gtr1 only does US stocks. There are other websites for asset allocation, for example [Apr 2012 - Mar 2024]: https://www.portfoliovisualizer.com/backtest-portf...

Ticker  CAGR  Stdev  MDD   SharpeRatio
  DIA   13%    15%   -23%      0.81
  SPY   14%    15%   -24%      0.91
  RSP   13%    16%   -27%      0.75
  QQQ   20%    18%   -33%      1.04
 QQQE   16%    17%   -29%      0.90
  IWM   10%    20%   -32%      0.52
  EFA    6%    15%   -28%      0.39
  EEM    1%    17%   -37%      0.10
  BIL    1%     0%    0%

correlations:

Ticker   DIA    SPY    RSP   QQQ   QQQE    IWM   EFA   EEM    BIL   Portfolio 1
  DIA     1    0.95   0.94   0.79  0.86   0.84   0.85  0.65  -0.05      0.93
  SPY   0.95     1    0.96   0.91  0.94   0.87   0.87  0.69  -0.02      0.98
  RSP   0.94   0.96     1    0.81   0.9   0.92   0.88  0.71  -0.08      0.97
  QQQ   0.79   0.91   0.81     1   0.94   0.75   0.77  0.63  0.02       0.9
 QQQE   0.86   0.94    0.9   0.94    1    0.86   0.84  0.69  -0.02      0.96
  IWM   0.84   0.87   0.92   0.75  0.86     1    0.77  0.63  -0.08      0.91
  EFA   0.85   0.87   0.88   0.77  0.84   0.77     1   0.82  0.01       0.92
  EEM   0.65   0.69   0.71   0.63  0.69   0.63   0.82    1     0        0.79
  BIL   -0.05  -0.02  -0.08  0.02  -0.02  -0.08  0.01    0     1       -0.03

Asset classes can be tested, for example Emerging Markets [Jan 1995 - Mar 2024]: https://www.portfoliovisualizer.com/backtest-asset...

QQQ has become more correlated with SPY, as software eats the world. As a benchmark, I would just use SPY for US stocks and not overthink it. The stocks/bonds and US/Europe/Emerging decisions are important asset allocation decisions. The type of bond investment is also important (duration, credit risk, ETF or individual bonds).

For the US stock market, DIA RSP QQQ QQQE are all highly correlated with SPY. SPY is guaranteed to return the average investor return (dollar weighted, profitable companies), and so is a starting point.

QQQ SPY IJR can be compared with drawdown charts and rolling returns:
https://www.portfoliovisualizer.com/backtest-portf...

Mechanical Investing FAQ

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