US Stocks/Bonds 40/60 To CAD Hedged Portfolio vs Tyler US Golden Butterfly To CAD Portfolio Portfolio Comparison

Simulation Settings
Period: January 1960 - May 2025 (~65 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond May 2025.
Reset settings
Close
Results
30 Years
All (since January 1960)
Inflation Adjusted:
US Stocks/Bonds 40/60 To CAD Hedged Portfolio
1.00$
Initial Capital
June 1995
6.58$
Final Capital
May 2025
6.48%
Yearly Return
7.03%
Std Deviation
-19.32%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
June 1995
3.53$
Final Capital
May 2025
4.30%
Yearly Return
7.03%
Std Deviation
-23.92%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1960
267.14$
Final Capital
May 2025
8.92%
Yearly Return
7.61%
Std Deviation
-19.32%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
January 1960
25.34$
Final Capital
May 2025
5.07%
Yearly Return
7.61%
Std Deviation
-31.78%
Max Drawdown
119months
Recovery Period
Tyler US Golden Butterfly To CAD Portfolio
1.00$
Initial Capital
June 1995
9.19$
Final Capital
May 2025
7.67%
Yearly Return
7.25%
Std Deviation
-13.14%
Max Drawdown
21months
Recovery Period
1.00$
Initial Capital
June 1995
4.93$
Final Capital
May 2025
5.46%
Yearly Return
7.25%
Std Deviation
-16.30%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
January 1960
468.20$
Final Capital
May 2025
9.86%
Yearly Return
8.02%
Std Deviation
-17.79%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
January 1960
44.41$
Final Capital
May 2025
5.97%
Yearly Return
8.02%
Std Deviation
-22.13%
Max Drawdown
42months
Recovery Period
This portfolio is built with ETFs not denominated in CAD. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

As of May 2025, in the previous 30 Years, the US Stocks/Bonds 40/60 To CAD Hedged Portfolio obtained a 6.48% compound annual return, with a 7.03% standard deviation. It suffered a maximum drawdown of -19.32% that required 31 months to be recovered.

As of May 2025, in the previous 30 Years, the Tyler US Golden Butterfly To CAD Portfolio obtained a 7.67% compound annual return, with a 7.25% standard deviation. It suffered a maximum drawdown of -13.14% that required 21 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.
Mastering Etf Investing
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Buy now
English book
Buy now
Italian book

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

US Stocks/Bonds 40/60 To CAD Hedged Portfolio
Weight
(%)		 Ticker Name
40.00
VUS.TO
Vanguard US Total Market Index CAD-hedged
60.00
VBU.NE
Vanguard US Aggregate Bond Index CAD-hedged
Tyler US Golden Butterfly To CAD Portfolio
Weight
(%)		 Ticker Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
VUN.TO
Vanguard US Total Market Index
20.00
XTLT.TO
iShares 20+ Year US Treasury Bond Index
20.00
ZTS.NE
BMO Short-Term US Treasury Bond
20.00
ZGLD.TO
BMO Gold Bullion ETF CAD Units
• Not denominated in CAD.
Test Your Asset Allocation
Evaluate your portfolio strategy in 7 different currencies
Try the Backtest Tool

Portfolio Returns as of May 31, 2025

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1960 - 31 May 2025 (~65 years)
Swipe left to see all data
Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~65Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks/Bonds 40/60 • Hedged
-- Market Benchmark 		0.81 1.75 -2.08 6.92 4.46 4.74 6.48 8.92
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp US Golden Butterfly
Tyler 		-1.35 0.75 -2.61 11.54 5.98 7.03 7.67 9.86
Return over 1 year are annualized.
Explore All Lazy Portfolios
Tailored Portfolios for every Investment Strategy

Capital Growth as of May 31, 2025

US Stocks/Bonds 40/60 To CAD Hedged Portfolio: an investment of 1$, since June 1995, now would be worth 6.58$, with a total return of 558.03% (6.48% annualized).

Tyler US Golden Butterfly To CAD Portfolio: an investment of 1$, since June 1995, now would be worth 9.19$, with a total return of 819.27% (7.67% annualized).


Loading data
Please wait
US Stocks/Bonds 40/60 To CAD Hedged Portfolio: an investment of 1$, since January 1960, now would be worth 267.14$, with a total return of 26614.04% (8.92% annualized).

Tyler US Golden Butterfly To CAD Portfolio: an investment of 1$, since January 1960, now would be worth 468.20$, with a total return of 46719.92% (9.86% annualized).


