Developed World ex-US 80/20 Portfolio vs Gold Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - April 2025 (~40 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Developed World ex-US 80/20 Portfolio
1.00$
Initial Capital
May 1995
5.10$
Final Capital
April 2025
5.58%
Yearly Return
13.22%
Std Deviation
-47.74%
Max Drawdown
71months
Recovery Period
1.00$
Initial Capital
May 1995
2.42$
Final Capital
April 2025
2.99%
Yearly Return
13.22%
Std Deviation
-48.61%
Max Drawdown
80months
Recovery Period
1.00$
Initial Capital
January 1985
22.87$
Final Capital
April 2025
8.07%
Yearly Return
14.05%
Std Deviation
-47.74%
Max Drawdown
71months
Recovery Period
1.00$
Initial Capital
January 1985
7.55$
Final Capital
April 2025
5.14%
Yearly Return
14.05%
Std Deviation
-48.61%
Max Drawdown
80months
Recovery Period
Gold Portfolio
1.00$
Initial Capital
May 1995
7.75$
Final Capital
April 2025
7.06%
Yearly Return
15.69%
Std Deviation
-42.91%
Max Drawdown
107months
Recovery Period
1.00$
Initial Capital
May 1995
3.68$
Final Capital
April 2025
4.44%
Yearly Return
15.69%
Std Deviation
-45.71%
Max Drawdown
158months
Recovery Period
1.00$
Initial Capital
January 1985
9.80$
Final Capital
April 2025
5.82%
Yearly Return
15.09%
Std Deviation
-48.26%
Max Drawdown
217months
Recovery Period
1.00$
Initial Capital
January 1985
3.23$
Final Capital
April 2025
2.95%
Yearly Return
15.09%
Std Deviation
-65.71%
Max Drawdown
242months
Recovery Period

As of April 2025, in the previous 30 Years, the Developed World ex-US 80/20 Portfolio obtained a 5.58% compound annual return, with a 13.22% standard deviation. It suffered a maximum drawdown of -47.74% that required 71 months to be recovered.

As of April 2025, in the previous 30 Years, the Gold Portfolio obtained a 7.06% compound annual return, with a 15.69% standard deviation. It suffered a maximum drawdown of -42.91% that required 107 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.

Developed World ex-US 80/20 Portfolio
Weight
(%)		 Ticker Name
80.00
VEA
Vanguard FTSE Developed Markets
20.00
BNDX
Vanguard Total International Bond
Gold Portfolio
Weight
(%)		 Ticker Name
100.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 30 April 2025 (~40 years)
Swipe left to see all data
Return (%) as of Apr 30, 2025
YTD
(4M) 		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 80/20
-- Market Benchmark 		9.19 3.58 6.63 11.47 9.10 4.98 5.58 8.07
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gold.webp Gold
-- Market Benchmark 		25.46 5.42 19.83 43.38 13.85 10.35 7.06 5.82
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Developed World ex-US 80/20 Portfolio: an investment of 1$, since May 1995, now would be worth 5.10$, with a total return of 409.60% (5.58% annualized).

Gold Portfolio: an investment of 1$, since May 1995, now would be worth 7.75$, with a total return of 675.13% (7.06% annualized).


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Developed World ex-US 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 22.87$, with a total return of 2187.49% (8.07% annualized).

