Stocks/Bonds 20/80 To EUR Hedged Portfolio vs Vanguard LifeStrategy Income Fund To EUR Portfolio Portfolio Comparison

Simulation Settings
Period: July 1987 - May 2025 (~38 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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Results
30 Years
All (since July 1987)
Inflation Adjusted:
Stocks/Bonds 20/80 To EUR Hedged Portfolio
1.00€
Initial Capital
June 1995
4.11€
Final Capital
May 2025
4.83%
Yearly Return
4.83%
Std Deviation
-17.50%
Max Drawdown
41months*
Recovery Period
* in progress
1.00€
Initial Capital
June 1995
2.24€
Final Capital
May 2025
2.73%
Yearly Return
4.83%
Std Deviation
-28.37%
Max Drawdown
45months*
Recovery Period
* in progress
1.00€
Initial Capital
July 1987
9.02€
Final Capital
May 2025
5.97%
Yearly Return
4.99%
Std Deviation
-17.50%
Max Drawdown
41months*
Recovery Period
* in progress
1.00€
Initial Capital
July 1987
3.88€
Final Capital
May 2025
3.64%
Yearly Return
4.99%
Std Deviation
-28.37%
Max Drawdown
45months*
Recovery Period
* in progress
Vanguard LifeStrategy Income Fund To EUR Portfolio
1.00€
Initial Capital
June 1995
4.27€
Final Capital
May 2025
4.96%
Yearly Return
4.65%
Std Deviation
-15.38%
Max Drawdown
41months*
Recovery Period
* in progress
1.00€
Initial Capital
June 1995
2.32€
Final Capital
May 2025
2.85%
Yearly Return
4.65%
Std Deviation
-26.31%
Max Drawdown
45months*
Recovery Period
* in progress
1.00€
Initial Capital
July 1987
8.11€
Final Capital
May 2025
5.68%
Yearly Return
4.97%
Std Deviation
-15.38%
Max Drawdown
41months*
Recovery Period
* in progress
1.00€
Initial Capital
July 1987
3.49€
Final Capital
May 2025
3.35%
Yearly Return
4.97%
Std Deviation
-26.31%
Max Drawdown
45months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Stocks/Bonds 20/80 To EUR Hedged Portfolio obtained a 4.83% compound annual return, with a 4.83% standard deviation. It suffered a maximum drawdown of -17.50% which has been ongoing for 41 months and is still in progress.

As of May 2025, in the previous 30 Years, the Vanguard LifeStrategy Income Fund To EUR Portfolio obtained a 4.96% compound annual return, with a 4.65% standard deviation. It suffered a maximum drawdown of -15.38% which has been ongoing for 41 months and is still in progress.

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.

Stocks/Bonds 20/80 To EUR Hedged Portfolio
Weight
(%)		 Ticker Name
20.00
XD9E.DE
Xtrackers MSCI USA EUR Hedged
80.00
CEBW.DE
iShares US Aggregate Bond EUR Hedged
Vanguard LifeStrategy Income Fund To EUR Portfolio
Weight
(%)		 Ticker Name
20.00
IUSQ.DE
iShares MSCI ACWI
20.00
EUNA.DE
iShares Core Global Aggregate Bond EUR Hedged
20.00
VDCE.DE
Vanguard USD Corporate Bond EUR Hedged
20.00
VDTE.DE
Vanguard USD Treasury Bond Eur Hedged
15.00
XGLE.DE
Xtrackers II Eurozone Government Bond
5.00
EUN5.DE
iShares Core EUR Corporate Bond
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Portfolio Returns as of May 31, 2025

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 July 1987 - 31 May 2025 (~38 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 20/80 • Hedged
-- Market Benchmark 		1.09 0.52 -0.81 4.94 0.75 2.15 4.83 5.97
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_vanguard.webp LifeStrategy Income Fund
Vanguard 		0.23 0.74 -1.09 5.37 0.99 2.04 4.96 5.68
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Stocks/Bonds 20/80 To EUR Hedged Portfolio: an investment of 1€, since June 1995, now would be worth 4.11€, with a total return of 311.30% (4.83% annualized).

