Total Bond Developed World To EUR Hedged Portfolio vs Aim Ways Ulcer Free Strategy To EUR Portfolio Portfolio Comparison

Simulation Settings
Period: January 1994 - May 2025 (~31 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1€
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1994/01 - 2025/05)
Inflation Adjusted:
Total Bond Developed World To EUR Hedged Portfolio
1.00€
Invested Capital
June 1995
2.31€
Final Capital
May 2025
2.82%
Yearly Return
3.72%
Std Deviation
-20.51%
Max Drawdown
58months*
Recovery Period
* in progress
1.00€
Invested Capital
June 1995
1.26€
Final Capital
May 2025
0.76%
Yearly Return
3.72%
Std Deviation
-32.94%
Max Drawdown
106months*
Recovery Period
* in progress
1.00€
Invested Capital
January 1994
2.15€
Final Capital
May 2025
2.46%
Yearly Return
3.86%
Std Deviation
-20.51%
Max Drawdown
58months*
Recovery Period
* in progress
1.00€
Invested Capital
January 1994
1.12€
Final Capital
May 2025
0.37%
Yearly Return
3.86%
Std Deviation
-32.94%
Max Drawdown
106months*
Recovery Period
* in progress
Aim Ways Ulcer Free Strategy To EUR Portfolio
1.00€
Invested Capital
June 1995
7.70€
Final Capital
May 2025
7.04%
Yearly Return
8.01%
Std Deviation
-16.08%
Max Drawdown
96months
Recovery Period
1.00€
Invested Capital
June 1995
4.19€
Final Capital
May 2025
4.90%
Yearly Return
8.01%
Std Deviation
-22.99%
Max Drawdown
112months
Recovery Period
1.00€
Invested Capital
January 1994
6.92€
Final Capital
May 2025
6.35%
Yearly Return
8.09%
Std Deviation
-17.95%
Max Drawdown
24months
Recovery Period
1.00€
Invested Capital
January 1994
3.62€
Final Capital
May 2025
4.18%
Yearly Return
8.09%
Std Deviation
-22.99%
Max Drawdown
112months
Recovery Period

As of May 2025, in the previous 30 Years, the Total Bond Developed World To EUR Hedged Portfolio obtained a 2.82% compound annual return, with a 3.72% standard deviation. It suffered a maximum drawdown of -20.51% which has been ongoing for 58 months and is still in progress.

As of May 2025, in the previous 30 Years, the Aim Ways Ulcer Free Strategy To EUR Portfolio obtained a 7.04% compound annual return, with a 8.01% standard deviation. It suffered a maximum drawdown of -16.08% that required 96 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.

