Developed World ex-US Stocks Portfolio vs Gold Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - June 2025 (~56 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
Inflation Adjusted:
Developed World ex-US Stocks Portfolio
1.00$
Invested Capital
July 1995
5.38$
Final Capital
June 2025
5.77%
Yearly Return
16.49%
Std Deviation
-57.00%
Max Drawdown
79months
Recovery Period
1.00$
Invested Capital
July 1995
2.55$
Final Capital
June 2025
3.17%
Yearly Return
16.49%
Std Deviation
-57.71%
Max Drawdown
123months
Recovery Period
1.00$
Invested Capital
January 1970
88.17$
Final Capital
June 2025
8.41%
Yearly Return
17.01%
Std Deviation
-57.00%
Max Drawdown
79months
Recovery Period
1.00$
Invested Capital
January 1970
10.34$
Final Capital
June 2025
4.30%
Yearly Return
17.01%
Std Deviation
-57.71%
Max Drawdown
123months
Recovery Period
Gold Portfolio
1.00$
Invested Capital
July 1995
7.83$
Final Capital
June 2025
7.10%
Yearly Return
15.68%
Std Deviation
-42.91%
Max Drawdown
107months
Recovery Period
1.00$
Invested Capital
July 1995
3.71$
Final Capital
June 2025
4.47%
Yearly Return
15.68%
Std Deviation
-45.71%
Max Drawdown
158months
Recovery Period
1.00$
Invested Capital
January 1970
86.24$
Final Capital
June 2025
8.36%
Yearly Return
19.25%
Std Deviation
-61.78%
Max Drawdown
319months
Recovery Period
1.00$
Invested Capital
January 1970
10.11$
Final Capital
June 2025
4.26%
Yearly Return
19.25%
Std Deviation
-82.52%
Max Drawdown
542months
Recovery Period

As of June 2025, in the previous 30 Years, the Developed World ex-US Stocks Portfolio obtained a 5.77% compound annual return, with a 16.49% standard deviation. It suffered a maximum drawdown of -57.00% that required 79 months to be recovered.

