20/80 Portfolio obtained a 5.38% compound annual return, with a 5.24% standard deviation. It suffered a maximum drawdown of -16.80% that required 43 months to be recovered.

As of June 2025, in the previous 30 Years, the Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.75% compound annual return, with a 5.18% standard deviation. It suffered a maximum drawdown of -16.58% that required 18 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.
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Weight
(%)
Ticker Name
20.00
VEA
Vanguard FTSE Developed Markets
80.00
BNDX
Vanguard Total International Bond
Weight
(%)
Ticker Name
7.50
VTV
Vanguard Value
6.00
VV
Vanguard Large-Cap
4.50
IJS
iShares S&P Small-Cap 600 Value
3.00
VNQ
Vanguard Real Estate
2.10
EFV
iShares MSCI EAFE Value
1.50
EEM
iShares MSCI Emerging Markets
1.50
IJR
iShares Core S&P Small-Cap
1.50
VGK
Vanguard FTSE Europe
1.50
VPL
Vanguard FTSE Pacific
42.00
SHY
iShares 1-3 Year Treasury Bond
28.00
TIP
iShares TIPS Bond
0.90
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares
Evaluate your portfolio strategy in 7 different currencies

Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 20/80
1 $ 4.81 $ 380.99% 5.38%
Bill Bernstein Sheltered Sam 30/70
Bill Bernstein
1 $ 5.35 $ 435.07% 5.75%

Loading data
Please wait
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 20/80
1 $ 2.28 $ 127.94% 2.78%
Bill Bernstein Sheltered Sam 30/70
Bill Bernstein
1 $ 2.54 $ 153.57% 3.15%

Loading data
Please wait
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 20/80
1 $ 16.63 $ 1 563.14% 7.19%
Bill Bernstein Sheltered Sam 30/70
Bill Bernstein
1 $ 17.11 $ 1 611.36% 7.26%

Loading data
Please wait
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 20/80
1 $ 5.46 $ 445.62% 4.28%
Bill Bernstein Sheltered Sam 30/70
Bill Bernstein
1 $ 5.61 $ 461.44% 4.35%

Loading data
Please wait
Swipe left to see all data
Return (%) as of Jun 30, 2025
YTD
(6M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US 20/80
-- Market Benchmark
5.75 1.02 5.75 8.84 2.25 3.23 5.38 7.19
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bernstein.webp Sheltered Sam 30/70
Bill Bernstein
4.51 1.65 4.51 8.09 4.70 4.16 5.75 7.26
Returns over 1 year are annualized.
Tailored Portfolios for every Investment Strategy

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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Author Bill Bernstein
ASSET ALLOCATION
Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
PERFORMANCES
Annualized Return (%) 8.84 8.09
Infl. Adjusted (%) 5.95 5.22
DRAWDOWN
Deepest Drawdown Depth (%) -1.66 -2.02
Start to Recovery (months) 5 3
Longest Drawdown Depth (%) -1.66 -2.02
Start to Recovery (months) 5 3
Longest Negative Period (months) 6 5
RISK INDICATORS
Standard Deviation (%) 4.33 4.54
Sharpe Ratio 0.97 0.76
Sortino Ratio 1.18 0.95
Ulcer Index 0.71 0.72
Ratio: Return / Standard Deviation 2.04 1.78
Ratio: Return / Deepest Drawdown 5.31 4.00
Metrics calculated over the period 1 July 2024 - 30 June 2025
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Author Bill Bernstein
ASSET ALLOCATION
Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
PERFORMANCES
Annualized Return (%) 2.25 4.70
Infl. Adjusted (%) -2.23 0.11
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 43 31
Longest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 43 31
Longest Negative Period (months) 48 34
RISK INDICATORS
Standard Deviation (%) 6.66 6.36
Sharpe Ratio -0.06 0.32
Sortino Ratio -0.09 0.42
Ulcer Index 7.05 4.44
Ratio: Return / Standard Deviation 0.34 0.74
Ratio: Return / Deepest Drawdown 0.13 0.37
Metrics calculated over the period 1 July 2020 - 30 June 2025
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Author Bill Bernstein
ASSET ALLOCATION
Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
PERFORMANCES
Annualized Return (%) 3.23 4.16
Infl. Adjusted (%) 0.15 1.06
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 43 31
Longest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 43 31
Longest Negative Period (months) 59 34
RISK INDICATORS
Standard Deviation (%) 5.51 5.50
Sharpe Ratio 0.25 0.43
Sortino Ratio 0.34 0.56
Ulcer Index 5.08 3.32
Ratio: Return / Standard Deviation 0.59 0.76
Ratio: Return / Deepest Drawdown 0.19 0.33
Metrics calculated over the period 1 July 2015 - 30 June 2025
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Author Bill Bernstein
ASSET ALLOCATION
Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
PERFORMANCES
Annualized Return (%) 5.38 5.75
Infl. Adjusted (%) 2.78 3.15
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -16.58
Start to Recovery (months) 43 18
Longest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 43 31
Longest Negative Period (months) 59 41
RISK INDICATORS
Standard Deviation (%) 5.24 5.18
Sharpe Ratio 0.59 0.67
Sortino Ratio 0.80 0.88
Ulcer Index 3.74 2.80
Ratio: Return / Standard Deviation 1.03 1.11
Ratio: Return / Deepest Drawdown 0.32 0.35
Metrics calculated over the period 1 July 1995 - 30 June 2025
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Author Bill Bernstein
ASSET ALLOCATION
Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
PERFORMANCES
Annualized Return (%) 7.19 7.26
Infl. Adjusted (%) 4.28 4.35
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -16.58
Start to Recovery (months) 43 18
Longest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 43 31
Longest Negative Period (months) 59 41
RISK INDICATORS
Standard Deviation (%) 5.80 5.48
Sharpe Ratio 0.69 0.75
Sortino Ratio 0.98 1.00
Ulcer Index 3.43 2.61
Ratio: Return / Standard Deviation 1.24 1.33
Ratio: Return / Deepest Drawdown 0.43 0.44
Metrics calculated over the period 1 January 1985 - 30 June 2025
Build wealth
with Lazy Portfolios and Passive Investing

