Developed World ex-US Stocks Portfolio vs Aim Ways Gold Pivot Ptf Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - July 2025 (~41 years)
Consolidated Returns as of 31 July 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/08 - 2025/07)
All Data
(1985/01 - 2025/07)
Inflation Adjusted:
Developed World ex-US Stocks Portfolio
1.00$
Invested Capital
August 1995
5.02$
Final Capital
July 2025
5.53%
Yearly Return
16.46%
Std Deviation
-57.00%
Max Drawdown
79months
Recovery Period
1.00$
Invested Capital
August 1995
2.38$
Final Capital
July 2025
2.94%
Yearly Return
16.46%
Std Deviation
-57.71%
Max Drawdown
123months
Recovery Period
1.00$
Invested Capital
January 1985
24.23$
Final Capital
July 2025
8.17%
Yearly Return
17.35%
Std Deviation
-57.00%
Max Drawdown
79months
Recovery Period
1.00$
Invested Capital
January 1985
7.95$
Final Capital
July 2025
5.24%
Yearly Return
17.35%
Std Deviation
-57.71%
Max Drawdown
123months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Invested Capital
August 1995
11.01$
Final Capital
July 2025
8.32%
Yearly Return
8.22%
Std Deviation
-19.49%
Max Drawdown
18months
Recovery Period
1.00$
Invested Capital
August 1995
5.22$
Final Capital
July 2025
5.67%
Yearly Return
8.22%
Std Deviation
-22.26%
Max Drawdown
43months
Recovery Period
1.00$
Invested Capital
January 1985
30.09$
Final Capital
July 2025
8.75%
Yearly Return
7.75%
Std Deviation
-19.49%
Max Drawdown
18months
Recovery Period
1.00$
Invested Capital
January 1985
9.87$
Final Capital
July 2025
5.80%
Yearly Return
7.75%
Std Deviation
-22.26%
Max Drawdown
43months
Recovery Period

As of July 2025, in the previous 30 Years, the Developed World ex-US Stocks Portfolio obtained a 5.53% compound annual return, with a 16.46% standard deviation. It suffered a maximum drawdown of -57.00% that required 79 months to be recovered.

As of July 2025, in the previous 30 Years, the Aim Ways Gold Pivot Ptf Portfolio obtained a 8.32% compound annual return, with a 8.22% standard deviation. It suffered a maximum drawdown of -19.49% that required 18 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
Aim Ways Gold Pivot Ptf Portfolio
Weight
(%)		 Ticker Name
16.00
QQQ
Invesco QQQ Trust
6.00
USMV
iShares Edge MSCI Min Vol USA
31.00
BNDX
Vanguard Total International Bond
13.00
HYG
iShares iBoxx $ High Yield Corporate Bond
34.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Jul 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/08 - 2025/07)
All Data
(1985/01 - 2025/07)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 5.02 $ 402.06% 5.53%
Aim Ways Gold Pivot Ptf
Aim Ways 		1 $ 11.01 $ 1 000.75% 8.32%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 2.38 $ 138.24% 2.94%
Aim Ways Gold Pivot Ptf
Aim Ways 		1 $ 5.22 $ 422.34% 5.67%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 24.23 $ 2 323.46% 8.17%
Aim Ways Gold Pivot Ptf
Aim Ways 		1 $ 30.09 $ 2 908.96% 8.75%
Jan 1985 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 7.95 $ 695.05% 5.24%
Aim Ways Gold Pivot Ptf
Aim Ways 		1 $ 9.87 $ 887.13% 5.80%
Jan 1985 Jul 2025

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Return (%) as of Jul 31, 2025
YTD
(7M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US Stocks
-- Market Benchmark 		19.05 -1.39 14.00 13.81 10.49 6.52 5.53 8.17
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Gold Pivot Ptf
Aim Ways 		11.83 0.05 8.45 17.53 7.77 8.95 8.32 8.75
Returns over 1 year are annualized.
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Portfolio Metrics as of Jul 31, 2025