Vanguard LifeStrategy Income Fund To EUR Portfolio: an investment of 1€, since June 1995, now would be worth 4.27€, with a total return of 326.79% (4.96% annualized).


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Stocks/Bonds 20/80 To EUR Hedged Portfolio: an investment of 1€, since July 1987, now would be worth 9.02€, with a total return of 802.05% (5.97% annualized).

Vanguard LifeStrategy Income Fund To EUR Portfolio: an investment of 1€, since July 1987, now would be worth 8.11€, with a total return of 711.19% (5.68% 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 July 1987 - 31 May 2025 (~38 years)
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Stocks/Bonds 20/80 To EUR Hedged LifeStrategy Income Fund To EUR
Author Vanguard
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.94 5.37
Infl. Adjusted Return (%) 2.94 3.36
DRAWDOWN
Deepest Drawdown Depth (%) -2.16 -2.01
Start to Recovery (months) 8* 3*
Longest Drawdown Depth (%) -2.16 -2.01
Start to Recovery (months) 8* 3*
Longest Negative Period (months) 8 7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.69 4.47
Sharpe Ratio 0.05 0.15
Sortino Ratio 0.06 0.19
Ulcer Index 1.12 0.99
Ratio: Return / Standard Deviation 1.05 1.20
Ratio: Return / Deepest Drawdown 2.29 2.67
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Stocks/Bonds 20/80 To EUR Hedged LifeStrategy Income Fund To EUR
Author Vanguard
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.75 0.99
Infl. Adjusted Return (%) -3.22 -2.99
DRAWDOWN
Deepest Drawdown Depth (%) -17.50 -15.38
Start to Recovery (months) 41* 41*
Longest Drawdown Depth (%) -17.50 -15.38
Start to Recovery (months) 41* 41*
Longest Negative Period (months) 57* 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.28 6.09
Sharpe Ratio -0.26 -0.27
Sortino Ratio -0.35 -0.37
Ulcer Index 9.01 8.06
Ratio: Return / Standard Deviation 0.10 0.16
Ratio: Return / Deepest Drawdown 0.04 0.06
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Stocks/Bonds 20/80 To EUR Hedged LifeStrategy Income Fund To EUR
Author Vanguard
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.15 2.04
Infl. Adjusted Return (%) -0.34 -0.45
DRAWDOWN
Deepest Drawdown Depth (%) -17.50 -15.38
Start to Recovery (months) 41* 41*
Longest Drawdown Depth (%) -17.50 -15.38
Start to Recovery (months) 41* 41*
Longest Negative Period (months) 71 55
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.87 5.20
Sharpe Ratio 0.06 0.05
Sortino Ratio 0.08 0.07
Ulcer Index 6.46 5.80
Ratio: Return / Standard Deviation 0.37 0.39
Ratio: Return / Deepest Drawdown 0.12 0.13
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Stocks/Bonds 20/80 To EUR Hedged LifeStrategy Income Fund To EUR
Author Vanguard
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.83 4.96
Infl. Adjusted Return (%) 2.73 2.85
DRAWDOWN
Deepest Drawdown Depth (%) -17.50 -15.38
Start to Recovery (months) 41* 41*
Longest Drawdown Depth (%) -17.50 -15.38
Start to Recovery (months) 41* 41*
Longest Negative Period (months) 71 55
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.83 4.65
Sharpe Ratio 0.53 0.58
Sortino Ratio 0.70 0.79
Ulcer Index 3.86 3.54
Ratio: Return / Standard Deviation 1.00 1.07
Ratio: Return / Deepest Drawdown 0.28 0.32
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Stocks/Bonds 20/80 To EUR Hedged LifeStrategy Income Fund To EUR
Author Vanguard
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.97 5.68
Infl. Adjusted Return (%) 3.64 3.35
DRAWDOWN
Deepest Drawdown Depth (%) -17.50 -15.38
Start to Recovery (months) 41* 41*
Longest Drawdown Depth (%) -17.50 -15.38
Start to Recovery (months) 41* 41*
Longest Negative Period (months) 71 55
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.99 4.97
Sharpe Ratio 0.61 0.55
Sortino Ratio 0.82 0.77
Ulcer Index 3.51 3.49
Ratio: Return / Standard Deviation 1.20 1.14
Ratio: Return / Deepest Drawdown 0.34 0.37
Metrics calculated over the period 1 July 1987 - 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 July 1987 - 31 May 2025 (~38 years)

