Developed World ex-US 40/60 Momentum Portfolio vs iShares Lifepath Fund Portfolio Portfolio Comparison

Simulation Settings

Period: August 2009 - June 2025 (~16 years)
Consolidated Returns as of 30 June 2025

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

(Change Settings)

Results

All Data
(2009/08 - 2025/06)

Inflation Adjusted:

Developed World ex-US 40/60 Momentum Portfolio

1.00$
Invested Capital
August 2009
2.37$
Final Capital
June 2025
5.57%
Yearly Return
6.92%
Std Deviation
-19.40%
Max Drawdown
35months
Recovery Period

1.00$
Invested Capital
August 2009
1.59$
Final Capital
June 2025
2.94%
Yearly Return
6.92%
Std Deviation
-27.53%
Max Drawdown
54months*
Recovery Period
* in progress

iShares Lifepath Fund Portfolio

1.00$
Invested Capital
August 2009
2.65$
Final Capital
June 2025
6.33%
Yearly Return
7.10%
Std Deviation
-18.92%
Max Drawdown
31months
Recovery Period

1.00$
Invested Capital
August 2009
1.78$
Final Capital
June 2025
3.68%
Yearly Return
7.10%
Std Deviation
-24.67%
Max Drawdown
46months*
Recovery Period
* in progress

As of June 2025, over the analyzed timeframe, the Developed World ex-US 40/60 Momentum Portfolio obtained a 5.57% compound annual return, with a 6.92% standard deviation. It suffered a maximum drawdown of -19.40% that required 35 months to be recovered.

As of June 2025, over the analyzed timeframe, the iShares Lifepath Fund Portfolio obtained a 6.33% compound annual return, with a 7.10% standard deviation. It suffered a maximum drawdown of -18.92% that required 31 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.

Developed World ex-US 40/60 Momentum Portfolio

Weight (%)	Ticker	Name
40.00	IMTM	iShares MSCI Intl Momentum Factor ETF
60.00	BNDX	Vanguard Total International Bond

iShares Lifepath Fund Portfolio

Weight (%)	Ticker	Name
22.09	VV	Vanguard Large-Cap
13.67	VEU	Vanguard FTSE All-World ex-US
4.15	IJR	iShares Core S&P Small-Cap
0.51	VNQ	Vanguard Real Estate
50.82	BND	Vanguard Total Bond Market
8.76	TIP	iShares TIPS Bond

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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

All Data
(2009/08 - 2025/06)

Inflation Adjusted:

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Developed World ex-US 40/60 Momentum	1 $	2.37 $	136.99%	5.57%
Lifepath Fund iShares	1 $	2.65 $	165.47%	6.33%
	Aug 2009	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Developed World ex-US 40/60 Momentum	1 $	1.59 $	58.69%	2.94%
Lifepath Fund iShares	1 $	1.78 $	77.77%	3.68%
	Aug 2009	Jun 2025

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		Return (%) as of Jun 30, 2025
		YTD (6M)	1M	6M	1Y	5Y	10Y	MAX (~16Y)
	Developed World ex-US 40/60 Momentum -- Market Benchmark	10.66	1.71	10.66	12.32	4.49	4.61	5.57
	Lifepath Fund iShares	6.22	2.71	6.22	10.02	5.29	5.50	6.33
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 40/60 Momentum	Lifepath Fund
Author		iShares
ASSET ALLOCATION
Stocks	40%	40.42%
Fixed Income	60%	59.58%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	12.32	10.02
Infl. Adjusted (%)	9.65	7.41
DRAWDOWN
Deepest Drawdown Depth (%)	-2.52	-2.33
Start to Recovery (months)	5	3
Longest Drawdown Depth (%)	-2.52	-2.33
Start to Recovery (months)	5	3
Longest Negative Period (months)	5	7
RISK INDICATORS
Standard Deviation (%)	5.73	6.09
Sharpe Ratio	1.34	0.88
Sortino Ratio	1.68	1.08
Ulcer Index	0.97	1.05
Ratio: Return / Standard Deviation	2.15	1.64
Ratio: Return / Deepest Drawdown	4.90	4.31
Metrics calculated over the period 1 July 2024 - 30 June 2025

