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

Simulation Settings
Period: August 2009 - February 2026 (~17 years)
Consolidated Returns as of 28 February 2026
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
All Data
(2009/08 - 2026/02)
Inflation Adjusted:
Developed World ex-US Stocks Portfolio
1.00$
Invested Capital
August 2009
3.71$
Final Capital
February 2026
8.22%
Yearly Return
15.68%
Std Deviation
-28.08%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
August 2009
2.43$
Final Capital
February 2026
5.50%
Yearly Return
15.68%
Std Deviation
-34.28%
Max Drawdown
48months
Recovery Period
Developed World ex-US Stocks Momentum Portfolio
1.00$
Invested Capital
August 2009
3.85$
Final Capital
February 2026
8.47%
Yearly Return
14.81%
Std Deviation
-28.57%
Max Drawdown
28months
Recovery Period
1.00$
Invested Capital
August 2009
2.52$
Final Capital
February 2026
5.74%
Yearly Return
14.81%
Std Deviation
-34.35%
Max Drawdown
47months
Recovery Period

As of February 2026, over the analyzed timeframe, the Developed World ex-US Stocks Portfolio obtained a 8.22% compound annual return, with a 15.68% standard deviation. It suffered a maximum drawdown of -28.08% that required 30 months to be recovered.

As of February 2026, over the analyzed timeframe, the Developed World ex-US Stocks Momentum Portfolio obtained a 8.47% compound annual return, with a 14.81% standard deviation. It suffered a maximum drawdown of -28.57% that required 28 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.

Weight
(%)
Ticker Name
100.00
VEA
Vanguard FTSE Developed Markets
Weight
(%)
Ticker Name
100.00
IMTM
iShares MSCI Intl Momentum Factor ETF
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Portfolio Returns as of Feb 28, 2026

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
All Data
(2009/08 - 2026/02)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
1 $ 3.71 $ 270.64% 8.22%
Developed World ex-US Stocks Momentum
1 $ 3.85 $ 285.12% 8.47%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
1 $ 2.43 $ 142.98% 5.50%
Developed World ex-US Stocks Momentum
1 $ 2.52 $ 152.47% 5.74%

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Return (%) as of Feb 28, 2026
YTD
(2M)
1M 6M 1Y 5Y 10Y MAX
(~17Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US Stocks
-- Market Benchmark
12.44 6.10 22.25 42.31 11.44 11.01 8.22
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US Stocks Momentum
-- Market Benchmark
9.88 3.99 17.35 38.05 11.01 11.29 8.47
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 August 2009 - 28 February 2026 (~17 years)
1 Year
5 Years
10 Years
All (2009/08 - 2026/02)
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Developed World ex-US Stocks Developed World ex-US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 42.31 38.05
Infl. Adjusted (%) 38.97 34.81
DRAWDOWN
Deepest Drawdown Depth (%) -1.39 -2.04
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -0.01 -0.25
Start to Recovery (months) 2 2
Longest Negative Period (months) 1 1
RISK INDICATORS
Standard Deviation (%) 7.77 8.62
Sharpe Ratio 4.93 3.95
Sortino Ratio 6.53 5.14
Ulcer Index 0.38 0.58
Ratio: Return / Standard Deviation 5.45 4.41
Ratio: Return / Deepest Drawdown 30.53 18.69
Metrics calculated over the period 1 March 2025 - 28 February 2026
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Developed World ex-US Stocks Developed World ex-US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.44 11.01
Infl. Adjusted (%) 6.70 6.29
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -28.57
Start to Recovery (months) 30 28
Longest Drawdown Depth (%) -28.08 -28.57
Start to Recovery (months) 30 28
Longest Negative Period (months) 32 33
RISK INDICATORS
Standard Deviation (%) 15.22 14.48
Sharpe Ratio 0.54 0.54
Sortino Ratio 0.73 0.71
Ulcer Index 8.42 9.48
Ratio: Return / Standard Deviation 0.75 0.76
Ratio: Return / Deepest Drawdown 0.41 0.39
Metrics calculated over the period 1 March 2021 - 28 February 2026
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Developed World ex-US Stocks Developed World ex-US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.01 11.29
Infl. Adjusted (%) 7.49 7.76
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -28.57
Start to Recovery (months) 30 28
Longest Drawdown Depth (%) -24.14 -28.57
Start to Recovery (months) 34 28
Longest Negative Period (months) 62 59
RISK INDICATORS
Standard Deviation (%) 15.13 13.72
Sharpe Ratio 0.59 0.67
Sortino Ratio 0.79 0.89
Ulcer Index 8.07 8.03
Ratio: Return / Standard Deviation 0.73 0.82
Ratio: Return / Deepest Drawdown 0.39 0.40
Metrics calculated over the period 1 March 2016 - 28 February 2026
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Developed World ex-US Stocks Developed World ex-US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.22 8.47
Infl. Adjusted (%) 5.50 5.74
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -28.57
Start to Recovery (months) 30 28
Longest Drawdown Depth (%) -17.94 -16.18
Start to Recovery (months) 34 35
Longest Negative Period (months) 77 67
RISK INDICATORS
Standard Deviation (%) 15.68 14.81
Sharpe Ratio 0.45 0.49
Sortino Ratio 0.60 0.66
Ulcer Index 8.74 9.03
Ratio: Return / Standard Deviation 0.52 0.57
Ratio: Return / Deepest Drawdown 0.29 0.30
Metrics calculated over the period 1 August 2009 - 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 2016 - 28 February 2026 (10 years)
Period: 1 August 2009 - 28 February 2026 (~17 years)

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Developed World ex-US Stocks Developed World ex-US Stocks Momentum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-28.57 28 Nov 2021
Feb 2024
-28.08 30 Sep 2021
Feb 2024
-26.91 24 May 2011
Apr 2013
-24.14 34 Feb 2018
Nov 2020
-23.95 24 May 2011
Apr 2013
-19.22 23 Feb 2018
Dec 2019
-17.94 34 Jul 2014
Apr 2017
-16.18 35 Jul 2014
May 2017
-15.97 5 Feb 2020
Jun 2020
-15.54 7 Apr 2010
Oct 2010
-14.08 6 Apr 2010
Sep 2010
-8.09 7 Oct 2024
Apr 2025
-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 - 28 February 2026 (~17 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 Developed World ex-US Stocks Momentum
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2026
12.44 0.00 9.88 0.00
2025
35.17 -1.39 34.50 -2.04
2024
3.15 -8.09 12.17 -5.99
2023
17.94 -10.71 13.90 -8.35
2022
-15.36 -27.52 -16.80 -28.32
2021
11.67 -4.89 6.60 -4.63
2020
9.74 -23.99 22.16 -15.97
2019
22.62 -5.21 24.51 -2.38
2018
-14.75 -18.62 -14.30 -19.22
2017
26.42 0.00 25.46 -0.73
2016
2.67 -8.44 0.47 -7.09
2015
-0.38 -12.39 -1.60 -12.26
2014
-5.98 -10.04 -9.19 -9.77
2013
21.83 -5.66 22.20 -6.52
2012
18.56 -13.28 17.94 -8.24
2011
-12.30 -23.95 -14.36 -26.91
2010
8.35 -15.54 14.14 -14.08
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