Larry Swedroe Larry Portfolio To EUR vs Aim Ways Shield Strategy To EUR Portfolio Portfolio Comparison

Simulation Settings
Period: July 1998 - June 2025 (~27 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1€
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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Results
All Data
(1998/07 - 2025/06)
Inflation Adjusted:
Larry Swedroe Larry Portfolio To EUR
1.00€
Invested Capital
July 1998
3.74€
Final Capital
June 2025
5.01%
Yearly Return
7.84%
Std Deviation
-18.61%
Max Drawdown
46months
Recovery Period
1.00€
Invested Capital
July 1998
2.15€
Final Capital
June 2025
2.87%
Yearly Return
7.84%
Std Deviation
-22.69%
Max Drawdown
98months
Recovery Period
Aim Ways Shield Strategy To EUR Portfolio
1.00€
Invested Capital
July 1998
7.81€
Final Capital
June 2025
7.91%
Yearly Return
9.44%
Std Deviation
-30.73%
Max Drawdown
114months
Recovery Period
1.00€
Invested Capital
July 1998
4.49€
Final Capital
June 2025
5.72%
Yearly Return
9.44%
Std Deviation
-34.90%
Max Drawdown
135months
Recovery Period

As of June 2025, over the analyzed timeframe, the Larry Swedroe Larry Portfolio To EUR obtained a 5.01% compound annual return, with a 7.84% standard deviation. It suffered a maximum drawdown of -18.61% that required 46 months to be recovered.

As of June 2025, over the analyzed timeframe, the Aim Ways Shield Strategy To EUR Portfolio obtained a 7.91% compound annual return, with a 9.44% standard deviation. It suffered a maximum drawdown of -30.73% that required 114 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.

Larry Swedroe Larry Portfolio To EUR
Weight
(%)		 Ticker Name
15.00
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted
7.50
IS3N.DE
iShares Core MSCI Emerg. Markets
7.50
IUSN.DE
iShares MSCI World Small Cap
70.00
SXRL.DE
iShares USD Treasury Bond 3-7yr
Aim Ways Shield Strategy To EUR Portfolio
Weight
(%)		 Ticker Name
21.00
SXR8.DE
iShares Core S&P 500
16.00
SXRV.DE
iShares Nasdaq 100
5.00
IBCK.DE
iShares Edge S&P 500 Minimum Volatility
22.00
VUCE.DE
Vanguard USD Corporate Bond
16.00
SXRL.DE
iShares USD Treasury Bond 3-7yr
20.00
PHAU
WisdomTree Physical Gold
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Portfolio Returns as of Jun 30, 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
All Data
(1998/07 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount € Final Amount € Total Return (%) Annualized (%)
Larry Swedroe Larry Portfolio To EUR
Larry Swedroe 		1 € 3.74 € 274.29% 5.01%
Aim Ways Shield Strategy To EUR
Aim Ways 		1 € 7.81 € 681.21% 7.91%
Jul 1998 Jun 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Larry Swedroe Larry Portfolio To EUR
Larry Swedroe 		1 € 2.15 € 114.91% 2.87%
Aim Ways Shield Strategy To EUR
Aim Ways 		1 € 4.49 € 348.56% 5.72%
Jul 1998 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 20Y MAX
(~27Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_larry_swedroe.webp Larry Portfolio
Larry Swedroe 		1.39 1.27 1.39 5.53 3.58 3.35 4.44 5.01
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Shield Strategy
Aim Ways 		-1.16 -0.38 -1.16 7.70 9.20 9.21 9.03 7.91
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 2005 - 30 June 2025 (20 years)
Period: 1 July 1998 - 30 June 2025 (~27 years)
1 Year
5 Years
10 Years
20 Years
All (1998/07 - 2025/06)
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Larry Portfolio To EUR Shield Strategy To EUR
Author Larry Swedroe Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 70% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 5.53 7.70
Infl. Adjusted (%) 3.78 5.92
DRAWDOWN
Deepest Drawdown Depth (%) -3.25 -6.40
Start to Recovery (months) 7* 5*
Longest Drawdown Depth (%) -3.25 -6.40
Start to Recovery (months) 7* 5*
Longest Negative Period (months) 8 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.99 7.72
Sharpe Ratio 0.15 0.40
Sortino Ratio 0.21 0.56
Ulcer Index 1.54 2.69
Ratio: Return / Standard Deviation 0.92 1.00
Ratio: Return / Deepest Drawdown 1.70 1.20
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Larry Portfolio To EUR Shield Strategy To EUR
Author Larry Swedroe Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 70% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 3.58 9.20
Infl. Adjusted (%) -0.43 4.97
DRAWDOWN
Deepest Drawdown Depth (%) -9.90 -10.22
Start to Recovery (months) 31 20
Longest Drawdown Depth (%) -9.90 -10.22
Start to Recovery (months) 31 20
Longest Negative Period (months) 37 23
RISK INDICATORS
Standard Deviation (%) 6.14 7.63
Sharpe Ratio 0.15 0.85
Sortino Ratio 0.21 1.21
Ulcer Index 4.42 3.34
Ratio: Return / Standard Deviation 0.58 1.21
Ratio: Return / Deepest Drawdown 0.36 0.90
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Larry Portfolio To EUR Shield Strategy To EUR
Author Larry Swedroe Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 70% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 3.35 9.21
Infl. Adjusted (%) 0.83 6.55
DRAWDOWN
Deepest Drawdown Depth (%) -9.90 -10.22
Start to Recovery (months) 31 20
Longest Drawdown Depth (%) -9.90 -10.22
Start to Recovery (months) 31 20
Longest Negative Period (months) 37 23
RISK INDICATORS
Standard Deviation (%) 5.38 7.68
Sharpe Ratio 0.28 0.96
Sortino Ratio 0.40 1.39
Ulcer Index 3.30 2.80
Ratio: Return / Standard Deviation 0.62 1.20
Ratio: Return / Deepest Drawdown 0.34 0.90
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Larry Portfolio To EUR Shield Strategy To EUR
Author Larry Swedroe Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 70% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 4.44 9.03
Infl. Adjusted (%) 2.30 6.79
DRAWDOWN
Deepest Drawdown Depth (%) -12.88 -10.90
Start to Recovery (months) 32 23
Longest Drawdown Depth (%) -12.88 -10.90
Start to Recovery (months) 32 23
Longest Negative Period (months) 45 43
RISK INDICATORS
Standard Deviation (%) 7.05 8.07
Sharpe Ratio 0.41 0.93
Sortino Ratio 0.61 1.33
Ulcer Index 3.76 3.23
Ratio: Return / Standard Deviation 0.63 1.12
Ratio: Return / Deepest Drawdown 0.34 0.83
Metrics calculated over the period 1 July 2005 - 30 June 2025
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Larry Portfolio To EUR Shield Strategy To EUR
Author Larry Swedroe Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 70% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 5.01 7.91
Infl. Adjusted (%) 2.87 5.72
DRAWDOWN
Deepest Drawdown Depth (%) -18.61 -30.73
Start to Recovery (months) 46 114
Longest Drawdown Depth (%) -18.61 -30.73
Start to Recovery (months) 46 114
Longest Negative Period (months) 92 115
RISK INDICATORS
Standard Deviation (%) 7.84 9.44
Sharpe Ratio 0.39 0.63
Sortino Ratio 0.57 0.87
Ulcer Index 5.74 10.84
Ratio: Return / Standard Deviation 0.64 0.84
Ratio: Return / Deepest Drawdown 0.27 0.26
Metrics calculated over the period 1 July 1998 - 30 June 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 July 2005 - 30 June 2025 (20 years)
Period: 1 July 1998 - 30 June 2025 (~27 years)