Gold Portfolio: an investment of 1$, since January 1985, now would be worth 9.80$, with a total return of 879.91% (5.82% 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 1985 - 30 April 2025 (~40 years)
Swipe left to see all data
Developed World ex-US 80/20 Gold
Author
ASSET ALLOCATION
Stocks 80% 0%
Fixed Income 20% 0%
Commodities 0% 100%
PERFORMANCES
Annualized Return (%) 11.47 43.38
Infl. Adjusted Return (%) 9.20 40.46
DRAWDOWN
Deepest Drawdown Depth (%) -6.55 -4.49
Start to Recovery (months) 7 3
Longest Drawdown Depth (%) -6.55 -4.49
Start to Recovery (months) 7 3
Longest Negative Period (months) 7 3
RISK INDICATORS
Standard Deviation (%) 8.85 12.01
Sharpe Ratio 0.75 3.21
Sortino Ratio 0.95 4.47
Ulcer Index 2.64 1.52
Ratio: Return / Standard Deviation 1.30 3.61
Ratio: Return / Deepest Drawdown 1.75 9.66
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Developed World ex-US 80/20 Gold
Author
ASSET ALLOCATION
Stocks 80% 0%
Fixed Income 20% 0%
Commodities 0% 100%
PERFORMANCES
Annualized Return (%) 9.10 13.85
Infl. Adjusted Return (%) 4.36 8.91
DRAWDOWN
Deepest Drawdown Depth (%) -25.24 -18.08
Start to Recovery (months) 31 40
Longest Drawdown Depth (%) -25.24 -18.08
Start to Recovery (months) 31 40
Longest Negative Period (months) 35 39
RISK INDICATORS
Standard Deviation (%) 13.67 14.73
Sharpe Ratio 0.48 0.77
Sortino Ratio 0.68 1.14
Ulcer Index 7.96 6.97
Ratio: Return / Standard Deviation 0.67 0.94
Ratio: Return / Deepest Drawdown 0.36 0.77
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Developed World ex-US 80/20 Gold
Author
ASSET ALLOCATION
Stocks 80% 0%
Fixed Income 20% 0%
Commodities 0% 100%
PERFORMANCES
Annualized Return (%) 4.98 10.35
Infl. Adjusted Return (%) 1.85 7.06
DRAWDOWN
Deepest Drawdown Depth (%) -25.24 -18.08
Start to Recovery (months) 31 40
Longest Drawdown Depth (%) -25.24 -18.08
Start to Recovery (months) 31 40
Longest Negative Period (months) 60 41
RISK INDICATORS
Standard Deviation (%) 12.67 14.10
Sharpe Ratio 0.25 0.61
Sortino Ratio 0.35 0.91
Ulcer Index 7.44 6.65
Ratio: Return / Standard Deviation 0.39 0.73
Ratio: Return / Deepest Drawdown 0.20 0.57
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Developed World ex-US 80/20 Gold
Author
ASSET ALLOCATION
Stocks 80% 0%
Fixed Income 20% 0%
Commodities 0% 100%
PERFORMANCES
Annualized Return (%) 5.58 7.06
Infl. Adjusted Return (%) 2.99 4.44
DRAWDOWN
Deepest Drawdown Depth (%) -47.74 -42.91
Start to Recovery (months) 71 107
Longest Drawdown Depth (%) -47.74 -42.91
Start to Recovery (months) 71 107
Longest Negative Period (months) 113 145
RISK INDICATORS
Standard Deviation (%) 13.22 15.69
Sharpe Ratio 0.25 0.31
Sortino Ratio 0.33 0.45
Ulcer Index 13.09 20.47
Ratio: Return / Standard Deviation 0.42 0.45
Ratio: Return / Deepest Drawdown 0.12 0.16
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Developed World ex-US 80/20 Gold
Author
ASSET ALLOCATION
Stocks 80% 0%
Fixed Income 20% 0%
Commodities 0% 100%
PERFORMANCES
Annualized Return (%) 8.07 5.82
Infl. Adjusted Return (%) 5.14 2.95
DRAWDOWN
Deepest Drawdown Depth (%) -47.74 -48.26
Start to Recovery (months) 71 217
Longest Drawdown Depth (%) -47.74 -48.26
Start to Recovery (months) 71 217
Longest Negative Period (months) 113 224
RISK INDICATORS
Standard Deviation (%) 14.05 15.09
Sharpe Ratio 0.35 0.18
Sortino Ratio 0.48 0.26
Ulcer Index 12.13 24.18
Ratio: Return / Standard Deviation 0.57 0.39
Ratio: Return / Deepest Drawdown 0.17 0.12
Metrics calculated over the period 1 January 1985 - 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 1985 - 30 April 2025 (~40 years)

