All Country World Stocks To EUR Portfolio: ETF allocation and returns

Data Source: from January 1970 to June 2024 (~55 years)
Consolidated Returns as of 30 June 2024
Currency: EUR

The All Country World Stocks To EUR Portfolio can be implemented with 1 ETF. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.

The asset allocation is the following: 100% on the Stock Market, 0% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 0% allocation to bonds, leading to its classification as very high risk.

In the last 30 Years, the All Country World Stocks To EUR Portfolio obtained a 7.01% compound annual return, with a 14.66% standard deviation. It suffered a maximum drawdown of -60.93% that required 171 months to be recovered.

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Asset Allocation and ETFs

The All Country World Stocks To EUR Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

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The All Country World Stocks To EUR Portfolio can be implemented with the following ETFs:

Weight
(%)
ETF
Ticker
ETF
Currency
ETF Name Investment Themes (Orig.Currency)
100.00
IUSQ.DE
EUR iShares MSCI ACWI Equity, Global, Large Cap (Mix)

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

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Portfolio and ETF Returns as of Jun 30, 2024

The All Country World Stocks To EUR Portfolio guaranteed the following returns.

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • the actual Euro Inflation rates.
ALL COUNTRY WORLD STOCKS TO EUR PORTFOLIO
Consolidated returns as of 30 June 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
All Country World Stocks To EUR Portfolio n.a. n.a. 4.96 15.45 22.32 12.25 11.05 7.01 8.48
Euro Inflation Adjusted return 4.73 13.14 19.31 8.21 8.50 4.84 5.46
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Jun 2024. Current inflation (annualized) is 1Y: 2.53% , 5Y: 3.73% , 10Y: 2.35% , 30Y: 2.07%
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Capital Growth as of Jun 30, 2024

An investment of 1€, since July 1994, now would be worth 7.63€, with a total return of 662.90% (7.01% annualized).

The Inflation Adjusted Capital now would be 4.13€, with a net total return of 312.77% (4.84% annualized).

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An investment of 1€, since January 1970, now would be worth 84.35€, with a total return of 8334.87% (8.48% annualized).

The Inflation Adjusted Capital now would be 18.14€, with a net total return of 1714.21% (5.46% annualized).

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Portfolio Metrics as of Jun 30, 2024

Metrics of All Country World Stocks To EUR Portfolio, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the actual Euro Inflation rates.
ALL COUNTRY WORLD STOCKS TO EUR PORTFOLIO
Advanced Metrics
Data Source: 1 January 1970 - 30 June 2024 (~55 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~55Y)
Investment Return (%) 4.96 4.26 15.45 22.32 9.39 12.25 11.05 7.98 7.01 8.48
Infl. Adjusted Return (%)
4.73 3.22 13.14 19.31 3.65 8.21 8.50 5.74 4.84 5.46
Euro Inflation (%) 0.21 1.01 2.05 2.53 5.53 3.73 2.35 2.11 2.07 2.86
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) 0.00 -5.93 -13.90 -19.23 -19.23 -51.43 -60.93 -60.93
Start to Recovery (# months)
5 24 11 11 70 171 171
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2000 09 2000 09
Start to Bottom (# months) 3 6 3 3 21 102 102
Bottom (yyyy mm) 2023 10 2022 06 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 18 8 8 49 69 69
End (yyyy mm) 2023 12 2023 12 2020 11 2020 11 2013 03 2014 11 2014 11
Longest Drawdown Depth (%)
same

same
-13.90 -13.90
same

same

same
Start to Recovery (# months)
24 24
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2000 09 2000 09
Start to Bottom (# months) 3 6 6 6 21 102 102
Bottom (yyyy mm) 2023 10 2022 06 2022 06 2022 06 2009 02 2009 02 2009 02
Bottom to End (# months) 2 18 18 18 49 69 69
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2013 03 2014 11 2014 11
Longest negative period (# months)
4 26 26 27 80 173 173
Period Start (yyyy mm) 2023 07 2021 09 2021 09 2018 01 2006 03 2000 01 2000 01
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2012 10 2014 05 2014 05
Annualized Return (%) -9.97 -0.24 -0.24 -0.52 -0.13 -0.03 -0.03
Deepest Drawdown Depth (%) 0.00 -6.82 -20.86 -20.86 -20.86 -52.80 -67.31 -67.31
Start to Recovery (# months)
5 30 30 30 84 208 208
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2000 09 2000 09
Start to Bottom (# months) 3 12 12 12 21 102 102
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2009 02 2009 02 2009 02
Bottom to End (# months) 2 18 18 18 63 106 106
End (yyyy mm) 2023 12 2024 06 2024 06 2024 06 2014 05 2017 12 2017 12
Longest Drawdown Depth (%)
same