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 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

Loading data
Please wait
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-16.80 43 Aug 2021
Feb 2025
-16.58 18 Jun 2008
Nov 2009
-15.55 18 Mar 2008
Aug 2009
-12.55 31 Jan 2022
Jul 2024
-7.46 22 Dec 1996
Sep 1998
-6.24 6 Feb 2020
Jul 2020
-5.99 6 Feb 2020
Jul 2020
-4.48 8 May 2013
Dec 2013
-4.37 9 May 2011
Jan 2012
-4.01 4 Jul 1998
Oct 1998
-3.98 7 Sep 2018
Mar 2019
-3.54 12 May 2015
Apr 2016
-3.32 5 May 2010
Sep 2010
-3.26 6 Apr 2004
Sep 2004
-3.06 12 Apr 2015
Mar 2016

Loading data
Please wait
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-16.80 43 Aug 2021
Feb 2025
-16.58 18 Jun 2008
Nov 2009
-15.55 18 Mar 2008
Aug 2009
-12.55 31 Jan 2022
Jul 2024
-7.59 10 Sep 1987
Jun 1988
-7.46 22 Dec 1996
Sep 1998
-7.02 7 Jan 1990
Jul 1990
-6.51 18 Feb 1994
Jul 1995
-6.31 5 Aug 1990
Dec 1990
-6.24 6 Feb 2020
Jul 2020
-5.99 6 Feb 2020
Jul 2020
-5.67 15 Feb 1994
Apr 1995
-4.64 5 Aug 1990
Dec 1990
-4.48 8 May 2013
Dec 2013
-4.37 9 May 2011
Jan 2012

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 January 1985 - 30 June 2025 (~41 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
Developed World ex-US 20/80 Sheltered Sam 30/70
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
5.75 -0.94 4.51 -0.49
2024
3.48 -1.82 5.87 -2.02
2023
10.62 -3.65 7.25 -4.05
2022
-13.28 -15.82 -9.07 -12.55
2021
0.51 -1.64 8.27 -1.49
2020
5.67 -5.99 6.68 -6.24
2019
10.82 -0.13 11.29 -1.23
2018
-0.71 -1.97 -2.35 -3.98
2017
7.20 -0.28 6.35 0.00
2016
4.23 -2.76 6.14 -0.94
2015
0.88 -3.06 -1.08 -3.54
2014
5.80 -0.91 3.87 -1.94
2013
3.72 -4.48 5.39 -2.64
2012
11.34 -1.93 6.92 -1.73
2011
4.42 -2.68 3.74 -4.37
2010
8.49 -1.80 8.08 -3.32
2009
17.74 -4.20 11.17 -7.71
2008
-10.01 -15.55 -8.30 -12.57
2007
6.22 -0.75 7.21 -0.78
2006
7.61 -0.62 8.56 -1.09
2005
6.71 -1.16 4.67 -1.32
2004
8.93 -1.18 8.30 -3.26
2003
10.88 -0.98 14.34 -0.69
2002
4.31 -1.24 3.99 -2.62
2001
4.28 -1.41 3.89 -2.11
2000
4.50 -1.64 9.31 -1.23
1999
7.82 -2.07 4.74 -2.18
1998
16.99 -0.92 8.32 -4.01
1997
-4.15 -6.74 12.35 -1.75
1996
4.66 -1.36 8.07 -1.16
1995
17.78 -0.82 19.30 0.00
1994
-3.88 -6.31 -2.28 -5.67
1993
19.11 -1.94 14.75 -1.45
1992
6.56 -4.18 8.20 -1.27
1991
19.03 -1.69 19.59 -1.56
1990
0.80 -7.02 2.91 -4.64
1989
11.45 -2.33 17.14 -0.61
1988
12.16 -0.98 10.47 -1.19
1987
8.87 -2.58 3.06 -7.59
1986
25.77 -3.32 17.32 -2.63
1985
31.17 -2.24 23.63 -0.55
Build wealth
with Lazy Portfolios and Passive Investing