Stocks/Bonds 40/60 Portfolio vs Ray Dalio All Weather Portfolio To EUR Portfolio Comparison

Simulation Settings
Period: August 1953 - May 2025 (~72 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1953/08 - 2025/05)
Inflation Adjusted:
Stocks/Bonds 40/60 Portfolio
1.00$
Invested Capital
June 1995
7.59$
Final Capital
May 2025
6.99%
Yearly Return
7.01%
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period
1.00$
Invested Capital
June 1995
3.60$
Final Capital
May 2025
4.36%
Yearly Return
7.01%
Std Deviation
-24.11%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Invested Capital
August 1953
273.77$
Final Capital
May 2025
8.13%
Yearly Return
7.35%
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period
1.00$
Invested Capital
August 1953
22.87$
Final Capital
May 2025
4.45%
Yearly Return
7.35%
Std Deviation
-30.32%
Max Drawdown
122months
Recovery Period
Ray Dalio All Weather Portfolio To EUR
1.00€
Invested Capital
June 1995
9.51€
Final Capital
May 2025
7.80%
Yearly Return
9.51%
Std Deviation
-18.09%
Max Drawdown
59months
Recovery Period
1.00€
Invested Capital
June 1995
5.18€
Final Capital
May 2025
5.64%
Yearly Return
9.51%
Std Deviation
-24.54%
Max Drawdown
41months*
Recovery Period
* in progress
1.00€
Invested Capital
August 1953
274.69€
Final Capital
May 2025
8.13%
Yearly Return
9.95%
Std Deviation
-23.42%
Max Drawdown
32months
Recovery Period
1.00€
Invested Capital
August 1953
41.40€
Final Capital
May 2025
5.32%
Yearly Return
9.95%
Std Deviation
-24.54%
Max Drawdown
41months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Stocks/Bonds 40/60 Portfolio obtained a 6.99% compound annual return, with a 7.01% standard deviation. It suffered a maximum drawdown of -19.17% that required 25 months to be recovered.

As of May 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio To EUR obtained a 7.80% compound annual return, with a 9.51% standard deviation. It suffered a maximum drawdown of -18.09% that required 59 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.

Stocks/Bonds 40/60 Portfolio
Weight
(%)		 Ticker Name
40.00
VTI
Vanguard Total Stock Market
60.00
BND
Vanguard Total Bond Market
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 May 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 August 1953 - 31 May 2025 (~72 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~72Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 40/60
-- Market Benchmark 		1.65 1.95 -0.69 8.69 5.56 5.91 6.99 8.13
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		-4.38 0.30 -6.47 4.54 2.72 4.67 7.80 8.13
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since June 1995, now would be worth 7.59$, with a total return of 659.43% (6.99% annualized).

Ray Dalio All Weather Portfolio To EUR: an investment of 1€, since June 1995, now would be worth 9.51€, with a total return of 850.78% (7.80% annualized).


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Stocks/Bonds 40/60 Portfolio: an investment of 1$, since August 1953, now would be worth 273.77$, with a total return of 27277.33% (8.13% annualized).

