All Country World 80/20 To EUR Hedged Portfolio vs All Country World 60/40 To EUR Portfolio Portfolio Comparison

Simulation Settings
Period: August 1974 - May 2025 (~51 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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Results
30 Years
All (since August 1974)
Inflation Adjusted:
All Country World 80/20 To EUR Hedged Portfolio
1.00€
Initial Capital
June 1995
7.23€
Final Capital
May 2025
6.82%
Yearly Return
12.49%
Std Deviation
-43.88%
Max Drawdown
42months
Recovery Period
1.00€
Initial Capital
June 1995
3.94€
Final Capital
May 2025
4.68%
Yearly Return
12.49%
Std Deviation
-45.03%
Max Drawdown
66months
Recovery Period
1.00€
Initial Capital
August 1974
80.43€
Final Capital
May 2025
9.01%
Yearly Return
12.68%
Std Deviation
-43.88%
Max Drawdown
42months
Recovery Period
1.00€
Initial Capital
August 1974
22.21€
Final Capital
May 2025
6.29%
Yearly Return
12.68%
Std Deviation
-45.03%
Max Drawdown
66months
Recovery Period
All Country World 60/40 To EUR Portfolio
1.00€
Initial Capital
June 1995
7.61€
Final Capital
May 2025
7.00%
Yearly Return
10.29%
Std Deviation
-34.41%
Max Drawdown
79months
Recovery Period
1.00€
Initial Capital
June 1995
4.15€
Final Capital
May 2025
4.85%
Yearly Return
10.29%
Std Deviation
-38.10%
Max Drawdown
160months
Recovery Period
1.00€
Initial Capital
August 1974
58.43€
Final Capital
May 2025
8.33%
Yearly Return
11.86%
Std Deviation
-34.41%
Max Drawdown
79months
Recovery Period
1.00€
Initial Capital
August 1974
16.14€
Final Capital
May 2025
5.62%
Yearly Return
11.86%
Std Deviation
-38.10%
Max Drawdown
160months
Recovery Period

As of May 2025, in the previous 30 Years, the All Country World 80/20 To EUR Hedged Portfolio obtained a 6.82% compound annual return, with a 12.49% standard deviation. It suffered a maximum drawdown of -43.88% that required 42 months to be recovered.

As of May 2025, in the previous 30 Years, the All Country World 60/40 To EUR Portfolio obtained a 7.00% compound annual return, with a 10.29% standard deviation. It suffered a maximum drawdown of -34.41% that required 79 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

All Country World 80/20 To EUR Hedged Portfolio
Weight
(%)		 Ticker Name
80.00
SPP1.DE
SPDR MSCI ACWI EUR Hedged
20.00
EUNA.DE
iShares Core Global Aggregate Bond EUR Hedged
All Country World 60/40 To EUR Portfolio
Weight
(%)		 Ticker Name
60.00
IUSQ.DE
iShares MSCI ACWI
40.00
EUNU.DE
iShares Core Global Aggregate Bond
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Portfolio Returns as of May 31, 2025

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 August 1974 - 31 May 2025 (~51 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~51Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World 80/20 • Hedged
-- Market Benchmark 		1.18 4.63 -0.24 9.97 9.37 6.31 6.82 9.01
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World 60/40
-- Market Benchmark 		-3.58 3.41 -4.57 6.60 7.08 5.58 7.00 8.33
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

All Country World 80/20 To EUR Hedged Portfolio: an investment of 1€, since June 1995, now would be worth 7.23€, with a total return of 623.10% (6.82% annualized).

All Country World 60/40 To EUR Portfolio: an investment of 1€, since June 1995, now would be worth 7.61€, with a total return of 661.17% (7.00% annualized).


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All Country World 80/20 To EUR Hedged Portfolio: an investment of 1€, since August 1974, now would be worth 80.43€, with a total return of 7943.20% (9.01% annualized).

All Country World 60/40 To EUR Portfolio: an investment of 1€, since August 1974, now would be worth 58.43€, with a total return of 5743.12% (8.33% annualized).


