Aim Ways Shield Strategy To EUR Portfolio vs Gyroscopic Investing Desert Portfolio To EUR Bond Hedged Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 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
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Aim Ways Shield Strategy To EUR Portfolio
1.00€
Invested Capital
July 1995
14.91€
Final Capital
June 2025
9.42%
Yearly Return
10.03%
Std Deviation
-30.73%
Max Drawdown
114months
Recovery Period
1.00€
Invested Capital
July 1995
8.12€
Final Capital
June 2025
7.23%
Yearly Return
10.03%
Std Deviation
-34.90%
Max Drawdown
134months
Recovery Period
1.00€
Invested Capital
January 1985
25.54€
Final Capital
June 2025
8.33%
Yearly Return
11.29%
Std Deviation
-30.73%
Max Drawdown
114months
Recovery Period
1.00€
Invested Capital
January 1985
10.80€
Final Capital
June 2025
6.05%
Yearly Return
11.29%
Std Deviation
-34.90%
Max Drawdown
134months
Recovery Period
Gyroscopic Investing Desert Portfolio To EUR Bond Hedged
1.00€
Invested Capital
July 1995
6.81€
Final Capital
June 2025
6.60%
Yearly Return
5.26%
Std Deviation
-10.69%
Max Drawdown
27months
Recovery Period
1.00€
Invested Capital
July 1995
3.71€
Final Capital
June 2025
4.47%
Yearly Return
5.26%
Std Deviation
-18.59%
Max Drawdown
42months*
Recovery Period
* in progress
1.00€
Invested Capital
January 1985
16.48€
Final Capital
June 2025
7.16%
Yearly Return
5.95%
Std Deviation
-12.19%
Max Drawdown
18months
Recovery Period
1.00€
Invested Capital
January 1985
6.96€
Final Capital
June 2025
4.91%
Yearly Return
5.95%
Std Deviation
-18.59%
Max Drawdown
42months*
Recovery Period
* in progress

As of June 2025, in the previous 30 Years, the Aim Ways Shield Strategy To EUR Portfolio obtained a 9.42% compound annual return, with a 10.03% standard deviation. It suffered a maximum drawdown of -30.73% that required 114 months to be recovered.

As of June 2025, in the previous 30 Years, the Gyroscopic Investing Desert Portfolio To EUR Bond Hedged obtained a 6.60% compound annual return, with a 5.26% standard deviation. It suffered a maximum drawdown of -10.69% that required 27 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.

