Betterment Robo Advisor 0 Portfolio: ETF allocation and returns

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 2024
Live Update: May 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.12%
1 Day
May 01 2024
0.12%
Current Month
May 2024

The Betterment Robo Advisor 0 Portfolio is a Low Risk portfolio and can be implemented with 2 ETFs.

It's exposed for 0% on the Stock Market.

In the last 30 Years, the Betterment Robo Advisor 0 Portfolio obtained a 3.17% compound annual return, with a 1.81% standard deviation.

Table of contents
Mastering Etf Investing
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Mastering ETF Investing
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Asset Allocation and ETFs

The Betterment Robo Advisor 0 Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The Betterment Robo Advisor 0 Portfolio can be implemented with the following ETFs:

Weight
(%)		 Investment Themes (Orig.Currency) ETF
Ticker		 ETF
Currency		 ETF Name
80.00 Bond, U.S., Short Term (USD)
SHY
USD iShares 1-3 Year Treasury Bond
20.00 Bond, U.S., Short Term (USD)
BSV
USD Vanguard Short-Term Bond

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 Betterment Robo Advisor 0 Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: May 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BETTERMENT ROBO ADVISOR 0 PORTFOLIO
Consolidated returns as of 30 April 2024
Live Update: May 01 2024
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  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~153Y)
Betterment Robo Advisor 0 Portfolio -0.12 -0.12 -0.49 2.14 2.04 0.88 0.93 3.17 4.43
US Inflation Adjusted return -0.49 0.61 -0.97 -3.11 -1.83 0.62 2.26
Components
SHY
USD iShares 1-3 Year Treasury Bond -0.12 May 01 2024 -0.12 -0.44 1.99 2.09 0.85 0.86 3.07 4.42
BSV
USD Vanguard Short-Term Bond -0.12 May 01 2024 -0.12 -0.70 2.75 1.84 1.01 1.24 3.57 4.50
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Mar 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 3.04% , 5Y: 4.11% , 10Y: 2.82% , 30Y: 2.54%
Live update: World Markets and Indexes

In 2023, the Betterment Robo Advisor 0 Portfolio granted a 2.96% dividend yield. If you are interested in getting periodic income, please refer to the Betterment Robo Advisor 0 Portfolio: Dividend Yield page.

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 1994, now would be worth 2.55$, with a total return of 155.15% (3.17% annualized).

The Inflation Adjusted Capital now would be 1.20$, with a net total return of 20.29% (0.62% annualized).
An investment of 1$, since January 1871, now would be worth 775.47$, with a total return of 77446.66% (4.43% annualized).

The Inflation Adjusted Capital now would be 30.99$, with a net total return of 2999.21% (2.26% annualized).
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Portfolio Metrics as of Apr 30, 2024

