Two diversified ETF portfolios

Diversified ETF portfolios

Two strategies built from US exchange-traded funds: taking part in stock-market growth, with smaller drawdowns through diversification.

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11.7%Balanced, a year over 10 years

15.5%Aggressive, a year over 10 years

15.5%S&P 500, a year over 10 years

−23% / −34%Worst fall: Aggressive / S&P 500

Results

Ten years, day by day

Every line is one continuous portfolio, rebalanced by its rules and charged 0.2% on every dollar traded. Pick any window; the numbers are recalculated on the server.

Aggressive+323.98%Balanced+202.35%S&P 500+323.13%60/40+153.09%

From the Oct 14, 2016 close to the Oct 14, 2026 close · 2,512 trading days. Chart points are weekly closes; statistics use every trading day.

	Total return	Annual return	Volatility	Max drawdown	Sharpe ratio	Turnover a year	Trading costs a year
Aggressive	+323.98%	15.54%	12.84%	−23.07%	1.01	21%	0.04%
Balanced	+202.35%	11.70%	9.36%	−18.84%	0.98	20%	0.04%
S&P 500	+323.13%	15.52%	17.95%	−33.70%	0.76	0%	0.00%
60/40	+153.09%	9.73%	10.58%	−21.30%	0.71	15%	0.03%

How it works

Equities drive growth; the rest diversifies.

Growth engine

Equities

US technology and quality dividend companies provide the long-run growth.

46–60%

of the portfolio, depending on the strategy

US Treasuries · IEF

Helps when the economy shrinks and the Fed cuts rates

+20%

2008

Commodities · HGER

Helps when inflation speeds up

+16%

2022

Gold · GLDM

Helps when trust in the financial system falls

+24%

2008

Trend following · DBMF

Helps when a bear market drags on for months

+32%

2022

Anti-beta · BTAL

Helps when the market dumps its riskiest stocks

+18%

2025

Change in each fund's value while the S&P 500 fell from peak to trough. Gold uses GLD's price history.

Strategies

Two levels of risk

Open strategy →

Balanced

For investors who want steadier growth and smaller falls.

46%

in equities

11.7%

a year, 10 years

9.4%

volatility

−19%

worst fall

Open strategy →

Aggressive

For investors who want the market's return with smaller falls.

60%

in equities

15.5%

a year, 10 years

12.8%

volatility

−23%

worst fall

Sell-offs

Both strategies lost less than the market in every sell-off since 2007

BalancedAggressiveS&P 500

Every fall of 10% or more in the S&P 500

2008 financial crisisOct 2007 – Mar 2009

−25.7%

−34.3%

−55.2%

2010 euro crisis and flash crashApr 2010 – Jul 2010

−7.5%

−10.7%

−15.7%

2011 debt crisisApr 2011 – Oct 2011

−7.7%

−11.0%

−18.6%

2015–16 China and oilMay 2015 – Feb 2016

−7.1%

−10.1%

−13.0%

February 2018 volatility shockJan 2018 – Feb 2018

−7.0%

−8.3%

−10.1%

2018 Fed tighteningSep 2018 – Dec 2018

−9.3%

−13.7%

−19.3%

2020 COVID crashFeb 2020 – Mar 2020

−18.8%

−23.1%

−33.7%

2022 inflation and rate risesJan 2022 – Oct 2022

−5.2%

−9.7%

−24.5%

2023 bond-yield surgeJul 2023 – Oct 2023

−3.7%

−4.9%

−10.0%

2025 tariff shockFeb 2025 – Apr 2025

−9.3%

−13.6%

−18.8%

Smaller, recent scares

August 2024 yen carry unwindJul 2024 – Aug 2024

−5.0%

−7.9%

−8.4%

2026 Iran war and oil shockJan 2026 – Mar 2026

−1.2%

−3.1%

−8.9%

2026 momentum and AI-chip crashJun 2026 – Jul 2026Nasdaq-100 −10.3% · semiconductors −24.6%

+0.7%

−1.8%

−2.0%

Change in value, dividends included, between the S&P 500's closing high and closing low in each sell-off. In the 2026 momentum and AI-chip crash the dates are the semiconductor index's high and low.

Constructor

Test your own mix

Choose from 26 funds, set the weights and compare with both strategies. The same engine, costs and data as everything on this site.

Open the constructor