Tyler Golden Butterfly To EUR Portfolio: ETF allocation and returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 2024
Currency: EUR

The Tyler Golden Butterfly To EUR Portfolio is a High Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 40% on the Stock Market and for 20% on Commodities.

In the last 30 Years, the Tyler Golden Butterfly To EUR Portfolio obtained a 8.09% compound annual return, with a 9.40% standard deviation.

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Asset Allocation and ETFs

The Tyler Golden Butterfly To EUR Portfolio has the following asset allocation:

40% Stocks
40% Fixed Income
20% Commodities

The Tyler Golden Butterfly To EUR Portfolio can be implemented with the following ETFs:

Weight
(%)
Investment Themes (Orig.Currency) ETF
Ticker
ETF
Currency
ETF Name
20.00 Equity, U.S., Large Cap (USD)
XD9U.DE
EUR Xtrackers MSCI USA
20.00 Equity, U.S., Small Cap, Value (USD)
ZPRV.DE
EUR SPDR MSCI USA Small Cap Value Weighted
20.00 Bond, U.S., Long-Term (USD)
IS04.DE
EUR iShares USD Treasury Bond 20+yr
20.00 Bond, U.S., Short Term (USD)
IUSU.DE
EUR iShares USD Treasury Bond 1-3yr
20.00 Commodity, Gold (USD)
PHAU
EUR WisdomTree Physical Gold

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.

Portfolio and ETF Returns as of Apr 30, 2024

The Tyler Golden Butterfly To EUR Portfolio guaranteed the following returns.

Returns are calculated in EUR, assuming:
TYLER GOLDEN BUTTERFLY TO EUR PORTFOLIO
Consolidated returns as of 30 April 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Tyler Golden Butterfly To EUR Portfolio n.a. n.a. -1.36 12.20 12.54 7.84 8.52 8.09 10.39
Euro Inflation Adjusted return -1.93 10.85 9.93 3.99 6.08 5.90 7.64
Components
XD9U.DE
EUR Xtrackers MSCI USA n.a. - n.a. -2.18 21.56 28.79 14.19 15.00 10.73 12.69
ZPRV.DE
EUR SPDR MSCI USA Small Cap Value Weighted n.a. - n.a. -4.82 19.09 21.78 11.42 10.95 10.79 15.83
IS04.DE
EUR iShares USD Treasury Bond 20+yr n.a. - n.a. -5.41 5.71 -10.77 -3.34 2.84 5.42 7.59
IUSU.DE
EUR iShares USD Treasury Bond 1-3yr n.a. - n.a. 0.70 0.92 5.67 1.96 3.60 3.39 5.89
PHAU
EUR WisdomTree Physical Gold n.a. - n.a. 4.49 13.79 18.75 12.95 8.29 6.24 5.54
Returns over 1 year are annualized | Available data source: since Jan 1975
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 2.38% , 5Y: 3.70% , 10Y: 2.30% , 30Y: 2.07%

Capital Growth as of Apr 30, 2024

An investment of 1€, since May 1994, now would be worth 10.31€, with a total return of 931.30% (8.09% annualized).

The Inflation Adjusted Capital now would be 5.58€, with a net total return of 458.03% (5.90% annualized).
An investment of 1€, since January 1975, now would be worth 131.13€, with a total return of 13013.06% (10.39% annualized).

The Inflation Adjusted Capital now would be 37.70€, with a net total return of 3670.30% (7.64% annualized).

