Ray Dalio All Weather Portfolio 2x Leveraged vs Betterment Robo Advisor 90 Value Tilt Portfolio Portfolio Comparison

Simulation Settings
Period: March 2010 - June 2025 (~15 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
All Data
(2010/03 - 2025/06)
Inflation Adjusted:
Ray Dalio All Weather Portfolio 2x Leveraged
1.00$
Invested Capital
March 2010
5.07$
Final Capital
June 2025
11.17%
Yearly Return
16.04%
Std Deviation
-37.02%
Max Drawdown
42months*
Recovery Period
* in progress
1.00$
Invested Capital
March 2010
3.43$
Final Capital
June 2025
8.38%
Yearly Return
16.04%
Std Deviation
-42.49%
Max Drawdown
42months*
Recovery Period
* in progress
Betterment Robo Advisor 90 Value Tilt Portfolio
1.00$
Invested Capital
March 2010
3.87$
Final Capital
June 2025
9.23%
Yearly Return
13.66%
Std Deviation
-23.36%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
March 2010
2.62$
Final Capital
June 2025
6.50%
Yearly Return
13.66%
Std Deviation
-28.50%
Max Drawdown
39months
Recovery Period

As of June 2025, over the analyzed timeframe, the Ray Dalio All Weather Portfolio 2x Leveraged obtained a 11.17% compound annual return, with a 16.04% standard deviation. It suffered a maximum drawdown of -37.02% which has been ongoing for 42 months and is still in progress.

As of June 2025, over the analyzed timeframe, the Betterment Robo Advisor 90 Value Tilt Portfolio obtained a 9.23% compound annual return, with a 13.66% standard deviation. It suffered a maximum drawdown of -23.36% that required 26 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.

Ray Dalio All Weather Portfolio 2x Leveraged
Weight
(%)		 Ticker Name
30.00
SSO
ProShares Ultra S&P 500
7.50
DIG
ProShares Ultra Oil & Gas
40.00
UBT
ProShares Ultra 20+ Year Treasury
15.00
UST
ProShares Ultra 7-10 Year Treasury
7.50
UGL
ProShares Ultra Gold
Betterment Robo Advisor 90 Value Tilt Portfolio
Weight
(%)		 Ticker Name
30.90
VTI
Vanguard Total Stock Market
24.60
VEA
Vanguard FTSE Developed Markets
14.00
EEM
iShares MSCI Emerging Markets
8.20
VTV
Vanguard Value
6.70
VOE
Vanguard Mid-Cap Value
5.70
IJS
iShares S&P Small-Cap 600 Value
3.50
BND
Vanguard Total Bond Market
2.90
BNDX
Vanguard Total International Bond
1.70
EMB
iShares JP Morgan USD Em Mkts Bd
1.20
TIP
iShares TIPS Bond
0.60
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
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Portfolio Returns as of Jun 30, 2025

