Euro Stocks Portfolio vs Ray Dalio All Weather Portfolio To EUR Portfolio Comparison

Simulation Settings
Period: February 1972 - May 2025 (~53 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1€
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1972/02 - 2025/05)
Inflation Adjusted:
Euro Stocks Portfolio
1.00€
Invested Capital
June 1995
7.44€
Final Capital
May 2025
6.92%
Yearly Return
17.02%
Std Deviation
-55.39%
Max Drawdown
80months
Recovery Period
1.00€
Invested Capital
June 1995
4.05€
Final Capital
May 2025
4.78%
Yearly Return
17.02%
Std Deviation
-58.07%
Max Drawdown
232months
Recovery Period
1.00€
Invested Capital
February 1972
34.61€
Final Capital
May 2025
6.87%
Yearly Return
14.95%
Std Deviation
-55.39%
Max Drawdown
80months
Recovery Period
1.00€
Invested Capital
February 1972
8.13€
Final Capital
May 2025
4.01%
Yearly Return
14.95%
Std Deviation
-58.07%
Max Drawdown
232months
Recovery Period
Ray Dalio All Weather Portfolio To EUR
1.00€
Invested Capital
June 1995
9.51€
Final Capital
May 2025
7.80%
Yearly Return
9.51%
Std Deviation
-18.09%
Max Drawdown
59months
Recovery Period
1.00€
Invested Capital
June 1995
5.18€
Final Capital
May 2025
5.64%
Yearly Return
9.51%
Std Deviation
-24.54%
Max Drawdown
41months*
Recovery Period
* in progress
1.00€
Invested Capital
February 1972
98.79€
Final Capital
May 2025
8.99%
Yearly Return
11.09%
Std Deviation
-23.42%
Max Drawdown
32months
Recovery Period
1.00€
Invested Capital
February 1972
23.20€
Final Capital
May 2025
6.07%
Yearly Return
11.09%
Std Deviation
-24.54%
Max Drawdown
41months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Euro Stocks Portfolio obtained a 6.92% compound annual return, with a 17.02% standard deviation. It suffered a maximum drawdown of -55.39% that required 80 months to be recovered.

As of May 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio To EUR obtained a 7.80% compound annual return, with a 9.51% standard deviation. It suffered a maximum drawdown of -18.09% that required 59 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.