Loading data
Please wait
Readings that may interest you

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 1960 - 31 May 2025 (~65 years)
Swipe left to see all data
US Stocks/Bonds 40/60 To CAD Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 6.92 11.54
Infl. Adjusted Return (%) 5.68 10.24
DRAWDOWN
Deepest Drawdown Depth (%) -3.76 -5.35
Start to Recovery (months) 6* 4*
Longest Drawdown Depth (%) -3.76 -5.35
Start to Recovery (months) 6* 4*
Longest Negative Period (months) 8 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.63 9.04
Sharpe Ratio 0.33 0.76
Sortino Ratio 0.43 1.07
Ulcer Index 1.89 2.05
Ratio: Return / Standard Deviation 1.04 1.28
Ratio: Return / Deepest Drawdown 1.84 2.16
Metrics calculated over the period 1 June 2024 - 31 May 2025
Swipe left to see all data
US Stocks/Bonds 40/60 To CAD Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 4.46 5.98
Infl. Adjusted Return (%) 0.71 2.18
DRAWDOWN
Deepest Drawdown Depth (%) -19.32 -11.13
Start to Recovery (months) 31 24
Longest Drawdown Depth (%) -19.32 -11.13
Start to Recovery (months) 31 24
Longest Negative Period (months) 39 29
RISK INDICATORS
Standard Deviation (%) 9.47 7.49
Sharpe Ratio 0.20 0.45
Sortino Ratio 0.26 0.65
Ulcer Index 7.94 4.09
Ratio: Return / Standard Deviation 0.47 0.80
Ratio: Return / Deepest Drawdown 0.23 0.54
Metrics calculated over the period 1 June 2020 - 31 May 2025
Swipe left to see all data
US Stocks/Bonds 40/60 To CAD Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 4.74 7.03
Infl. Adjusted Return (%) 2.12 4.36
DRAWDOWN
Deepest Drawdown Depth (%) -19.32 -11.13
Start to Recovery (months) 31 24
Longest Drawdown Depth (%) -19.32 -11.13
Start to Recovery (months) 31 24
Longest Negative Period (months) 39 29
RISK INDICATORS
Standard Deviation (%) 8.10 7.02
Sharpe Ratio 0.36 0.75
Sortino Ratio 0.48 1.07
Ulcer Index 5.82 3.22
Ratio: Return / Standard Deviation 0.58 1.00
Ratio: Return / Deepest Drawdown 0.25 0.63
Metrics calculated over the period 1 June 2015 - 31 May 2025
Swipe left to see all data
US Stocks/Bonds 40/60 To CAD Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 6.48 7.67
Infl. Adjusted Return (%) 4.30 5.46
DRAWDOWN
Deepest Drawdown Depth (%) -19.32 -13.14
Start to Recovery (months) 31 21
Longest Drawdown Depth (%) -8.58 -11.13
Start to Recovery (months) 33 24
Longest Negative Period (months) 52 43
RISK INDICATORS
Standard Deviation (%) 7.03 7.25
Sharpe Ratio 0.60 0.74
Sortino Ratio 0.79 1.07
Ulcer Index 4.34 3.49
Ratio: Return / Standard Deviation 0.92 1.06
Ratio: Return / Deepest Drawdown 0.34 0.58
Metrics calculated over the period 1 June 1995 - 31 May 2025
Swipe left to see all data
US Stocks/Bonds 40/60 To CAD Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.92 9.86
Infl. Adjusted Return (%) 5.07 5.97
DRAWDOWN
Deepest Drawdown Depth (%) -19.32 -17.79
Start to Recovery (months) 31 31
Longest Drawdown Depth (%) -8.58 -17.79
Start to Recovery (months) 33 31
Longest Negative Period (months) 52 45
RISK INDICATORS
Standard Deviation (%) 7.61 8.02
Sharpe Ratio 0.60 0.69
Sortino Ratio 0.83 0.98
Ulcer Index 3.87 3.79
Ratio: Return / Standard Deviation 1.17 1.23
Ratio: Return / Deepest Drawdown 0.46 0.55
Metrics calculated over the period 1 January 1960 - 31 May 2025
Mastering Etf Investing
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book

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 1960 - 31 May 2025 (~65 years)

Loading data
Please wait
Swipe left to see all data
US Stocks/Bonds 40/60 To CAD Hedged US Golden Butterfly To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.32 31 Jan 2022
Jul 2024
-18.46 25 Nov 2007
Nov 2009
-13.14 21 Mar 2007
Nov 2008
-11.89 17 Jan 2009
May 2010
-11.13 24 Jan 2022
Dec 2023
-11.10 23 Apr 2002
Feb 2004
-8.58 33 Sep 2000
May 2003
-8.42 6 Feb 2020
Jul 2020
-7.31 13 May 2017
May 2018
-6.33 5 Jul 1998
Nov 1998
-6.29 10 Feb 2015
Nov 2015
-6.26 7 Sep 2018
Mar 2019
-5.73 11 Jun 2004
Apr 2005
-5.37 8 Apr 2006
Nov 2006
-5.35 4* Feb 2025
In progress

