Developed World Stocks To EUR Portfolio vs Ray Dalio All Weather Portfolio To EUR Portfolio Comparison

Simulation Settings

Period: January 1972 - June 2025 (~54 years)
Consolidated Returns as of 30 June 2025

Initial Amount: 1€

Rebalancing: at every Jan 1^st

Currency: EUR

Inflation: Eurozone

(Change Settings)

Results

30 Years
(1995/07 - 2025/06)

All Data
(1972/01 - 2025/06)

Inflation Adjusted:

Developed World Stocks To EUR Portfolio

1.00€
Invested Capital
July 1995
11.38€
Final Capital
June 2025
8.44%
Yearly Return
14.24%
Std Deviation
-55.10%
Max Drawdown
159months
Recovery Period

1.00€
Invested Capital
July 1995
6.22€
Final Capital
June 2025
6.28%
Yearly Return
14.24%
Std Deviation
-62.44%
Max Drawdown
174months
Recovery Period

1.00€
Invested Capital
January 1972
60.43€
Final Capital
June 2025
7.97%
Yearly Return
13.40%
Std Deviation
-55.10%
Max Drawdown
159months
Recovery Period

1.00€
Invested Capital
January 1972
14.02€
Final Capital
June 2025
5.06%
Yearly Return
13.40%
Std Deviation
-62.44%
Max Drawdown
174months
Recovery Period

Ray Dalio All Weather Portfolio To EUR

1.00€
Invested Capital
July 1995
9.55€
Final Capital
June 2025
7.81%
Yearly Return
9.51%
Std Deviation
-18.09%
Max Drawdown
59months
Recovery Period

1.00€
Invested Capital
July 1995
5.22€
Final Capital
June 2025
5.66%
Yearly Return
9.51%
Std Deviation
-24.54%
Max Drawdown
42months*
Recovery Period
* in progress

1.00€
Invested Capital
January 1972
97.75€
Final Capital
June 2025
8.94%
Yearly Return
11.07%
Std Deviation
-23.42%
Max Drawdown
32months
Recovery Period

1.00€
Invested Capital
January 1972
22.68€
Final Capital
June 2025
6.01%
Yearly Return
11.07%
Std Deviation
-24.54%
Max Drawdown
42months*
Recovery Period
* in progress

As of June 2025, in the previous 30 Years, the Developed World Stocks To EUR Portfolio obtained a 8.44% compound annual return, with a 14.24% standard deviation. It suffered a maximum drawdown of -55.10% that required 159 months to be recovered.

As of June 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio To EUR obtained a 7.81% compound annual return, with a 9.51% standard deviation. It suffered a maximum drawdown of -18.09% that required 59 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 Stocks To EUR Portfolio

Weight (%)	Ticker	Name
100.00	EUNL.DE	iShares Core MSCI World

Ray Dalio All Weather Portfolio To EUR

Weight (%)	Ticker	Name
30.00	XD9U.DE	Xtrackers MSCI USA
40.00	IS04.DE	iShares USD Treasury Bond 20+yr
15.00	SXRL.DE	iShares USD Treasury Bond 3-7yr
7.50	PHAU	WisdomTree Physical Gold
7.50	UIQK.DE	UBS CMCI Composite SF

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Portfolio Returns as of Jun 30, 2025

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1995/07 - 2025/06)

All Data
(1972/01 - 2025/06)

Inflation Adjusted:

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	Initial Amount €	Final Amount €	Total Return (%)	Annualized (%)
Developed World Stocks To EUR	1 €	11.38 €	1 037.79%	8.44%
All Weather Portfolio To EUR Ray Dalio	1 €	9.55 €	854.52%	7.81%
	Jul 1995	Jun 2025

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	Initial Amount €	Final Amount €	Total Return (%)	Annualized (%)
Developed World Stocks To EUR	1 €	6.22 €	521.94%	6.28%
All Weather Portfolio To EUR Ray Dalio	1 €	5.22 €	421.76%	5.66%
	Jul 1995	Jun 2025

