Robert Shiller Cape US Sector Value Portfolio vs Stocks/Bonds 20/80 Portfolio Portfolio Comparison

Simulation Settings
Period: November 2012 - March 2026 (~13 years)
Consolidated Returns as of 31 March 2026
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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The minimum date range must be at least 12 months. 'Date To' cannot be beyond March 2026.
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Results
All Data
(2012/11 - 2026/03)
Inflation Adjusted:
Robert Shiller Robert Shiller Cape US Sector Value Portfolio
1.00$
Invested Capital
November 2012
5.92$
Final Capital
March 2026
14.18%
Yearly Return
14.84%
Std Deviation
-21.00%
Max Drawdown
6months
Recovery Period
1.00$
Invested Capital
November 2012
4.19$
Final Capital
March 2026
11.26%
Yearly Return
14.84%
Std Deviation
-24.50%
Max Drawdown
31months
Recovery Period
Stocks/Bonds 20/80 Portfolio
1.00$
Invested Capital
November 2012
1.74$
Final Capital
March 2026
4.22%
Yearly Return
5.55%
Std Deviation
-16.57%
Max Drawdown
33months
Recovery Period
1.00$
Invested Capital
November 2012
1.23$
Final Capital
March 2026
1.57%
Yearly Return
5.55%
Std Deviation
-24.58%
Max Drawdown
63months*
Recovery Period
* in progress

As of March 2026, over the analyzed timeframe, the Robert Shiller Cape US Sector Value Portfolio obtained a 14.18% compound annual return, with a 14.84% standard deviation. It suffered a maximum drawdown of -21.00% that required 6 months to be recovered.

As of March 2026, over the analyzed timeframe, the Stocks/Bonds 20/80 Portfolio obtained a 4.22% compound annual return, with a 5.55% standard deviation. It suffered a maximum drawdown of -16.57% that required 33 months to be recovered.

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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.

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Robert Shiller
Robert Shiller Cape US Sector Value Portfolio
Weight
(%)		 Ticker Name
100.00
CAPE
DoubleLine Shiller U.S. Equities ETF
Stocks/Bonds 20/80 Portfolio
Weight
(%)		 Ticker Name
20.00
VTI
Vanguard Total Stock Market
80.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Mar 31, 2026

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
All Data
(2012/11 - 2026/03)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Robert Shiller Cape US Sector Value
Robert Shiller 		1 $ 5.92 $ 492.12% 14.18%
Stocks/Bonds 20/80
 1 $ 1.74 $ 74.19% 4.22%
Nov 2012 Mar 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Robert Shiller Cape US Sector Value
Robert Shiller 		1 $ 4.19 $ 318.75% 11.26%
Stocks/Bonds 20/80
 1 $ 1.23 $ 23.19% 1.57%
Nov 2012 Mar 2026

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Return (%) as of Mar 31, 2026
YTD
(3M) 		1M 6M 1Y 5Y 10Y MAX
(~13Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_robert_shiller.webp Cape US Sector Value
Robert Shiller 		-4.29 -7.33 -4.53 2.97 8.83 13.29 14.18
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 20/80
-- Market Benchmark 		-0.76 -2.39 0.46 6.91 2.51 4.16 4.22
Returns over 1 year are annualized.
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Portfolio Metrics as of Mar 31, 2026

