Developed World ex-US 80/20 Portfolio vs Technology Portfolio Portfolio Comparison

Simulation Settings

Period: January 1985 - February 2026 (~41 years)
Consolidated Returns as of 28 February 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1996/03 - 2026/02)

All Data
(1985/01 - 2026/02)

Inflation Adjusted:

Developed World ex-US 80/20 Portfolio

1.00$
Invested Capital
March 1996
6.22$
Final Capital
February 2026
6.28%
Yearly Return
13.26%
Std Deviation
-47.74%
Max Drawdown
71months
Recovery Period

1.00$
Invested Capital
March 1996
2.94$
Final Capital
February 2026
3.66%
Yearly Return
13.26%
Std Deviation
-48.61%
Max Drawdown
80months
Recovery Period

1.00$
Invested Capital
January 1985
29.76$
Final Capital
February 2026
8.59%
Yearly Return
13.97%
Std Deviation
-47.74%
Max Drawdown
71months
Recovery Period

1.00$
Invested Capital
January 1985
9.58$
Final Capital
February 2026
5.64%
Yearly Return
13.97%
Std Deviation
-48.61%
Max Drawdown
80months
Recovery Period

Technology Portfolio

1.00$
Invested Capital
March 1996
46.85$
Final Capital
February 2026
13.68%
Yearly Return
23.99%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period

1.00$
Invested Capital
March 1996
22.17$
Final Capital
February 2026
10.88%
Yearly Return
23.99%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period

1.00$
Invested Capital
January 1985
299.11$
Final Capital
February 2026
14.85%
Yearly Return
23.20%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period

1.00$
Invested Capital
January 1985
96.34$
Final Capital
February 2026
11.74%
Yearly Return
23.20%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period

As of February 2026, in the previous 30 Years, the Developed World ex-US 80/20 Portfolio obtained a 6.28% compound annual return, with a 13.26% standard deviation. It suffered a maximum drawdown of -47.74% that required 71 months to be recovered.

As of February 2026, in the previous 30 Years, the Technology Portfolio obtained a 13.68% compound annual return, with a 23.99% standard deviation. It suffered a maximum drawdown of -81.08% that required 175 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.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Developed World ex-US 80/20 Portfolio

Weight (%)	Ticker	Name
80.00	VEA	Vanguard FTSE Developed Markets
20.00	BNDX	Vanguard Total International Bond

Technology Portfolio

Weight (%)	Ticker	Name
100.00	QQQ	Invesco QQQ Trust

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Portfolio Returns as of Feb 28, 2026

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

30 Years
(1996/03 - 2026/02)

All Data
(1985/01 - 2026/02)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Developed World ex-US 80/20	1 $	6.22 $	521.97%	6.28%
Technology	1 $	46.85 $	4 585.02%	13.68%
	Mar 1996	Feb 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Developed World ex-US 80/20	1 $	2.94 $	194.33%	3.66%
Technology	1 $	22.17 $	2 117.04%	10.88%
	Mar 1996	Feb 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Developed World ex-US 80/20	1 $	29.76 $	2 875.79%	8.59%
Technology	1 $	299.11 $	29 810.75%	14.85%
	Jan 1985	Feb 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Developed World ex-US 80/20	1 $	9.58 $	858.49%	5.64%
Technology	1 $	96.34 $	9 534.09%	11.74%
	Jan 1985	Feb 2026

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		Return (%) as of Feb 28, 2026
		YTD (2M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Developed World ex-US 80/20 -- Market Benchmark	10.36	5.23	18.50	34.43	9.37	9.32	6.28	8.59
	Technology -- Market Benchmark	-1.14	-2.34	6.73	20.11	14.78	20.34	13.68	14.85
Returns over 1 year are annualized.