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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 August 1974 - 31 May 2025 (~51 years)
Swipe left to see all data
All Country World 80/20 To EUR Hedged All Country World 60/40 To EUR
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.97 6.60
Infl. Adjusted Return (%) 7.87 4.56
DRAWDOWN
Deepest Drawdown Depth (%) -6.17 -9.48
Start to Recovery (months) 4* 4*
Longest Drawdown Depth (%) -6.17 -9.48
Start to Recovery (months) 4* 4*
Longest Negative Period (months) 7 10
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.62 10.29
Sharpe Ratio 0.61 0.18
Sortino Ratio 0.85 0.25
Ulcer Index 2.44 3.68
Ratio: Return / Standard Deviation 1.16 0.64
Ratio: Return / Deepest Drawdown 1.62 0.70
Metrics calculated over the period 1 June 2024 - 31 May 2025
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All Country World 80/20 To EUR Hedged All Country World 60/40 To EUR
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.37 7.08
Infl. Adjusted Return (%) 5.06 2.86
DRAWDOWN
Deepest Drawdown Depth (%) -19.72 -12.43
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -19.72 -12.43
Start to Recovery (months) 26 26
Longest Negative Period (months) 32 28
RISK INDICATORS
Standard Deviation (%) 10.80 8.88
Sharpe Ratio 0.63 0.50
Sortino Ratio 0.82 0.70
Ulcer Index 7.50 5.09
Ratio: Return / Standard Deviation 0.87 0.80
Ratio: Return / Deepest Drawdown 0.47 0.57
Metrics calculated over the period 1 June 2020 - 31 May 2025
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All Country World 80/20 To EUR Hedged All Country World 60/40 To EUR
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.31 5.58
Infl. Adjusted Return (%) 3.72 3.01
DRAWDOWN
Deepest Drawdown Depth (%) -19.72 -12.43
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -19.72 -12.43
Start to Recovery (months) 26 26
Longest Negative Period (months) 36 28
RISK INDICATORS
Standard Deviation (%) 12.17 8.94
Sharpe Ratio 0.37 0.42
Sortino Ratio 0.47 0.58
Ulcer Index 6.60 4.37
Ratio: Return / Standard Deviation 0.52 0.62
Ratio: Return / Deepest Drawdown 0.32 0.45
Metrics calculated over the period 1 June 2015 - 31 May 2025
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All Country World 80/20 To EUR Hedged All Country World 60/40 To EUR
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.82 7.00
Infl. Adjusted Return (%) 4.68 4.85
DRAWDOWN
Deepest Drawdown Depth (%) -43.88 -34.41
Start to Recovery (months) 42 79
Longest Drawdown Depth (%) -35.45 -34.41
Start to Recovery (months) 51 79
Longest Negative Period (months) 122 119
RISK INDICATORS
Standard Deviation (%) 12.49 10.29
Sharpe Ratio 0.36 0.46
Sortino Ratio 0.47 0.63
Ulcer Index 11.08 10.81
Ratio: Return / Standard Deviation 0.55 0.68
Ratio: Return / Deepest Drawdown 0.16 0.20
Metrics calculated over the period 1 June 1995 - 31 May 2025
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All Country World 80/20 To EUR Hedged All Country World 60/40 To EUR
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.01 8.33
Infl. Adjusted Return (%) 6.29 5.62
DRAWDOWN
Deepest Drawdown Depth (%) -43.88 -34.41
Start to Recovery (months) 42 79
Longest Drawdown Depth (%) -35.45 -34.41
Start to Recovery (months) 51 79
Longest Negative Period (months) 122 119
RISK INDICATORS
Standard Deviation (%) 12.68 11.86
Sharpe Ratio 0.37 0.34
Sortino Ratio 0.50 0.47
Ulcer Index 9.29 10.02
Ratio: Return / Standard Deviation 0.71 0.70
Ratio: Return / Deepest Drawdown 0.21 0.24
Metrics calculated over the period 1 August 1974 - 31 May 2025
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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.

