Developed World 60/40 To EUR Hedged Portfolio vs Stocks/Bonds 40/60 To EUR Hedged Portfolio Portfolio Comparison

Simulation Settings
Period: January 1979 - May 2025 (~46 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
(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 1979)
Inflation Adjusted:
Developed World 60/40 To EUR Hedged Portfolio
1.00€
Initial Capital
June 1995
5.57€
Final Capital
May 2025
5.89%
Yearly Return
8.82%
Std Deviation
-34.68%
Max Drawdown
42months
Recovery Period
1.00€
Initial Capital
June 1995
3.03€
Final Capital
May 2025
3.77%
Yearly Return
8.82%
Std Deviation
-36.02%
Max Drawdown
66months
Recovery Period
1.00€
Initial Capital
January 1979
30.46€
Final Capital
May 2025
7.64%
Yearly Return
9.08%
Std Deviation
-34.68%
Max Drawdown
42months
Recovery Period
1.00€
Initial Capital
January 1979
9.94€
Final Capital
May 2025
5.07%
Yearly Return
9.08%
Std Deviation
-36.02%
Max Drawdown
66months
Recovery Period
Stocks/Bonds 40/60 To EUR Hedged Portfolio
1.00€
Initial Capital
June 1995
6.05€
Final Capital
May 2025
6.18%
Yearly Return
6.85%
Std Deviation
-19.38%
Max Drawdown
33months
Recovery Period
1.00€
Initial Capital
June 1995
3.29€
Final Capital
May 2025
4.05%
Yearly Return
6.85%
Std Deviation
-27.29%
Max Drawdown
45months*
Recovery Period
* in progress
1.00€
Initial Capital
January 1979
31.89€
Final Capital
May 2025
7.74%
Yearly Return
7.61%
Std Deviation
-19.38%
Max Drawdown
33months
Recovery Period
1.00€
Initial Capital
January 1979
10.40€
Final Capital
May 2025
5.17%
Yearly Return
7.61%
Std Deviation
-27.29%
Max Drawdown
45months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Developed World 60/40 To EUR Hedged Portfolio obtained a 5.89% compound annual return, with a 8.82% standard deviation. It suffered a maximum drawdown of -34.68% that required 42 months to be recovered.

As of May 2025, in the previous 30 Years, the Stocks/Bonds 40/60 To EUR Hedged Portfolio obtained a 6.18% compound annual return, with a 6.85% standard deviation. It suffered a maximum drawdown of -19.38% that required 33 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.

Developed World 60/40 To EUR Hedged Portfolio
Weight
(%)		 Ticker Name
60.00
IBCH.DE
iShares Core MSCI World EUR Hedged
40.00
DBZB.DE
Xtrackers Global Government Bond Eur Hedged
Stocks/Bonds 40/60 To EUR Hedged Portfolio
Weight
(%)		 Ticker Name
40.00
XD9E.DE
Xtrackers MSCI USA EUR Hedged
60.00
CEBW.DE
iShares US Aggregate Bond EUR Hedged
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 EUR, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1979 - 31 May 2025 (~46 years)
Swipe left to see all data
Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~46Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World 60/40 • Hedged
-- Market Benchmark 		1.14 3.21 -0.50 8.19 6.27 4.85 5.89 7.64
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 40/60 • Hedged
-- Market Benchmark 		0.64 2.05 -1.33 7.09 3.92 4.27 6.18 7.74
Return over 1 year are annualized.
Explore All Lazy Portfolios
Tailored Portfolios for every Investment Strategy

Capital Growth as of May 31, 2025

Developed World 60/40 To EUR Hedged Portfolio: an investment of 1€, since June 1995, now would be worth 5.57€, with a total return of 456.80% (5.89% annualized).

Stocks/Bonds 40/60 To EUR Hedged Portfolio: an investment of 1€, since June 1995, now would be worth 6.05€, with a total return of 504.73% (6.18% annualized).


Loading data
Please wait
Developed World 60/40 To EUR Hedged Portfolio: an investment of 1€, since January 1979, now would be worth 30.46€, with a total return of 2945.81% (7.64% annualized).

