Larry Swedroe Larry Portfolio To EUR: ETF allocation and returns

Data Source: from July 1998 to April 2024 (~26 years)
Consolidated Returns as of 30 April 2024
Currency: EUR

The Larry Swedroe Larry Portfolio To EUR is a Medium Risk portfolio and can be implemented with 4 ETFs.

It's exposed for 30% on the Stock Market.

In the last 20 Years, the Larry Swedroe Larry Portfolio To EUR obtained a 4.59% compound annual return, with a 7.20% standard deviation.

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Asset Allocation and ETFs

The Larry Swedroe Larry Portfolio To EUR has the following asset allocation:

30% Stocks
70% Fixed Income
0% Commodities

The Larry Swedroe Larry Portfolio To EUR can be implemented with the following ETFs:

Weight
(%)
Investment Themes (Orig.Currency) ETF
Ticker
ETF
Currency
ETF Name
15.00 Equity, U.S., Small Cap, Value (USD)
ZPRV.DE
EUR SPDR MSCI USA Small Cap Value Weighted
7.50 Equity, Emerging Markets, Large Cap (USD)
IS3N.DE
EUR iShares Core MSCI Emerg. Markets
7.50 Stocks (Mix)
IUSN.DE
EUR iShares MSCI World Small Cap
70.00 Bond, U.S., Intermediate-Term (USD)
SXRL.DE
EUR iShares USD Treasury Bond 3-7yr

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 Larry Swedroe Larry Portfolio To EUR guaranteed the following returns.

Returns are calculated in EUR, assuming:
LARRY SWEDROE LARRY PORTFOLIO TO EUR
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 20Y MAX
(~26Y)
Larry Swedroe Larry Portfolio To EUR n.a. n.a. -2.12 7.10 4.36 2.83 3.74 4.59 4.93
Euro Inflation Adjusted return -2.68 5.82 1.93 -0.84 1.41 2.42 2.79
Components
ZPRV.DE
EUR SPDR MSCI USA Small Cap Value Weighted n.a. - n.a. -4.82 19.09 21.78 11.42 10.95 9.46 8.76
IS3N.DE
EUR iShares Core MSCI Emerg. Markets n.a. - n.a. 1.50 15.14 14.34 3.66 5.83 7.47 7.22
IUSN.DE
EUR iShares MSCI World Small Cap n.a. - n.a. -3.77 17.44 13.90 7.18 9.01 8.55 7.45
SXRL.DE
EUR iShares USD Treasury Bond 3-7yr n.a. - n.a. -1.72 2.67 -1.11 0.10 1.10 2.04 2.74
Returns over 1 year are annualized | Available data source: since Jul 1998
(*) 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% , 20Y: 2.11%

Capital Growth as of Apr 30, 2024

An investment of 1€, since May 2004, now would be worth 2.45€, with a total return of 145.17% (4.59% annualized).

The Inflation Adjusted Capital now would be 1.61€, with a net total return of 61.46% (2.42% annualized).
An investment of 1€, since July 1998, now would be worth 3.47€, with a total return of 246.83% (4.93% annualized).

The Inflation Adjusted Capital now would be 2.03€, with a net total return of 103.36% (2.79% annualized).