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Larry Portfolio To EUR Shield Strategy To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.73 114 Sep 2000
Feb 2010
-18.61 46 Feb 2002
Nov 2005
-12.88 32 Mar 2006
Oct 2008
-10.22 20 Jan 2022
Aug 2023
-9.95 6 Jul 1998
Dec 1998
-9.90 31 Jan 2022
Jul 2024
-8.44 12 Dec 2010
Nov 2011
-7.83 8 Jun 2001
Jan 2002
-7.60 9 Jul 1998
Mar 1999
-7.32 8 Apr 2015
Nov 2015
-6.65 13 Dec 2008
Dec 2009
-6.40 5* Feb 2025
In progress
-6.33 8 Aug 2012
Mar 2013
-6.17 5 Nov 2000
Mar 2001
-5.96 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 July 1998 - 30 June 2025 (~27 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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Larry Portfolio To EUR Shield Strategy To EUR
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.39 -2.69 -1.16 -6.40
2024
 5.43 -2.41 22.40 -0.59
2023
 7.27 -4.62 16.48 -1.91
2022
 -9.17 -9.77 -10.22 -10.22
2021
 7.93 -0.52 18.36 -1.32
2020
 5.69 -4.74 10.51 -5.96
2019
 12.06 -1.71 25.29 -1.55
2018
 -2.68 -4.23 0.97 -4.48
2017
 2.46 -0.94 2.63 -4.93
2016
 7.29 -0.86 10.32 -1.23
2015
 1.47 -4.70 8.96 -7.32
2014
 7.92 -1.36 22.15 -0.95
2013
 2.02 -4.06 3.50 -5.77
2012
 4.80 -3.63 7.85 -5.32
2011
 6.87 -6.69 10.55 -3.94
2010
 18.92 -5.69 20.26 -3.83
2009
 8.14 -5.08 18.93 -4.61
2008
 1.89 -8.33 -8.57 -9.49
2007
 -1.18 -3.29 2.08 -2.85
2006
 -2.20 -7.92 -0.27 -6.39
2005
 21.57 -1.54 21.08 -1.36
2004
 1.52 -4.77 -0.30 -4.36
2003
 -3.74 -6.66 1.11 -5.58
2002
 -9.96 -13.87 -16.56 -19.82
2001
 12.34 -7.83 0.73 -11.23
2000
 18.58 -6.17 2.44 -13.65
1999
 21.39 -4.59 39.91 -4.86
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