Stocks/Bonds 40/60 To EUR Hedged Portfolio: an investment of 1€, since January 1979, now would be worth 31.89€, with a total return of 3088.59% (7.74% 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 1979 - 31 May 2025 (~46 years)
Swipe left to see all data
Developed World 60/40 To EUR Hedged Stocks/Bonds 40/60 To EUR Hedged
Author
ASSET ALLOCATION
Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.19 7.09
Infl. Adjusted Return (%) 6.13 5.04
DRAWDOWN
Deepest Drawdown Depth (%) -4.47 -3.31
Start to Recovery (months) 4* 6*
Longest Drawdown Depth (%) -4.47 -3.31
Start to Recovery (months) 4* 6*
Longest Negative Period (months) 7 8
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.98 6.07
Sharpe Ratio 0.50 0.39
Sortino Ratio 0.67 0.52
Ulcer Index 1.87 1.50
Ratio: Return / Standard Deviation 1.17 1.17
Ratio: Return / Deepest Drawdown 1.83 2.14
Metrics calculated over the period 1 June 2024 - 31 May 2025
Swipe left to see all data
Developed World 60/40 To EUR Hedged Stocks/Bonds 40/60 To EUR Hedged
Author
ASSET ALLOCATION
Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.27 3.92
Infl. Adjusted Return (%) 2.08 -0.17
DRAWDOWN
Deepest Drawdown Depth (%) -19.15 -19.38
Start to Recovery (months) 30 33
Longest Drawdown Depth (%) -19.15 -19.38
Start to Recovery (months) 30 33
Longest Negative Period (months) 35 44
RISK INDICATORS
Standard Deviation (%) 9.55 8.94
Sharpe Ratio 0.38 0.15
Sortino Ratio 0.51 0.20
Ulcer Index 7.92 8.81
Ratio: Return / Standard Deviation 0.66 0.44
Ratio: Return / Deepest Drawdown 0.33 0.20
Metrics calculated over the period 1 June 2020 - 31 May 2025
Swipe left to see all data
Developed World 60/40 To EUR Hedged Stocks/Bonds 40/60 To EUR Hedged
Author
ASSET ALLOCATION
Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.85 4.27
Infl. Adjusted Return (%) 2.30 1.73
DRAWDOWN
Deepest Drawdown Depth (%) -19.15 -19.38
Start to Recovery (months) 30 33
Longest Drawdown Depth (%) -19.15 -19.38
Start to Recovery (months) 30 33
Longest Negative Period (months) 35 45
RISK INDICATORS
Standard Deviation (%) 8.72 7.65
Sharpe Ratio 0.35 0.32
Sortino Ratio 0.46 0.43
Ulcer Index 5.99 6.41
Ratio: Return / Standard Deviation 0.56 0.56
Ratio: Return / Deepest Drawdown 0.25 0.22
Metrics calculated over the period 1 June 2015 - 31 May 2025
Swipe left to see all data
Developed World 60/40 To EUR Hedged Stocks/Bonds 40/60 To EUR Hedged
Author
ASSET ALLOCATION
Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.89 6.18
Infl. Adjusted Return (%) 3.77 4.05
DRAWDOWN
Deepest Drawdown Depth (%) -34.68 -19.38
Start to Recovery (months) 42 33
Longest Drawdown Depth (%) -25.01 -8.15
Start to Recovery (months) 56 33
Longest Negative Period (months) 122 60
RISK INDICATORS
Standard Deviation (%) 8.82 6.85
Sharpe Ratio 0.41 0.57
Sortino Ratio 0.54 0.75
Ulcer Index 8.52 4.54
Ratio: Return / Standard Deviation 0.67 0.90
Ratio: Return / Deepest Drawdown 0.17 0.32
Metrics calculated over the period 1 June 1995 - 31 May 2025
Swipe left to see all data
Developed World 60/40 To EUR Hedged Stocks/Bonds 40/60 To EUR Hedged
Author
ASSET ALLOCATION
Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.64 7.74
Infl. Adjusted Return (%) 5.07 5.17
DRAWDOWN
Deepest Drawdown Depth (%) -34.68 -19.38
Start to Recovery (months) 42 33
Longest Drawdown Depth (%) -25.01 -8.15
Start to Recovery (months) 56 33
Longest Negative Period (months) 122 60
RISK INDICATORS
Standard Deviation (%) 9.08 7.61
Sharpe Ratio 0.39 0.48
Sortino Ratio 0.51 0.64
Ulcer Index 7.19 4.15
Ratio: Return / Standard Deviation 0.84 1.02
Ratio: Return / Deepest Drawdown 0.22 0.40
Metrics calculated over the period 1 January 1979 - 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 1979 - 31 May 2025 (~46 years)

