Developed World ex-US 20/80 Portfolio vs All Country World 20/80 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - December 2024 (~40 years)
Consolidated Returns as of 31 December 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1985)
Developed World ex-US 20/80 Portfolio
1.00$
Initial Capital
January 1995
4.79$
Final Capital
December 2024
5.36%
Yearly Return
5.27%
Std Deviation
-16.80%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
15.73$
Final Capital
December 2024
7.13%
Yearly Return
5.82%
Std Deviation
-16.80%
Max Drawdown
41months*
Recovery Period
* in progress
All Country World 20/80 Portfolio
1.00$
Initial Capital
January 1995
6.15$
Final Capital
December 2024
6.24%
Yearly Return
5.67%
Std Deviation
-17.97%
Max Drawdown
37months
Recovery Period
1.00$
Initial Capital
January 1985
18.14$
Final Capital
December 2024
7.51%
Yearly Return
5.90%
Std Deviation
-17.97%
Max Drawdown
37months
Recovery Period

As of December 2024, in the previous 30 Years, the Developed World ex-US 20/80 Portfolio obtained a 5.36% compound annual return, with a 5.27% standard deviation. It suffered a maximum drawdown of -16.80% which has been ongoing for 41 months and is still in progress.

As of December 2024, in the previous 30 Years, the All Country World 20/80 Portfolio obtained a 6.24% compound annual return, with a 5.67% standard deviation. It suffered a maximum drawdown of -17.97% that required 37 months to be recovered.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Developed World ex-US 20/80 Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
VEA
Vanguard FTSE Developed Markets
80.00
BNDX
Vanguard Total International Bond
All Country World 20/80 Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
VT
Vanguard Total World Stock
40.00
BND
Vanguard Total Bond Market
28.00
BNDX
Vanguard Total International Bond
12.00
EMB
iShares JP Morgan USD Em Mkts Bd
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Portfolio Returns as of Dec 31, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1985 - 31 December 2024 (~40 years)
Swipe left to see all data
Return (%) as of Dec 31, 2024
YTD
(12M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US 20/80
-- Market Benchmark 		3.48 -1.33 2.92 3.48 1.06 2.72 5.36 7.13
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World 20/80
-- Market Benchmark 		5.51 -1.78 3.55 5.51 1.88 3.33 6.24 7.51
Return over 1 year are annualized.
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Capital Growth as of Dec 31, 2024

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1995, now would be worth 4.79$, with a total return of 378.53% (5.36% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1995, now would be worth 6.15$, with a total return of 514.64% (6.24% annualized).


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Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.73$, with a total return of 1472.76% (7.13% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 18.14$, with a total return of 1714.33% (7.51% annualized).


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Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 January 2024 - 31 December 2024 (1 year)
Period: 1 January 2020 - 31 December 2024 (5 years)
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1985 - 31 December 2024 (~40 years)
Swipe left to see all data
Developed World ex-US 20/80 All Country World 20/80
Author
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 3.48 5.51
Infl. Adjusted Return (%) 0.56 2.54
DRAWDOWN
Deepest Drawdown Depth (%) -1.82 -2.38
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -1.82 -0.38
Start to Recovery (months) 4 3
Longest Negative Period (months) 4 4
RISK INDICATORS
Standard Deviation (%) 4.61 5.58
Sharpe Ratio -0.37 0.06
Sortino Ratio -0.50 0.07
Ulcer Index 0.89 0.99
Ratio: Return / Standard Deviation 0.75 0.99
Ratio: Return / Deepest Drawdown 1.91 2.31
Metrics calculated over the period 1 January 2024 - 31 December 2024
Swipe left to see all data
Developed World ex-US 20/80 All Country World 20/80
Author
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.06 1.88
Infl. Adjusted Return (%) -3.01 -2.23
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 41* 37
Longest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 41* 37
Longest Negative Period (months) 48* 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.09 8.20
Sharpe Ratio -0.18 -0.06
Sortino Ratio -0.25 -0.08
Ulcer Index 7.11 7.83
Ratio: Return / Standard Deviation 0.15 0.23
Ratio: Return / Deepest Drawdown 0.06 0.10
Metrics calculated over the period 1 January 2020 - 31 December 2024
Swipe left to see all data
Developed World ex-US 20/80 All Country World 20/80
Author
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.72 3.33
Infl. Adjusted Return (%) -0.28 0.32
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 41* 37
Longest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 41* 37
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.50 6.31
Sharpe Ratio 0.20 0.27
Sortino Ratio 0.27 0.37
Ulcer Index 5.10 5.62
Ratio: Return / Standard Deviation 0.49 0.53
Ratio: Return / Deepest Drawdown 0.16 0.19
Metrics calculated over the period 1 January 2015 - 31 December 2024
Swipe left to see all data
Developed World ex-US 20/80 All Country World 20/80
Author
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.36 6.24
Infl. Adjusted Return (%) 2.76 3.62
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 41* 37
Longest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 41* 37
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.27 5.67
Sharpe Ratio 0.58 0.70
Sortino Ratio 0.79 0.92
Ulcer Index 3.74 3.67
Ratio: Return / Standard Deviation 1.02 1.10
Ratio: Return / Deepest Drawdown 0.32 0.35
Metrics calculated over the period 1 January 1995 - 31 December 2024
Swipe left to see all data
Developed World ex-US 20/80 All Country World 20/80
Author
ASSET ALLOCATION
Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.13 7.51
Infl. Adjusted Return (%) 4.22 4.59
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 41* 37
Longest Drawdown Depth (%) -16.80 -17.97
Start to Recovery (months) 41* 37
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.82 5.90
Sharpe Ratio 0.68 0.74
Sortino Ratio 0.97 1.00
Ulcer Index 3.45 3.34
Ratio: Return / Standard Deviation 1.22 1.27
Ratio: Return / Deepest Drawdown 0.42 0.42
Metrics calculated over the period 1 January 1985 - 31 December 2024
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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 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1985 - 31 December 2024 (~40 years)