DRAWDOWN COMPARISON
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 August 1974 - 31 May 2025 (~51 years)

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All Country World 80/20 To EUR Hedged All Country World 60/40 To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.88 42 Nov 2007
Apr 2011
-35.45 51 Sep 2000
Nov 2004
-34.41 79 Nov 2000
May 2007
-26.55 35 Jun 2007
Apr 2010
-19.72 26 Jan 2022
Feb 2024
-19.23 9 Mar 2020
Nov 2020
-16.70 19 May 2011
Nov 2012
-13.38 5 Jul 1998
Nov 1998
-13.16 22 Feb 2018
Nov 2019
-13.10 10 Apr 1998
Jan 1999
-12.43 26 Jan 2022
Feb 2024
-11.42 10 Feb 2020
Nov 2020
-10.98 16 Jun 2015
Sep 2016
-9.71 7 Aug 1997
Feb 1998
-9.65 20 Apr 2015
Nov 2016

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All Country World 80/20 To EUR Hedged All Country World 60/40 To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.88 42 Nov 2007
Apr 2011
-35.45 51 Sep 2000
Nov 2004
-34.41 79 Nov 2000
May 2007
-29.76 42 Sep 1989
Feb 1993
-26.55 35 Jun 2007
Apr 2010
-23.33 11 Sep 1987
Jul 1988
-22.17 17 Sep 1987
Jan 1989
-21.23 28 Sep 1989
Dec 1991
-20.23 51 Jul 1976
Sep 1980
-19.72 26 Jan 2022
Feb 2024
-19.23 9 Mar 2020
Nov 2020
-18.65 24 Dec 1980
Nov 1982
-16.70 19 May 2011
Nov 2012
-14.49 6 Aug 1974
Jan 1975
-14.48 24 Feb 1994
Jan 1996

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 1974 - 31 May 2025 (~51 years)


Head To Head (Ptf 1 vs Ptf 2):
Eurozone Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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All Country World 80/20 To EUR Hedged All Country World 60/40 To EUR
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.18 -6.17 -3.58 -9.48
2024
 15.89 -2.15 16.55 -1.67
2023
 15.69 -7.65 11.63 -4.23
2022
 -16.35 -19.72 -12.43 -12.43
2021
 16.44 -2.73 18.69 -1.25
2020
 10.16 -19.23 2.70 -11.42
2019
 18.36 -4.86 21.76 -2.52
2018
 -9.66 -13.16 -2.46 -6.22
2017
 18.41 0.00 3.09 -4.16
2016
 6.66 -5.13 8.60 -3.52
2015
 -1.72 -9.51 8.15 -9.65
2014
 4.20 -3.26 17.25 0.00
2013
 18.35 -3.12 7.70 -2.77
2012
 15.12 -7.78 7.96 -1.94
2011
 -4.22 -16.70 1.14 -6.72
2010
 11.84 -9.72 17.63 -0.67
2009
 27.88 -15.41 19.06 -5.56
2008
 -31.71 -32.39 -19.12 -19.12
2007
 9.41 -2.85 0.62 -4.40
2006
 15.78 -2.15 3.94 -5.41
2005
 8.81 -1.83 20.69 -1.17
2004
 14.98 -1.96 5.73 -1.90
2003
 30.59 -1.47 5.68 -4.43
2002
 -12.30 -19.36 -19.09 -21.47
2001
 -11.29 -19.76 -3.85 -14.98
2000
 -9.15 -10.84 1.09 -12.44
1999
 18.23 -4.31 32.77 -5.44
1998
 18.75 -13.38 9.36 -13.10
1997
 13.38 -5.95 25.96 -9.71
1996
 12.15 -4.35 14.33 -5.60
1995
 17.88 -1.23 11.97 -4.21
1994
 3.77 -5.48 -8.46 -12.37
1993
 27.70 -0.32 29.28 -1.96
1992
 3.54 -2.55 8.34 -13.18
1991
 21.67 -4.96 19.44 -8.97
1990
 -13.52 -18.51 -17.29 -20.47
1989
 12.12 -4.77 9.08 -11.68
1988
 19.05 -2.38 30.18 -4.16
1987
 13.42 -22.17 -4.02 -23.33
1986
 33.99 -5.14 9.50 -8.19
1985
 31.99 -2.07 11.44 -8.40
1984
 2.45 -7.40 20.81 -8.76
1983
 16.56 -2.82 34.93 -0.90
1982
 11.68 -11.66 26.21 -1.97
1981
 -4.49 -11.01 16.78 -9.54
1980
 19.78 -9.50 29.95 -1.08
1979
 4.84 -7.54 1.70 -7.13
1978
 12.05 -6.46 -1.64 -15.52
1977
 3.48 -3.66 -6.94 -6.94
1976
 14.87 -1.69 5.67 -5.93
1975
 31.22 -10.59 28.83 -0.85
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