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Portfolio Metrics as of Feb 28, 2026

The following metrics, updated as of 28 February 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 March 2025 - 28 February 2026 (1 year)

Period: 1 March 2021 - 28 February 2026 (5 years)

Period: 1 March 2016 - 28 February 2026 (10 years)

Period: 1 March 1996 - 28 February 2026 (30 years)

Period: 1 January 1985 - 28 February 2026 (~41 years)

1 Year

5 Years

10 Years

30 Years

All (1985/01 - 2026/02)

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	Developed World ex-US 80/20	Technology
Author
ASSET ALLOCATION
Stocks	80%	100%
Fixed Income	20%	0%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	34.43	20.11
Infl. Adjusted (%)	31.27	17.29
DRAWDOWN
Deepest Drawdown Depth (%)	-1.16	-7.59
Start to Recovery (months)	2	3
Longest Drawdown Depth (%)	-0.23	-3.34
Start to Recovery (months)	2	4*
Longest Negative Period (months)	1	4*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	6.58	14.87
Sharpe Ratio	4.62	1.08
Sortino Ratio	6.08	1.49
Ulcer Index	0.33	3.00
Ratio: Return / Standard Deviation	5.23	1.35
Ratio: Return / Deepest Drawdown	29.58	2.65
Metrics calculated over the period 1 March 2025 - 28 February 2026

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	Developed World ex-US 80/20	Technology
Author
ASSET ALLOCATION
Stocks	80%	100%
Fixed Income	20%	0%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	9.37	14.78
Infl. Adjusted (%)	4.72	9.90
DRAWDOWN
Deepest Drawdown Depth (%)	-25.24	-32.58
Start to Recovery (months)	31	24
Longest Drawdown Depth (%)	-25.24	-32.58
Start to Recovery (months)	31	24
Longest Negative Period (months)	32	27
RISK INDICATORS
Standard Deviation (%)	12.92	19.22
Sharpe Ratio	0.48	0.60
Sortino Ratio	0.64	0.80
Ulcer Index	7.94	12.46
Ratio: Return / Standard Deviation	0.73	0.77
Ratio: Return / Deepest Drawdown	0.37	0.45
Metrics calculated over the period 1 March 2021 - 28 February 2026

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	Developed World ex-US 80/20	Technology
Author
ASSET ALLOCATION
Stocks	80%	100%
Fixed Income	20%	0%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	9.32	20.34
Infl. Adjusted (%)	5.85	16.53
DRAWDOWN
Deepest Drawdown Depth (%)	-25.24	-32.58
Start to Recovery (months)	31	24
Longest Drawdown Depth (%)	-25.24	-32.58
Start to Recovery (months)	31	24
Longest Negative Period (months)	60	28
RISK INDICATORS
Standard Deviation (%)	12.45	18.13
Sharpe Ratio	0.58	1.01
Sortino Ratio	0.77	1.35
Ulcer Index	6.91	9.33
Ratio: Return / Standard Deviation	0.75	1.12
Ratio: Return / Deepest Drawdown	0.37	0.62
Metrics calculated over the period 1 March 2016 - 28 February 2026

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	Developed World ex-US 80/20	Technology
Author
ASSET ALLOCATION
Stocks	80%	100%
Fixed Income	20%	0%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	6.28	13.68
Infl. Adjusted (%)	3.66	10.88
DRAWDOWN
Deepest Drawdown Depth (%)	-47.74	-81.08
Start to Recovery (months)	71	175
Longest Drawdown Depth (%)	-47.74	-81.08
Start to Recovery (months)	71	175
Longest Negative Period (months)	113	174
RISK INDICATORS
Standard Deviation (%)	13.26	23.99
Sharpe Ratio	0.31	0.48
Sortino Ratio	0.41	0.65
Ulcer Index	13.09	39.57
Ratio: Return / Standard Deviation	0.47	0.57
Ratio: Return / Deepest Drawdown	0.13	0.17
Metrics calculated over the period 1 March 1996 - 28 February 2026

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	Developed World ex-US 80/20	Technology
Author
ASSET ALLOCATION
Stocks	80%	100%
Fixed Income	20%	0%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	8.59	14.85
Infl. Adjusted (%)	5.64	11.74
DRAWDOWN
Deepest Drawdown Depth (%)	-47.74	-81.08
Start to Recovery (months)	71	175
Longest Drawdown Depth (%)	-47.74	-81.08
Start to Recovery (months)	71	175
Longest Negative Period (months)	113	174
RISK INDICATORS
Standard Deviation (%)	13.97	23.20
Sharpe Ratio	0.39	0.50
Sortino Ratio	0.53	0.68
Ulcer Index	12.01	34.14
Ratio: Return / Standard Deviation	0.62	0.64
Ratio: Return / Deepest Drawdown	0.18	0.18
Metrics calculated over the period 1 January 1985 - 28 February 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 March 1996 - 28 February 2026 (30 years)