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Stocks/Bonds 20/80 To EUR Hedged LifeStrategy Income Fund To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.50 41* Jan 2022
In progress
-15.38 41* Jan 2022
In progress
-7.54 13 May 2008
May 2009
-6.61 20 Dec 2007
Jul 2009
-4.42 15 Apr 2015
Jun 2016
-4.39 5 Feb 2020
Jun 2020
-3.74 3 Feb 2020
Apr 2020
-3.71 15 Jan 2018
Mar 2019
-3.13 9 May 2013
Jan 2014
-2.97 14 Jan 2018
Feb 2019
-2.77 5 Jul 1998
Nov 1998
-2.77 11 Feb 1999
Dec 1999
-2.72 5 Aug 1997
Dec 1997
-2.69 7 Mar 2006
Sep 2006
-2.66 5 Apr 2000
Aug 2000

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Stocks/Bonds 20/80 To EUR Hedged LifeStrategy Income Fund To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.50 41* Jan 2022
In progress
-15.38 41* Jan 2022
In progress
-7.88 19 Sep 1989
Mar 1991
-7.54 13 May 2008
May 2009
-7.23 16 Feb 1994
May 1995
-6.61 20 Dec 2007
Jul 2009
-5.72 6 Aug 1987
Jan 1988
-5.42 6 Sep 1987
Feb 1988
-4.63 13 Feb 1994
Feb 1995
-4.42 15 Apr 2015
Jun 2016
-4.39 5 Feb 2020
Jun 2020
-3.74 3 Feb 2020
Apr 2020
-3.71 15 Jan 2018
Mar 2019
-3.13 9 May 2013
Jan 2014
-3.13 4 Aug 1990
Nov 1990

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 1987 - 31 May 2025 (~38 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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Stocks/Bonds 20/80 To EUR Hedged LifeStrategy Income Fund To EUR
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.09 -1.10 0.23 -2.01
2024
 3.52 -3.12 5.48 -1.94
2023
 7.74 -5.99 7.38 -3.99
2022
 -16.04 -17.46 -15.05 -15.14
2021
 3.40 -1.84 3.53 -1.66
2020
 9.15 -3.74 6.05 -4.39
2019
 10.42 -0.24 12.20 -0.16
2018
 -3.31 -3.71 -2.97 -2.97
2017
 5.63 -0.12 3.37 -0.53
2016
 3.79 -2.65 4.49 -2.18
2015
 0.05 -2.08 1.72 -4.42
2014
 6.80 -0.92 10.05 -0.26
2013
 5.05 -2.56 2.87 -3.13
2012
 6.21 -0.58 8.06 -0.25
2011
 7.32 -0.80 5.10 -0.82
2010
 8.98 -0.72 8.76 -0.13
2009
 9.47 -5.44 9.34 -4.36
2008
 -0.27 -7.54 -2.05 -6.40
2007
 5.18 -1.00 3.20 -1.02
2006
 4.01 -1.83 2.60 -2.69
2005
 1.69 -2.16 7.17 -1.16
2004
 6.31 -2.48 5.90 -1.63
2003
 10.28 -2.07 7.04 -1.47
2002
 3.80 -1.93 2.32 -2.56
2001
 4.79 -2.11 3.57 -1.65
2000
 4.51 -2.66 5.40 -1.30
1999
 1.56 -2.77 6.85 -2.64
1998
 10.38 -2.35 9.81 -2.77
1997
 12.43 -1.81 13.21 -2.72
1996
 6.15 -1.52 8.62 -1.84
1995
 21.33 0.00 16.29 -0.31
1994
 -0.61 -4.63 -5.06 -7.23
1993
 14.79 -0.83 20.19 -0.12
1992
 13.51 -0.70 10.92 -1.12
1991
 22.31 -0.82 17.93 -1.60
1990
 5.54 -3.13 -1.25 -4.69
1989
 13.80 -1.18 8.72 -3.34
1988
 6.22 -2.80 14.04 -1.67
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