Euro Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
SXRT.DE
iShares Core EURO STOXX 50
Ray Dalio All Weather Portfolio To EUR
Weight
(%)		 Ticker Name
30.00
XD9U.DE
Xtrackers MSCI USA
40.00
IS04.DE
iShares USD Treasury Bond 20+yr
15.00
SXRL.DE
iShares USD Treasury Bond 3-7yr
7.50
PHAU
WisdomTree Physical Gold
7.50
UIQK.DE
UBS CMCI Composite SF
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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
Capital Growth
30 Years
(1995/06 - 2025/05)
All Data
(1972/02 - 2025/05)
Inflation Adjusted:
Swipe left to see all data
Initial Amount € Final Amount € Total Return (%) Annualized (%)
Euro Stocks
 1 € 7.44 € 643.75% 6.92%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 € 9.51 € 850.78% 7.80%
Jun 1995 May 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Euro Stocks
 1 € 4.05 € 305.31% 4.78%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 € 5.18 € 418.13% 5.64%
Jun 1995 May 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Euro Stocks
 1 € 34.61 € 3 360.94% 6.87%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 € 98.79 € 9 778.68% 8.99%
Feb 1972 May 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Euro Stocks
 1 € 8.13 € 712.87% 4.01%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 € 23.20 € 2 220.20% 6.07%
Feb 1972 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~53Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_euro_author.webp Euro Stocks
-- Market Benchmark 		12.35 5.26 14.31 10.86 15.27 7.32 6.92 6.87
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		-4.38 0.30 -6.47 4.54 2.72 4.67 7.80 8.99
Returns over 1 year are 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 February 1972 - 31 May 2025 (~53 years)
1 Year
5 Years
10 Years
30 Years
All (1972/02 - 2025/05)
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Euro Stocks All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 10.86 4.54
Infl. Adjusted (%) 8.79 2.59
DRAWDOWN
Deepest Drawdown Depth (%) -4.81 -7.91
Start to Recovery (months) 3 3*
Longest Drawdown Depth (%) -1.95 -7.91
Start to Recovery (months) 4 3*
Longest Negative Period (months) 7 10*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.66 9.29
Sharpe Ratio 0.53 -0.02
Sortino Ratio 0.84 -0.02
Ulcer Index 2.37 3.30
Ratio: Return / Standard Deviation 0.93 0.49
Ratio: Return / Deepest Drawdown 2.26 0.57
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Euro Stocks All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 15.27 2.72
Infl. Adjusted (%) 10.74 -1.31
DRAWDOWN
Deepest Drawdown Depth (%) -20.89 -14.85
Start to Recovery (months) 14 33
Longest Drawdown Depth (%) -20.89 -14.85
Start to Recovery (months) 14 33
Longest Negative Period (months) 22 42*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.85 8.16
Sharpe Ratio 0.75 0.01
Sortino Ratio 1.14 0.02
Ulcer Index 5.98 6.49
Ratio: Return / Standard Deviation 0.91 0.33
Ratio: Return / Deepest Drawdown 0.73 0.18
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Euro Stocks All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.32 4.67
Infl. Adjusted (%) 4.71 2.13
DRAWDOWN
Deepest Drawdown Depth (%) -25.81 -14.85
Start to Recovery (months) 15 33
Longest Drawdown Depth (%) -17.71 -14.85
Start to Recovery (months) 20 33
Longest Negative Period (months) 65 42
RISK INDICATORS
Standard Deviation (%) 16.75 7.67
Sharpe Ratio 0.33 0.38
Sortino Ratio 0.46 0.55
Ulcer Index 8.35 4.99
Ratio: Return / Standard Deviation 0.44 0.61
Ratio: Return / Deepest Drawdown 0.28 0.31
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Euro Stocks All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.92 7.80
Infl. Adjusted (%) 4.78 5.64
DRAWDOWN
Deepest Drawdown Depth (%) -55.39 -18.09
Start to Recovery (months) 80 59
Longest Drawdown Depth (%) -52.60 -18.09
Start to Recovery (months) 93 59
Longest Negative Period (months) 196 95
RISK INDICATORS
Standard Deviation (%) 17.02 9.51
Sharpe Ratio 0.27 0.58
Sortino Ratio 0.37 0.87
Ulcer Index 21.36 6.24
Ratio: Return / Standard Deviation 0.41 0.82
Ratio: Return / Deepest Drawdown 0.12 0.43
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Euro Stocks All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.87 8.99
Infl. Adjusted (%) 4.01 6.07
DRAWDOWN
Deepest Drawdown Depth (%) -55.39 -23.42
Start to Recovery (months) 80 32
Longest Drawdown Depth (%) -52.60 -18.09
Start to Recovery (months) 93 59
Longest Negative Period (months) 196 95
RISK INDICATORS
Standard Deviation (%) 14.95 11.09
Sharpe Ratio 0.17 0.42
Sortino Ratio 0.22 0.62
Ulcer Index 17.26 6.60
Ratio: Return / Standard Deviation 0.46 0.81
Ratio: Return / Deepest Drawdown 0.12 0.38
Metrics calculated over the period 1 February 1972 - 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 February 1972 - 31 May 2025 (~53 years)
30 Years
(1995/06 - 2025/05)

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Euro Stocks All Weather Portfolio To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.39 80 Sep 2000
Apr 2007
-52.60 93 Jun 2007
Feb 2015
-25.81 15 Jan 2020
Mar 2021
-21.01 9 Aug 1998
Apr 1999
-20.89 14 Jan 2022
Feb 2023
-18.13 24 Apr 2015
Mar 2017
-18.09 59 Nov 2000
Sep 2005
-15.51 18 Nov 2017
Apr 2019
-14.85 33 Jan 2022
Sep 2024
-9.54 33 Mar 2006
Nov 2008
-9.23 24 Aug 2012
Jul 2014
-9.15 5 Aug 2023
Dec 2023
-8.50 14 Dec 2008
Jan 2010
-8.09 15 Apr 2015
Jun 2016
-7.91 3* Mar 2025
In progress