Loading data
Please wait
Swipe left to see all data
US Stocks/Bonds 40/60 To CAD Hedged US Golden Butterfly To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.32 31 Jan 2022
Jul 2024
-18.46 25 Nov 2007
Nov 2009
-18.38 29 Jan 1973
May 1975
-17.79 31 Jun 1969
Dec 1971
-13.99 11 Mar 1974
Jan 1975
-13.24 24 Dec 1968
Nov 1970
-13.14 21 Mar 2007
Nov 2008
-13.06 5 Feb 1980
Jun 1980
-12.58 13 Sep 1987
Sep 1988
-11.89 17 Jan 2009
May 2010
-11.60 27 Sep 1987
Nov 1989
-11.13 24 Jan 2022
Dec 2023
-11.10 23 Apr 2002
Feb 2004
-8.69 7 Jul 1975
Jan 1976
-8.58 33 Sep 2000
May 2003

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 1960 - 31 May 2025 (~65 years)


Head To Head (Ptf 1 vs Ptf 2):
Canada Inflation Adjusted:

Loading data
Please wait

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
US Stocks/Bonds 40/60 To CAD Hedged US Golden Butterfly To CAD
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 0.81 -2.53 -1.35 -5.35
2024
 8.92 -3.48 19.40 -1.46
2023
 12.76 -6.59 9.62 -4.32
2022
 -16.58 -19.32 -7.81 -11.13
2021
 8.71 -2.62 8.26 -2.04
2020
 10.79 -8.42 11.56 -2.94
2019
 16.16 -1.96 12.08 -1.26
2018
 -3.70 -6.26 3.51 -4.48
2017
 10.23 -0.16 3.68 -7.31
2016
 5.67 -1.45 7.31 -3.42
2015
 0.12 -3.66 14.24 -6.29
2014
 8.80 -1.28 19.67 -1.57
2013
 13.09 -1.99 13.78 -1.44
2012
 8.17 -2.25 5.94 -1.27
2011
 5.66 -4.60 11.29 -2.15
2010
 10.80 -3.98 10.45 -2.07
2009
 13.62 -8.61 -4.24 -11.89
2008
 -9.95 -13.84 16.98 -2.71
2007
 5.40 -2.11 -6.28 -13.14
2006
 7.57 -1.48 12.72 -5.37
2005
 3.11 -1.95 4.41 -3.82
2004
 8.29 -2.40 1.92 -5.73
2003
 16.45 -0.98 -1.99 -9.19
2002
 -2.73 -6.73 1.90 -6.37
2001
 0.74 -5.55 9.10 -0.98
2000
 1.62 -4.73 10.79 -2.16
1999
 8.41 -2.57 -1.51 -4.32
1998
 13.81 -6.33 15.67 -3.13
1997
 15.33 -2.80 17.93 -1.42
1996
 9.27 -2.23 8.70 -2.15
1995
 26.21 0.00 18.59 -1.68
1994
 -1.19 -5.64 3.96 -2.47
1993
 11.42 -1.18 19.05 -0.33
1992
 11.70 -0.98 20.08 -1.01
1991
 26.92 -1.70 18.71 -1.89
1990
 8.18 -4.86 -2.39 -7.51
1989
 23.49 -0.94 11.59 -0.68
1988
 14.32 -1.23 0.18 -4.20
1987
 4.47 -12.58 -1.19 -11.60
1986
 18.83 -4.11 16.27 -2.37
1985
 28.53 -1.02 32.36 -1.56
1984
 11.55 -5.59 10.18 -2.40
1983
 14.14 -2.55 11.45 -2.51
1982
 30.80 -1.86 34.09 -2.51
1981
 6.37 -6.08 -2.19 -8.51
1980
 15.68 -8.49 18.23 -13.06
1979
 14.21 -6.35 37.76 -5.72
1978
 5.41 -5.73 21.82 -6.88
1977
 1.77 -2.99 16.24 -2.31
1976
 24.12 -0.71 21.07 -2.86
1975
 23.23 -5.33 20.03 -8.69
1974
 -7.73 -13.81 4.33 -13.99
1973
 -5.78 -6.34 7.50 -5.88
1972
 10.02 -1.00 17.02 -1.64
1971
 14.40 -5.36 11.98 -1.78
1970
 13.00 -8.69 2.52 -8.71
1969
 -5.83 -7.62 -9.75 -11.64
1968
 8.09 -3.06 13.39 -1.15
1967
 12.14 -2.07 15.46 -1.53
1966
 0.08 -7.09 -0.80 -6.81
1965
 7.56 -1.36 10.21 -1.27
1964
 10.97 -0.30 9.16 -0.52
1963
 11.86 -1.08 9.57 -1.05
1962
 2.19 -7.64 0.98 -4.86
1961
 15.21 -1.50 17.81 -1.14
1960
 10.54 -2.47 8.11 -2.18
Mastering Etf Investing
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book