Portfolio Metrics as of Apr 30, 2024

Metrics of Larry Swedroe Larry Portfolio To EUR, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
LARRY SWEDROE LARRY PORTFOLIO TO EUR
Advanced Metrics
Data Source: 1 July 1998 - 30 April 2024 (~26 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~26Y)
Investment Return (%) -2.12 -0.68 7.10 4.36 -0.41 2.83 3.74 4.59 4.93
Infl. Adjusted Return (%) details -2.68 -2.61 5.82 1.93 -5.66 -0.84 1.41 2.42 2.79
Euro Inflation (%) 0.58 1.98 1.21 2.38 5.57 3.70 2.30 2.11 2.09
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -4.62 -9.90 -9.90 -9.90 -12.88 -18.61
Start to Recovery (# months) details 5 28* 28* 28* 32 46
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2006 03 2002 02
Start to Bottom (# months) 3 22 22 22 28 16
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2008 06 2003 05
Bottom to End (# months) 2 6 6 6 4 30
End (yyyy mm) 2023 12 - - - 2008 10 2005 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2006 03 2002 02
Start to Bottom (# months) 3 22 22 22 28 16
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2008 06 2003 05
Bottom to End (# months) 2 6 6 6 4 30
End (yyyy mm) 2023 12 - - - 2008 10 2005 11
Longest negative period (# months) details 6 36* 37* 37* 45 92
Period Start (yyyy mm) 2023 05 2021 05 2021 04 2021 04 2006 03 2000 11
Period End (yyyy mm) 2023 10 2024 04 2024 04 2024 04 2009 11 2008 06
Annualized Return (%) -5.06 -0.41 -0.21 -0.21 -0.13 -0.01
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -5.53 -21.42 -21.42 -21.42 -21.42 -22.69
Start to Recovery (# months) details 5 32* 32* 32* 32* 98
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2002 02
Start to Bottom (# months) 3 26 26 26 26 77
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2008 06
Bottom to End (# months) 2 6 6 6 6 21
End (yyyy mm) 2023 12 - - - - 2010 03
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-19.05
same as
deepest
Start to Recovery (# months) details 47
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2006 03 2002 02
Start to Bottom (# months) 3 26 26 26 28 77
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2008 06 2008 06
Bottom to End (# months) 2 6 6 6 19 21
End (yyyy mm) 2023 12 - - - 2010 01 2010 03
Longest negative period (# months) details 9* 36* 60* 105 105 111
Period Start (yyyy mm) 2023 08 2021 05 2019 05 2015 02 2015 02 2000 09
Period End (yyyy mm) 2024 04 2024 04 2024 04 2023 10 2023 10 2009 11
Annualized Return (%) -0.04 -5.66 -0.84 -0.47 -0.47 -0.11
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 7.12 6.54 6.10 5.31 7.20 7.93
Sharpe Ratio -0.13 -0.47 0.15 0.47 0.45 0.12
Sortino Ratio -0.21 -0.72 0.21 0.66 0.67 0.17
Ulcer Index 1.64 5.59 4.41 3.37 3.77 5.86
Ratio: Return / Standard Deviation 0.61 -0.06 0.46 0.70 0.64 0.62
Ratio: Return / Deepest Drawdown 0.94 -0.04 0.29 0.38 0.36 0.27
% Positive Months details 41% 38% 53% 59% 56% 56%
Positive Months 5 14 32 71 136 176
Negative Months 7 22 28 49 104 134
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 3.74 7.03 7.03
Worst 10 Years Return (%) - Annualized 2.97 2.40
Best 10 Years Return (%) - Annualized 1.41 5.76 5.76
Worst 10 Years Return (%) - Annualized 0.72 0.34
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 29.74 13.50 10.52 7.03 4.59
Worst Rolling Return (%) - Annualized -10.28 -2.18 1.83 2.97
% Positive Periods 74% 96% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.58 29.51 19.15 10.79 6.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.79 2.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 27.61 10.97 8.64 5.76 2.42
Worst Rolling Return (%) - Annualized -17.17 -5.66 -0.98 0.72
% Positive Periods 67% 80% 89% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.58 29.51 19.15 10.79 6.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.79 2.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jul 1998 - Apr 2024)
Best Rolling Return (%) - Annualized 36.67 18.00 10.52 7.03 5.94
Worst Rolling Return (%) - Annualized -18.14 -4.63 -0.34 2.40 3.82
% Positive Periods 72% 89% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.90 28.27 17.28 8.98 5.35
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.30 1.74
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 33.49 15.55 8.64 5.76 4.16
Worst Rolling Return (%) - Annualized -20.04 -6.52 -2.44 0.34 1.93
% Positive Periods 66% 76% 84% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.90 28.27 17.28 8.98 5.35
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.30 1.74
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.

LARRY SWEDROE LARRY PORTFOLIO TO EUR
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 2004 - 30 April 2024 (20 Years)
Data Source: 1 July 1998 - 30 April 2024 (~26 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.

LARRY SWEDROE LARRY PORTFOLIO TO EUR
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 2004 - 30 April 2024 (20 Years)
Data Source: 1 July 1998 - 30 April 2024 (~26 years)
Inflation Adjusted:

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

Seasonality

In which months is it better to invest in Larry Swedroe Larry Portfolio To EUR?

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 Larry Swedroe Larry Portfolio To EUR over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

LARRY SWEDROE LARRY PORTFOLIO TO EUR
Monthly Returns Distribution
Data Source: 1 May 2004 - 30 April 2024 (20 Years)
Data Source: 1 July 1998 - 30 April 2024 (~26 years)
136 Positive Months (57%) - 104 Negative Months (43%)
176 Positive Months (57%) - 134 Negative Months (43%)
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(Scroll down to see all data)
Investment Returns, up to April 2018, 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:
  • ZPRV.DE - SPDR MSCI USA Small Cap Value Weighted (ZPRV.DE), up to February 2015
  • IS3N.DE - iShares Core MSCI Emerg. Markets (IS3N.DE), up to July 2014
  • IUSN.DE - iShares MSCI World Small Cap (IUSN.DE), up to April 2018
  • SXRL.DE - iShares USD Treasury Bond 3-7yr (SXRL.DE), up to May 2014
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