Developed World Stocks To EUR Portfolio: ETF allocation and returns

Data Source: from January 1972 to April 2024 (~52 years)
Consolidated Returns as of 30 April 2024
Currency: EUR

The Developed World Stocks To EUR Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.

It's exposed for 100% on the Stock Market.

In the last 30 Years, the Developed World Stocks To EUR Portfolio obtained a 7.59% compound annual return, with a 14.13% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

Asset Allocation and ETFs

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

100% Stocks
0% Fixed Income
0% Commodities

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

Weight
(%)
Investment Themes (Orig.Currency) ETF
Ticker
ETF
Currency
ETF Name
100.00 Stocks (Mix)
EUNL.DE
EUR iShares Core MSCI World

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 Developed World Stocks To EUR Portfolio guaranteed the following returns.

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
  • the actual Euro Inflation rates.
DEVELOPED WORLD STOCKS 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
(~52Y)
Developed World Stocks To EUR Portfolio n.a. n.a. -2.05 20.05 23.44 11.77 11.93 7.59 7.92
Euro Inflation Adjusted return -2.62 18.61 20.57 7.78 9.41 5.41 4.99
Returns over 1 year are annualized | Available data source: since Jan 1972
(*) 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 8.97€, with a total return of 796.97% (7.59% annualized).

The Inflation Adjusted Capital now would be 4.85€, with a net total return of 385.34% (5.41% annualized).
An investment of 1€, since January 1972, now would be worth 54.05€, with a total return of 5304.58% (7.92% annualized).

The Inflation Adjusted Capital now would be 12.80€, with a net total return of 1180.49% (4.99% annualized).

Portfolio Metrics as of Apr 30, 2024

Metrics of Developed World Stocks To EUR Portfolio, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
  • the actual Euro Inflation rates.
DEVELOPED WORLD STOCKS TO EUR PORTFOLIO
Advanced Metrics
Data Source: 1 January 1972 - 30 April 2024 (~52 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~52Y)
Investment Return (%) -2.05 5.33 20.05 23.44 10.18 11.77 11.93 8.80 7.59 7.92
Infl. Adjusted Return (%) details -2.62 3.28 18.61 20.57 4.37 7.78 9.41 6.56 5.41 4.99
Euro Inflation (%) 0.58 1.98 1.21 2.38 5.57 3.70 2.30 2.11 2.07 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -5.57 -14.34 -18.75 -18.75 -47.68 -55.10 -55.10
Start to Recovery (# months) details 5 24 10 10 69 159 159
Start (yyyy mm) 2023 08 2022 01 2020 02 2020 02 2007 06 2000 09 2000 09
Start to Bottom (# months) 3 6 2 2 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 48 57 57
End (yyyy mm) 2023 12 2023 12 2020 11 2020 11 2013 02 2013 11 2013 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-14.34 -14.34
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 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 48 57 57
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2013 02 2013 11 2013 11
Longest negative period (# months) details 4 24 24 24 74 162 162
Period Start (yyyy mm) 2023 07 2021 11 2021 11 2021 11 2005 08 2000 03 2000 03
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2011 09 2013 08 2013 08
Annualized Return (%) -9.72 -0.73 -0.73 -0.73 -0.17 -0.05 -0.05
Deepest Drawdown Depth (%) -6.46 -20.87 -20.87 -20.87 -49.15 -62.44 -62.44
Start to Recovery (# months) details 5 27 27 27 77 174 174
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 15 15 15 56 72 72
End (yyyy mm) 2023 12 2024 03 2024 03 2024 03 2013 10 2015 02 2015 02
Longest Drawdown Depth (%)
same as
deepest

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 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 15 15 15 56 72 72
End (yyyy mm) 2023 12 2024 03 2024 03 2024 03 2013 10 2015 02 2015 02
Longest negative period (# months) details 5 30 31 31 89 193 235
Period Start (yyyy mm) 2023 06 2021 05 2021 04 2021 04 2004 05 2000 04 1989 08
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2011 09 2016 04 2009 02
Annualized Return (%) -1.78 -1.68 -1.11 -1.11 -0.37 -0.05 -0.03
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 9.81 13.19 14.59 13.34 12.99 14.13 13.39
Sharpe Ratio 1.85 0.57 0.67 0.80 0.57 0.38 0.29
Sortino Ratio 2.34 0.79 0.91 1.07 0.76 0.50 0.38
Ulcer Index 1.76 6.09 5.97 5.18 12.06 21.85 17.91
Ratio: Return / Standard Deviation 2.39 0.77 0.81 0.89 0.68 0.54 0.59
Ratio: Return / Deepest Drawdown 4.21 0.71 0.63 0.64 0.18 0.14 0.14
% Positive Months details 66% 61% 63% 66% 63% 61% 62%
Positive Months 8 22 38 80 153 223 391
Negative Months 4 14 22 40 87 137 237
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 11.93 14.43 14.43 15.13
Worst 10 Years Return (%) - Annualized 5.11 -3.69 -3.69
Best 10 Years Return (%) - Annualized 9.41 13.08 13.08 13.08
Worst 10 Years Return (%) - Annualized 3.59 -5.68 -5.68
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 55.81 28.91 26.81 14.43 9.00 7.59
Worst Rolling Return (%) - Annualized -38.06 -22.22 -9.23 -3.69 2.62
% Positive Periods 75% 79% 78% 85% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.58 20.72 11.72 5.82 3.50 5.78
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.61 4.59
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 53.52 27.09 24.81 13.08 6.80 5.41
Worst Rolling Return (%) - Annualized -39.03 -24.01 -11.23 -5.68 0.95
% Positive Periods 72% 77% 66% 78% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.58 20.72 11.72 5.82 3.50 5.78
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.61 4.59
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1972 - Apr 2024)
Best Rolling Return (%) - Annualized 55.81 28.91 26.81 15.13 13.95 8.96
Worst Rolling Return (%) - Annualized -38.06 -22.22 -9.23 -3.69 2.62 5.87
% Positive Periods 72% 84% 86% 93% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.58 20.72 11.72 5.82 3.50 4.49
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.61 2.95
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 53.52 27.09 24.81 13.08 11.05 6.22
Worst Rolling Return (%) - Annualized -39.03 -24.01 -11.23 -5.68 0.58 3.44
% Positive Periods 66% 76% 75% 87% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.58 20.72 11.72 5.82 3.50 4.49
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.61 2.95
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.

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.

DEVELOPED WORLD STOCKS TO EUR PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1972 - 30 April 2024 (~52 years)
Inflation Adjusted:
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data

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.

DEVELOPED WORLD STOCKS 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 1972 - 30 April 2024 (~52 years)
Inflation Adjusted:

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

Seasonality

In which months is it better to invest in Developed 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.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data

Monthly Returns

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

DEVELOPED WORLD STOCKS TO EUR PORTFOLIO
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1972 - 30 April 2024 (~52 years)
223 Positive Months (62%) - 137 Negative Months (38%)
391 Positive Months (62%) - 237 Negative Months (38%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to October 2009, 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:
  • EUNL.DE - iShares Core MSCI World (EUNL.DE), up to October 2009
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.