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
Gyroscopic Investing Desert Portfolio To EUR Bond Hedged
Weight
(%)		 Ticker Name
30.00
XD9U.DE
Xtrackers MSCI USA
60.00
CBUE.DE
iShares USD Treasury Bond 3-7yr Eur Hedged
10.00
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
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount € Final Amount € Total Return (%) Annualized (%)
Aim Ways Shield Strategy To EUR
Aim Ways 		1 € 14.91 € 1 390.77% 9.42%
Gyroscopic Investing Desert Portfolio To EUR Bond Hedged
Gyroscopic Investing 		1 € 6.81 € 581.03% 6.60%
Jul 1995 Jun 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Aim Ways Shield Strategy To EUR
Aim Ways 		1 € 8.12 € 712.36% 7.23%
Gyroscopic Investing Desert Portfolio To EUR Bond Hedged
Gyroscopic Investing 		1 € 3.71 € 271.11% 4.47%
Jul 1995 Jun 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Aim Ways Shield Strategy To EUR
Aim Ways 		1 € 25.54 € 2 454.49% 8.33%
Gyroscopic Investing Desert Portfolio To EUR Bond Hedged
Gyroscopic Investing 		1 € 16.48 € 1 547.73% 7.16%
Jan 1985 Jun 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Aim Ways Shield Strategy To EUR
Aim Ways 		1 € 10.80 € 979.76% 6.05%
Gyroscopic Investing Desert Portfolio To EUR Bond Hedged
Gyroscopic Investing 		1 € 6.96 € 596.48% 4.91%
Jan 1985 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
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 9.42 8.33
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp Desert Portfolio • Bond Hedged
Gyroscopic Investing 		1.30 0.49 1.30 7.33 4.80 4.89 6.60 7.16
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 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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Shield Strategy To EUR Desert Portfolio To EUR Bond Hedged
Author Aim Ways Gyroscopic Investing
ASSET ALLOCATION
Stocks 42% 30%
Fixed Income 38% 60%
Commodities 20% 10%
PERFORMANCES
Annualized Return (%) 7.70 7.33
Infl. Adjusted (%) 5.59 5.22
DRAWDOWN
Deepest Drawdown Depth (%) -6.40 -2.63
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -6.40 -2.63
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 7* 6
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.72 4.63
Sharpe Ratio 0.40 0.58
Sortino Ratio 0.56 0.82
Ulcer Index 2.69 1.09
Ratio: Return / Standard Deviation 1.00 1.58
Ratio: Return / Deepest Drawdown 1.20 2.78
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Shield Strategy To EUR Desert Portfolio To EUR Bond Hedged
Author Aim Ways Gyroscopic Investing
ASSET ALLOCATION
Stocks 42% 30%
Fixed Income 38% 60%
Commodities 20% 10%
PERFORMANCES
Annualized Return (%) 9.20 4.80
Infl. Adjusted (%) 4.91 0.68
DRAWDOWN
Deepest Drawdown Depth (%) -10.22 -10.69
Start to Recovery (months) 20 27
Longest Drawdown Depth (%) -10.22 -10.69
Start to Recovery (months) 20 27
Longest Negative Period (months) 23 31
RISK INDICATORS
Standard Deviation (%) 7.63 5.49
Sharpe Ratio 0.85 0.39
Sortino Ratio 1.21 0.53
Ulcer Index 3.34 4.49
Ratio: Return / Standard Deviation 1.21 0.87
Ratio: Return / Deepest Drawdown 0.90 0.45
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Shield Strategy To EUR Desert Portfolio To EUR Bond Hedged
Author Aim Ways Gyroscopic Investing
ASSET ALLOCATION
Stocks 42% 30%
Fixed Income 38% 60%
Commodities 20% 10%
PERFORMANCES
Annualized Return (%) 9.21 4.89
Infl. Adjusted (%) 6.52 2.31
DRAWDOWN
Deepest Drawdown Depth (%) -10.22 -10.69
Start to Recovery (months) 20 27
Longest Drawdown Depth (%) -10.22 -10.69
Start to Recovery (months) 20 27
Longest Negative Period (months) 23 31
RISK INDICATORS
Standard Deviation (%) 7.68 4.96
Sharpe Ratio 0.96 0.62
Sortino Ratio 1.39 0.88
Ulcer Index 2.80 3.29
Ratio: Return / Standard Deviation 1.20 0.99
Ratio: Return / Deepest Drawdown 0.90 0.46
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Shield Strategy To EUR Desert Portfolio To EUR Bond Hedged
Author Aim Ways Gyroscopic Investing
ASSET ALLOCATION
Stocks 42% 30%
Fixed Income 38% 60%
Commodities 20% 10%
PERFORMANCES
Annualized Return (%) 9.42 6.60
Infl. Adjusted (%) 7.23 4.47
DRAWDOWN
Deepest Drawdown Depth (%) -30.73 -10.69
Start to Recovery (months) 114 27
Longest Drawdown Depth (%) -30.73 -10.69
Start to Recovery (months) 114 27
Longest Negative Period (months) 115 32
RISK INDICATORS
Standard Deviation (%) 10.03 5.26
Sharpe Ratio 0.71 0.82
Sortino Ratio 1.01 1.16
Ulcer Index 10.32 2.24
Ratio: Return / Standard Deviation 0.94 1.26
Ratio: Return / Deepest Drawdown 0.31 0.62
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Shield Strategy To EUR Desert Portfolio To EUR Bond Hedged
Author Aim Ways Gyroscopic Investing
ASSET ALLOCATION
Stocks 42% 30%
Fixed Income 38% 60%
Commodities 20% 10%
PERFORMANCES
Annualized Return (%) 8.33 7.16
Infl. Adjusted (%) 6.05 4.91
DRAWDOWN
Deepest Drawdown Depth (%) -30.73 -12.19
Start to Recovery (months) 114 18
Longest Drawdown Depth (%) -30.73 -10.69
Start to Recovery (months) 114 27
Longest Negative Period (months) 115 32
RISK INDICATORS
Standard Deviation (%) 11.29 5.95
Sharpe Ratio 0.46 0.67
Sortino Ratio 0.65 0.94
Ulcer Index 10.12 2.62
Ratio: Return / Standard Deviation 0.74 1.20
Ratio: Return / Deepest Drawdown 0.27 0.59
Metrics calculated over the period 1 January 1985 - 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 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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Shield Strategy To EUR Desert Portfolio To EUR Bond Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.73 114 Sep 2000
Feb 2010
-10.69 27 Jan 2022
Mar 2024
-10.52 6 Jul 1998
Dec 1998
-10.22 20 Jan 2022
Aug 2023
-8.43 6 Aug 1997
Jan 1998
-7.32 8 Apr 2015
Nov 2015
-6.40 5* Feb 2025
In progress
-6.33 8 Aug 2012
Mar 2013
-5.96 3 Feb 2020
Apr 2020
-5.77 11 Apr 2013
Feb 2014
-5.68 5 Jul 1998
Nov 1998
-5.32 4 May 2000
Aug 2000
-5.12 4 Jun 1996
Sep 1996
-4.93 15 Mar 2017
May 2018
-4.88 2 Mar 1997
Apr 1997

