Developed World ex-US Stocks Portfolio vs Betterment Robo Advisor 90 Value Tilt 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 1^st

Currency: USD

Inflation: US

(Change Settings)

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

Betterment Robo Advisor 90 Value Tilt Portfolio

1.00$
Invested Capital
August 1995
11.15$
Final Capital
July 2025
8.37%
Yearly Return
14.44%
Std Deviation
-50.07%
Max Drawdown
62months
Recovery Period

1.00$
Invested Capital
August 1995
5.29$
Final Capital
July 2025
5.71%
Yearly Return
14.44%
Std Deviation
-50.90%
Max Drawdown
66months
Recovery Period

1.00$
Invested Capital
January 1985
58.68$
Final Capital
July 2025
10.55%
Yearly Return
14.36%
Std Deviation
-50.07%
Max Drawdown
62months
Recovery Period

1.00$
Invested Capital
January 1985
19.25$
Final Capital
July 2025
7.56%
Yearly Return
14.36%
Std Deviation
-50.90%
Max Drawdown
66months
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 Betterment Robo Advisor 90 Value Tilt Portfolio obtained a 8.37% compound annual return, with a 14.44% standard deviation. It suffered a maximum drawdown of -50.07% that required 62 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

Betterment Robo Advisor 90 Value Tilt Portfolio

Weight (%)	Ticker	Name
30.90	VTI	Vanguard Total Stock Market
24.60	VEA	Vanguard FTSE Developed Markets
14.00	EEM	iShares MSCI Emerging Markets
8.20	VTV	Vanguard Value
6.70	VOE	Vanguard Mid-Cap Value
5.70	IJS	iShares S&P Small-Cap 600 Value
3.50	BND	Vanguard Total Bond Market
2.90	BNDX	Vanguard Total International Bond
1.70	EMB	iShares JP Morgan USD Em Mkts Bd
1.20	TIP	iShares TIPS Bond
0.60	BIL	SPDR Blmbg Barclays 1-3 Mth T-Bill

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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 1^st.
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%
Robo Advisor 90 Value Tilt Betterment	1 $	11.15 $	1 015.25%	8.37%
	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%
Robo Advisor 90 Value Tilt Betterment	1 $	5.29 $	429.22%	5.71%
	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%
Robo Advisor 90 Value Tilt Betterment	1 $	58.68 $	5 767.99%	10.55%
	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%
Robo Advisor 90 Value Tilt Betterment	1 $	19.25 $	1 825.08%	7.56%
	Jan 1985	Jul 2025

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		Return (%) as of Jul 31, 2025
		YTD (7M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Developed World ex-US Stocks -- Market Benchmark	19.05	-1.39	14.00	13.81	10.49	6.52	5.53	8.17
	Robo Advisor 90 Value Tilt Betterment	10.36	0.60	7.12	12.04	10.81	8.62	8.37	10.55
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	Robo Advisor 90 Value Tilt
Author		Betterment
ASSET ALLOCATION
Stocks	100%	90.1%
Fixed Income	0%	9.9%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	13.81	12.04
Infl. Adjusted (%)	10.96	9.23
DRAWDOWN
Deepest Drawdown Depth (%)	-8.09	-3.66
Start to Recovery (months)	7	6
Longest Drawdown Depth (%)	-8.09	-3.66
Start to Recovery (months)	7	6
Longest Negative Period (months)	7	7
RISK INDICATORS
Standard Deviation (%)	10.66	9.02
Sharpe Ratio	0.87	0.83
Sortino Ratio	1.12	1.11
Ulcer Index	3.27	1.70
Ratio: Return / Standard Deviation	1.30	1.33
Ratio: Return / Deepest Drawdown	1.71	3.29
Metrics calculated over the period 1 August 2024 - 31 July 2025

