US Stocks/Bonds 20/80 To EUR Portfolio vs Ray Dalio All Weather Portfolio To EUR Portfolio Comparison

Simulation Settings
Period: August 1953 - March 2026 (~73 years)
Consolidated Returns as of 31 March 2026
Initial Amount: 1€
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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The minimum date range must be at least 12 months. 'Date To' cannot be beyond March 2026.
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Results
30 Years
(1996/04 - 2026/03)
All Data
(1953/08 - 2026/03)
Inflation Adjusted:
US Stocks/Bonds 20/80 To EUR Portfolio
1.00€
Invested Capital
April 1996
5.37€
Final Capital
March 2026
5.76%
Yearly Return
8.89%
Std Deviation
-25.83%
Max Drawdown
100months
Recovery Period
1.00€
Invested Capital
April 1996
2.97€
Final Capital
March 2026
3.69%
Yearly Return
8.89%
Std Deviation
-36.76%
Max Drawdown
126months
Recovery Period
1.00€
Invested Capital
August 1953
126.76€
Final Capital
March 2026
6.89%
Yearly Return
9.47%
Std Deviation
-27.86%
Max Drawdown
47months
Recovery Period
1.00€
Invested Capital
August 1953
18.97€
Final Capital
March 2026
4.13%
Yearly Return
9.47%
Std Deviation
-36.76%
Max Drawdown
126months
Recovery Period
Ray Dalio Ray Dalio All Weather Portfolio To EUR
1.00€
Invested Capital
April 1996
8.91€
Final Capital
March 2026
7.56%
Yearly Return
9.41%
Std Deviation
-18.09%
Max Drawdown
59months
Recovery Period
1.00€
Invested Capital
April 1996
4.92€
Final Capital
March 2026
5.46%
Yearly Return
9.41%
Std Deviation
-24.54%
Max Drawdown
51months*
Recovery Period
* in progress
1.00€
Invested Capital
August 1953
299.80€
Final Capital
March 2026
8.16%
Yearly Return
9.92%
Std Deviation
-23.42%
Max Drawdown
32months
Recovery Period
1.00€
Invested Capital
August 1953
44.86€
Final Capital
March 2026
5.37%
Yearly Return
9.92%
Std Deviation
-24.54%
Max Drawdown
51months*
Recovery Period
* in progress

As of March 2026, in the previous 30 Years, the US Stocks/Bonds 20/80 To EUR Portfolio obtained a 5.76% compound annual return, with a 8.89% standard deviation. It suffered a maximum drawdown of -25.83% that required 100 months to be recovered.

As of March 2026, in the previous 30 Years, the Ray Dalio All Weather Portfolio To EUR obtained a 7.56% compound annual return, with a 9.41% standard deviation. It suffered a maximum drawdown of -18.09% that required 59 months to be recovered.

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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.

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

US Stocks/Bonds 20/80 To EUR Portfolio
Weight
(%)		 Ticker Name
20.00
XD9U.DE
Xtrackers MSCI USA
80.00
EUNX.DE
iShares US Aggregate Bond
Ray Dalio
Ray Dalio All Weather Portfolio To EUR
Weight
(%)		 Ticker Name
30.00
XD9U.DE
Xtrackers MSCI USA
40.00
IS04.DE
iShares USD Treasury Bond 20+yr
15.00
SXRL.DE
iShares USD Treasury Bond 3-7yr
7.50
PHAU
WisdomTree Physical Gold
7.50
UIQK.DE
UBS CMCI Composite SF
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Portfolio Returns as of Mar 31, 2026

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
(1996/04 - 2026/03)
All Data
(1953/08 - 2026/03)
Inflation Adjusted:
Swipe left to see all data
Initial Amount € Final Amount € Total Return (%) Annualized (%)
US Stocks/Bonds 20/80 To EUR
 1 € 5.37 € 437.07% 5.76%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 € 8.91 € 790.84% 7.56%
Apr 1996 Mar 2026

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
US Stocks/Bonds 20/80 To EUR
 1 € 2.97 € 196.88% 3.69%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 € 4.92 € 392.43% 5.46%
Apr 1996 Mar 2026

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
US Stocks/Bonds 20/80 To EUR
 1 € 126.76 € 12 576.23% 6.89%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 € 299.80 € 29 879.75% 8.16%
Aug 1953 Mar 2026

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
US Stocks/Bonds 20/80 To EUR
 1 € 18.97 € 1 796.97% 4.13%
Ray Dalio All Weather Portfolio To EUR
Ray Dalio 		1 € 44.86 € 4 386.41% 5.37%
Aug 1953 Mar 2026

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Return (%) as of Mar 31, 2026
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~73Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks/Bonds 20/80
-- Market Benchmark 		0.28 -0.28 1.76 -0.17 2.75 3.84 5.76 6.89
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		1.08 -1.86 3.69 4.98 4.60 5.65 7.56 8.16
Returns over 1 year are annualized.
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Portfolio Metrics as of Mar 31, 2026