As of June 2025, in the previous 30 Years, the Gold Portfolio obtained a 7.10% compound annual return, with a 15.68% 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 Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VEA
Vanguard FTSE Developed Markets
Gold Portfolio
Weight
(%)		 Ticker Name
100.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 5.38 $ 438.21% 5.77%
Gold
 1 $ 7.83 $ 683.26% 7.10%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 2.55 $ 155.06% 3.17%
Gold
 1 $ 3.71 $ 271.19% 4.47%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 88.17 $ 8 717.19% 8.41%
Gold
 1 $ 86.24 $ 8 523.63% 8.36%
Jan 1970 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 10.34 $ 933.66% 4.30%
Gold
 1 $ 10.11 $ 910.97% 4.26%
Jan 1970 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~56Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US Stocks
-- Market Benchmark 		20.72 3.39 20.72 18.89 11.38 6.82 5.77 8.41
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gold.webp Gold
-- Market Benchmark 		25.90 0.41 25.90 41.77 12.74 10.49 7.10 8.36
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 1970 - 30 June 2025 (~56 years)
1 Year
5 Years
10 Years
30 Years
All (1970/01 - 2025/06)
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Developed World ex-US Stocks Gold
Author
ASSET ALLOCATION
Stocks 100% 0%
Fixed Income 0% 0%
Commodities 0% 100%
PERFORMANCES
Annualized Return (%) 18.89 41.77
Infl. Adjusted (%) 15.73 38.01
DRAWDOWN
Deepest Drawdown Depth (%) -8.09 -4.49
Start to Recovery (months) 7 3
Longest Drawdown Depth (%) -8.09 -4.49
Start to Recovery (months) 7 3
Longest Negative Period (months) 7 3
RISK INDICATORS
Standard Deviation (%) 10.45 12.19
Sharpe Ratio 1.36 3.05
Sortino Ratio 1.67 4.27
Ulcer Index 3.25 1.52
Ratio: Return / Standard Deviation 1.81 3.43
Ratio: Return / Deepest Drawdown 2.33 9.31
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Developed World ex-US Stocks Gold
Author
ASSET ALLOCATION
Stocks 100% 0%
Fixed Income 0% 0%
Commodities 0% 100%
PERFORMANCES
Annualized Return (%) 11.38 12.74
Infl. Adjusted (%) 6.49 7.80
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -18.08
Start to Recovery (months) 30 40
Longest Drawdown Depth (%) -28.08 -18.08
Start to Recovery (months) 30 40
Longest Negative Period (months) 34 39
RISK INDICATORS
Standard Deviation (%) 16.34 14.71
Sharpe Ratio 0.53 0.68
Sortino Ratio 0.75 1.03
Ulcer Index 8.45 6.97
Ratio: Return / Standard Deviation 0.70 0.87
Ratio: Return / Deepest Drawdown 0.41 0.70
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Developed World ex-US Stocks Gold
Author
ASSET ALLOCATION
Stocks 100% 0%
Fixed Income 0% 0%
Commodities 0% 100%
PERFORMANCES
Annualized Return (%) 6.82 10.49
Infl. Adjusted (%) 3.64 7.20
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -18.08
Start to Recovery (months) 30 40
Longest Drawdown Depth (%) -24.14 -18.08
Start to Recovery (months) 34 40
Longest Negative Period (months) 62 39
RISK INDICATORS
Standard Deviation (%) 15.49 14.08
Sharpe Ratio 0.32 0.62
Sortino Ratio 0.44 0.92
Ulcer Index 8.65 6.57
Ratio: Return / Standard Deviation 0.44 0.75
Ratio: Return / Deepest Drawdown 0.24 0.58
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Developed World ex-US Stocks Gold
Author
ASSET ALLOCATION
Stocks 100% 0%
Fixed Income 0% 0%
Commodities 0% 100%
PERFORMANCES
Annualized Return (%) 5.77 7.10
Infl. Adjusted (%) 3.17 4.47
DRAWDOWN
Deepest Drawdown Depth (%) -57.00 -42.91
Start to Recovery (months) 79 107
Longest Drawdown Depth (%) -57.00 -42.91
Start to Recovery (months) 79 107
Longest Negative Period (months) 150 145
RISK INDICATORS
Standard Deviation (%) 16.49 15.68
Sharpe Ratio 0.21 0.31
Sortino Ratio 0.28 0.46
Ulcer Index 18.39 20.46
Ratio: Return / Standard Deviation 0.35 0.45
Ratio: Return / Deepest Drawdown 0.10 0.17
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Developed World ex-US Stocks Gold
Author
ASSET ALLOCATION
Stocks 100% 0%
Fixed Income 0% 0%
Commodities 0% 100%
PERFORMANCES
Annualized Return (%) 8.41 8.36
Infl. Adjusted (%) 4.30 4.26
DRAWDOWN
Deepest Drawdown Depth (%) -57.00 -61.78
Start to Recovery (months) 79 319
Longest Drawdown Depth (%) -57.00 -61.78
Start to Recovery (months) 79 319
Longest Negative Period (months) 170 329
RISK INDICATORS
Standard Deviation (%) 17.01 19.25
Sharpe Ratio 0.23 0.20
Sortino Ratio 0.32 0.32
Ulcer Index 15.87 33.57
Ratio: Return / Standard Deviation 0.49 0.43
Ratio: Return / Deepest Drawdown 0.15 0.14
Metrics calculated over the period 1 January 1970 - 30 June 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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1970 - 30 June 2025 (~56 years)
30 Years
(1995/07 - 2025/06)

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Developed World ex-US Stocks Gold
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.00 79 Nov 2007
May 2014
-48.19 69 Jan 2000
Sep 2005
-42.91 107 Sep 2011
Jul 2020
-37.17 95 Feb 1996
Dec 2003
-28.08 30 Sep 2021
Feb 2024
-25.83 15 Mar 2008
May 2009
-24.14 34 Feb 2018
Nov 2020
-18.08 40 Aug 2020
Nov 2023
-17.94 34 Jul 2014
Apr 2017
-14.47 7 Jun 1998
Dec 1998
-11.23 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
-8.31 7 Apr 2004
Oct 2004