Ray Dalio All Weather Portfolio To EUR: an investment of 1€, since August 1953, now would be worth 274.69€, with a total return of 27368.91% (8.13% 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 August 1953 - 31 May 2025 (~72 years)
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Stocks/Bonds 40/60 All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.69 4.54
Infl. Adjusted Return (%) 6.17 2.59
DRAWDOWN
Deepest Drawdown Depth (%) -2.59 -7.91
Start to Recovery (months) 6* 3*
Longest Drawdown Depth (%) -2.59 -7.91
Start to Recovery (months) 6* 3*
Longest Negative Period (months) 7 10*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.34 9.29
Sharpe Ratio 0.63 -0.02
Sortino Ratio 0.80 -0.02
Ulcer Index 1.32 3.30
Ratio: Return / Standard Deviation 1.37 0.49
Ratio: Return / Deepest Drawdown 3.36 0.57
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Stocks/Bonds 40/60 All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 5.56 2.72
Infl. Adjusted Return (%) 0.90 -1.31
DRAWDOWN
Deepest Drawdown Depth (%) -18.63 -14.85
Start to Recovery (months) 30 33
Longest Drawdown Depth (%) -18.63 -14.85
Start to Recovery (months) 30 33
Longest Negative Period (months) 38 42*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.40 8.16
Sharpe Ratio 0.31 0.01
Sortino Ratio 0.42 0.02
Ulcer Index 7.38 6.49
Ratio: Return / Standard Deviation 0.59 0.33
Ratio: Return / Deepest Drawdown 0.30 0.18
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Stocks/Bonds 40/60 All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 5.91 4.67
Infl. Adjusted Return (%) 2.75 2.13
DRAWDOWN
Deepest Drawdown Depth (%) -18.63 -14.85
Start to Recovery (months) 30 33
Longest Drawdown Depth (%) -18.63 -14.85
Start to Recovery (months) 30 33
Longest Negative Period (months) 38 42
RISK INDICATORS
Standard Deviation (%) 8.07 7.67
Sharpe Ratio 0.51 0.38
Sortino Ratio 0.68 0.55
Ulcer Index 5.39 4.99
Ratio: Return / Standard Deviation 0.73 0.61
Ratio: Return / Deepest Drawdown 0.32 0.31
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Stocks/Bonds 40/60 All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.99 7.80
Infl. Adjusted Return (%) 4.36 5.64
DRAWDOWN
Deepest Drawdown Depth (%) -19.17 -18.09
Start to Recovery (months) 25 59
Longest Drawdown Depth (%) -8.59 -18.09
Start to Recovery (months) 33 59
Longest Negative Period (months) 50 95
RISK INDICATORS
Standard Deviation (%) 7.01 9.51
Sharpe Ratio 0.67 0.58
Sortino Ratio 0.89 0.87
Ulcer Index 4.21 6.24
Ratio: Return / Standard Deviation 1.00 0.82
Ratio: Return / Deepest Drawdown 0.36 0.43
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Stocks/Bonds 40/60 All Weather Portfolio To EUR
Author Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.13 8.13
Infl. Adjusted Return (%) 4.45 5.32
DRAWDOWN
Deepest Drawdown Depth (%) -19.17 -23.42
Start to Recovery (months) 25 32
Longest Drawdown Depth (%) -8.59 -18.09
Start to Recovery (months) 33 59
Longest Negative Period (months) 50 95
RISK INDICATORS
Standard Deviation (%) 7.35 9.95
Sharpe Ratio 0.54 0.40
Sortino Ratio 0.74 0.59
Ulcer Index 3.65 5.83
Ratio: Return / Standard Deviation 1.11 0.82
Ratio: Return / Deepest Drawdown 0.42 0.35
Metrics calculated over the period 1 August 1953 - 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 August 1953 - 31 May 2025 (~72 years)

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Stocks/Bonds 40/60 All Weather Portfolio To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-18.09 59 Nov 2000
Sep 2005
-14.85 33 Jan 2022
Sep 2024
-9.54 33 Mar 2006
Nov 2008
-9.23 24 Aug 2012
Jul 2014
-8.59 33 Sep 2000
May 2003
-8.50 14 Dec 2008
Jan 2010
-8.09 4 Feb 2020
May 2020
-8.09 15 Apr 2015
Jun 2016
-7.91 3* Mar 2025
In progress
-7.77 7 Jul 1998
Jan 1999
-7.30 13 Sep 2010
Sep 2011
-6.83 18 Mar 2017
Aug 2018
-6.25 5 Jul 1998
Nov 1998

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Stocks/Bonds 40/60 All Weather Portfolio To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.42 32 Jun 1986
Jan 1989
-20.14 20 Sep 1989
Apr 1991
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-18.09 59 Nov 2000
Sep 2005
-17.04 29 Jan 1973
May 1975
-16.57 22 Feb 1994
Nov 1995
-14.85 33 Jan 2022
Sep 2024
-14.35 17 Feb 1974
Jun 1975
-13.08 14 Sep 1987
Oct 1988
-12.97 12 Jan 1973
Dec 1973
-12.84 24 Dec 1968
Nov 1970
-12.60 25 Dec 1968
Dec 1970
-11.28 27 Jan 1977
Mar 1979
-10.14 9 Jul 1985
Mar 1986

