US Stocks/Bonds 20/80 To CAD Hedged Portfolio vs Tyler US Golden Butterfly To CAD Portfolio Portfolio Comparison

Simulation Settings
Period: January 1960 - May 2025 (~65 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
All (since January 1960)
Inflation Adjusted:
US Stocks/Bonds 20/80 To CAD Hedged Portfolio
1.00$
Initial Capital
June 1995
4.53$
Final Capital
May 2025
5.17%
Yearly Return
4.92%
Std Deviation
-17.12%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Initial Capital
June 1995
2.43$
Final Capital
May 2025
3.01%
Yearly Return
4.92%
Std Deviation
-24.47%
Max Drawdown
53months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1960
147.16$
Final Capital
May 2025
7.93%
Yearly Return
6.00%
Std Deviation
-17.12%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1960
13.96$
Final Capital
May 2025
4.11%
Yearly Return
6.00%
Std Deviation
-24.47%
Max Drawdown
53months*
Recovery Period
* in progress
Tyler US Golden Butterfly To CAD Portfolio
1.00$
Initial Capital
June 1995
9.19$
Final Capital
May 2025
7.67%
Yearly Return
7.25%
Std Deviation
-13.14%
Max Drawdown
21months
Recovery Period
1.00$
Initial Capital
June 1995
4.93$
Final Capital
May 2025
5.46%
Yearly Return
7.25%
Std Deviation
-16.30%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
January 1960
468.20$
Final Capital
May 2025
9.86%
Yearly Return
8.02%
Std Deviation
-17.79%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
January 1960
44.41$
Final Capital
May 2025
5.97%
Yearly Return
8.02%
Std Deviation
-22.13%
Max Drawdown
42months
Recovery Period
This portfolio is built with ETFs not denominated in CAD. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

As of May 2025, in the previous 30 Years, the US Stocks/Bonds 20/80 To CAD Hedged Portfolio obtained a 5.17% compound annual return, with a 4.92% standard deviation. It suffered a maximum drawdown of -17.12% which has been ongoing for 45 months and is still in progress.

As of May 2025, in the previous 30 Years, the Tyler US Golden Butterfly To CAD Portfolio obtained a 7.67% compound annual return, with a 7.25% standard deviation. It suffered a maximum drawdown of -13.14% that required 21 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.

US Stocks/Bonds 20/80 To CAD Hedged Portfolio
Weight
(%)		 Ticker Name
20.00
VUS.TO
Vanguard US Total Market Index CAD-hedged
80.00
VBU.NE
Vanguard US Aggregate Bond Index CAD-hedged
Tyler US Golden Butterfly To CAD Portfolio
Weight
(%)		 Ticker Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
VUN.TO
Vanguard US Total Market Index
20.00
XTLT.TO
iShares 20+ Year US Treasury Bond Index
20.00
ZTS.NE
BMO Short-Term US Treasury Bond
20.00
ZGLD.TO
BMO Gold Bullion ETF CAD Units
• Not denominated in CAD.
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Portfolio Returns as of May 31, 2025

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1960 - 31 May 2025 (~65 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~65Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks/Bonds 20/80 • Hedged
-- Market Benchmark 		1.22 0.42 -1.49 5.33 1.37 2.70 5.17 7.93
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp US Golden Butterfly
Tyler 		-1.35 0.75 -2.61 11.54 5.98 7.03 7.67 9.86
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

US Stocks/Bonds 20/80 To CAD Hedged Portfolio: an investment of 1$, since June 1995, now would be worth 4.53$, with a total return of 353.06% (5.17% annualized).

Tyler US Golden Butterfly To CAD Portfolio: an investment of 1$, since June 1995, now would be worth 9.19$, with a total return of 819.27% (7.67% annualized).


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US Stocks/Bonds 20/80 To CAD Hedged Portfolio: an investment of 1$, since January 1960, now would be worth 147.16$, with a total return of 14615.64% (7.93% annualized).