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Developed World ex-US Stocks Gold
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-61.78 319 Oct 1980
Apr 2007
-57.00 79 Nov 2007
May 2014
-48.19 69 Jan 2000
Sep 2005
-44.24 43 Jan 1975
Jul 1978
-42.91 107 Sep 2011
Jul 2020
-41.73 57 Jan 1973
Sep 1977
-31.21 49 Jan 1990
Jan 1994
-28.08 30 Sep 2021
Feb 2024
-27.77 28 Dec 1980
Mar 1983
-27.31 15 Jan 1970
Mar 1971
-25.83 15 Mar 2008
May 2009
-24.27 5 Feb 1980
Jun 1980
-24.14 34 Feb 2018
Nov 2020
-20.49 7 Jul 1973
Jan 1974
-20.28 4 Nov 1978
Feb 1979

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 1970 - 30 June 2025 (~56 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.

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Developed World ex-US Stocks Gold
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 20.72 -0.01 25.90 -0.06
2024
 3.15 -8.09 26.66 -4.49
2023
 17.94 -10.71 12.69 -7.22
2022
 -15.36 -27.52 -0.77 -15.91
2021
 11.67 -4.89 -4.15 -10.32
2020
 9.74 -23.99 24.81 -10.12
2019
 22.62 -5.21 17.86 -4.10
2018
 -14.75 -18.62 -1.94 -11.66
2017
 26.42 0.00 12.81 -4.09
2016
 2.67 -8.44 8.03 -15.02
2015
 -0.38 -12.39 -10.67 -17.81
2014
 -5.98 -10.04 -2.19 -12.44
2013
 21.83 -5.66 -28.33 -28.33
2012
 18.56 -13.28 6.60 -10.45
2011
 -12.30 -23.95 9.57 -14.48
2010
 8.35 -15.54 29.27 -5.09
2009
 27.49 -22.68 24.03 -7.20
2008
 -40.65 -45.54 4.92 -25.83
2007
 11.15 -6.29 30.45 -4.20
2006
 26.27 -3.73 22.55 -8.63
2005
 13.60 -4.72 17.76 -4.91
2004
 20.25 -3.59 4.65 -8.31
2003
 38.67 -8.24 19.89 -8.88
2002
 -15.62 -23.19 25.57 -6.72
2001
 -21.94 -26.63 0.75 -6.10
2000
 -14.29 -17.14 -5.44 -9.93
1999
 37.96 -4.28 0.85 -11.47
1998
 16.51 -14.47 -0.83 -12.01
1997
 -1.39 -11.23 -21.41 -21.41
1996
 4.68 -4.13 -4.59 -8.95
1995
 3.98 -8.89 0.98 -2.46
1994
 9.76 -5.55 -2.17 -3.91
1993
 29.92 -10.94 17.68 -11.51
1992
 -14.79 -15.85 -5.73 -6.97
1991
 9.48 -9.97 -8.56 -10.05
1990
 -24.79 -31.21 -3.11 -15.14
1989
 12.85 -7.94 -2.84 -12.30
1988
 25.66 -9.43 -15.26 -18.05
1987
 30.48 -13.46 24.53 -1.97
1986
 63.38 -8.70 18.96 -8.14
1985
 56.04 -1.19 6.00 -6.67
1984
 7.32 -6.40 -19.38 -21.80
1983
 23.61 -3.06 -16.31 -23.52
1982
 -1.94 -22.97 14.94 -20.13
1981
 -2.36 -10.87 -32.60 -32.60
1980
 22.48 -11.03 15.19 -24.27
1979
 4.69 -8.91 126.55 -4.46
1978
 32.52 -5.86 37.01 -20.28
1977
 17.99 -2.80 22.64 -4.00
1976
 2.46 -11.28 -4.10 -25.85
1975
 35.29 -12.20 -24.80 -25.92
1974
 -23.23 -31.46 66.15 -16.62
1973
 -14.99 -16.30 72.96 -20.49
1972
 36.24 -0.55 49.02 -6.88
1971
 29.49 -3.82 16.70 -3.48
1970
 -11.71 -27.31 6.16 -1.56
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