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	Initial Amount €	Final Amount €	Total Return (%)	Annualized (%)
Developed World Stocks To EUR	1 €	60.43 €	5 942.87%	7.97%
All Weather Portfolio To EUR Ray Dalio	1 €	97.75 €	9 674.78%	8.94%
	Jan 1972	Jun 2025

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	Initial Amount €	Final Amount €	Total Return (%)	Annualized (%)
Developed World Stocks To EUR	1 €	14.02 €	1 302.01%	5.06%
All Weather Portfolio To EUR Ray Dalio	1 €	22.68 €	2 167.86%	6.01%
	Jan 1972	Jun 2025

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		Return (%) as of Jun 30, 2025
		YTD (6M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~54Y)
	Developed World Stocks -- Market Benchmark	-3.32	0.85	-3.32	5.22	13.70	10.14	8.44	7.97
	All Weather Portfolio Ray Dalio	-4.61	-0.24	-4.61	0.23	2.50	5.05	7.81	8.94
Returns over 1 year are annualized.

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Portfolio Metrics as of Jun 30, 2025

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

METRIC COMPARISON

Period: 1 July 2024 - 30 June 2025 (1 year)

Period: 1 July 2020 - 30 June 2025 (5 years)

Period: 1 July 2015 - 30 June 2025 (10 years)

Period: 1 July 1995 - 30 June 2025 (30 years)

Period: 1 January 1972 - 30 June 2025 (~54 years)

1 Year

5 Years

10 Years

30 Years

All (1972/01 - 2025/06)

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	Developed World Stocks To EUR	All Weather Portfolio To EUR
Author		Ray Dalio
ASSET ALLOCATION
Stocks	100%	30%
Fixed Income	0%	55%
Commodities	0%	15%
PERFORMANCES
Annualized Return (%)	5.22	0.23
Infl. Adjusted (%)	3.48	-1.43
DRAWDOWN
Deepest Drawdown Depth (%)	-13.70	-7.91
Start to Recovery (months)	5*	4*
Longest Drawdown Depth (%)	-13.70	-7.91
Start to Recovery (months)	5*	4*
Longest Negative Period (months)	10	11*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	14.20	8.49
Sharpe Ratio	0.04	-0.52
Sortino Ratio	0.06	-0.71
Ulcer Index	5.69	3.95
Ratio: Return / Standard Deviation	0.37	0.03
Ratio: Return / Deepest Drawdown	0.38	0.03
Metrics calculated over the period 1 July 2024 - 30 June 2025

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	Developed World Stocks To EUR	All Weather Portfolio To EUR
Author		Ray Dalio
ASSET ALLOCATION
Stocks	100%	30%
Fixed Income	0%	55%
Commodities	0%	15%
PERFORMANCES
Annualized Return (%)	13.70	2.50
Infl. Adjusted (%)	9.31	-1.46
DRAWDOWN
Deepest Drawdown Depth (%)	-14.34	-14.85
Start to Recovery (months)	24	33
Longest Drawdown Depth (%)	-14.34	-14.85
Start to Recovery (months)	24	33
Longest Negative Period (months)	24	43*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	13.37	8.16
Sharpe Ratio	0.82	-0.02
Sortino Ratio	1.16	-0.03
Ulcer Index	5.45	6.57
Ratio: Return / Standard Deviation	1.03	0.31
Ratio: Return / Deepest Drawdown	0.96	0.17
Metrics calculated over the period 1 July 2020 - 30 June 2025