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 May 2025 (~72 years)


Head To Head (Ptf 1 vs Ptf 2):
US 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 40/60 All Weather Portfolio To EUR
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.65 -2.35 -4.38 -7.91
2024
 10.35 -3.23 12.32 -2.32
2023
 13.66 -6.58 7.25 -5.45
2022
 -15.67 -18.63 -14.06 -14.06
2021
 9.15 -2.56 16.23 -2.18
2020
 13.04 -8.09 6.82 -2.30
2019
 17.57 -1.77 21.06 -1.55
2018
 -2.15 -5.36 0.53 -4.01
2017
 10.63 0.00 -0.07 -6.12
2016
 6.64 -1.57 8.08 -2.04
2015
 0.48 -3.41 6.64 -8.09
2014
 8.51 -1.20 27.36 0.00
2013
 12.12 -1.84 -2.32 -7.08
2012
 8.47 -2.11 4.87 -6.96
2011
 5.14 -4.76 19.59 -4.90
2010
 10.69 -3.96 20.81 -7.08
2009
 13.74 -8.68 0.36 -7.51
2008
 -10.67 -14.39 6.75 -6.37
2007
 6.30 -1.93 1.21 -2.36
2006
 8.84 -1.40 -4.06 -8.39
2005
 3.96 -1.77 24.27 -2.09
2004
 7.66 -2.46 1.58 -5.37
2003
 14.68 -1.08 -4.94 -6.03
2002
 -3.23 -6.97 -8.57 -12.50
2001
 0.67 -5.62 2.85 -8.57
2000
 2.61 -4.51 17.75 -8.37
1999
 9.07 -2.57 23.67 -4.40
1998
 14.45 -6.25 4.11 -7.77
1997
 18.06 -2.41 29.52 -5.02
1996
 10.53 -2.15 10.34 -5.37
1995
 25.22 0.00 22.37 -3.05
1994
 -1.66 -5.98 -12.26 -16.57
1993
 10.06 -1.23 21.25 -3.56
1992
 7.93 -1.27 18.48 -9.85
1991
 22.10 -1.98 20.64 -6.12
1990
 2.76 -5.70 -9.46 -13.83
1989
 19.43 -1.12 18.59 -7.32
1988
 11.34 -1.71 23.59 -6.24
1987
 1.97 -13.08 -15.30 -20.23
1986
 14.89 -4.37 -0.02 -9.58
1985
 25.86 -1.17 2.83 -10.14
1984
 9.88 -5.84 24.92 -9.13
1983
 12.20 -2.64 26.97 -2.02
1982
 26.88 -2.17 46.21 -0.90
1981
 3.99 -6.81 14.87 -7.87
1980
 14.99 -8.39 21.99 -5.27
1979
 12.91 -6.34 17.96 -6.16
1978
 4.07 -5.90 -2.44 -9.12
1977
 -0.72 -3.59 -4.83 -5.47
1976
 18.84 -1.06 18.13 -2.57
1975
 19.54 -5.93 24.42 -5.34
1974
 -7.71 -13.50 -6.20 -14.35
1973
 -4.59 -5.73 0.00 -12.97
1972
 8.68 -1.10 12.41 -1.04
1971
 12.75 -5.80 6.77 -5.03
1970
 12.26 -8.78 9.98 -8.10
1969
 -5.38 -7.12 -6.10 -7.67
1968
 7.09 -3.10 6.42 -2.36
1967
 10.63 -2.31 5.85 -2.60
1966
 -0.51 -7.40 0.01 -6.13
1965
 6.11 -1.52 4.26 -1.03
1964
 8.90 -0.46 7.39 -0.31
1963
 9.44 -1.27 6.67 -1.04
1962
 -0.42 -8.22 0.39 -6.18
1961
 11.57 -1.78 6.06 -1.51
1960
 8.19 -2.58 8.45 -1.46
1959
 4.09 -3.21 1.79 -2.76
1958
 16.24 -0.74 14.48 -1.12
1957
 1.17 -4.90 7.23 -2.18
1956
 2.47 -3.96 0.14 -3.61
1955
 9.83 -0.87 7.33 -0.56
1954
 21.93 -1.61 17.40 -1.49
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