Loading data
Please wait
Swipe left to see all data
Developed World 60/40 To EUR Hedged Stocks/Bonds 40/60 To EUR Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.68 42 Nov 2007
Apr 2011
-25.01 56 Apr 2000
Nov 2004
-19.38 33 Jan 2022
Sep 2024
-19.15 30 Jan 2022
Jun 2024
-17.70 23 Nov 2007
Sep 2009
-10.73 7 Feb 2020
Aug 2020
-8.92 10 May 2011
Feb 2012
-8.15 33 Sep 2000
May 2003
-8.07 5 Jul 1998
Nov 1998
-8.03 7 Oct 2018
Apr 2019
-7.51 5 Feb 2020
Jun 2020
-6.44 5 Jul 1998
Nov 1998
-6.37 14 Jun 2015
Jul 2016
-5.97 7 Sep 2018
Mar 2019
-5.19 6 Apr 2012
Sep 2012

Loading data
Please wait
Swipe left to see all data
Developed World 60/40 To EUR Hedged Stocks/Bonds 40/60 To EUR Hedged
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.68 42 Nov 2007
Apr 2011
-25.01 56 Apr 2000
Nov 2004
-19.38 33 Jan 2022
Sep 2024
-19.15 30 Jan 2022
Jun 2024
-17.70 23 Nov 2007
Sep 2009
-15.24 16 Jan 1990
Apr 1991
-13.62 20 Sep 1987
Apr 1989
-13.22 14 Sep 1987
Oct 1988
-11.87 21 Dec 1980
Aug 1982
-10.73 7 Feb 2020
Aug 2020
-10.22 9 Sep 1979
May 1980
-8.92 10 May 2011
Feb 2012
-8.92 15 Jul 1981
Sep 1982
-8.58 16 Jul 1983
Oct 1984
-8.15 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 1979 - 31 May 2025 (~46 years)


Head To Head (Ptf 1 vs Ptf 2):
Eurozone 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
Developed World 60/40 To EUR Hedged Stocks/Bonds 40/60 To EUR Hedged
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.14 -4.47 0.64 -3.07
2024
 11.46 -2.45 8.39 -3.16
2023
 14.31 -6.60 11.68 -7.02
2022
 -17.35 -19.15 -17.65 -19.38
2021
 12.90 -2.62 9.15 -2.42
2020
 8.36 -10.73 11.38 -7.51
2019
 16.72 -2.90 14.67 -1.55
2018
 -6.34 -8.03 -4.33 -5.97
2017
 9.94 -0.21 9.12 -0.10
2016
 4.95 -3.64 5.83 -1.63
2015
 1.40 -6.37 0.01 -3.55
2014
 9.39 -1.27 8.14 -1.24
2013
 16.66 -2.32 12.16 -1.84
2012
 9.61 -5.19 8.88 -2.07
2011
 0.67 -8.92 5.92 -4.47
2010
 8.77 -6.85 11.24 -3.88
2009
 18.83 -10.91 14.56 -8.46
2008
 -24.03 -26.01 -9.18 -13.24
2007
 4.69 -3.50 4.87 -2.17
2006
 9.95 -2.57 6.24 -1.73
2005
 7.01 -1.94 2.46 -2.09
2004
 10.23 -1.82 8.03 -2.40
2003
 21.49 -2.46 15.69 -0.98
2002
 -8.33 -12.91 -2.02 -6.41
2001
 -7.97 -13.31 0.90 -5.57
2000
 -5.97 -7.98 0.22 -4.98
1999
 12.50 -2.68 6.36 -3.01
1998
 17.24 -8.07 13.29 -6.44
1997
 13.31 -4.57 16.69 -2.56
1996
 12.47 -2.05 9.60 -2.23
1995
 17.71 -0.90 24.84 0.00
1994
 -0.22 -4.99 -0.10 -5.12
1993
 23.66 -2.87 14.99 -0.96
1992
 5.52 -2.67 13.92 -0.85
1991
 18.98 -3.33 25.84 -1.76
1990
 -10.60 -15.24 2.60 -5.74
1989
 8.96 -2.64 16.62 -1.43
1988
 17.45 -3.42 8.15 -2.34
1987
 12.08 -13.22 0.06 -13.62
1986
 26.69 -4.44 13.44 -4.42
1985
 25.04 0.00 22.88 -1.38
1984
 3.45 -7.85 4.91 -7.31
1983
 13.81 -1.31 8.06 -3.10
1982
 15.60 -5.02 22.07 -3.45
1981
 0.16 -8.92 -3.04 -11.13
1980
 16.32 -8.12 10.08 -9.42
1979
 2.32 -5.82 6.77 -7.11
Mastering Etf Investing
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book