US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio vs Tyler US Golden Butterfly To CAD Portfolio Portfolio Comparison

Simulation Settings
Period: January 1960 - April 2025 (~65 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
All (since January 1960)
Inflation Adjusted:
US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio
1.00$
Initial Capital
May 1995
13.57$
Final Capital
April 2025
9.08%
Yearly Return
10.61%
Std Deviation
-33.21%
Max Drawdown
138months
Recovery Period
1.00$
Initial Capital
May 1995
7.27$
Final Capital
April 2025
6.83%
Yearly Return
10.61%
Std Deviation
-43.83%
Max Drawdown
158months
Recovery Period
1.00$
Initial Capital
January 1960
580.45$
Final Capital
April 2025
10.23%
Yearly Return
11.47%
Std Deviation
-37.61%
Max Drawdown
37months
Recovery Period
1.00$
Initial Capital
January 1960
55.06$
Final Capital
April 2025
6.33%
Yearly Return
11.47%
Std Deviation
-47.85%
Max Drawdown
95months
Recovery Period
Tyler US Golden Butterfly To CAD Portfolio
1.00$
Initial Capital
May 1995
9.49$
Final Capital
April 2025
7.79%
Yearly Return
7.28%
Std Deviation
-13.14%
Max Drawdown
21months
Recovery Period
1.00$
Initial Capital
May 1995
5.08$
Final Capital
April 2025
5.57%
Yearly Return
7.28%
Std Deviation
-16.30%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
January 1960
465.38$
Final Capital
April 2025
9.86%
Yearly Return
8.03%
Std Deviation
-17.79%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
January 1960
44.15$
Final Capital
April 2025
5.97%
Yearly Return
8.03%
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 April 2025, in the previous 30 Years, the US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio obtained a 9.08% compound annual return, with a 10.61% standard deviation. It suffered a maximum drawdown of -33.21% that required 138 months to be recovered.

As of April 2025, in the previous 30 Years, the Tyler US Golden Butterfly To CAD Portfolio obtained a 7.79% compound annual return, with a 7.28% 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.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio
Weight
(%)		 Ticker Name
80.00
VUN.TO
Vanguard US Total Market Index
20.00
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.
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Portfolio Returns as of Apr 30, 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 - 30 April 2025 (~65 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		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 80/20 • Bond Hedged
-- Market Benchmark 		-7.07 -3.84 -2.07 10.77 11.36 10.23 9.08 10.23
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp US Golden Butterfly
Tyler 		-2.08 -4.11 0.47 13.07 5.91 7.27 7.79 9.86
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio: an investment of 1$, since May 1995, now would be worth 13.57$, with a total return of 1257.05% (9.08% annualized).

Tyler US Golden Butterfly To CAD Portfolio: an investment of 1$, since May 1995, now would be worth 9.49$, with a total return of 849.23% (7.79% annualized).


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US Stocks/Bonds 80/20 To CAD Bond Hedged Portfolio: an investment of 1$, since January 1960, now would be worth 580.45$, with a total return of 57944.79% (10.23% annualized).

