Developed World ex-US 40/60 Momentum vs iShares Lifepath Fund Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The iShares Lifepath Fund Portfolio obtained a 4.74% compound annual return, with a 7.63% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio iShares Lifepath Fund Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 40.42%
Fixed Income 60% 59.58%
Commodities 0% 0%
10 Years Stats Return +3.47% +4.74%
Std Dev 6.79% 7.63%
Max Drawdown -19.40% -18.92%
All time Stats
(Since Aug 2009)
Return +5.07% +6.01%
Std Dev 6.96% 7.15%
Max Drawdown -19.40% -18.92%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
iShares Lifepath Fund Portfolio +0.96 +5.95 +10.72 +4.98 +4.74 +6.01
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

iShares Lifepath Fund Portfolio: an investment of 1$, since March 2014, now would be worth 1.59$, with a total return of 58.94% (4.74% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

iShares Lifepath Fund Portfolio: an investment of 1$, since August 2009, now would be worth 2.34$, with a total return of 134.39% (6.01% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
iShares Lifepath Fund Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-18.92% Jan 2022 Sep 2022 (9) In progress (26) 10.97
-8.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.27% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.66
-4.45% May 2015 Sep 2015 (5) May 2016 (13) 2.49
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-2.73% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.82
-2.41% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.38
-2.34% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.35
-1.80% Oct 2016 Nov 2016 (2) Jan 2017 (4) 1.07
-1.78% Sep 2014 Sep 2014 (1) Nov 2014 (3) 0.92
-1.68% May 2019 May 2019 (1) Jun 2019 (2) 0.97
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.89% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.51
-0.82% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.47

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
iShares Lifepath Fund Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-18.92% Jan 2022 Sep 2022 (9) In progress (26) 10.97
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-8.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.64% May 2011 Sep 2011 (5) Jan 2012 (9) 2.15
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.27% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.66
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.45% May 2015 Sep 2015 (5) May 2016 (13) 2.49
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.83% May 2010 Jun 2010 (2) Sep 2010 (5) 2.07
-2.99% May 2013 Jun 2013 (2) Sep 2013 (5) 1.60
-2.74% May 2012 May 2012 (1) Jul 2012 (3) 1.44
-2.73% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.82
-2.41% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.38
-2.34% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.35
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16

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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Year Return Drawdown Return Drawdown
2024
+2.78%
0.00%
+0.88%
-0.08%
2023
+10.84%
-4.47%
+11.93%
-6.77%
2022
-14.37%
-19.07%
-15.14%
-18.92%
2021
+1.27%
-2.17%
+8.05%
-2.34%
2020
+11.65%
-7.72%
+11.47%
-8.33%
2019
+14.52%
-0.27%
+16.20%
-1.68%
2018
-4.03%
-6.00%
-3.49%
-5.27%
2017
+11.62%
-0.20%
+11.24%
0.00%
2016
+2.96%
-4.27%
+6.11%
-1.80%
2015
+0.07%
-5.38%
-0.37%
-4.45%
2014
+1.57%
-1.52%
+6.00%
-1.78%
2013
+8.39%
-5.17%
+9.07%
-2.99%
2012
+12.90%
-3.09%
+9.09%
-2.74%
2011
-0.59%
-8.94%
+3.66%
-5.64%
2010
+10.77%
-4.04%
+10.07%
-3.83%