Data Source: from January 1972 to May 2026
Consolidated Returns as of 31 May 2026

Managing the Developed World 60/40 To EUR Portfolio with a yearly rebalancing, you would have obtained a 7.59% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 6.49%.

How do returns and drawdowns change, implementing different rebalancing strategies?

Rebalancing Strategies

In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.

Portfolio Returns as of May 31, 2026

Implementing different rebalancing strategies, the Developed World 60/40 To EUR Portfolio guaranteed the following returns.

DEVELOPED WORLD 60/40 TO EUR PORTFOLIO RETURNS
Period: January 1972 - May 2026
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of May 31, 2026
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~54Y)
No Rebalancing 22.31 (0) 11.64 (0) 10.98 (0) 7.59 (0) 8.47 (0)
Yearly Rebalancing 13.48 (1) 7.01 (5) 7.29 (10) 6.61 (30) 7.87 (55)
Half Yearly Rebalancing 13.44 (2) 6.87 (10) 7.29 (20) 6.49 (60) 7.79 (109)
Quarterly Rebalancing 13.54 (4) 6.84 (20) 7.34 (40) 6.55 (120) 7.83 (218)
5% Tolerance per asset 13.82 (0) 7.08 (2) 7.46 (6) 6.56 (16) 7.83 (23)
10% Tolerance per asset 15.16 (0) 7.57 (1) 7.75 (2) 6.79 (7) 8.03 (10)

In order to have complete information about the portfolio, please refer to the Developed World 60/40 To EUR Portfolio: ETF allocation and returns page.

Performances as of May 31, 2026

Historical returns and stats of Developed World 60/40 To EUR Portfolio, after implementing different rebalancing strategies.

DEVELOPED WORLD 60/40 TO EUR PORTFOLIO PERFORMANCES
Period: January 1972 - May 2026
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 8.47 (0) 11.38 0.74 -45.69 0.19
Yearly Rebalancing 7.87 (55) 9.41 0.84 -34.50 0.23
Half Yearly Rebalancing 7.79 (109) 9.40 0.83 -35.30 0.22
Quarterly Rebalancing 7.83 (218) 9.42 0.83 -34.74 0.23
5% Tolerance per asset 7.83 (23) 9.54 0.82 -35.16 0.22
10% Tolerance per asset 8.03 (10) 9.58 0.84 -33.46 0.24
(*) Since Jan 1972 (~54 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of May 31, 2026

Historical Drawdowns of Developed World 60/40 To EUR Portfolio, after implementing different rebalancing strategies.

DEVELOPED WORLD 60/40 TO EUR PORTFOLIO DRAWDOWNS
Period: January 1972 - May 2026
Swipe left to see all data
Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-45.69
Sep 2000 - Oct 2013
-34.50
Nov 2000 - Dec 2010
-35.30
Nov 2000 - Jan 2012
-34.74
Nov 2000 - Jan 2012
-35.16
Nov 2000 - Jan 2012
-33.46
Nov 2000 - Jan 2012
-30.15
Oct 1989 - Mar 1993
-24.03
Oct 1989 - Feb 1993
-24.69
Oct 1989 - Feb 1993
-24.59
Oct 1989 - Feb 1993
-25.32
Oct 1989 - Feb 1993
-24.21
Oct 1989 - Feb 1993
-22.88
Jan 1973 - Jan 1976
-22.57
Jan 1973 - Dec 1975
-22.83
Jan 1973 - Jan 1976
-22.85
Jan 1973 - Jan 1976
-22.88
Jan 1973 - Dec 1975
-22.88
Jan 1973 - Jan 1976
-22.19
Sep 1987 - Jan 1989
-18.79
Sep 1987 - Oct 1988
-18.00
Sep 1987 - Oct 1988
-17.67
Sep 1987 - Oct 1988
-18.25
Sep 1987 - Oct 1988
-17.35
Sep 1987 - Oct 1988
-15.74
Feb 2020 - Nov 2020
-14.22
Feb 1994 - Jan 1996
-14.23
Feb 1994 - Jan 1996
-14.30
Feb 1994 - Jan 1996
-14.20
Feb 1994 - Jan 1996
-13.93
Feb 1994 - Dec 1995
5 Worst Drawdowns - Average
-27.33 -22.82 -23.01 -22.83 -23.16 -22.37
10 Worst Drawdowns - Average
-20.04 -16.66 -16.68 -16.60 -16.85 -16.72

For a deeper insight, please refer to the Developed World 60/40 To EUR Portfolio: ETF allocation and returns page.