Metrics of Betterment Robo Advisor 0 Portfolio, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
BETTERMENT ROBO ADVISOR 0 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) -0.49 -0.58 2.14 2.04 -0.39 0.88 0.93 1.79 3.17 4.43
Infl. Adjusted Return (%) details -0.49 -1.39 0.61 -0.97 -5.48 -3.11 -1.83 -0.77 0.62 2.26
US Inflation (%) 0.00 0.82 1.53 3.04 5.39 4.11 2.82 2.59 2.54 2.12
Pending updates, the monthly inflation after Mar 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -0.90 -5.86 -5.86 -5.86 -5.86 -5.86 -8.48
Start to Recovery (# months) details 7 33* 33* 33* 33* 33* 13
Start (yyyy mm) 2023 05 2021 08 2021 08 2021 08 2021 08 2021 08 1971 04
Start to Bottom (# months) 2 15 15 15 15 15 4
Bottom (yyyy mm) 2023 06 2022 10 2022 10 2022 10 2022 10 2022 10 1971 07
Bottom to End (# months) 5 18 18 18 18 18 9
End (yyyy mm) 2023 11 - - - - - 1972 04
Longest Drawdown Depth (%)
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest		 -5.86
Start to Recovery (# months) details 33*
Start (yyyy mm) 2023 05 2021 08 2021 08 2021 08 2021 08 2021 08 2021 08
Start to Bottom (# months) 2 15 15 15 15 15 15
Bottom (yyyy mm) 2023 06 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 5 18 18 18 18 18 18
End (yyyy mm) 2023 11 - - - - - -
Longest negative period (# months) details 6 36* 49 49 49 49 49
Period Start (yyyy mm) 2023 05 2021 05 2019 09 2019 09 2019 09 2019 09 2019 09
Period End (yyyy mm) 2023 10 2024 04 2023 09 2023 09 2023 09 2023 09 2023 09
Annualized Return (%) -0.21 -0.39 -0.02 -0.02 -0.02 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -1.75 -16.24 -19.52 -19.52 -21.91 -21.91 -45.36
Start to Recovery (# months) details 8 36* 47* 47* 164* 164* 154
Start (yyyy mm) 2023 05 2021 05 2020 06 2020 06 2010 09 2010 09 1915 04
Start to Bottom (# months) 5 29 40 40 157 157 63
Bottom (yyyy mm) 2023 09 2023 09 2023 09 2023 09 2023 09 2023 09 1920 06
Bottom to End (# months) 3 7 7 7 7 7 91
End (yyyy mm) 2023 12 - - - - - 1928 01
Longest Drawdown Depth (%)
same as
deepest
same as
deepest
same as
deepest		 -5.77
same as
deepest
same as
deepest		 -42.17
Start to Recovery (# months) details 63 553
Start (yyyy mm) 2023 05 2021 05 2020 06 2015 02 2010 09 2010 09 1939 06
Start to Bottom (# months) 5 29 40 45 157 157 169
Bottom (yyyy mm) 2023 09 2023 09 2023 09 2018 10 2023 09 2023 09 1953 06
Bottom to End (# months) 3 7 7 18 7 7 384
End (yyyy mm) 2023 12 - - 2020 04 - - 1985 06
Longest negative period (# months) details 12* 36* 60* 120* 240* 307* 624
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2014 05 2004 05 1998 10 1933 03
Period End (yyyy mm) 2024 04 2024 04 2024 04 2024 04 2024 04 2024 04 1985 02
Annualized Return (%) -0.97 -5.48 -3.11 -1.83 -0.77 -0.04 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 1.99 2.39 2.06 1.60 1.55 1.81 3.53
Sharpe Ratio -1.63 -1.27 -0.51 -0.21 0.27 0.50 0.12
Sortino Ratio -2.49 -1.87 -0.72 -0.30 0.40 0.75 0.19
Ulcer Index 0.40 3.18 2.48 1.78 1.27 1.06 1.23
Ratio: Return / Standard Deviation 1.03 -0.16 0.43 0.58 1.16 1.75 1.26
Ratio: Return / Deepest Drawdown 2.26 -0.07 0.15 0.16 0.31 0.54 0.52
% Positive Months details 58% 44% 55% 56% 64% 70% 70%
Positive Months 7 16 33 68 154 252 1289
Negative Months 5 20 27 52 86 108 551
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 0.93 2.69 5.99 11.91
Worst 10 Years Return (%) - Annualized 0.51 0.51 0.51
Best 10 Years Return (%) - Annualized -1.83 0.79 3.46 9.38
Worst 10 Years Return (%) - Annualized -2.00 -2.00 -4.85
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 12.23 8.06 6.90 5.99 4.31 3.17
Worst Rolling Return (%) - Annualized -5.55 -1.33 0.41 0.51 1.69
% Positive Periods 89% 93% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 93.67 29.41 18.81 9.51 4.96 4.43
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 0.75
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 9.46 5.58 4.41 3.46 1.93 0.62
Worst Rolling Return (%) - Annualized -12.71 -6.70 -3.30 -2.00 -0.86
% Positive Periods 55% 52% 60% 67% 76% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 93.67 29.41 18.81 9.51 4.96 4.43
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 0.75
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Apr 2024)
Best Rolling Return (%) - Annualized 26.58 17.65 15.88 11.91 9.55 8.31
Worst Rolling Return (%) - Annualized -5.55 -1.33 0.41 0.51 1.14 1.91
% Positive Periods 92% 98% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.68 26.91 14.53 7.59 3.47 2.35
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 30.37 17.30 16.35 9.38 8.76 6.77
Worst Rolling Return (%) - Annualized -19.18 -12.40 -11.18 -4.85 -2.56 -1.01
% Positive Periods 63% 69% 71% 73% 82% 87%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.68 26.91 14.53 7.59 3.47 2.35
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
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.

BETTERMENT ROBO ADVISOR 0 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 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.

BETTERMENT ROBO ADVISOR 0 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the Betterment Robo Advisor 0 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Betterment Robo Advisor 0 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 Betterment Robo Advisor 0 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

BETTERMENT ROBO ADVISOR 0 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
252 Positive Months (70%) - 108 Negative Months (30%)
1289 Positive Months (70%) - 551 Negative Months (30%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, 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:
  • SHY - iShares 1-3 Year Treasury Bond (SHY), up to December 2002
  • BSV - Vanguard Short-Term Bond (BSV), up to December 2007

Portfolio efficiency

No other portfolio in our database 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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