Period: 1 January 1985 - 28 February 2026 (~41 years)

30 Years
(1996/03 - 2026/02)

Chart Table

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Developed World ex-US 80/20			Technology
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
			-81.08	175	Apr 2000 Oct 2014
-47.74	71	Nov 2007 Sep 2013
-36.04	56	Apr 2000 Nov 2004
			-32.58	24	Jan 2022 Dec 2023
-25.24	31	Sep 2021 Mar 2024
-19.27	11	Jan 2020 Nov 2020
			-17.20	3	Aug 1998 Oct 1998
			-16.96	8	Sep 2018 Apr 2019
-14.39	23	Feb 2018 Dec 2019
			-13.51	4	Feb 1997 May 1997
-13.21	23	May 2015 Mar 2017
			-12.90	3	Feb 2020 Apr 2020
			-10.50	7	Aug 1997 Feb 1998
-10.17	6	Jun 1998 Nov 1998
			-10.08	5	Feb 2025 Jun 2025

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Developed World ex-US 80/20			Technology
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
			-81.08	175	Apr 2000 Oct 2014
-47.74	71	Nov 2007 Sep 2013
-36.04	56	Apr 2000 Nov 2004
			-34.57	21	Sep 1987 May 1989
			-32.58	24	Jan 2022 Dec 2023
			-27.64	8	Jul 1990 Feb 1991
-25.24	31	Sep 2021 Mar 2024
-24.86	40	Jan 1990 Apr 1993
-19.27	11	Jan 2020 Nov 2020
			-17.20	3	Aug 1998 Oct 1998
			-16.96	8	Sep 2018 Apr 2019
			-15.73	8	Jun 1986 Jan 1987
-14.39	23	Feb 2018 Dec 2019
			-13.51	4	Feb 1997 May 1997
			-13.48	9	Mar 1992 Nov 1992

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 - 28 February 2026 (~41 years)

Rolling Period:

Developed World ex-US 80/20
Technology

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 80/20		Technology
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	10.36	0.00	-1.14	-2.34
2025	28.71	-1.16	20.77	-10.08
2024	3.23	-6.55	25.58	-4.37
2023	16.11	-9.05	54.86	-8.42
2022	-14.84	-24.60	-32.58	-32.58
2021	8.88	-4.09	27.42	-5.68
2020	8.72	-19.27	48.40	-12.90
2019	19.67	-4.01	38.96	-8.23
2018	-11.24	-14.39	-0.12	-16.96
2017	21.61	0.00	32.66	-2.32
2016	3.06	-6.24	7.10	-8.37
2015	-0.06	-10.16	9.45	-8.88
2014	-3.03	-7.17	19.18	-3.04
2013	17.30	-5.38	36.63	-2.39
2012	16.75	-10.50	18.12	-8.13
2011	-8.12	-18.69	3.47	-10.79
2010	8.38	-11.60	20.14	-12.93
2009	25.05	-18.06	54.68	-7.43
2008	-32.99	-37.70	-41.73	-43.03
2007	9.92	-4.83	19.02	-6.83
2006	21.60	-3.01	7.14	-11.54
2005	11.88	-3.26	1.57	-12.37
2004	17.42	-2.80	10.54	-9.86
2003	31.72	-6.16	49.67	-2.90
2002	-10.63	-17.69	-37.37	-46.75
2001	-15.38	-19.79	-33.34	-54.93
2000	-9.59	-12.40	-36.11	-46.69
1999	30.43	-3.75	101.95	-9.49
1998	16.63	-10.17	85.30	-17.20
1997	-2.08	-9.05	20.63	-13.51
1996	4.67	-2.78	42.54	-8.14
1995	7.43	-6.85	42.54	-3.77
1994	6.35	-4.29	1.50	-12.97
1993	27.22	-8.74	10.58	-8.26
1992	-9.45	-11.62	8.86	-13.48
1991	11.87	-7.63	64.99	-8.89
1990	-18.39	-24.86	-10.41	-27.64
1989	12.50	-5.01	26.17	-4.64
1988	22.29	-7.44	13.54	-10.50
1987	25.08	-11.30	10.50	-34.57
1986	53.97	-7.39	6.89	-15.73
1985	49.82	-0.79	35.61	-6.97

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Feb 28, 2026

Portfolio Metrics as of Feb 28, 2026

Drawdowns

Rolling Returns

Yearly Returns