The following metrics, updated as of 31 March 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2025 - 31 March 2026 (1 year)
Period: 1 April 2021 - 31 March 2026 (5 years)
Period: 1 April 2016 - 31 March 2026 (10 years)
Period: 1 November 2012 - 31 March 2026 (~13 years)
1 Year
5 Years
10 Years
All (2012/11 - 2026/03)
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Cape US Sector Value Stocks/Bonds 20/80
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 20%
Fixed Income 0% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.97 6.91
Infl. Adjusted (%) 0.50 4.35
DRAWDOWN
Deepest Drawdown Depth (%) -7.33 -2.39
Start to Recovery (months) 1* 1*
Longest Drawdown Depth (%) -0.76 -0.24
Start to Recovery (months) 2 2
Longest Negative Period (months) 9* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.38 3.83
Sharpe Ratio -0.10 0.76
Sortino Ratio -0.12 0.94
Ulcer Index 2.23 0.67
Ratio: Return / Standard Deviation 0.29 1.81
Ratio: Return / Deepest Drawdown 0.40 2.90
Metrics calculated over the period 1 April 2025 - 31 March 2026
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Cape US Sector Value Stocks/Bonds 20/80
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 20%
Fixed Income 0% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.83 2.51
Infl. Adjusted (%) 4.31 -1.75
DRAWDOWN
Deepest Drawdown Depth (%) -20.07 -16.57
Start to Recovery (months) 19 33
Longest Drawdown Depth (%) -20.07 -16.57
Start to Recovery (months) 19 33
Longest Negative Period (months) 26 41
RISK INDICATORS
Standard Deviation (%) 16.24 7.51
Sharpe Ratio 0.34 -0.10
Sortino Ratio 0.47 -0.14
Ulcer Index 6.10 7.32
Ratio: Return / Standard Deviation 0.54 0.33
Ratio: Return / Deepest Drawdown 0.44 0.15
Metrics calculated over the period 1 April 2021 - 31 March 2026
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Cape US Sector Value Stocks/Bonds 20/80
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 20%
Fixed Income 0% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.29 4.16
Infl. Adjusted (%) 9.73 0.89
DRAWDOWN
Deepest Drawdown Depth (%) -21.00 -16.57
Start to Recovery (months) 6 33
Longest Drawdown Depth (%) -20.07 -16.57
Start to Recovery (months) 19 33
Longest Negative Period (months) 26 50
RISK INDICATORS
Standard Deviation (%) 15.84 6.14
Sharpe Ratio 0.70 0.33
Sortino Ratio 0.94 0.44
Ulcer Index 5.44 5.25
Ratio: Return / Standard Deviation 0.84 0.68
Ratio: Return / Deepest Drawdown 0.63 0.25
Metrics calculated over the period 1 April 2016 - 31 March 2026
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Cape US Sector Value Stocks/Bonds 20/80
Author Robert Shiller
ASSET ALLOCATION
Stocks 100% 20%
Fixed Income 0% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.18 4.22
Infl. Adjusted (%) 11.26 1.57
DRAWDOWN
Deepest Drawdown Depth (%) -21.00 -16.57
Start to Recovery (months) 6 33
Longest Drawdown Depth (%) -20.07 -16.57
Start to Recovery (months) 19 33
Longest Negative Period (months) 26 50
RISK INDICATORS
Standard Deviation (%) 14.84 5.55
Sharpe Ratio 0.85 0.48
Sortino Ratio 1.14 0.64
Ulcer Index 4.83 4.56
Ratio: Return / Standard Deviation 0.96 0.76
Ratio: Return / Deepest Drawdown 0.67 0.25
Metrics calculated over the period 1 November 2012 - 31 March 2026
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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 April 2016 - 31 March 2026 (10 years)
Period: 1 November 2012 - 31 March 2026 (~13 years)

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Cape US Sector Value Stocks/Bonds 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-21.00 6 Feb 2020
Jul 2020
-20.07 19 Jan 2022
Jul 2023
-16.57 33 Jan 2022
Sep 2024
-15.27 7 Oct 2018
Apr 2019
-8.74 3 Aug 2015
Oct 2015
-8.27 5 Aug 2023
Dec 2023
-7.33 1* Mar 2026
In progress
-6.08 9 Dec 2024
Aug 2025
-5.96 2 May 2019
Jun 2019
-5.62 6 Feb 2018
Jul 2018
-5.36 4 Apr 2024
Jul 2024
-5.00 2 Sep 2021
Oct 2021
-4.58 3 Jan 2016
Mar 2016
-4.02 3 Sep 2020
Nov 2020
-3.92 3 Feb 2020
Apr 2020

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 November 2012 - 31 March 2026 (~13 years)


Head To Head (Ptf 1 vs Ptf 2):
US 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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Cape US Sector Value Stocks/Bonds 20/80
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 -4.29 -7.33 -0.76 -2.39
2025
 9.10 -4.59 9.09 -1.15
2024
 14.40 -6.08 5.87 -2.83
2023
 27.65 -8.27 9.53 -5.62
2022
 -15.62 -20.07 -14.39 -16.57
2021
 27.80 -5.00 3.64 -1.82
2020
 19.47 -21.00 10.38 -3.92
2019
 32.61 -5.96 13.20 -0.07
2018
 -3.51 -15.27 -1.13 -2.67
2017
 21.38 -0.24 7.10 -0.02
2016
 18.06 -4.58 4.58 -2.40
2015
 4.57 -8.74 0.52 -1.90
2014
 15.77 -3.84 7.16 -0.89
2013
 33.36 -2.99 5.01 -2.56
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