Ray Dalio All Weather Portfolio To EUR Hedged vs Craig Israelsen 7Twelve Portfolio To EUR Portfolio Comparison

Simulation Settings

Period: January 1976 - July 2025 (~50 years)
Consolidated Returns as of 31 July 2025

Initial Amount: 1€

Rebalancing: at every Jan 1^st

Currency: EUR

Inflation: Eurozone

(Change Settings)

Results

30 Years
(1995/08 - 2025/07)

All Data
(1976/01 - 2025/07)

Inflation Adjusted:

Ray Dalio All Weather Portfolio To EUR Hedged

1.00€
Invested Capital
August 1995
6.55€
Final Capital
July 2025
6.47%
Yearly Return
7.31%
Std Deviation
-23.92%
Max Drawdown
43months*
Recovery Period
* in progress

1.00€
Invested Capital
August 1995
3.57€
Final Capital
July 2025
4.33%
Yearly Return
7.31%
Std Deviation
-33.12%
Max Drawdown
47months*
Recovery Period
* in progress

1.00€
Invested Capital
January 1976
40.45€
Final Capital
July 2025
7.75%
Yearly Return
7.94%
Std Deviation
-23.92%
Max Drawdown
43months*
Recovery Period
* in progress

1.00€
Invested Capital
January 1976
11.97€
Final Capital
July 2025
5.13%
Yearly Return
7.94%
Std Deviation
-33.12%
Max Drawdown
47months*
Recovery Period
* in progress

Craig Israelsen 7Twelve Portfolio To EUR

1.00€
Invested Capital
August 1995
8.67€
Final Capital
July 2025
7.46%
Yearly Return
9.78%
Std Deviation
-23.13%
Max Drawdown
29months
Recovery Period

1.00€
Invested Capital
August 1995
4.72€
Final Capital
July 2025
5.31%
Yearly Return
9.78%
Std Deviation
-26.25%
Max Drawdown
51months
Recovery Period

1.00€
Invested Capital
January 1976
75.06€
Final Capital
July 2025
9.10%
Yearly Return
10.91%
Std Deviation
-27.90%
Max Drawdown
47months
Recovery Period

1.00€
Invested Capital
January 1976
22.21€
Final Capital
July 2025
6.45%
Yearly Return
10.91%
Std Deviation
-28.30%
Max Drawdown
49months
Recovery Period

As of July 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio To EUR Hedged obtained a 6.47% compound annual return, with a 7.31% standard deviation. It suffered a maximum drawdown of -23.92% which has been ongoing for 43 months and is still in progress.

As of July 2025, in the previous 30 Years, the Craig Israelsen 7Twelve Portfolio To EUR obtained a 7.46% compound annual return, with a 9.78% standard deviation. It suffered a maximum drawdown of -23.13% that required 29 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 To EUR Hedged

Weight (%)	Ticker	Name
30.00	XD9E.DE	Xtrackers MSCI USA EUR Hedged
40.00	IUSV.DE	iShares USD Treasury Bond 20+yr EUR Hedged
15.00	CBUE.DE	iShares USD Treasury Bond 3-7yr Eur Hedged
7.50	BCFE.DE	UBS CMCI Composite SF Eur Hedged
7.50	GBSE	WisdomTree Physical Gold EUR Hedged

Craig Israelsen 7Twelve Portfolio To EUR

Weight (%)	Ticker	Name
16.67	EUNL.DE	iShares Core MSCI World
8.34	IQQ7.DE	iShares US Property Yield
8.33	IS3N.DE	iShares Core MSCI Emerg. Markets
8.33	SPY4.DE	SPDR S&P 400 US Mid Cap
8.33	ZPRR.DE	SPDR Russell 2000 US Small Cap
25.00	SXRL.DE	iShares USD Treasury Bond 3-7yr
8.34	XFFE.DE	Xtrackers USD Overnight Rate Swap
16.66	UIQK.DE	UBS CMCI Composite SF

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Portfolio Returns as of Jul 31, 2025

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1995/08 - 2025/07)

All Data
(1976/01 - 2025/07)

Inflation Adjusted:

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	Initial Amount €	Final Amount €	Total Return (%)	Annualized (%)
All Weather Portfolio To EUR Hedged Ray Dalio	1 €	6.55 €	555.29%	6.47%
7Twelve Portfolio To EUR Craig Israelsen	1 €	8.67 €	766.52%	7.46%
	Aug 1995	Jul 2025

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	Initial Amount €	Final Amount €	Total Return (%)	Annualized (%)
All Weather Portfolio To EUR Hedged Ray Dalio	1 €	3.57 €	257.09%	4.33%
7Twelve Portfolio To EUR Craig Israelsen	1 €	4.72 €	372.19%	5.31%
	Aug 1995	Jul 2025

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	Initial Amount €	Final Amount €	Total Return (%)	Annualized (%)
All Weather Portfolio To EUR Hedged Ray Dalio	1 €	40.45 €	3 945.32%	7.75%
7Twelve Portfolio To EUR Craig Israelsen	1 €	75.06 €	7 406.07%	9.10%
	Jan 1976	Jul 2025

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	Initial Amount €	Final Amount €	Total Return (%)	Annualized (%)
All Weather Portfolio To EUR Hedged Ray Dalio	1 €	11.97 €	1 096.94%	5.13%
7Twelve Portfolio To EUR Craig Israelsen	1 €	22.21 €	2 120.92%	6.45%
	Jan 1976	Jul 2025

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		Return (%) as of Jul 31, 2025
		YTD (7M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~50Y)
	All Weather Portfolio • Hedged Ray Dalio	5.11	0.65	2.79	5.84	0.43	3.51	6.47	7.75
	7Twelve Portfolio Craig Israelsen	-1.66	2.81	-4.03	2.76	8.77	5.55	7.46	9.10
Returns over 1 year are annualized.

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Portfolio Metrics as of Jul 31, 2025

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

METRIC COMPARISON

Period: 1 August 2024 - 31 July 2025 (1 year)

Period: 1 August 2020 - 31 July 2025 (5 years)

Period: 1 August 2015 - 31 July 2025 (10 years)

Period: 1 August 1995 - 31 July 2025 (30 years)

Period: 1 January 1976 - 31 July 2025 (~50 years)

1 Year

5 Years

10 Years

30 Years

All (1976/01 - 2025/07)

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	All Weather Portfolio To EUR Hedged	7Twelve Portfolio To EUR
Author	Ray Dalio	Craig Israelsen
ASSET ALLOCATION
Stocks	30%	50%
Fixed Income	55%	33.34%
Commodities	15%	16.66%
PERFORMANCES
Annualized Return (%)	5.84	2.76
Infl. Adjusted (%)	3.73	0.71
DRAWDOWN
Deepest Drawdown Depth (%)	-3.20	-8.92
Start to Recovery (months)	9	6*
Longest Drawdown Depth (%)	-3.20	-8.92
Start to Recovery (months)	9	6*
Longest Negative Period (months)	8	11
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	6.24	9.26
Sharpe Ratio	0.21	-0.19
Sortino Ratio	0.27	-0.26
Ulcer Index	1.30	4.07
Ratio: Return / Standard Deviation	0.94	0.30
Ratio: Return / Deepest Drawdown	1.82	0.31
Metrics calculated over the period 1 August 2024 - 31 July 2025

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	All Weather Portfolio To EUR Hedged	7Twelve Portfolio To EUR
Author	Ray Dalio	Craig Israelsen
ASSET ALLOCATION
Stocks	30%	50%
Fixed Income	55%	33.34%
Commodities	15%	16.66%
PERFORMANCES
Annualized Return (%)	0.43	8.77
Infl. Adjusted (%)	-3.58	4.43
DRAWDOWN
Deepest Drawdown Depth (%)	-23.92	-8.92
Start to Recovery (months)	43*	6*
Longest Drawdown Depth (%)	-23.92	-6.82
Start to Recovery (months)	43*	21
Longest Negative Period (months)	58	24
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	9.65	8.10
Sharpe Ratio	-0.24	0.74
Sortino Ratio	-0.33	1.02
Ulcer Index	12.07	3.05
Ratio: Return / Standard Deviation	0.04	1.08
Ratio: Return / Deepest Drawdown	0.02	0.98
Metrics calculated over the period 1 August 2020 - 31 July 2025