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
(2010/03 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ray Dalio All Weather Portfolio 2x Leveraged
Ray Dalio 		1 $ 5.07 $ 406.83% 11.17%
Betterment Robo Advisor 90 Value Tilt
Betterment 		1 $ 3.87 $ 287.34% 9.23%
Mar 2010 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ray Dalio All Weather Portfolio 2x Leveraged
Ray Dalio 		1 $ 3.43 $ 243.43% 8.38%
Betterment Robo Advisor 90 Value Tilt
Betterment 		1 $ 2.62 $ 162.46% 6.50%
Mar 2010 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio 2x Leveraged
Ray Dalio 		6.76 5.74 6.76 9.48 2.96 7.43 11.17
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 90 Value Tilt
Betterment 		9.71 4.24 9.71 14.77 11.67 8.57 9.23
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 March 2010 - 30 June 2025 (~15 years)
1 Year
5 Years
10 Years
All (2010/03 - 2025/06)
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All Weather Portfolio 2x Leveraged Robo Advisor 90 Value Tilt
Author Ray Dalio Betterment
ASSET ALLOCATION
Stocks 37.5% 90.1%
Fixed Income 55% 9.9%
Commodities 7.5% 0%
PERFORMANCES
Annualized Return (%) 9.48
14.77
Infl. Adjusted (%) 6.88 12.05
DRAWDOWN
Deepest Drawdown Depth (%) -8.21
-3.66
Start to Recovery (months) 7*
6
Longest Drawdown Depth (%) -8.21
-3.66
Start to Recovery (months) 7*
6
Longest Negative Period (months) 10
7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.27
9.22
Sharpe Ratio 0.32
1.10
Sortino Ratio 0.40
1.42
Ulcer Index 4.31
1.70
Ratio: Return / Standard Deviation 0.62
1.60
Ratio: Return / Deepest Drawdown 1.16
4.04
Metrics calculated over the period 1 July 2024 - 30 June 2025
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All Weather Portfolio 2x Leveraged Robo Advisor 90 Value Tilt
Author Ray Dalio Betterment
ASSET ALLOCATION
Stocks 37.5% 90.1%
Fixed Income 55% 9.9%
Commodities 7.5% 0%
PERFORMANCES
Annualized Return (%) 2.96
11.67
Infl. Adjusted (%) -1.50 6.84
DRAWDOWN
Deepest Drawdown Depth (%) -37.02
-23.36
Start to Recovery (months) 42*
26
Longest Drawdown Depth (%) -37.02
-23.36
Start to Recovery (months) 42*
26
Longest Negative Period (months) 53
32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 22.21
14.17
Sharpe Ratio 0.01
0.63
Sortino Ratio 0.02
0.88
Ulcer Index 17.52
7.48
Ratio: Return / Standard Deviation 0.13
0.82
Ratio: Return / Deepest Drawdown 0.08
0.50
Metrics calculated over the period 1 July 2020 - 30 June 2025
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All Weather Portfolio 2x Leveraged Robo Advisor 90 Value Tilt
Author Ray Dalio Betterment
ASSET ALLOCATION
Stocks 37.5% 90.1%
Fixed Income 55% 9.9%
Commodities 7.5% 0%
PERFORMANCES
Annualized Return (%) 7.43
8.57
Infl. Adjusted (%) 4.26 5.36
DRAWDOWN
Deepest Drawdown Depth (%) -37.02
-23.36
Start to Recovery (months) 42*
26
Longest Drawdown Depth (%) -37.02
-23.36
Start to Recovery (months) 42*
26
Longest Negative Period (months) 53
35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 18.06
13.95
Sharpe Ratio 0.31
0.48
Sortino Ratio 0.42
0.64
Ulcer Index 12.96
6.67
Ratio: Return / Standard Deviation 0.41
0.61
Ratio: Return / Deepest Drawdown 0.20
0.37
Metrics calculated over the period 1 July 2015 - 30 June 2025
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All Weather Portfolio 2x Leveraged Robo Advisor 90 Value Tilt
Author Ray Dalio Betterment
ASSET ALLOCATION
Stocks 37.5% 90.1%
Fixed Income 55% 9.9%
Commodities 7.5% 0%
PERFORMANCES
Annualized Return (%)
11.17
9.23
Infl. Adjusted (%) 8.38 6.50
DRAWDOWN
Deepest Drawdown Depth (%) -37.02
-23.36
Start to Recovery (months) 42*
26
Longest Drawdown Depth (%) -37.02
-23.36
Start to Recovery (months) 42*
26
Longest Negative Period (months) 53
35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.04
13.66
Sharpe Ratio
0.62
0.59
Sortino Ratio
0.83
0.79
Ulcer Index 10.97
6.24
Ratio: Return / Standard Deviation
0.70
0.68
Ratio: Return / Deepest Drawdown 0.30
0.40
Metrics calculated over the period 1 March 2010 - 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 2015 - 30 June 2025 (10 years)
Period: 1 March 2010 - 30 June 2025 (~15 years)

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All Weather Portfolio 2x Leveraged Robo Advisor 90 Value Tilt
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.02 42* Jan 2022
In progress
-23.36 26 Jan 2022
Feb 2024
-22.15 11 Jan 2020
Nov 2020
-19.34 20 May 2011
Dec 2012
-15.40 17 Feb 2015
Jun 2016
-14.01 16 Aug 2016
Nov 2017
-13.38 21 Feb 2018
Oct 2019
-12.25 16 May 2015
Aug 2016
-11.91 14 Feb 2018
Mar 2019
-11.55 5 May 2010
Sep 2010
-10.15 10 Aug 2020
May 2021
-9.99 9 May 2013
Jan 2014
-4.76 3 Sep 2014
Nov 2014
-4.36 2 Sep 2021
Oct 2021
-4.04 2 Jan 2014
Feb 2014

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 March 2010 - 30 June 2025 (~15 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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All Weather Portfolio 2x Leveraged Robo Advisor 90 Value Tilt
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 6.76 -6.11
9.71
-2.38
2024
 6.94 -8.21
12.00
-3.66
2023
 12.73 -19.81
16.66
-9.98
2022
 -29.60 -36.33
-15.33
-23.36
2021
19.72
-5.30 16.04 -3.56
2020
19.68
-10.15 12.42 -22.15
2019
34.09
-1.91 23.85 -5.81
2018
 -10.77 -11.91
-9.42
-13.38
2017
 21.37 -0.83
21.88
0.00
2016
11.11
-14.01 10.80 -5.43
2015
 -8.24 -15.40
-2.80
-10.67
2014
32.31
-4.76 4.90 -4.04
2013
 8.66 -9.99
22.35
-2.54
2012
 12.34 -3.39
16.43
-8.60
2011
33.40
-3.82 -4.58 -19.34
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