The following metrics, updated as of 31 July 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 August 2024 - 31 July 2025 (1 year)
Period: 1 August 2020 - 31 July 2025 (5 years)
Period: 1 August 2015 - 31 July 2025 (10 years)
Period: 1 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1985 - 31 July 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/07)
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Developed World ex-US Stocks Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 100% 22%
Fixed Income 0% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 13.81 17.53
Infl. Adjusted (%) 10.96 14.59
DRAWDOWN
Deepest Drawdown Depth (%) -8.09 -1.11
Start to Recovery (months) 7 2
Longest Drawdown Depth (%) -8.09 -1.11
Start to Recovery (months) 7 2
Longest Negative Period (months) 7 2
RISK INDICATORS
Standard Deviation (%) 10.66 4.03
Sharpe Ratio 0.87 3.22
Sortino Ratio 1.12 4.38
Ulcer Index 3.27 0.31
Ratio: Return / Standard Deviation 1.30 4.35
Ratio: Return / Deepest Drawdown 1.71 15.85
Metrics calculated over the period 1 August 2024 - 31 July 2025
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Developed World ex-US Stocks Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 100% 22%
Fixed Income 0% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 10.49 7.77
Infl. Adjusted (%) 5.76 3.16
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -15.46
Start to Recovery (months) 30 23
Longest Drawdown Depth (%) -28.08 -15.46
Start to Recovery (months) 30 23
Longest Negative Period (months) 34 33
RISK INDICATORS
Standard Deviation (%) 16.36 8.27
Sharpe Ratio 0.47 0.61
Sortino Ratio 0.68 0.82
Ulcer Index 8.45 4.85
Ratio: Return / Standard Deviation 0.64 0.94
Ratio: Return / Deepest Drawdown 0.37 0.50
Metrics calculated over the period 1 August 2020 - 31 July 2025
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Developed World ex-US Stocks Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 100% 22%
Fixed Income 0% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 6.52 8.95
Infl. Adjusted (%) 3.36 5.72
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -15.46
Start to Recovery (months) 30 23
Longest Drawdown Depth (%) -24.14 -15.46
Start to Recovery (months) 34 23
Longest Negative Period (months) 62 33
RISK INDICATORS
Standard Deviation (%) 15.50 7.81
Sharpe Ratio 0.30 0.91
Sortino Ratio 0.41 1.28
Ulcer Index 8.65 3.65
Ratio: Return / Standard Deviation 0.42 1.15
Ratio: Return / Deepest Drawdown 0.23 0.58
Metrics calculated over the period 1 August 2015 - 31 July 2025
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Developed World ex-US Stocks Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 100% 22%
Fixed Income 0% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 5.53 8.32
Infl. Adjusted (%) 2.94 5.67
DRAWDOWN
Deepest Drawdown Depth (%) -57.00 -19.49
Start to Recovery (months) 79 18
Longest Drawdown Depth (%) -57.00 -12.99
Start to Recovery (months) 79 39
Longest Negative Period (months) 150 39
RISK INDICATORS
Standard Deviation (%) 16.46 8.22
Sharpe Ratio 0.20 0.74
Sortino Ratio 0.26 1.02
Ulcer Index 18.39 4.21
Ratio: Return / Standard Deviation 0.34 1.01
Ratio: Return / Deepest Drawdown 0.10 0.43
Metrics calculated over the period 1 August 1995 - 31 July 2025
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Developed World ex-US Stocks Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 100% 22%
Fixed Income 0% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 8.17 8.75
Infl. Adjusted (%) 5.24 5.80
DRAWDOWN
Deepest Drawdown Depth (%) -57.00 -19.49
Start to Recovery (months) 79 18
Longest Drawdown Depth (%) -57.00 -12.99
Start to Recovery (months) 79 39
Longest Negative Period (months) 170 39
RISK INDICATORS
Standard Deviation (%) 17.35 7.75
Sharpe Ratio 0.29 0.72
Sortino Ratio 0.39 1.00
Ulcer Index 17.19 3.78
Ratio: Return / Standard Deviation 0.47 1.13
Ratio: Return / Deepest Drawdown 0.14 0.45
Metrics calculated over the period 1 January 1985 - 31 July 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 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1985 - 31 July 2025 (~41 years)
30 Years
(1995/08 - 2025/07)