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Euro Stocks All Weather Portfolio To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.39 80 Sep 2000
Apr 2007
-52.60 93 Jun 2007
Feb 2015
-28.01 36 Dec 1972
Nov 1975
-27.95 21 May 1987
Jan 1989
-25.81 15 Jan 2020
Mar 2021
-23.42 32 Jun 1986
Jan 1989
-21.01 9 Aug 1998
Apr 1999
-20.89 14 Jan 2022
Feb 2023
-20.14 20 Sep 1989
Apr 1991
-19.37 38 Jun 1990
Jul 1993
-19.31 27 Feb 1994
Apr 1996
-18.13 24 Apr 2015
Mar 2017
-18.09 59 Nov 2000
Sep 2005
-16.57 22 Feb 1994
Nov 1995
-15.53 27 Dec 1980
Feb 1983

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 February 1972 - 31 May 2025 (~53 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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Euro Stocks All Weather Portfolio To EUR
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 12.35 -4.81 -4.38 -7.91
2024
 11.55 -3.70 12.32 -2.32
2023
 21.98 -9.15 7.25 -5.45
2022
 -8.80 -20.89 -14.06 -14.06
2021
 23.52 -4.27 16.23 -2.18
2020
 -2.93 -25.81 6.82 -2.30
2019
 30.14 -5.10 21.06 -1.55
2018
 -12.14 -14.85 0.53 -4.01
2017
 10.21 -3.84 -0.07 -6.12
2016
 3.33 -10.52 8.08 -2.04
2015
 7.96 -14.30 6.64 -8.09
2014
 5.26 -3.60 27.36 0.00
2013
 21.82 -6.08 -2.32 -7.08
2012
 19.29 -13.44 4.87 -6.96
2011
 -15.08 -25.70 19.59 -4.90
2010
 1.27 -8.70 20.81 -7.08
2009
 27.14 -14.73 0.36 -7.51
2008
 -41.19 -41.44 6.75 -6.37
2007
 4.91 -5.47 1.21 -2.36
2006
 18.18 -5.08 -4.06 -8.39
2005
 23.62 -3.76 24.27 -2.09
2004
 10.41 -4.25 1.58 -5.37
2003
 18.49 -11.78 -4.94 -6.03
2002
 -31.40 -36.22 -8.57 -12.50
2001
 -17.98 -29.42 2.85 -8.57
2000
 -1.36 -10.13 17.75 -8.37
1999
 39.31 -3.44 23.67 -4.40
1998
 21.66 -21.01 4.11 -7.77
1997
 30.41 -7.75 29.52 -5.02
1996
 27.24 -4.93 10.34 -5.37
1995
 4.09 -5.09 22.37 -3.05
1994
 -11.71 -15.21 -12.26 -16.57
1993
 32.35 -1.55 21.25 -3.56
1992
 1.57 -12.30 18.48 -9.85
1991
 6.15 -6.52 20.64 -6.12
1990
 -15.36 -19.37 -9.46 -13.83
1989
 24.46 -5.80 18.59 -7.32
1988
 29.49 -2.80 23.59 -6.24
1987
 -20.47 -25.88 -15.30 -20.23
1986
 24.37 -4.39 -0.02 -9.58
1985
 35.44 -3.23 2.83 -10.14
1984
 6.69 -8.43 24.92 -9.13
1983
 30.93 -0.89 26.97 -2.02
1982
 9.17 -6.21 46.21 -0.90
1981
 -10.24 -12.08 14.87 -7.87
1980
 17.71 -4.54 21.99 -5.27
1979
 -0.92 -4.99 17.96 -6.16
1978
 6.31 -3.82 -2.44 -9.12
1977
 3.96 -2.41 -4.83 -5.47
1976
 1.50 -7.94 18.13 -2.57
1975
 36.64 -4.07 24.42 -5.34
1974
 -8.87 -16.52 -6.20 -14.35
1973
 -15.23 -16.90 0.00 -12.97
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