Total Bond Developed World To EUR Hedged Portfolio
Weight
(%)		 Ticker Name
100.00
DBZB.DE
Xtrackers Global Government Bond Eur Hedged
Aim Ways Ulcer Free Strategy To EUR Portfolio
Weight
(%)		 Ticker Name
11.00
SXRV.DE
iShares Nasdaq 100
34.00
EUNU.DE
iShares Core Global Aggregate Bond
28.00
IUSM.DE
iShares USD Treasury Bond 7-10yr
15.00
ZPRC.DE
SPDR Refinitiv Global Convertible Bond
12.00
PHAU
WisdomTree Physical Gold
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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
Capital Growth
30 Years
(1995/06 - 2025/05)
All Data
(1994/01 - 2025/05)
Inflation Adjusted:
Swipe left to see all data
Initial Amount € Final Amount € Total Return (%) Annualized (%)
Total Bond Developed World To EUR Hedged
 1 € 2.31 € 130.54% 2.82%
Aim Ways Ulcer Free Strategy To EUR
Aim Ways 		1 € 7.70 € 669.77% 7.04%
Jun 1995 May 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Total Bond Developed World To EUR Hedged
 1 € 1.26 € 25.63% 0.76%
Aim Ways Ulcer Free Strategy To EUR
Aim Ways 		1 € 4.19 € 319.48% 4.90%
Jun 1995 May 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Total Bond Developed World To EUR Hedged
 1 € 2.15 € 114.53% 2.46%
Aim Ways Ulcer Free Strategy To EUR
Aim Ways 		1 € 6.92 € 592.25% 6.35%
Jan 1994 May 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
Total Bond Developed World To EUR Hedged
 1 € 1.12 € 12.23% 0.37%
Aim Ways Ulcer Free Strategy To EUR
Aim Ways 		1 € 3.62 € 262.16% 4.18%
Jan 1994 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~31Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Total Bond Developed World • Hedged
-- Market Benchmark 		0.62 -1.08 -0.80 2.84 -3.08 -0.55 2.82 2.46
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Ulcer Free Strategy
Aim Ways 		-1.52 0.77 -2.16 8.12 3.29 4.38 7.04 6.35
Returns over 1 year are 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 January 1994 - 31 May 2025 (~31 years)
1 Year
5 Years
10 Years
30 Years
All (1994/01 - 2025/05)
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Total Bond Developed World To EUR Hedged Ulcer Free Strategy To EUR
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 2.84 8.12
Infl. Adjusted (%) 0.92 6.10
DRAWDOWN
Deepest Drawdown Depth (%) -2.10 -5.33
Start to Recovery (months) 8* 3*
Longest Drawdown Depth (%) -2.10 -5.33
Start to Recovery (months) 8* 3*
Longest Negative Period (months) 9* 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 3.90 6.75
Sharpe Ratio -0.48 0.51
Sortino Ratio -0.62 0.68
Ulcer Index 1.14 2.14
Ratio: Return / Standard Deviation 0.73 1.20
Ratio: Return / Deepest Drawdown 1.35 1.52
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Total Bond Developed World To EUR Hedged Ulcer Free Strategy To EUR
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) -3.08 3.29
Infl. Adjusted (%) -6.89 -0.77
DRAWDOWN
Deepest Drawdown Depth (%) -20.51 -11.52
Start to Recovery (months) 58* 31
Longest Drawdown Depth (%) -20.51 -11.52
Start to Recovery (months) 58* 31
Longest Negative Period (months) 60* 40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.13 6.18
Sharpe Ratio -1.11 0.11
Sortino Ratio -1.61 0.17
Ulcer Index 13.05 4.41
Ratio: Return / Standard Deviation -0.60 0.53
Ratio: Return / Deepest Drawdown -0.15 0.29
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Total Bond Developed World To EUR Hedged Ulcer Free Strategy To EUR
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) -0.55 4.38
Infl. Adjusted (%) -2.97 1.84
DRAWDOWN
Deepest Drawdown Depth (%) -20.51 -11.52
Start to Recovery (months) 58* 31
Longest Drawdown Depth (%) -20.51 -11.52
Start to Recovery (months) 58* 31
Longest Negative Period (months) 120* 40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.36 6.18
Sharpe Ratio -0.54 0.42
Sortino Ratio -0.77 0.63
Ulcer Index 9.54 3.85
Ratio: Return / Standard Deviation -0.13 0.71
Ratio: Return / Deepest Drawdown -0.03 0.38
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Total Bond Developed World To EUR Hedged Ulcer Free Strategy To EUR
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 2.82 7.04
Infl. Adjusted (%) 0.76 4.90
DRAWDOWN
Deepest Drawdown Depth (%) -20.51 -16.08
Start to Recovery (months) 58* 96
Longest Drawdown Depth (%) -20.51 -16.08
Start to Recovery (months) 58* 96
Longest Negative Period (months) 142 99
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 3.72 8.01
Sharpe Ratio 0.15 0.60
Sortino Ratio 0.21 0.90
Ulcer Index 5.64 5.58
Ratio: Return / Standard Deviation 0.76 0.88
Ratio: Return / Deepest Drawdown 0.14 0.44
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Total Bond Developed World To EUR Hedged Ulcer Free Strategy To EUR
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 2.46 6.35
Infl. Adjusted (%) 0.37 4.18
DRAWDOWN
Deepest Drawdown Depth (%) -20.51 -17.95
Start to Recovery (months) 58* 24
Longest Drawdown Depth (%) -20.51 -16.08
Start to Recovery (months) 58* 96
Longest Negative Period (months) 142 99
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 3.86 8.09
Sharpe Ratio 0.02 0.49
Sortino Ratio 0.03 0.74
Ulcer Index 5.87 6.18
Ratio: Return / Standard Deviation 0.64 0.78
Ratio: Return / Deepest Drawdown 0.12 0.35
Metrics calculated over the period 1 January 1994 - 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 January 1994 - 31 May 2025 (~31 years)
30 Years
(1995/06 - 2025/05)