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	Developed World Stocks To EUR	All Weather Portfolio To EUR
Author		Ray Dalio
ASSET ALLOCATION
Stocks	100%	30%
Fixed Income	0%	55%
Commodities	0%	15%
PERFORMANCES
Annualized Return (%)	10.14	5.05
Infl. Adjusted (%)	7.45	2.49
DRAWDOWN
Deepest Drawdown Depth (%)	-18.75	-14.85
Start to Recovery (months)	10	33
Longest Drawdown Depth (%)	-14.34	-14.85
Start to Recovery (months)	24	33
Longest Negative Period (months)	24	43*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	13.77	7.56
Sharpe Ratio	0.60	0.43
Sortino Ratio	0.81	0.63
Ulcer Index	5.46	5.00
Ratio: Return / Standard Deviation	0.74	0.67
Ratio: Return / Deepest Drawdown	0.54	0.34
Metrics calculated over the period 1 July 2015 - 30 June 2025

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	Developed World Stocks To EUR	All Weather Portfolio To EUR
Author		Ray Dalio
ASSET ALLOCATION
Stocks	100%	30%
Fixed Income	0%	55%
Commodities	0%	15%
PERFORMANCES
Annualized Return (%)	8.44	7.81
Infl. Adjusted (%)	6.28	5.66
DRAWDOWN
Deepest Drawdown Depth (%)	-55.10	-18.09
Start to Recovery (months)	159	59
Longest Drawdown Depth (%)	-55.10	-18.09
Start to Recovery (months)	159	59
Longest Negative Period (months)	162	95
RISK INDICATORS
Standard Deviation (%)	14.24	9.51
Sharpe Ratio	0.43	0.58
Sortino Ratio	0.57	0.87
Ulcer Index	21.78	6.25
Ratio: Return / Standard Deviation	0.59	0.82
Ratio: Return / Deepest Drawdown	0.15	0.43
Metrics calculated over the period 1 July 1995 - 30 June 2025

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	Developed World Stocks To EUR	All Weather Portfolio To EUR
Author		Ray Dalio
ASSET ALLOCATION
Stocks	100%	30%
Fixed Income	0%	55%
Commodities	0%	15%
PERFORMANCES
Annualized Return (%)	7.97	8.94
Infl. Adjusted (%)	5.06	6.01
DRAWDOWN
Deepest Drawdown Depth (%)	-55.10	-23.42
Start to Recovery (months)	159	32
Longest Drawdown Depth (%)	-55.10	-18.09
Start to Recovery (months)	159	59
Longest Negative Period (months)	162	95
RISK INDICATORS
Standard Deviation (%)	13.40	11.07
Sharpe Ratio	0.27	0.41
Sortino Ratio	0.35	0.61
Ulcer Index	17.73	6.59
Ratio: Return / Standard Deviation	0.59	0.81
Ratio: Return / Deepest Drawdown	0.14	0.38
Metrics calculated over the period 1 January 1972 - 30 June 2025

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 July 1995 - 30 June 2025 (30 years)

Period: 1 January 1972 - 30 June 2025 (~54 years)

30 Years
(1995/07 - 2025/06)

Chart Table

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Developed World Stocks To EUR			All Weather Portfolio To EUR
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-55.10	159	Sep 2000 Nov 2013
-18.75	10	Feb 2020 Nov 2020
-18.27	8	Jul 1998 Feb 1999
			-18.09	59	Nov 2000 Sep 2005
			-14.85	33	Jan 2022 Sep 2024
-14.34	24	Jan 2022 Dec 2023
-13.70	5*	Feb 2025 In progress
-12.51	6	Oct 2018 Mar 2019
-12.13	6	Jun 2015 Nov 2015
-10.90	7	Aug 1997 Feb 1998
-10.62	12	Dec 2015 Nov 2016
			-9.54	33	Mar 2006 Nov 2008
			-9.23	24	Aug 2012 Jul 2014
			-8.50	14	Dec 2008 Jan 2010
			-8.09	15	Apr 2015 Jun 2016

