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

Last Update: 30 April 2023

The Stocks/Bonds 60/40 Portfolio obtained a 7.32% compound annual return, with a 10.40% standard deviation, in the last 15 Years.

The Stocks/Bonds 60/40 ESG Portfolio obtained a 6.82% compound annual return, with a 11.55% standard deviation, in the last 15 Years.

Summary

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Stocks/Bonds 60/40 Portfolio Stocks/Bonds 60/40 ESG Portfolio
Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
15 Years Stats Return +7.32% +6.82%
Std Dev 10.40% 11.55%
Max Drawdown -27.68% -32.05%

Last Update: 30 April 2023

Historical Returns as of Apr 30, 2023

Comparison period starts from September 2005

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1M 6M 1Y 5Y(*) 10Y(*) MAX(*)
Stocks/Bonds 60/40 Portfolio +0.89 +7.06 +0.75 +6.97 +7.66 +7.12
Stocks/Bonds 60/40 ESG Portfolio +0.83 +8.07 +0.46 +6.16 +6.59 +6.87
(*) Returns over 1 year are annualized

Capital Growth as of Apr 30, 2023

Stocks/Bonds 60/40 Portfolio: an investment of 1000$, since May 2008, now would be worth 2885.13$, with a total return of 188.51% (7.32% annualized).

Stocks/Bonds 60/40 ESG Portfolio: an investment of 1000$, since May 2008, now would be worth 2688.67$, with a total return of 168.87% (6.82% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1000$, since September 2005, now would be worth 3370.82$, with a total return of 237.08% (7.12% annualized).

Stocks/Bonds 60/40 ESG Portfolio: an investment of 1000$, since September 2005, now would be worth 3235.03$, with a total return of 223.50% (6.87% annualized).

Drawdowns

Drawdown comparison chart since April 2008.

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Stocks/Bonds 60/40 Portfolio
Stocks/Bonds 60/40 ESG Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-32.05% Jun 2008 Feb 2009
-27.68% Jun 2008 Feb 2009
-22.44% Jan 2022 Sep 2022
-20.69% Jan 2022 Sep 2022
-14.77% May 2011 Sep 2011
-12.29% Feb 2020 Mar 2020
-10.57% Feb 2020 Mar 2020
-10.20% Feb 2018 Dec 2018
-9.00% May 2011 Sep 2011
-8.38% Sep 2018 Dec 2018
-8.11% Jun 2015 Jan 2016
-7.23% May 2010 Jun 2010
-7.13% May 2010 Jun 2010
-5.24% Jun 2015 Sep 2015
-3.85% Sep 2020 Oct 2020
-3.74% Sep 2021 Sep 2021
-3.67% Feb 2018 Apr 2018
-3.54% Sep 2020 Oct 2020
-3.54% May 2012 May 2012
-3.41% May 2019 May 2019

Drawdown comparison chart since September 2005.

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Stocks/Bonds 60/40 Portfolio
Stocks/Bonds 60/40 ESG Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-32.78% Nov 2007 Feb 2009
-30.55% Nov 2007 Feb 2009
-22.44% Jan 2022 Sep 2022
-20.69% Jan 2022 Sep 2022
-14.77% May 2011 Sep 2011
-12.29% Feb 2020 Mar 2020
-10.57% Feb 2020 Mar 2020
-10.20% Feb 2018 Dec 2018
-9.00% May 2011 Sep 2011
-8.38% Sep 2018 Dec 2018
-8.11% Jun 2015 Jan 2016
-7.23% May 2010 Jun 2010
-5.24% Jun 2015 Sep 2015
-3.85% Sep 2020 Oct 2020
-3.74% Sep 2021 Sep 2021
-3.67% Feb 2018 Apr 2018
-3.54% Sep 2020 Oct 2020
-3.54% May 2012 May 2012
-3.41% May 2019 May 2019
-3.32% May 2019 May 2019

Yearly Returns

Yearly return comparison. Common historical serie start from September 2005.

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Year Stocks/Bonds 60/40 Portfolio Stocks/Bonds 60/40 ESG Portfolio
2023
 +6.45% +7.64%
2022
 -16.95% -19.58%
2021
 +14.66% +14.84%
2020
 +15.70% +18.27%
2019
 +21.94% +23.31%
2018
 -3.17% -9.29%
2017
 +14.15% +9.32%
2016
 +8.71% +8.09%
2015
 +0.44% +1.04%
2014
 +9.85% +7.55%
2013
 +19.23% +22.59%
2012
 +11.13% +13.87%
2011
 +3.75% -1.55%
2010
 +12.93% +15.13%
2009
 +18.79% +30.34%
2008
 -19.44% -23.95%
2007
 +5.99% +7.02%
2006
 +11.12% +12.43%