Tyler US Golden Butterfly To CAD Portfolio: an investment of 1$, since January 1960, now would be worth 465.38$, with a total return of 46437.55% (9.86% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1960 - 30 April 2025 (~65 years)
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US Stocks/Bonds 80/20 To CAD Bond Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.77 13.07
Infl. Adjusted Return (%) 8.87 11.13
DRAWDOWN
Deepest Drawdown Depth (%) -10.11 -5.35
Start to Recovery (months) 3* 3*
Longest Drawdown Depth (%) -10.11 -5.35
Start to Recovery (months) 3* 3*
Longest Negative Period (months) 7* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.01 9.09
Sharpe Ratio 0.54 0.91
Sortino Ratio 0.72 1.25
Ulcer Index 3.37 1.60
Ratio: Return / Standard Deviation 0.98 1.44
Ratio: Return / Deepest Drawdown 1.07 2.44
Metrics calculated over the period 1 May 2024 - 30 April 2025
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US Stocks/Bonds 80/20 To CAD Bond Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 11.36 5.91
Infl. Adjusted Return (%) 7.30 2.05
DRAWDOWN
Deepest Drawdown Depth (%) -18.35 -11.13
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -18.35 -11.13
Start to Recovery (months) 24 24
Longest Negative Period (months) 27 29
RISK INDICATORS
Standard Deviation (%) 11.59 7.49
Sharpe Ratio 0.76 0.45
Sortino Ratio 1.02 0.65
Ulcer Index 6.44 4.05
Ratio: Return / Standard Deviation 0.98 0.79
Ratio: Return / Deepest Drawdown 0.62 0.53
Metrics calculated over the period 1 May 2020 - 30 April 2025
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US Stocks/Bonds 80/20 To CAD Bond Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.23 7.27
Infl. Adjusted Return (%) 7.42 4.53
DRAWDOWN
Deepest Drawdown Depth (%) -18.35 -11.13
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -18.35 -11.13
Start to Recovery (months) 24 24
Longest Negative Period (months) 27 29
RISK INDICATORS
Standard Deviation (%) 11.32 7.06
Sharpe Ratio 0.75 0.78
Sortino Ratio 1.01 1.12
Ulcer Index 5.08 3.19
Ratio: Return / Standard Deviation 0.90 1.03
Ratio: Return / Deepest Drawdown 0.56 0.65
Metrics calculated over the period 1 May 2015 - 30 April 2025
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US Stocks/Bonds 80/20 To CAD Bond Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 9.08 7.79
Infl. Adjusted Return (%) 6.83 5.57
DRAWDOWN
Deepest Drawdown Depth (%) -33.21 -13.14
Start to Recovery (months) 138 21
Longest Drawdown Depth (%) -33.21 -11.13
Start to Recovery (months) 138 24
Longest Negative Period (months) 142 43
RISK INDICATORS
Standard Deviation (%) 10.61 7.28
Sharpe Ratio 0.64 0.76
Sortino Ratio 0.86 1.09
Ulcer Index 10.76 3.48
Ratio: Return / Standard Deviation 0.86 1.07
Ratio: Return / Deepest Drawdown 0.27 0.59
Metrics calculated over the period 1 May 1995 - 30 April 2025
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US Stocks/Bonds 80/20 To CAD Bond Hedged US Golden Butterfly To CAD
Author Tyler
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.23 9.86
Infl. Adjusted Return (%) 6.33 5.97
DRAWDOWN
Deepest Drawdown Depth (%) -37.61 -17.79
Start to Recovery (months) 37 31
Longest Drawdown Depth (%) -33.21 -17.79
Start to Recovery (months) 138 31
Longest Negative Period (months) 142 45
RISK INDICATORS
Standard Deviation (%) 11.47 8.03
Sharpe Ratio 0.51 0.69
Sortino Ratio 0.70 0.98
Ulcer Index 9.20 3.79
Ratio: Return / Standard Deviation 0.89 1.23
Ratio: Return / Deepest Drawdown 0.27 0.55
Metrics calculated over the period 1 January 1960 - 30 April 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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1960 - 30 April 2025 (~65 years)

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US Stocks/Bonds 80/20 To CAD Bond Hedged US Golden Butterfly To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-33.21 138 Sep 2000
Feb 2012
-18.35 24 Jan 2022
Dec 2023
-13.14 21 Mar 2007
Nov 2008
-12.91 6 Feb 2020
Jul 2020
-11.89 17 Jan 2009
May 2010
-11.13 24 Jan 2022
Dec 2023
-11.10 23 Apr 2002
Feb 2004
-10.11 3* Feb 2025
In progress
-10.07 4 Aug 1998
Nov 1998
-8.76 7 Sep 2018
Mar 2019
-7.31 13 May 2017
May 2018
-6.79 4 Aug 2015
Nov 2015
-6.29 10 Feb 2015
Nov 2015
-5.78 7 Jan 2016
Jul 2016
-5.73 11 Jun 2004
Apr 2005

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US Stocks/Bonds 80/20 To CAD Bond Hedged US Golden Butterfly To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.61 37 Jan 1973
Jan 1976
-33.21 138 Sep 2000
Feb 2012
-24.70 29 Dec 1968
Apr 1971
-24.65 23 Sep 1987
Jul 1989
-18.35 24 Jan 2022
Dec 2023
-17.79 31 Jun 1969
Dec 1971
-14.61 13 Jan 1962
Jan 1963
-13.99 11 Mar 1974
Jan 1975
-13.14 21 Mar 2007
Nov 2008
-13.06 5 Feb 1980
Jun 1980
-12.91 6 Feb 2020
Jul 2020
-12.21 9 Jun 1990
Feb 1991
-12.09 12 Feb 1966
Jan 1967
-11.89 17 Jan 2009
May 2010
-11.60 27 Sep 1987
Nov 1989