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Developed World ex-US 80/20 Gold
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-47.74 71 Nov 2007
Sep 2013
-42.91 107 Sep 2011
Jul 2020
-37.17 95 Feb 1996
Dec 2003
-36.04 56 Apr 2000
Nov 2004
-25.83 15 Mar 2008
May 2009
-25.24 31 Sep 2021
Mar 2024
-19.27 11 Jan 2020
Nov 2020
-18.08 40 Aug 2020
Nov 2023
-14.39 23 Feb 2018
Dec 2019
-13.21 23 May 2015
Mar 2017
-10.17 6 Jun 1998
Nov 1998
-9.05 8 Aug 1997
Mar 1998
-8.64 10 Dec 2004
Sep 2005
-8.63 10 May 2006
Feb 2007
-8.37 6 Dec 2009
May 2010

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Developed World ex-US 80/20 Gold
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-48.26 217 Dec 1987
Dec 2005
-47.74 71 Nov 2007
Sep 2013
-42.91 107 Sep 2011
Jul 2020
-36.04 56 Apr 2000
Nov 2004
-25.83 15 Mar 2008
May 2009
-25.24 31 Sep 2021
Mar 2024
-24.86 40 Jan 1990
Apr 1993
-19.27 11 Jan 2020
Nov 2020
-18.08 40 Aug 2020
Nov 2023
-14.39 23 Feb 2018
Dec 2019
-13.21 23 May 2015
Mar 2017
-11.30 7 Sep 1987
Mar 1988
-10.26 15 Sep 1994
Nov 1995
-10.17 6 Jun 1998
Nov 1998
-9.05 8 Aug 1997
Mar 1998

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 - 30 April 2025 (~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 80/20 Gold
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 9.19 -0.23 25.46 0.00
2024
 3.23 -6.55 26.66 -4.49
2023
 16.11 -9.05 12.69 -7.22
2022
 -14.84 -24.60 -0.77 -15.91
2021
 8.88 -4.09 -4.15 -10.32
2020
 8.72 -19.27 24.81 -10.12
2019
 19.67 -4.01 17.86 -4.10
2018
 -11.24 -14.39 -1.94 -11.66
2017
 21.61 0.00 12.81 -4.09
2016
 3.06 -6.24 8.03 -15.02
2015
 -0.06 -10.16 -10.67 -17.81
2014
 -3.03 -7.17 -2.19 -12.44
2013
 17.30 -5.38 -28.33 -28.33
2012
 16.75 -10.50 6.60 -10.45
2011
 -8.12 -18.69 9.57 -14.48
2010
 8.38 -11.60 29.27 -5.09
2009
 25.05 -18.06 24.03 -7.20
2008
 -32.99 -37.70 4.92 -25.83
2007
 9.92 -4.83 30.45 -4.20
2006
 21.60 -3.01 22.55 -8.63
2005
 11.88 -3.26 17.76 -4.91
2004
 17.42 -2.80 4.65 -8.31
2003
 31.72 -6.16 19.89 -8.88
2002
 -10.63 -17.69 25.57 -6.72
2001
 -15.38 -19.79 0.75 -6.10
2000
 -9.59 -12.40 -5.44 -9.93
1999
 30.43 -3.75 0.85 -11.47
1998
 16.63 -10.17 -0.83 -12.01
1997
 -2.08 -9.05 -21.41 -21.41
1996
 4.67 -2.78 -4.59 -8.95
1995
 7.43 -6.85 0.98 -2.46
1994
 6.35 -4.29 -2.17 -3.91
1993
 27.22 -8.74 17.68 -11.51
1992
 -9.45 -11.62 -5.73 -6.97
1991
 11.87 -7.63 -8.56 -10.05
1990
 -18.39 -24.86 -3.11 -15.14
1989
 12.50 -5.01 -2.84 -12.30
1988
 22.29 -7.44 -15.26 -18.05
1987
 25.08 -11.30 24.53 -1.97
1986
 53.97 -7.39 18.96 -8.14
1985
 49.82 -0.79 6.00 -6.67
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