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	All Weather Portfolio To EUR Hedged	7Twelve Portfolio To EUR
Author	Ray Dalio	Craig Israelsen
ASSET ALLOCATION
Stocks	30%	50%
Fixed Income	55%	33.34%
Commodities	15%	16.66%
PERFORMANCES
Annualized Return (%)	3.51	5.55
Infl. Adjusted (%)	0.89	2.89
DRAWDOWN
Deepest Drawdown Depth (%)	-23.92	-14.23
Start to Recovery (months)	43*	12
Longest Drawdown Depth (%)	-23.92	-6.82
Start to Recovery (months)	43*	21
Longest Negative Period (months)	58	40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	8.05	8.55
Sharpe Ratio	0.20	0.43
Sortino Ratio	0.28	0.57
Ulcer Index	8.73	3.69
Ratio: Return / Standard Deviation	0.44	0.65
Ratio: Return / Deepest Drawdown	0.15	0.39
Metrics calculated over the period 1 August 2015 - 31 July 2025

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	All Weather Portfolio To EUR Hedged	7Twelve Portfolio To EUR
Author	Ray Dalio	Craig Israelsen
ASSET ALLOCATION
Stocks	30%	50%
Fixed Income	55%	33.34%
Commodities	15%	16.66%
PERFORMANCES
Annualized Return (%)	6.47	7.46
Infl. Adjusted (%)	4.33	5.31
DRAWDOWN
Deepest Drawdown Depth (%)	-23.92	-23.13
Start to Recovery (months)	43*	29
Longest Drawdown Depth (%)	-23.92	-22.32
Start to Recovery (months)	43*	48
Longest Negative Period (months)	58	104
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	7.31	9.78
Sharpe Ratio	0.57	0.53
Sortino Ratio	0.77	0.74
Ulcer Index	5.42	6.73
Ratio: Return / Standard Deviation	0.88	0.76
Ratio: Return / Deepest Drawdown	0.27	0.32
Metrics calculated over the period 1 August 1995 - 31 July 2025

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	All Weather Portfolio To EUR Hedged	7Twelve Portfolio To EUR
Author	Ray Dalio	Craig Israelsen
ASSET ALLOCATION
Stocks	30%	50%
Fixed Income	55%	33.34%
Commodities	15%	16.66%
PERFORMANCES
Annualized Return (%)	7.75	9.10
Infl. Adjusted (%)	5.13	6.45
DRAWDOWN
Deepest Drawdown Depth (%)	-23.92	-27.90
Start to Recovery (months)	43*	47
Longest Drawdown Depth (%)	-23.92	-22.32
Start to Recovery (months)	43*	48
Longest Negative Period (months)	58	104
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	7.94	10.91
Sharpe Ratio	0.44	0.45
Sortino Ratio	0.61	0.62
Ulcer Index	5.00	7.05
Ratio: Return / Standard Deviation	0.98	0.83
Ratio: Return / Deepest Drawdown	0.32	0.33
Metrics calculated over the period 1 January 1976 - 31 July 2025

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 August 1995 - 31 July 2025 (30 years)

Period: 1 January 1976 - 31 July 2025 (~50 years)

30 Years
(1995/08 - 2025/07)

Chart Table

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All Weather Portfolio To EUR Hedged			7Twelve Portfolio To EUR
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-23.92	43*	Jan 2022 In progress
			-23.13	29	Nov 2007 Mar 2010
			-22.32	48	Jun 2001 May 2005
			-17.09	13	Apr 1998 Apr 1999
			-14.23	12	Jan 2020 Dec 2020
-11.36	9	Jan 2009 Sep 2009
-10.77	6	Jul 2008 Dec 2008
			-9.89	20	Apr 2015 Nov 2016
			-8.92	6*	Feb 2025 In progress
			-7.38	6	Sep 2018 Feb 2019
			-7.38	7	Nov 2000 May 2001
-7.11	17	Feb 2015 Jun 2016
			-6.82	21	May 2022 Jan 2024
-6.69	13	Aug 2016 Aug 2017
			-6.67	8	Aug 1997 Mar 1998