Tyler US Golden Butterfly To CAD Portfolio: an investment of 1$, since January 1960, now would be worth 468.20$, with a total return of 46719.92% (9.86% 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 January 1960 - 31 May 2025 (~65 years)
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US Stocks/Bonds 20/80 To CAD Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 20% 40%
Fixed Income 80% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 5.33 11.54
Infl. Adjusted Return (%) 4.11 10.24
DRAWDOWN
Deepest Drawdown Depth (%) -2.68 -5.35
Start to Recovery (months) 6* 4*
Longest Drawdown Depth (%) -2.68 -5.35
Start to Recovery (months) 6* 4*
Longest Negative Period (months) 8 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.58 9.04
Sharpe Ratio 0.11 0.76
Sortino Ratio 0.14 1.07
Ulcer Index 1.40 2.05
Ratio: Return / Standard Deviation 0.95 1.28
Ratio: Return / Deepest Drawdown 1.99 2.16
Metrics calculated over the period 1 June 2024 - 31 May 2025
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US Stocks/Bonds 20/80 To CAD Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 20% 40%
Fixed Income 80% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 1.37 5.98
Infl. Adjusted Return (%) -2.27 2.18
DRAWDOWN
Deepest Drawdown Depth (%) -17.12 -11.13
Start to Recovery (months) 45* 24
Longest Drawdown Depth (%) -17.12 -11.13
Start to Recovery (months) 45* 24
Longest Negative Period (months) 48 29
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.61 7.49
Sharpe Ratio -0.16 0.45
Sortino Ratio -0.22 0.65
Ulcer Index 7.93 4.09
Ratio: Return / Standard Deviation 0.18 0.80
Ratio: Return / Deepest Drawdown 0.08 0.54
Metrics calculated over the period 1 June 2020 - 31 May 2025
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US Stocks/Bonds 20/80 To CAD Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 20% 40%
Fixed Income 80% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 2.70 7.03
Infl. Adjusted Return (%) 0.14 4.36
DRAWDOWN
Deepest Drawdown Depth (%) -17.12 -11.13
Start to Recovery (months) 45* 24
Longest Drawdown Depth (%) -17.12 -11.13
Start to Recovery (months) 45* 24
Longest Negative Period (months) 54 29
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.10 7.02
Sharpe Ratio 0.15 0.75
Sortino Ratio 0.20 1.07
Ulcer Index 5.69 3.22
Ratio: Return / Standard Deviation 0.44 1.00
Ratio: Return / Deepest Drawdown 0.16 0.63
Metrics calculated over the period 1 June 2015 - 31 May 2025
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US Stocks/Bonds 20/80 To CAD Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 20% 40%
Fixed Income 80% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 5.17 7.67
Infl. Adjusted Return (%) 3.01 5.46
DRAWDOWN
Deepest Drawdown Depth (%) -17.12 -13.14
Start to Recovery (months) 45* 21
Longest Drawdown Depth (%) -17.12 -11.13
Start to Recovery (months) 45* 24
Longest Negative Period (months) 54 43
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.92 7.25
Sharpe Ratio 0.59 0.74
Sortino Ratio 0.78 1.07
Ulcer Index 3.44 3.49
Ratio: Return / Standard Deviation 1.05 1.06
Ratio: Return / Deepest Drawdown 0.30 0.58
Metrics calculated over the period 1 June 1995 - 31 May 2025
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US Stocks/Bonds 20/80 To CAD Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 20% 40%
Fixed Income 80% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.93 9.86
Infl. Adjusted Return (%) 4.11 5.97
DRAWDOWN
Deepest Drawdown Depth (%) -17.12 -17.79
Start to Recovery (months) 45* 31
Longest Drawdown Depth (%) -17.12 -17.79
Start to Recovery (months) 45* 31
Longest Negative Period (months) 54 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.00 8.02
Sharpe Ratio 0.59 0.69
Sortino Ratio 0.86 0.98
Ulcer Index 2.75 3.79
Ratio: Return / Standard Deviation 1.32 1.23
Ratio: Return / Deepest Drawdown 0.46 0.55
Metrics calculated over the period 1 January 1960 - 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 January 1960 - 31 May 2025 (~65 years)

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US Stocks/Bonds 20/80 To CAD Hedged US Golden Butterfly To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.12 45* Sep 2021
In progress
-13.14 21 Mar 2007
Nov 2008
-11.89 17 Jan 2009
May 2010
-11.13 24 Jan 2022
Dec 2023
-11.10 23 Apr 2002
Feb 2004
-8.07 15 May 2008
Jul 2009
-7.31 13 May 2017
May 2018
-6.29 10 Feb 2015
Nov 2015
-5.73 11 Jun 2004
Apr 2005
-5.37 8 Apr 2006
Nov 2006
-5.35 4* Feb 2025
In progress
-4.48 6 Sep 2018
Feb 2019
-4.32 15 Jan 1999
Mar 2000
-3.91 4 Feb 2020
May 2020
-3.82 6 Aug 2005
Jan 2006