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Shield Strategy To EUR Desert Portfolio To EUR Bond Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.73 114 Sep 2000
Feb 2010
-24.80 21 Sep 1989
May 1991
-23.14 50 Mar 1985
Apr 1989
-13.31 19 Feb 1994
Aug 1995
-13.17 9 Mar 1992
Nov 1992
-12.19 18 Aug 1987
Jan 1989
-10.69 27 Jan 2022
Mar 2024
-10.52 6 Jul 1998
Dec 1998
-10.22 20 Jan 2022
Aug 2023
-8.43 6 Aug 1997
Jan 1998
-7.97 18 Sep 1989
Feb 1991
-7.75 16 Feb 1994
May 1995
-7.32 8 Apr 2015
Nov 2015
-6.40 5* Feb 2025
In progress
-6.33 8 Aug 2012
Mar 2013

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 1985 - 30 June 2025 (~41 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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Shield Strategy To EUR Desert Portfolio To EUR Bond Hedged
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -1.16 -6.40 1.30 -2.63
2024
 22.40 -0.59 13.26 -1.29
2023
 16.48 -1.91 8.86 -2.36
2022
 -10.22 -10.22 -10.69 -10.69
2021
 18.36 -1.32 9.88 -1.40
2020
 10.51 -5.96 7.53 -2.55
2019
 25.29 -1.55 13.94 -0.90
2018
 0.97 -4.48 -0.65 -2.64
2017
 2.63 -4.93 1.80 -2.19
2016
 10.32 -1.23 5.85 -1.03
2015
 8.96 -7.32 4.17 -4.06
2014
 22.15 -0.95 11.74 -0.49
2013
 3.50 -5.77 4.29 -3.20
2012
 7.85 -5.32 5.90 -1.85
2011
 10.55 -3.94 8.19 -1.08
2010
 24.19 -4.43 15.65 -0.91
2009
 18.93 -4.61 9.37 -2.73
2008
 -8.57 -9.49 -0.64 -3.46
2007
 2.08 -2.85 5.50 -1.44
2006
 -0.27 -6.39 2.54 -3.15
2005
 21.08 -1.36 10.49 -1.22
2004
 -0.30 -4.36 3.39 -2.71
2003
 1.11 -5.58 4.68 -2.09
2002
 -16.56 -19.82 0.24 -4.78
2001
 0.73 -11.23 3.59 -2.96
2000
 2.44 -13.65 5.62 -3.65
1999
 39.91 -4.86 11.40 -3.26
1998
 16.42 -10.52 9.65 -5.68
1997
 26.58 -8.43 18.41 -3.24
1996
 14.42 -5.12 7.34 -3.63
1995
 19.84 -2.31 20.85 -0.32
1994
 -10.84 -13.31 -5.64 -7.75
1993
 21.76 -5.56 18.51 -0.70
1992
 16.45 -13.17 15.04 -1.50
1991
 26.05 -5.27 21.67 -1.40
1990
 -12.85 -18.38 -1.41 -6.13
1989
 15.58 -7.87 14.50 -2.21
1988
 18.64 -7.55 10.15 -3.05
1987
 -11.14 -21.75 -4.81 -12.19
1986
 -4.14 -11.32 6.56 -2.52
1985
 -0.97 -11.73 11.56 -4.28
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