Stocks/Bonds 60/40 ESG vs Stocks/Bonds 60/40 Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 60/40 ESG Portfolio obtained a 6.74% compound annual return, with a 10.38% standard deviation, in the last 10 Years.

The Stocks/Bonds 60/40 Portfolio obtained a 7.85% compound annual return, with a 10.15% standard deviation, in the last 10 Years.

Summary

Swipe left to see all data
Stocks/Bonds 60/40 ESG Portfolio Stocks/Bonds 60/40 Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
10 Years Stats Return +6.74% +7.85%
Std Dev 10.38% 10.15%
Max Drawdown -22.44% -20.69%
All time Stats
(Since Sep 2005)
Return +7.41% +7.56%
Std Dev 10.89% 9.93%
Max Drawdown -32.78% -30.55%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from September 2005

Swipe left to see all data
1M 6M 1Y 5Y 10Y MAX
Stocks/Bonds 60/40 ESG Portfolio +2.79 +10.14 +20.61 +9.30 +6.74 +7.41
Stocks/Bonds 60/40 Portfolio +2.65 +9.22 +18.40 +8.67 +7.85 +7.56
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since March 2014, now would be worth 1.92$, with a total return of 92.06% (6.74% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since March 2014, now would be worth 2.13$, with a total return of 112.96% (7.85% annualized).

Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since September 2005, now would be worth 3.75$, with a total return of 275.19% (7.41% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since September 2005, now would be worth 3.85$, with a total return of 285.23% (7.56% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

Swipe left to see all data
Stocks/Bonds 60/40 ESG Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-22.44% Jan 2022 Sep 2022 (9) Feb 2024 (26) 13.00
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.57% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.82
-10.20% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.48
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-8.11% Jun 2015 Jan 2016 (8) Jul 2016 (14) 3.96
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-3.85% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.27
-3.74% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.16
-3.67% Feb 2018 Apr 2018 (3) Jul 2018 (6) 2.37
-3.54% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.08
-3.41% May 2019 May 2019 (1) Jun 2019 (2) 1.97
-3.32% May 2019 May 2019 (1) Jun 2019 (2) 1.92
-3.24% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.87
-3.12% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.70
-2.38% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.37
-1.70% Oct 2016 Oct 2016 (1) Dec 2016 (3) 0.85
-1.50% Sep 2014 Sep 2014 (1) Oct 2014 (2) 0.87
-1.48% Sep 2016 Oct 2016 (2) Nov 2016 (3) 0.76

Drawdown comparison chart since September 2005.

Swipe left to see all data
Stocks/Bonds 60/40 ESG Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-32.78% Nov 2007 Feb 2009 (16) Mar 2010 (29) 15.24
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-22.44% Jan 2022 Sep 2022 (9) Feb 2024 (26) 13.00
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-14.77% May 2011 Sep 2011 (5) Sep 2012 (17) 5.93
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.57% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.82
-10.20% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.48
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-8.11% Jun 2015 Jan 2016 (8) Jul 2016 (14) 3.96
-7.23% May 2010 Jun 2010 (2) Sep 2010 (5) 4.34
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-3.85% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.27
-3.74% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.16
-3.67% Feb 2018 Apr 2018 (3) Jul 2018 (6) 2.37
-3.54% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.08
-3.54% May 2012 May 2012 (1) Aug 2012 (4) 1.66
-3.41% May 2019 May 2019 (1) Jun 2019 (2) 1.97
-3.32% May 2019 May 2019 (1) Jun 2019 (2) 1.92

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+3.48%
0.00%
+3.27%
0.00%
2023
+20.65%
-7.66%
+17.79%
-7.47%
2022
-19.58%
-22.44%
-16.95%
-20.69%
2021
+14.84%
-3.74%
+14.66%
-3.24%
2020
+18.27%
-10.57%
+15.70%
-12.29%
2019
+23.31%
-3.32%
+21.94%
-3.41%
2018
-9.29%
-10.20%
-3.17%
-8.38%
2017
+9.32%
-0.42%
+14.15%
0.00%
2016
+8.09%
-3.49%
+8.71%
-2.95%
2015
+1.04%
-6.91%
+0.44%
-5.24%
2014
+7.55%
-3.12%
+9.85%
-1.50%
2013
+22.59%
-2.36%
+19.23%
-2.27%
2012
+13.87%
-5.06%
+11.13%
-3.54%
2011
-1.55%
-14.77%
+3.75%
-9.00%
2010
+15.13%
-7.23%
+12.93%
-7.13%
2009
+30.34%
-9.85%
+18.79%
-11.70%
2008
-23.95%
-28.06%
-19.44%
-22.19%
2007
+7.02%
-2.09%
+5.99%
-3.07%
2006
+12.43%
-1.73%
+11.12%
-2.03%