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Total Bond Developed World To EUR Hedged Ulcer Free Strategy To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.51 58* Aug 2020
In progress
-16.08 96 Nov 2000
Oct 2008
-11.52 31 Dec 2021
Jun 2024
-8.42 25 Aug 2012
Aug 2014
-8.16 13 Sep 2010
Sep 2011
-7.97 24 Mar 2017
Feb 2019
-6.67 6 Aug 1997
Jan 1998
-6.08 37 Jul 2016
Jul 2019
-5.75 5 Jul 1998
Nov 1998
-5.53 8 Apr 2015
Nov 2015
-5.33 3* Mar 2025
In progress
-4.33 22 Feb 2008
Nov 2009
-4.11 4 May 2000
Aug 2000
-4.11 5 May 1996
Sep 1996
-3.84 16 May 1999
Aug 2000

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Total Bond Developed World To EUR Hedged Ulcer Free Strategy To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.51 58* Aug 2020
In progress
-17.95 24 Feb 1994
Jan 1996
-16.08 96 Nov 2000
Oct 2008
-12.11 23 Feb 1994
Dec 1995
-11.52 31 Dec 2021
Jun 2024
-8.42 25 Aug 2012
Aug 2014
-8.16 13 Sep 2010
Sep 2011
-7.97 24 Mar 2017
Feb 2019
-6.67 6 Aug 1997
Jan 1998
-6.08 37 Jul 2016
Jul 2019
-5.75 5 Jul 1998
Nov 1998
-5.53 8 Apr 2015
Nov 2015
-5.33 3* Mar 2025
In progress
-4.33 22 Feb 2008
Nov 2009
-4.11 4 May 2000
Aug 2000

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 January 1994 - 31 May 2025 (~31 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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Total Bond Developed World To EUR Hedged Ulcer Free Strategy To EUR
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 0.62 -1.08 -1.52 -5.33
2024
 -0.85 -3.30 12.66 -1.00
2023
 4.01 -4.99 8.90 -2.45
2022
 -15.11 -15.11 -11.29 -11.29
2021
 -3.19 -3.28 8.06 -1.77
2020
 4.16 -1.35 8.85 -1.24
2019
 4.55 -2.84 16.05 -1.06
2018
 -0.36 -2.04 2.85 -2.19
2017
 -0.12 -0.86 -3.43 -6.22
2016
 2.21 -4.14 6.73 -2.66
2015
 0.75 -3.04 10.09 -5.53
2014
 8.04 -0.28 19.18 -0.84
2013
 -0.82 -2.87 -3.37 -6.11
2012
 3.96 -0.28 4.95 -5.22
2011
 6.31 -0.87 10.17 -5.45
2010
 3.46 -2.43 16.98 -3.41
2009
 0.68 -1.97 12.57 -3.27
2008
 -0.49 -4.33 2.94 -6.13
2007
 0.37 -1.30 2.76 -1.31
2006
 -0.93 -2.91 -2.27 -5.83
2005
 5.66 -0.76 16.46 -1.52
2004
 2.90 -1.45 -0.29 -4.74
2003
 2.32 -2.23 -2.19 -5.11
2002
 7.51 -1.00 -7.59 -11.22
2001
 5.02 -1.96 3.12 -5.65
2000
 7.88 -0.34 6.72 -9.15
1999
 -1.50 -3.84 31.71 -3.38
1998
 8.51 -0.52 11.47 -5.75
1997
 11.65 -1.20 20.15 -6.67
1996
 12.39 -1.76 11.85 -4.11
1995
 13.75 -0.82 13.24 -4.01
1994
 -10.65 -12.11 -13.33 -16.41
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