same

same

same

same

same

same
Start to Recovery (# months)
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2000 09 2000 09
Start to Bottom (# months) 3 12 12 12 21 102 102
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2009 02 2009 02 2009 02
Bottom to End (# months) 2 18 18 18 63 106 106
End (yyyy mm) 2023 12 2024 06 2024 06 2024 06 2014 05 2017 12 2017 12
Longest negative period (# months)
4 30 32 37 93 240 264
Period Start (yyyy mm) 2023 07 2021 07 2021 03 2017 03 2005 12 2000 04 1987 03
Period End (yyyy mm) 2023 10 2023 12 2023 10 2020 03 2013 08 2020 03 2009 02
Annualized Return (%) -12.27 -0.63 -0.79 -0.30 -0.07 -0.06 -0.15
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 9.94 12.50 13.86 12.96 13.10 14.66 16.23
Sharpe Ratio 1.71 0.51 0.74 0.75 0.50 0.32 0.28
Sortino Ratio 2.23 0.71 0.98 0.99 0.67 0.42 0.38
Ulcer Index 1.87 6.18 6.12 5.45 13.79 24.67 20.66
Ratio: Return / Standard Deviation 2.24 0.75 0.88 0.85 0.61 0.48 0.52
Ratio: Return / Deepest Drawdown 3.76 0.68 0.64 0.57 0.16 0.12 0.14
Positive Months (%)
66.66 61.11 65.00 65.83 61.66 60.27 59.78
Positive Months 8 22 39 79 148 217 391
Negative Months 4 14 21 41 92 143 263
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 11.05 13.74 13.74 22.64
Worst 10 Years Return (%) - Annualized 3.61 -5.40 -5.40
Best 10 Years Return (%) - Annualized 8.50 12.34 12.34 18.96
Worst 10 Years Return (%) - Annualized 2.14 -7.36 -7.36
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· Over the latest 30Y
Best Rolling Return (%) - Annualized 54.98 28.20 24.53 13.74 7.98 7.01
Worst Rolling Return (%) - Annualized -41.07 -22.93 -10.01 -5.40 1.59
Positive Periods (%) 75.0 78.4 68.4 81.3 100.0 100.0
Best Rolling Return (%) - Annualized 52.71 26.53 22.57 12.34 5.74 4.84
Worst Rolling Return (%) - Annualized -41.99 -24.70 -12.00 -7.36 -0.06
Positive Periods (%) 71.6 76.0 63.1 77.5 99.1 100.0
95% VaR - Value at Risk (%) - Cumulative
6.30 10.08 13.11 29.67 50.49 37.87 52.85 0.00
95% CVaR - Conditional Value at Risk (%) 8.06 13.13 17.41 34.94 68.16 47.64 58.78 0.00
99% VaR - Value at Risk (%) - Cumulative
9.19 15.08 20.17 40.37 75.33 54.93 65.26 0.00
99% CVaR - Conditional Value at Risk (%) 11.02 18.26 24.66 40.83 82.28 59.97 69.23 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 73.25 20.57 11.46 5.48 3.17 5.61
Perpetual Withdrawal Rate (%) --- --- --- --- --- 4.25
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1970 - Jun 2024)
Best Rolling Return (%) - Annualized 75.82 39.87 33.29 22.64 16.63 12.97
Worst Rolling Return (%) - Annualized -41.07 -22.93 -10.01 -5.40 1.42 4.91
Positive Periods (%) 72.9 81.9 81.8 91.5 100.0 100.0
Best Rolling Return (%) - Annualized 70.94 35.99 31.35 18.96 13.66 9.25
Worst Rolling Return (%) - Annualized -41.99 -24.70 -12.00 -7.36 -0.92 2.81
Positive Periods (%) 67.8 76.2 70.5 89.3 97.5 100.0
95% VaR - Value at Risk (%) - Cumulative
6.91 10.97 14.13 23.40 37.84 25.04 24.61 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.86 14.34 18.89 31.87 55.66 39.30 49.82 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
10.11 16.50 21.95 36.88 69.59 49.16 60.91 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 12.14 20.02 26.93 39.42 76.79 55.21 64.33 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 73.25 20.57 11.46 5.48 3.17 3.99
Perpetual Withdrawal Rate (%) --- --- --- --- --- 2.28
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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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.

ALL COUNTRY WORLD STOCKS TO EUR PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1970 - 30 June 2024 (~55 years)
Inflation Adjusted:

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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ALL COUNTRY WORLD STOCKS TO EUR PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1970 - 30 June 2024 (~55 years)
Inflation Adjusted:

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If you need a deeper detail about rolling returns, please refer to the All Country World Stocks To EUR Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in All Country World Stocks To EUR Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the All Country World Stocks To EUR Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ALL COUNTRY WORLD STOCKS TO EUR PORTFOLIO
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1970 - 30 June 2024 (~55 years)
217 Positive Months (60%) - 143 Negative Months (40%)
391 Positive Months (60%) - 263 Negative Months (40%)

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Investment Returns, up to March 2012, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • iShares MSCI ACWI (IUSQ.DE), up to March 2012

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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The following portfolios share asset allocation strategy and/or similar asset weights.

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The first official book of
Build wealth
with Lazy Portfolios and Passive Investing