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 - 30 April 2025 (~65 years)


Head To Head (Ptf 1 vs Ptf 2):
Canada 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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US Stocks/Bonds 80/20 To CAD Bond Hedged US Golden Butterfly To CAD
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -7.07 -10.11 -2.08 -5.35
2024
 27.03 -2.78 19.57 -1.46
2023
 19.75 -4.80 9.62 -4.32
2022
 -14.17 -18.35 -7.81 -11.13
2021
 19.21 -3.72 8.26 -2.04
2020
 15.90 -12.91 11.56 -2.94
2019
 20.62 -4.35 12.08 -1.26
2018
 1.63 -8.76 3.51 -4.48
2017
 11.19 -4.16 3.68 -7.31
2016
 7.02 -5.78 7.31 -3.42
2015
 13.99 -6.79 14.24 -6.29
2014
 20.83 -0.36 19.67 -1.57
2013
 34.08 -0.62 13.78 -1.44
2012
 11.41 -2.48 5.94 -1.27
2011
 4.27 -7.01 11.29 -2.15
2010
 10.29 -6.92 10.45 -2.07
2009
 9.85 -11.64 -4.24 -11.89
2008
 -16.90 -18.11 16.98 -2.71
2007
 -6.70 -9.22 -6.28 -13.14
2006
 13.40 -6.49 12.72 -5.37
2005
 2.50 -4.92 4.41 -3.82
2004
 4.66 -6.56 1.92 -5.73
2003
 7.37 -7.64 -1.99 -9.19
2002
 -15.38 -20.74 1.90 -6.37
2001
 -2.64 -14.36 9.10 -0.98
2000
 -3.78 -9.39 10.79 -2.16
1999
 13.31 -4.86 -1.51 -4.32
1998
 27.17 -10.07 15.67 -3.13
1997
 30.66 -2.94 17.93 -1.42
1996
 17.71 -4.46 8.70 -2.15
1995
 29.54 -0.51 18.59 -1.68
1994
 4.27 -3.85 3.96 -2.47
1993
 14.22 -1.30 19.05 -0.33
1992
 18.20 -1.51 20.08 -1.01
1991
 29.49 -3.82 18.71 -1.89
1990
 -1.90 -12.21 -2.39 -7.51
1989
 23.15 -2.20 11.59 -0.68
1988
 8.16 -4.01 0.18 -4.20
1987
 -2.01 -24.65 -1.19 -11.60
1986
 14.32 -6.60 16.27 -2.37
1985
 36.09 -2.81 32.36 -1.56
1984
 10.17 -4.79 10.18 -2.40
1983
 19.81 -3.03 11.45 -2.51
1982
 27.78 -4.13 34.09 -2.51
1981
 -1.69 -10.67 -2.19 -8.51
1980
 29.66 -10.17 18.23 -13.06
1979
 19.89 -6.43 37.76 -5.72
1978
 13.78 -8.40 21.82 -6.88
1977
 4.02 -4.01 16.24 -2.31
1976
 25.38 -1.94 21.07 -2.86
1975
 35.26 -10.00 20.03 -8.69
1974
 -21.76 -27.67 4.33 -13.99
1973
 -13.74 -14.65 7.50 -5.88
1972
 14.66 -2.48 17.02 -1.64
1971
 14.55 -5.06 11.98 -1.78
1970
 2.95 -14.70 2.52 -8.71
1969
 -8.58 -10.16 -9.75 -11.64
1968
 10.87 -3.54 13.39 -1.15
1967
 21.83 -3.79 15.46 -1.53
1966
 -5.40 -12.09 -0.80 -6.81
1965
 11.97 -3.88 10.21 -1.27
1964
 13.90 -1.16 9.16 -0.52
1963
 17.73 -2.11 9.57 -1.05
1962
 -3.61 -14.61 0.98 -4.86
1961
 28.39 -1.83 17.81 -1.14
1960
 6.47 -5.40 8.11 -2.18
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