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Developed World ex-US Stocks Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.00 79 Nov 2007
May 2014
-48.19 69 Jan 2000
Sep 2005
-28.08 30 Sep 2021
Feb 2024
-24.14 34 Feb 2018
Nov 2020
-19.49 18 Mar 2008
Aug 2009
-17.94 34 Jul 2014
Apr 2017
-15.46 23 Jan 2022
Nov 2023
-14.47 7 Jun 1998
Dec 1998
-12.99 39 Mar 2000
May 2003
-11.23 8 Aug 1997
Mar 1998
-9.18 17 Oct 2012
Feb 2014
-8.09 7 Oct 2024
Apr 2025
-6.06 5 May 1998
Sep 1998
-5.79 13 May 1996
May 1997
-5.71 5 Sep 2011
Jan 2012

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Developed World ex-US Stocks Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.00 79 Nov 2007
May 2014
-48.19 69 Jan 2000
Sep 2005
-31.21 49 Jan 1990
Jan 1994
-28.08 30 Sep 2021
Feb 2024
-24.14 34 Feb 2018
Nov 2020
-19.49 18 Mar 2008
Aug 2009
-17.94 34 Jul 2014
Apr 2017
-15.46 23 Jan 2022
Nov 2023
-14.47 7 Jun 1998
Dec 1998
-13.46 7 Sep 1987
Mar 1988
-13.15 19 Sep 1994
Mar 1996
-12.99 39 Mar 2000
May 2003
-11.23 8 Aug 1997
Mar 1998
-9.43 7 May 1988
Nov 1988
-9.18 17 Oct 2012
Feb 2014

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 - 31 July 2025 (~41 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 Pivot Ptf
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 19.05 -1.39 11.83 0.00
2024
 3.15 -8.09 16.24 -1.11
2023
 17.94 -10.71 17.87 -4.11
2022
 -15.36 -27.52 -11.42 -15.46
2021
 11.67 -4.89 4.01 -4.11
2020
 9.74 -23.99 18.54 -5.61
2019
 22.62 -5.21 18.24 -1.03
2018
 -14.75 -18.62 0.01 -2.56
2017
 26.42 0.00 12.25 -1.32
2016
 2.67 -8.44 7.68 -5.47
2015
 -0.38 -12.39 -2.07 -5.55
2014
 -5.98 -10.04 6.26 -2.55
2013
 21.83 -5.66 -1.77 -8.02
2012
 18.56 -13.28 10.26 -3.78
2011
 -12.30 -23.95 8.11 -5.71
2010
 8.35 -15.54 18.24 -1.29
2009
 27.49 -22.68 26.47 -2.40
2008
 -40.65 -45.54 -9.56 -19.49
2007
 11.15 -6.29 15.46 -1.98
2006
 26.27 -3.73 11.68 -3.60
2005
 13.60 -4.72 8.58 -2.17
2004
 20.25 -3.59 7.13 -3.73
2003
 38.67 -8.24 19.35 -2.07
2002
 -15.62 -23.19 4.89 -6.10
2001
 -21.94 -26.63 -1.82 -7.75
2000
 -14.29 -17.14 -4.73 -8.07
1999
 37.96 -4.28 17.47 -3.69
1998
 16.51 -14.47 20.77 -6.06
1997
 -1.39 -11.23 -2.12 -5.62
1996
 4.68 -4.13 8.83 -1.21
1995
 3.98 -8.89 18.41 -0.12
1994
 9.76 -5.55 -2.97 -5.11
1993
 29.92 -10.94 15.87 -1.82
1992
 -14.79 -15.85 5.39 -3.33
1991
 9.48 -9.97 19.63 -1.36
1990
 -24.79 -31.21 -1.37 -6.49
1989
 12.85 -7.94 9.05 -0.91
1988
 25.66 -9.43 2.41 -2.76
1987
 30.48 -13.46 11.67 -6.76
1986
 63.38 -8.70 15.85 -0.90
1985
 56.04 -1.19 20.28 -2.71
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