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	Developed World ex-US 40/60 Momentum	Lifepath Fund
Author		iShares
ASSET ALLOCATION
Stocks	40%	40.42%
Fixed Income	60%	59.58%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	4.49	5.29
Infl. Adjusted (%)	-0.04	0.73
DRAWDOWN
Deepest Drawdown Depth (%)	-19.40	-18.92
Start to Recovery (months)	35	31
Longest Drawdown Depth (%)	-19.40	-18.92
Start to Recovery (months)	35	31
Longest Negative Period (months)	40	39
RISK INDICATORS
Standard Deviation (%)	8.25	9.21
Sharpe Ratio	0.22	0.28
Sortino Ratio	0.30	0.38
Ulcer Index	7.44	7.37
Ratio: Return / Standard Deviation	0.54	0.57
Ratio: Return / Deepest Drawdown	0.23	0.28
Metrics calculated over the period 1 July 2020 - 30 June 2025

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	Developed World ex-US 40/60 Momentum	Lifepath Fund
Author		iShares
ASSET ALLOCATION
Stocks	40%	40.42%
Fixed Income	60%	59.58%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	4.61	5.50
Infl. Adjusted (%)	1.52	2.38
DRAWDOWN
Deepest Drawdown Depth (%)	-19.40	-18.92
Start to Recovery (months)	35	31
Longest Drawdown Depth (%)	-19.40	-18.92
Start to Recovery (months)	35	31
Longest Negative Period (months)	56	39
RISK INDICATORS
Standard Deviation (%)	7.11	7.89
Sharpe Ratio	0.39	0.47
Sortino Ratio	0.52	0.62
Ulcer Index	5.52	5.42
Ratio: Return / Standard Deviation	0.65	0.70
Ratio: Return / Deepest Drawdown	0.24	0.29
Metrics calculated over the period 1 July 2015 - 30 June 2025

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	Developed World ex-US 40/60 Momentum	Lifepath Fund
Author		iShares
ASSET ALLOCATION
Stocks	40%	40.42%
Fixed Income	60%	59.58%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	5.57	6.33
Infl. Adjusted (%)	2.94	3.68
DRAWDOWN
Deepest Drawdown Depth (%)	-19.40	-18.92
Start to Recovery (months)	35	31
Longest Drawdown Depth (%)	-19.40	-18.92
Start to Recovery (months)	35	31
Longest Negative Period (months)	56	39
RISK INDICATORS
Standard Deviation (%)	6.92	7.10
Sharpe Ratio	0.64	0.73
Sortino Ratio	0.85	0.98
Ulcer Index	4.62	4.38
Ratio: Return / Standard Deviation	0.81	0.89
Ratio: Return / Deepest Drawdown	0.29	0.33
Metrics calculated over the period 1 August 2009 - 30 June 2025

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)

Chart Table

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Developed World ex-US 40/60 Momentum			Lifepath Fund
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-19.40	35	Sep 2021 Jul 2024
			-18.92	31	Jan 2022 Jul 2024
-8.94	15	May 2011 Jul 2012
			-8.33	5	Feb 2020 Jun 2020
-7.72	5	Feb 2020 Jun 2020
-6.00	14	Feb 2018 Mar 2019
			-5.64	9	May 2011 Jan 2012
-5.38	14	May 2015 Jun 2016
			-5.27	7	Sep 2018 Mar 2019
-5.17	6	May 2013 Oct 2013
			-4.45	13	May 2015 May 2016
-4.27	8	Aug 2016 Mar 2017
-4.04	3	May 2010 Jul 2010
			-3.83	5	May 2010 Sep 2010
			-2.99	5	May 2013 Sep 2013

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)

Rolling Period:

Developed World ex-US 40/60 Momentum
Lifepath Fund

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 40/60 Momentum		Lifepath Fund
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	10.66	-0.80	6.22	-1.39
2024	7.00	-2.55	7.57	-2.89
2023	10.83	-4.47	11.93	-6.77
2022	-14.37	-19.07	-15.14	-18.92
2021	1.27	-2.17	8.05	-2.34
2020	11.65	-7.72	11.47	-8.33
2019	14.52	-0.27	16.20	-1.68
2018	-4.03	-6.00	-3.49	-5.27
2017	11.62	-0.20	11.24	0.00
2016	2.96	-4.27	6.11	-1.80
2015	0.07	-5.38	-0.37	-4.45
2014	1.57	-1.52	6.00	-1.78
2013	8.39	-5.17	9.07	-2.99
2012	12.90	-3.09	9.09	-2.74
2011	-0.59	-8.94	3.66	-5.64
2010	10.77	-4.04	10.07	-3.83

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Jun 30, 2025

Portfolio Metrics as of Jun 30, 2025

Drawdowns

Rolling Returns

Yearly Returns