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Developed World ex-US 20/80 All Country World 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.97 37 Sep 2021
Sep 2024
-16.80 41* Aug 2021
In progress
-15.55 18 Mar 2008
Aug 2009
-12.99 18 Feb 2008
Jul 2009
-7.46 22 Dec 1996
Sep 1998
-6.55 5 Feb 2020
Jun 2020
-5.99 6 Feb 2020
Jul 2020
-5.06 4 Jul 1998
Oct 1998
-4.48 8 May 2013
Dec 2013
-4.30 10 May 2013
Feb 2014
-3.50 6 Jun 2002
Nov 2002
-3.06 12 Apr 2015
Mar 2016
-3.05 11 May 2015
Mar 2016
-3.01 6 Dec 1996
May 1997
-2.99 7 Oct 2016
Apr 2017

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Developed World ex-US 20/80 All Country World 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.97 37 Sep 2021
Sep 2024
-16.80 41* Aug 2021
In progress
-15.55 18 Mar 2008
Aug 2009
-12.99 18 Feb 2008
Jul 2009
-7.46 22 Dec 1996
Sep 1998
-7.02 7 Jan 1990
Jul 1990
-6.55 5 Feb 2020
Jun 2020
-6.51 18 Feb 1994
Jul 1995
-6.36 15 Feb 1994
Apr 1995
-6.31 5 Aug 1990
Dec 1990
-6.26 6 Sep 1987
Feb 1988
-5.99 6 Feb 2020
Jul 2020
-5.06 4 Jul 1998
Oct 1998
-4.93 5 Aug 1990
Dec 1990
-4.48 8 May 2013
Dec 2013

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 1985 - 31 December 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US 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.

Swipe left to see all data
Developed World ex-US 20/80 All Country World 20/80
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 3.48 -1.82 5.51 -2.38
2023
 10.62 -3.65 10.25 -5.13
2022
 -13.28 -15.82 -14.66 -17.51
2021
 0.51 -1.64 2.00 -1.92
2020
 5.67 -5.99 8.36 -6.55
2019
 10.82 -0.13 12.96 -0.19
2018
 -0.71 -1.97 -1.87 -2.77
2017
 7.20 -0.28 8.23 -0.08
2016
 4.23 -2.76 5.12 -2.99
2015
 0.88 -3.06 0.31 -3.05
2014
 5.80 -0.91 6.24 -1.20
2013
 3.72 -4.48 2.59 -4.30
2012
 11.34 -1.93 9.39 -1.73
2011
 4.42 -2.68 4.99 -2.61
2010
 8.49 -1.80 8.78 -1.65
2009
 17.74 -4.20 14.11 -6.27
2008
 -10.01 -15.55 -6.63 -12.99
2007
 6.22 -0.75 7.29 -0.69
2006
 7.61 -0.62 8.17 -0.88
2005
 6.71 -1.16 6.13 -1.14
2004
 8.93 -1.18 8.26 -2.40
2003
 10.88 -0.98 13.81 -1.85
2002
 4.31 -1.24 3.66 -3.50
2001
 4.28 -1.41 6.56 -1.79
2000
 4.50 -1.64 6.60 -1.64
1999
 7.82 -2.07 8.23 -1.93
1998
 16.99 -0.92 11.33 -5.06
1997
 -4.15 -6.74 7.47 -2.40
1996
 4.66 -1.36 9.76 -1.58
1995
 17.78 -0.82 20.18 0.00
1994
 -3.88 -6.31 -2.97 -6.36
1993
 19.11 -1.94 16.22 -0.27
1992
 6.56 -4.18 6.50 -2.44
1991
 19.03 -1.69 19.00 -1.50
1990
 0.80 -7.02 2.54 -4.93
1989
 11.45 -2.33 13.77 -1.08
1988
 12.16 -0.98 11.09 -1.57
1987
 8.87 -2.58 4.29 -6.26
1986
 25.77 -3.32 20.59 -2.84
1985
 31.17 -2.24 26.72 -1.78
Mastering Etf Investing
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Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
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English book
Buy now
Italian book