The following metrics, updated as of 31 March 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2025 - 31 March 2026 (1 year)
Period: 1 April 2021 - 31 March 2026 (5 years)
Period: 1 April 2016 - 31 March 2026 (10 years)
Period: 1 April 1996 - 31 March 2026 (30 years)
Period: 1 August 1953 - 31 March 2026 (~73 years)
1 Year
5 Years
10 Years
30 Years
All (1953/08 - 2026/03)
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US Stocks/Bonds 20/80 To EUR All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) -0.17 4.98
Infl. Adjusted (%) -1.39 3.69
DRAWDOWN
Deepest Drawdown Depth (%) -5.38 -4.11
Start to Recovery (months) 7 6
Longest Drawdown Depth (%) -5.38 -4.11
Start to Recovery (months) 7 6
Longest Negative Period (months) 12* 5
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.17 7.75
Sharpe Ratio -0.58 0.13
Sortino Ratio -0.81 0.18
Ulcer Index 2.63 2.11
Ratio: Return / Standard Deviation -0.02 0.64
Ratio: Return / Deepest Drawdown -0.03 1.21
Metrics calculated over the period 1 April 2025 - 31 March 2026
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US Stocks/Bonds 20/80 To EUR All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 2.75 4.60
Infl. Adjusted (%) -1.21 0.57
DRAWDOWN
Deepest Drawdown Depth (%) -9.75 -14.85
Start to Recovery (months) 13* 33
Longest Drawdown Depth (%) -9.60 -14.85
Start to Recovery (months) 23 33
Longest Negative Period (months) 43 43
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.16 8.41
Sharpe Ratio -0.07 0.16
Sortino Ratio -0.11 0.23
Ulcer Index 5.01 6.62
Ratio: Return / Standard Deviation 0.38 0.55
Ratio: Return / Deepest Drawdown 0.28 0.31
Metrics calculated over the period 1 April 2021 - 31 March 2026
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US Stocks/Bonds 20/80 To EUR All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 3.84 5.65
Infl. Adjusted (%) 1.19 2.95
DRAWDOWN
Deepest Drawdown Depth (%) -10.80 -14.85
Start to Recovery (months) 25 33
Longest Drawdown Depth (%) -10.80 -14.85
Start to Recovery (months) 25 33
Longest Negative Period (months) 43 43
RISK INDICATORS
Standard Deviation (%) 6.70 7.48
Sharpe Ratio 0.26 0.47
Sortino Ratio 0.38 0.70
Ulcer Index 4.60 5.03
Ratio: Return / Standard Deviation 0.57 0.76
Ratio: Return / Deepest Drawdown 0.36 0.38
Metrics calculated over the period 1 April 2016 - 31 March 2026
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US Stocks/Bonds 20/80 To EUR All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 5.76 7.56
Infl. Adjusted (%) 3.69 5.46
DRAWDOWN
Deepest Drawdown Depth (%) -25.83 -18.09
Start to Recovery (months) 100 59
Longest Drawdown Depth (%) -25.83 -18.09
Start to Recovery (months) 100 59
Longest Negative Period (months) 121 95
RISK INDICATORS
Standard Deviation (%) 8.89 9.41
Sharpe Ratio 0.40 0.57
Sortino Ratio 0.59 0.85
Ulcer Index 9.62 6.26
Ratio: Return / Standard Deviation 0.65 0.80
Ratio: Return / Deepest Drawdown 0.22 0.42
Metrics calculated over the period 1 April 1996 - 31 March 2026
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US Stocks/Bonds 20/80 To EUR All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.89 8.16
Infl. Adjusted (%) 4.13 5.37
DRAWDOWN
Deepest Drawdown Depth (%) -27.86 -23.42
Start to Recovery (months) 47 32
Longest Drawdown Depth (%) -25.83 -18.09
Start to Recovery (months) 100 59
Longest Negative Period (months) 121 95
RISK INDICATORS
Standard Deviation (%) 9.47 9.92
Sharpe Ratio 0.29 0.40
Sortino Ratio 0.43 0.60
Ulcer Index 8.02 5.81
Ratio: Return / Standard Deviation 0.73 0.82
Ratio: Return / Deepest Drawdown 0.25 0.35
Metrics calculated over the period 1 August 1953 - 31 March 2026
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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 April 1996 - 31 March 2026 (30 years)
Period: 1 August 1953 - 31 March 2026 (~73 years)
30 Years
(1996/04 - 2026/03)

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US Stocks/Bonds 20/80 To EUR All Weather Portfolio To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-25.83 100 Feb 2002
May 2010
-18.09 59 Nov 2000
Sep 2005
-14.85 33 Jan 2022
Sep 2024
-10.80 25 Mar 2017
Mar 2019
-10.07 17 Jul 2010
Nov 2011
-9.75 13* Mar 2025
In progress
-9.60 23 Aug 2022
Jun 2024
-9.54 33 Mar 2006
Nov 2008
-9.23 24 Aug 2012
Jul 2014
-8.76 7 Nov 2000
May 2001
-8.50 14 Dec 2008
Jan 2010
-8.09 15 Apr 2015
Jun 2016
-7.91 8 Mar 2025
Oct 2025
-7.86 24 Aug 2012
Jul 2014
-7.77 7 Jul 1998
Jan 1999