Portfolio Metrics as of Apr 30, 2024

Metrics of Tyler Golden Butterfly To EUR Portfolio, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
TYLER GOLDEN BUTTERFLY TO EUR PORTFOLIO
Advanced Metrics
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~49Y)
Investment Return (%) -1.36 3.26 12.20 12.54 6.06 7.84 8.52 8.01 8.09 10.39
Infl. Adjusted Return (%) details -1.93 1.26 10.85 9.93 0.47 3.99 6.08 5.78 5.90 7.64
Euro Inflation (%) 0.58 1.98 1.21 2.38 5.57 3.70 2.30 2.11 2.07 2.56
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -3.37 -8.18 -8.18 -9.70 -11.60 -22.90 -27.25
Start to Recovery (# months) details 5 17 17 15 46 44 22
Start (yyyy mm) 2023 08 2022 08 2022 08 2015 04 2006 03 2002 04 1989 09
Start to Bottom (# months) 3 5 5 6 28 12 14
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2015 09 2008 06 2003 03 1990 10
Bottom to End (# months) 2 12 12 9 18 32 8
End (yyyy mm) 2023 12 2023 12 2023 12 2016 06 2009 12 2005 11 1991 06
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-9.66
same as
deepest
-11.60 -11.60
Start to Recovery (# months) details 24 46 46
Start (yyyy mm) 2023 08 2022 08 2022 08 2017 03 2006 03 2006 03 2006 03
Start to Bottom (# months) 3 5 5 13 28 28 28
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2018 03 2008 06 2008 06 2008 06
Bottom to End (# months) 2 12 12 11 18 18 18
End (yyyy mm) 2023 12 2023 12 2023 12 2019 02 2009 12 2009 12 2009 12
Longest negative period (# months) details 5 24 24 36 45 86 86
Period Start (yyyy mm) 2023 06 2021 11 2021 11 2015 04 2006 02 2001 06 2001 06
Period End (yyyy mm) 2023 10 2023 10 2023 10 2018 03 2009 10 2008 07 2008 07
Annualized Return (%) -3.90 -1.15 -1.15 -0.69 -0.30 -0.28 -0.28
Deepest Drawdown Depth (%) -4.28 -16.24 -16.24 -16.24 -17.86 -24.68 -30.70
Start to Recovery (# months) details 5 28* 28* 28* 48 95 40
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2006 03 2002 04 1989 09
Start to Bottom (# months) 3 22 22 22 28 12 14
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2008 06 2003 03 1990 10
Bottom to End (# months) 2 6 6 6 20 83 26
End (yyyy mm) 2023 12 - - - 2010 02 2010 02 1992 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-24.68
Start to Recovery (# months) details 95
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2006 03 2002 04 2002 04
Start to Bottom (# months) 3 22 22 22 28 12 12
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2008 06 2003 03 2003 03
Bottom to End (# months) 2 6 6 6 20 83 83
End (yyyy mm) 2023 12 - - - 2010 02 2010 02 2010 02
Longest negative period (# months) details 6 34* 45 45 52 111 111
Period Start (yyyy mm) 2023 05 2021 07 2020 02 2015 04 2005 07 2000 09 2000 09
Period End (yyyy mm) 2023 10 2024 04 2023 10 2018 12 2009 10 2009 11 2009 11
Annualized Return (%) -1.66 -0.49 -0.83 -0.56 -0.07 -0.35 -0.35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 6.75 7.78 7.66 8.40 8.55 9.40 11.44
Sharpe Ratio 1.08 0.44 0.77 0.86 0.78 0.62 0.56
Sortino Ratio 1.57 0.64 1.14 1.27 1.15 0.88 0.80
Ulcer Index 1.17 3.32 2.71 3.73 3.62 6.27 6.75
Ratio: Return / Standard Deviation 1.86 0.78 1.02 1.01 0.94 0.86 0.91
Ratio: Return / Deepest Drawdown 3.72 0.74 0.96 0.88 0.69 0.35 0.38
% Positive Months details 66% 58% 58% 58% 56% 58% 60%
Positive Months 8 21 35 70 135 211 357
Negative Months 4 15 25 50 105 149 235
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 8.52 10.94 10.94 22.67
Worst 10 Years Return (%) - Annualized 7.25 3.16 3.16
Best 10 Years Return (%) - Annualized 6.08 9.45 9.45 17.80
Worst 10 Years Return (%) - Annualized 5.08 1.08 1.08
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 40.98 22.88 18.14 10.94 9.97 8.09
Worst Rolling Return (%) - Annualized -22.90 -4.84 0.43 3.16 6.06
% Positive Periods 77% 88% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.89 27.44 17.22 9.13 5.93 7.44
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.93 3.42 6.10
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 38.91 20.82 16.29 9.45 8.01 5.90
Worst Rolling Return (%) - Annualized -24.68 -6.78 -1.79 1.08 4.40
% Positive Periods 72% 83% 95% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.89 27.44 17.22 9.13 5.93 7.44
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.93 3.42 6.10
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1975 - Apr 2024)
Best Rolling Return (%) - Annualized 66.98 34.76 32.85 22.67 14.02 11.72
Worst Rolling Return (%) - Annualized -23.28 -5.65 -1.15 3.16 6.06 7.49
% Positive Periods 77% 90% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.89 27.44 17.22 9.13 5.93 5.31
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.93 3.42 4.26
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 61.53 30.74 26.54 17.80 10.79 8.72
Worst Rolling Return (%) - Annualized -26.60 -6.91 -2.91 1.08 3.98 5.29
% Positive Periods 72% 86% 93% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.89 27.44 17.22 9.13 5.93 5.31
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.93 3.42 4.26
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | 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.
  • 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.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 April 2024
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If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

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.

TYLER GOLDEN BUTTERFLY TO EUR PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 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.

TYLER GOLDEN BUTTERFLY TO EUR PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the Tyler Golden Butterfly To EUR Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Tyler Golden Butterfly To EUR Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

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

TYLER GOLDEN BUTTERFLY TO EUR PORTFOLIO
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
211 Positive Months (59%) - 149 Negative Months (41%)
357 Positive Months (60%) - 235 Negative Months (40%)
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(Scroll down to see all data)
Investment Returns, up to April 2015, 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.

Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.

In particular, the series derived from equivalent datasets are:
  • XD9U.DE - Xtrackers MSCI USA (XD9U.DE), up to May 2014
  • ZPRV.DE - SPDR MSCI USA Small Cap Value Weighted (ZPRV.DE), up to February 2015
  • IS04.DE - iShares USD Treasury Bond 20+yr (IS04.DE), up to April 2015
  • IUSU.DE - iShares USD Treasury Bond 1-3yr (IUSU.DE), up to September 2006
  • PHAU - WisdomTree Physical Gold (PHAU), up to January 2008
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