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Developed World Stocks To EUR			All Weather Portfolio To EUR
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-55.10	159	Sep 2000 Nov 2013
-33.40	67	Jan 1973 Jul 1978
-27.69	20	Oct 1987 May 1989
			-23.42	32	Jun 1986 Jan 1989
-21.75	27	Feb 1994 Apr 1996
-21.04	45	Sep 1989 May 1993
			-20.14	20	Sep 1989 Apr 1991
-18.75	10	Feb 2020 Nov 2020
-18.27	8	Jul 1998 Feb 1999
			-18.09	59	Nov 2000 Sep 2005
			-16.57	22	Feb 1994 Nov 1995
			-14.85	33	Jan 2022 Sep 2024
			-14.35	17	Feb 1974 Jun 1975
-14.34	24	Jan 2022 Dec 2023
-13.70	5*	Feb 2025 In progress

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 1972 - 30 June 2025 (~54 years)

Rolling Period:

Developed World Stocks To EUR
All Weather Portfolio To EUR

Head To Head (Ptf 1 vs Ptf 2):

Eurozone 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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	Developed World Stocks To EUR		All Weather Portfolio To EUR
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	-3.32	-13.70	-4.61	-7.91
2024	26.21	-2.05	12.31	-2.32
2023	19.86	-5.57	7.25	-5.45
2022	-13.59	-14.34	-14.06	-14.06
2021	32.71	-1.93	16.23	-2.18
2020	5.48	-18.75	6.82	-2.30
2019	31.34	-4.79	21.06	-1.55
2018	-5.13	-12.51	0.53	-4.01
2017	7.71	-4.24	-0.07	-6.12
2016	10.91	-6.78	8.08	-2.04
2015	10.81	-12.13	6.64	-8.09
2014	20.38	-1.58	27.36	0.00
2013	21.89	-3.16	-2.32	-7.08
2012	12.45	-3.06	4.87	-6.96
2011	-3.26	-14.49	19.59	-4.90
2010	19.38	-5.33	20.81	-7.08
2009	29.20	-9.55	0.36	-7.51
2008	-38.06	-38.06	6.75	-6.37
2007	0.12	-6.61	1.21	-2.36
2006	8.74	-6.24	-4.06	-8.39
2005	24.75	-3.10	24.27	-2.09
2004	5.51	-3.15	1.58	-5.37
2003	11.52	-8.25	-4.94	-6.03
2002	-30.69	-31.68	-8.57	-12.50
2001	-14.40	-26.66	2.85	-8.57
2000	-6.62	-15.48	17.75	-8.37
1999	47.88	-2.34	23.67	-4.40
1998	12.74	-18.27	4.11	-7.77
1997	28.06	-10.90	29.52	-5.02
1996	22.40	-6.61	10.34	-5.37
1995	5.98	-8.78	22.37	-3.05
1994	-10.20	-14.22	-12.26	-16.57
1993	33.51	-2.30	21.25	-3.56
1992	3.07	-14.04	18.48	-9.85
1991	11.94	-7.40	20.64	-6.12
1990	-15.87	-18.43	-9.46	-13.83
1989	16.91	-7.16	18.59	-7.32
1988	23.32	-3.05	23.59	-6.24
1987	-13.65	-27.69	-15.30	-20.23
1986	9.70	-5.04	-0.02	-9.58
1985	24.71	-3.20	2.83	-10.14
1984	9.55	-9.70	24.92	-9.13
1983	35.57	-1.28	26.97	-2.02
1982	12.46	-3.65	46.21	-0.90
1981	8.13	-11.15	14.87	-7.87
1980	29.56	-4.30	21.99	-5.27
1979	5.57	-5.46	17.96	-6.16
1978	2.95	-9.09	-2.44	-9.12
1977	-0.98	-2.62	-4.83	-5.47
1976	1.90	-8.66	18.13	-2.57
1975	34.85	-3.46	24.42	-5.34
1974	-16.85	-21.96	-6.20	-14.35
1973	-17.67	-17.82	0.00	-12.97
1972	17.98	-2.49	12.41	-1.04

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Jun 30, 2025

Portfolio Metrics as of Jun 30, 2025

Drawdowns

Rolling Returns

Yearly Returns