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All Weather Portfolio To EUR Hedged			7Twelve Portfolio To EUR
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
			-27.90	47	Mar 1985 Jan 1989
-23.92	43*	Jan 2022 In progress
			-23.13	29	Nov 2007 Mar 2010
			-22.32	48	Jun 2001 May 2005
			-20.11	24	Feb 1994 Jan 1996
-17.96	23	Dec 1980 Oct 1982
			-17.09	13	Apr 1998 Apr 1999
			-15.34	19	Sep 1989 Mar 1991
			-14.23	12	Jan 2020 Dec 2020
-11.90	4	Feb 1980 May 1980
			-11.84	6	Jun 1992 Nov 1992
-11.36	9	Jan 2009 Sep 2009
-11.28	21	May 1983 Jan 1985
-10.77	6	Jul 2008 Dec 2008
			-9.89	20	Apr 2015 Nov 2016

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 January 1976 - 31 July 2025 (~50 years)

Rolling Period:

All Weather Portfolio To EUR Hedged
7Twelve Portfolio To EUR

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 Weather Portfolio To EUR Hedged		7Twelve Portfolio To EUR
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	5.11	-1.21	-1.66	-8.92
2024	4.94	-3.29	12.87	-1.82
2023	7.48	-9.47	7.20	-4.14
2022	-20.52	-22.26	-4.89	-6.82
2021	7.00	-4.48	23.16	-0.23
2020	14.85	-3.46	0.51	-14.23
2019	14.28	-1.05	17.76	-2.83
2018	-5.10	-6.41	-3.43	-7.38
2017	9.32	-0.64	0.73	-5.60
2016	5.57	-6.69	10.01	-3.20
2015	-3.89	-7.11	3.70	-9.89
2014	12.56	-2.54	11.86	-0.36
2013	1.70	-5.38	4.27	-3.81
2012	7.42	-1.31	7.24	-3.55
2011	16.50	-1.94	3.13	-6.44
2010	13.44	-0.65	21.51	-3.37
2009	3.45	-11.36	17.93	-5.61
2008	4.10	-10.77	-18.20	-18.20
2007	10.37	-1.46	1.02	-3.56
2006	4.37	-2.74	0.31	-6.34
2005	6.99	-3.31	27.25	-3.23
2004	9.78	-4.70	5.63	-3.09
2003	14.95	-4.63	4.42	-4.87
2002	9.11	-1.36	-10.88	-16.83
2001	-2.55	-4.72	0.41	-14.57
2000	7.59	-2.69	19.06	-7.38
1999	3.64	-3.95	38.27	-3.48
1998	9.91	-5.02	-7.92	-17.09
1997	12.23	-3.07	21.75	-6.67
1996	7.36	-2.49	19.38	-5.80
1995	27.04	0.00	12.27	-6.71
1994	-1.75	-5.84	-11.65	-15.42
1993	17.03	-1.71	27.56	-2.04
1992	12.69	-1.05	16.39	-11.84
1991	21.60	-1.64	27.24	-5.17
1990	3.69	-5.66	-9.82	-10.97
1989	17.61	-1.45	24.58	-4.91
1988	7.43	-2.46	29.65	-5.37
1987	1.54	-9.34	-17.28	-24.06
1986	19.04	-3.80	-4.78	-9.07
1985	25.64	-2.33	1.21	-10.92
1984	3.14	-8.07	23.17	-8.09
1983	3.11	-4.60	37.30	-1.64
1982	26.66	-3.95	27.16	-1.88
1981	-10.25	-16.80	16.60	-8.14
1980	5.64	-11.90	26.60	-4.65
1979	12.78	-7.15	18.29	-5.96
1978	2.49	-4.47	2.46	-6.61
1977	0.59	-2.85	-0.01	-3.28
1976	14.89	-1.20	15.52	-4.92

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Jul 31, 2025

Portfolio Metrics as of Jul 31, 2025

Drawdowns

Rolling Returns

Yearly Returns