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US Stocks/Bonds 20/80 To EUR All Weather Portfolio To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.86 47 Jul 1985
May 1989
-25.83 100 Feb 2002
May 2010
-23.42 32 Jun 1986
Jan 1989
-22.16 53 Apr 1971
Aug 1975
-20.14 20 Sep 1989
Apr 1991
-19.25 19 Sep 1989
Mar 1991
-18.09 59 Nov 2000
Sep 2005
-16.68 40 Jan 1977
Apr 1980
-16.57 22 Feb 1994
Nov 1995
-14.94 22 Feb 1994
Nov 1995
-14.85 33 Jan 2022
Sep 2024
-14.35 17 Feb 1974
Jun 1975
-12.97 12 Jan 1973
Dec 1973
-12.60 25 Dec 1968
Dec 1970
-11.28 27 Jan 1977
Mar 1979

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 August 1953 - 31 March 2026 (~73 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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US Stocks/Bonds 20/80 To EUR All Weather Portfolio To EUR
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 0.28 -0.96 1.08 -1.86
2025
 -2.75 -9.75 3.26 -7.91
2024
 12.03 -1.60 12.31 -2.32
2023
 5.50 -2.74 7.25 -5.45
2022
 -8.95 -9.60 -14.06 -14.06
2021
 12.66 -2.29 16.23 -2.18
2020
 0.09 -4.26 6.82 -2.30
2019
 15.92 -1.59 21.06 -1.55
2018
 3.12 -3.93 0.53 -4.01
2017
 -5.98 -7.87 -0.07 -6.12
2016
 7.69 -3.23 8.08 -2.04
2015
 11.47 -5.80 6.64 -8.09
2014
 21.58 -1.13 27.36 0.00
2013
 0.26 -4.86 -2.32 -7.08
2012
 4.45 -5.44 4.87 -6.96
2011
 10.10 -6.68 19.59 -4.90
2010
 16.06 -7.73 20.81 -7.08
2009
 6.12 -6.19 0.36 -7.51
2008
 2.37 -9.09 6.75 -6.37
2007
 -3.55 -5.36 1.21 -2.36
2006
 -4.39 -7.97 -4.06 -8.39
2005
 18.12 -1.63 24.27 -2.09
2004
 -1.63 -7.16 1.58 -5.37
2003
 -8.80 -8.80 -4.94 -6.03
2002
 -13.03 -16.51 -8.57 -12.50
2001
 10.59 -6.59 2.85 -8.57
2000
 14.39 -8.76 17.75 -8.37
1999
 21.19 -4.24 23.67 -4.40
1998
 4.55 -6.58 4.11 -7.77
1997
 29.76 -4.98 29.52 -5.02
1996
 9.10 -4.37 10.34 -5.37
1995
 16.86 -3.55 22.37 -3.05
1994
 -11.24 -14.94 -12.26 -16.57
1993
 18.92 -3.67 21.25 -3.56
1992
 19.34 -9.24 18.48 -9.85
1991
 21.35 -6.01 20.64 -6.12
1990
 -7.84 -12.05 -9.46 -13.83
1989
 14.74 -8.19 18.59 -7.32
1988
 22.20 -7.14 23.59 -6.24
1987
 -16.71 -17.71 -15.30 -20.23
1986
 -4.63 -8.83 -0.02 -9.58
1985
 -0.87 -9.99 2.83 -10.14
1984
 30.03 -8.94 24.92 -9.13
1983
 28.93 -0.43 26.97 -2.02
1982
 43.27 -1.64 46.21 -0.90
1981
 27.33 -5.11 14.87 -7.87
1980
 20.43 -6.10 21.99 -5.27
1979
 7.94 -8.59 17.96 -6.16
1978
 -6.65 -11.30 -2.44 -9.12
1977
 -6.68 -6.94 -4.83 -5.47
1976
 18.65 -1.43 18.13 -2.57
1975
 24.99 -4.28 24.42 -5.34
1974
 -8.77 -12.76 -6.20 -14.35
1973
 -6.30 -21.20 0.00 -12.97
1972
 3.76 -2.76 12.41 -1.04
1971
 3.53 -8.04 6.77 -5.03
1970
 13.97 -7.84 9.98 -8.10
1969
 -2.74 -5.48 -6.10 -7.67
1968
 5.81 -3.38 6.42 -2.36
1967
 5.97 -2.60 5.85 -2.60
1966
 2.46 -5.23 0.01 -6.13
1965
 3.60 -0.73 4.26 -1.03
1964
 6.45 -0.11 7.39 -0.31
1963
 5.48 -0.78 6.67 -1.04
1962
 2.70 -4.22 0.39 -6.18
1961
 4.96 -1.44 6.06 -1.51
1960
 10.47 -1.16 8.45 -1.46
1959
 1.08 -2.36 1.79 -2.76
1958
 11.22 -2.19 14.48 -1.12
1957
 10.72 -1.17 7.23 -2.18
1956
 0.14 -2.84 0.14 -3.61
1955
 5.40 -0.50 7.33 -0.56
1954
 11.82 -1.32 17.40 -1.49
Mastering ETF Investing
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