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	Developed World ex-US Stocks	Robo Advisor 90 Value Tilt
Author		Betterment
ASSET ALLOCATION
Stocks	100%	90.1%
Fixed Income	0%	9.9%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	10.49	10.81
Infl. Adjusted (%)	5.76	6.07
DRAWDOWN
Deepest Drawdown Depth (%)	-28.08	-23.36
Start to Recovery (months)	30	26
Longest Drawdown Depth (%)	-28.08	-23.36
Start to Recovery (months)	30	26
Longest Negative Period (months)	34	32
RISK INDICATORS
Standard Deviation (%)	16.36	14.08
Sharpe Ratio	0.47	0.57
Sortino Ratio	0.68	0.80
Ulcer Index	8.45	7.48
Ratio: Return / Standard Deviation	0.64	0.77
Ratio: Return / Deepest Drawdown	0.37	0.46
Metrics calculated over the period 1 August 2020 - 31 July 2025

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	Developed World ex-US Stocks	Robo Advisor 90 Value Tilt
Author		Betterment
ASSET ALLOCATION
Stocks	100%	90.1%
Fixed Income	0%	9.9%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	6.52	8.62
Infl. Adjusted (%)	3.36	5.40
DRAWDOWN
Deepest Drawdown Depth (%)	-28.08	-23.36
Start to Recovery (months)	30	26
Longest Drawdown Depth (%)	-24.14	-23.36
Start to Recovery (months)	34	26
Longest Negative Period (months)	62	35
RISK INDICATORS
Standard Deviation (%)	15.50	13.94
Sharpe Ratio	0.30	0.48
Sortino Ratio	0.41	0.64
Ulcer Index	8.65	6.67
Ratio: Return / Standard Deviation	0.42	0.62
Ratio: Return / Deepest Drawdown	0.23	0.37
Metrics calculated over the period 1 August 2015 - 31 July 2025

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	Developed World ex-US Stocks	Robo Advisor 90 Value Tilt
Author		Betterment
ASSET ALLOCATION
Stocks	100%	90.1%
Fixed Income	0%	9.9%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	5.53	8.37
Infl. Adjusted (%)	2.94	5.71
DRAWDOWN
Deepest Drawdown Depth (%)	-57.00	-50.07
Start to Recovery (months)	79	62
Longest Drawdown Depth (%)	-57.00	-50.07
Start to Recovery (months)	79	62
Longest Negative Period (months)	150	111
RISK INDICATORS
Standard Deviation (%)	16.46	14.44
Sharpe Ratio	0.20	0.42
Sortino Ratio	0.26	0.55
Ulcer Index	18.39	11.38
Ratio: Return / Standard Deviation	0.34	0.58
Ratio: Return / Deepest Drawdown	0.10	0.17
Metrics calculated over the period 1 August 1995 - 31 July 2025

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	Developed World ex-US Stocks	Robo Advisor 90 Value Tilt
Author		Betterment
ASSET ALLOCATION
Stocks	100%	90.1%
Fixed Income	0%	9.9%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	8.17	10.55
Infl. Adjusted (%)	5.24	7.56
DRAWDOWN
Deepest Drawdown Depth (%)	-57.00	-50.07
Start to Recovery (months)	79	62
Longest Drawdown Depth (%)	-57.00	-50.07
Start to Recovery (months)	79	62
Longest Negative Period (months)	170	111
RISK INDICATORS
Standard Deviation (%)	17.35	14.36
Sharpe Ratio	0.29	0.51
Sortino Ratio	0.39	0.67
Ulcer Index	17.19	10.22
Ratio: Return / Standard Deviation	0.47	0.73
Ratio: Return / Deepest Drawdown	0.14	0.21
Metrics calculated over the period 1 January 1985 - 31 July 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 August 1995 - 31 July 2025 (30 years)

Period: 1 January 1985 - 31 July 2025 (~41 years)