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US Stocks/Bonds 20/80 To CAD Hedged US Golden Butterfly To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.79 31 Jun 1969
Dec 1971
-17.12 45* Sep 2021
In progress
-13.99 11 Mar 1974
Jan 1975
-13.14 21 Mar 2007
Nov 2008
-13.06 5 Feb 1980
Jun 1980
-11.89 17 Jan 2009
May 2010
-11.60 27 Sep 1987
Nov 1989
-11.13 24 Jan 2022
Dec 2023
-11.10 23 Apr 2002
Feb 2004
-8.69 7 Jul 1975
Jan 1976
-8.56 27 Sep 1968
Nov 1970
-8.51 11 Jun 1981
Apr 1982
-8.44 15 Nov 1973
Jan 1975
-8.07 15 May 2008
Jul 2009
-7.69 15 Dec 1989
Feb 1991

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 1960 - 31 May 2025 (~65 years)


Head To Head (Ptf 1 vs Ptf 2):
Canada 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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US Stocks/Bonds 20/80 To CAD Hedged US Golden Butterfly To CAD
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.22 -1.29 -1.35 -5.35
2024
 4.51 -3.12 19.40 -1.46
2023
 8.78 -5.56 9.62 -4.32
2022
 -15.13 -17.12 -7.81 -11.13
2021
 3.33 -1.80 8.26 -2.04
2020
 8.44 -3.91 11.56 -2.94
2019
 11.78 -0.42 12.08 -1.26
2018
 -2.48 -2.96 3.51 -4.48
2017
 6.85 -0.14 3.68 -7.31
2016
 3.76 -2.44 7.31 -3.42
2015
 0.45 -2.00 14.24 -6.29
2014
 7.36 -0.94 19.67 -1.57
2013
 5.74 -2.50 13.78 -1.44
2012
 5.92 -0.67 5.94 -1.27
2011
 7.06 -0.84 11.29 -2.15
2010
 8.55 -0.78 10.45 -2.07
2009
 8.57 -5.59 -4.24 -11.89
2008
 -1.12 -8.07 16.98 -2.71
2007
 5.71 -0.94 -6.28 -13.14
2006
 5.31 -1.35 12.72 -5.37
2005
 2.34 -2.02 4.41 -3.82
2004
 6.57 -2.48 1.92 -5.73
2003
 11.02 -1.99 -1.99 -9.19
2002
 3.05 -2.03 1.90 -6.37
2001
 4.62 -2.03 9.10 -0.98
2000
 5.98 -2.38 10.79 -2.16
1999
 3.52 -2.17 -1.51 -4.32
1998
 10.89 -2.23 15.67 -3.13
1997
 11.12 -2.05 17.93 -1.42
1996
 5.83 -1.51 8.70 -2.15
1995
 22.66 0.00 18.59 -1.68
1994
 -1.69 -5.15 3.96 -2.47
1993
 11.23 -1.05 19.05 -0.33
1992
 11.30 -0.83 20.08 -1.01
1991
 23.36 -0.77 18.71 -1.89
1990
 11.28 -2.56 -2.39 -7.51
1989
 20.49 -0.70 11.59 -0.68
1988
 12.27 -1.56 0.18 -4.20
1987
 4.25 -5.59 -1.19 -11.60
1986
 18.94 -2.87 16.27 -2.37
1985
 26.68 -1.02 32.36 -1.56
1984
 14.15 -4.99 10.18 -2.40
1983
 10.59 -2.33 11.45 -2.51
1982
 33.00 -1.78 34.09 -2.51
1981
 9.14 -4.08 -2.19 -8.51
1980
 9.59 -7.39 18.23 -13.06
1979
 10.39 -6.03 37.76 -5.72
1978
 3.93 -3.81 21.82 -6.88
1977
 2.67 -2.42 16.24 -2.31
1976
 21.46 -0.77 21.07 -2.86
1975
 16.95 -2.78 20.03 -8.69
1974
 -1.03 -7.68 4.33 -13.99
1973
 -1.30 -4.87 7.50 -5.88
1972
 7.01 -0.70 17.02 -1.64
1971
 12.75 -6.42 11.98 -1.78
1970
 15.51 -7.26 2.52 -8.71
1969
 -4.21 -6.53 -9.75 -11.64
1968
 5.97 -3.07 13.39 -1.15
1967
 6.48 -2.06 15.46 -1.53
1966
 2.84 -4.91 -0.80 -6.81
1965
 4.83 -0.54 10.21 -1.27
1964
 8.42 0.00 9.16 -0.52
1963
 7.87 -0.57 9.57 -1.05
1962
 5.34 -3.57 0.98 -4.86
1961
 9.92 -1.19 17.81 -1.14
1960
 13.02 -1.04 8.11 -2.18
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