30 Years
(1995/08 - 2025/07)

Chart Table

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Developed World ex-US Stocks			Robo Advisor 90 Value Tilt
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-57.00	79	Nov 2007 May 2014
			-50.07	62	Nov 2007 Dec 2012
-48.19	69	Jan 2000 Sep 2005
			-32.03	46	Apr 2000 Jan 2004
-28.08	30	Sep 2021 Feb 2024
-24.14	34	Feb 2018 Nov 2020
			-23.36	26	Jan 2022 Feb 2024
			-22.15	11	Jan 2020 Nov 2020
			-18.63	9	May 1998 Jan 1999
-17.94	34	Jul 2014 Apr 2017
-14.47	7	Jun 1998 Dec 1998
			-13.38	21	Feb 2018 Oct 2019
			-12.25	16	May 2015 Aug 2016
-11.23	8	Aug 1997 Mar 1998
-8.09	7	Oct 2024 Apr 2025

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Developed World ex-US Stocks			Robo Advisor 90 Value Tilt
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-57.00	79	Nov 2007 May 2014
			-50.07	62	Nov 2007 Dec 2012
-48.19	69	Jan 2000 Sep 2005
			-32.03	46	Apr 2000 Jan 2004
-31.21	49	Jan 1990 Jan 1994
-28.08	30	Sep 2021 Feb 2024
-24.14	34	Feb 2018 Nov 2020
			-23.49	17	Sep 1987 Jan 1989
			-23.36	26	Jan 2022 Feb 2024
			-22.15	11	Jan 2020 Nov 2020
			-18.78	14	Jan 1990 Feb 1991
			-18.63	9	May 1998 Jan 1999
-17.94	34	Jul 2014 Apr 2017
-14.47	7	Jun 1998 Dec 1998
-13.46	7	Sep 1987 Mar 1988

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)

Rolling Period:

Developed World ex-US Stocks
Robo Advisor 90 Value Tilt

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		Robo Advisor 90 Value Tilt
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	19.05	-1.39	10.36	-2.38
2024	3.15	-8.09	12.00	-3.66
2023	17.94	-10.71	16.66	-9.98
2022	-15.36	-27.52	-15.33	-23.36
2021	11.67	-4.89	16.04	-3.56
2020	9.74	-23.99	12.42	-22.15
2019	22.62	-5.21	23.85	-5.81
2018	-14.75	-18.62	-9.42	-13.38
2017	26.42	0.00	21.88	0.00
2016	2.67	-8.44	10.80	-5.43
2015	-0.38	-12.39	-2.80	-10.67
2014	-5.98	-10.04	4.90	-4.04
2013	21.83	-5.66	22.35	-2.54
2012	18.56	-13.28	16.43	-8.60
2011	-12.30	-23.95	-4.58	-19.34
2010	8.35	-15.54	14.53	-11.53
2009	27.49	-22.68	31.75	-18.15
2008	-40.65	-45.54	-35.20	-38.59
2007	11.15	-6.29	9.10	-5.88
2006	26.27	-3.73	20.04	-4.18
2005	13.60	-4.72	12.34	-4.48
2004	20.25	-3.59	17.30	-3.67
2003	38.67	-8.24	35.45	-4.83
2002	-15.62	-23.19	-13.60	-22.30
2001	-21.94	-26.63	-8.35	-20.79
2000	-14.29	-17.14	-6.41	-11.45
1999	37.96	-4.28	27.16	-2.90
1998	16.51	-14.47	10.74	-18.63
1997	-1.39	-11.23	14.35	-5.90
1996	4.68	-4.13	15.14	-4.52
1995	3.98	-8.89	21.12	-1.87
1994	9.76	-5.55	-1.23	-8.05
1993	29.92	-10.94	29.97	-3.89
1992	-14.79	-15.85	2.72	-4.00
1991	9.48	-9.97	36.99	-5.09
1990	-24.79	-31.21	-10.32	-18.78
1989	12.85	-7.94	31.85	-3.24
1988	25.66	-9.43	22.55	-3.39
1987	30.48	-13.46	1.77	-23.49
1986	63.38	-8.70	26.81	-5.35
1985	56.04	-1.19	36.53	-2.75

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Jul 31, 2025

Portfolio Metrics as of Jul 31, 2025

Drawdowns

Rolling Returns

Yearly Returns