Data Source: from January 1995 to December 2021

Last Update: 31 December 2021

The All Country World Bonds Portfolio is exposed for 0% on the Stock Market.

It's a Low Risk portfolio and it can be replicated with 3 ETFs.

In the last 10 years, the portfolio obtained a 3.42% compound annual return, with a 3.48% standard deviation.

In the last 25 years, a 5.64% compound annual return, with a 4.07% standard deviation.

Asset Allocation and ETFs

The All Country World Bonds Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The All Country World Bonds Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
50.00 % BND Vanguard Total Bond Market Bond, U.S., All-Term
35.00 % BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
15.00 % EMB iShares JP Morgan USD Em Mkts Bd Bond, Emerging Markets, All-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The All Country World Bonds Portfolio guaranteed the following returns.

ALL COUNTRY WORLD BONDS PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
All Country World Bonds Portfolio -0.10 -0.01 -0.22 -2.06 +4.46 +3.52 +3.42 +5.02 +5.64
--- Inflation Adjusted return -0.57 -2.17 -3.50 -8.58 +0.90 +0.58 +1.27 +2.64 +3.28
Components
BND
Vanguard Total Bond Market
-0.31 -0.04 -0.08 -1.86 +4.78 +3.54 +2.75 +4.09 +4.73
BNDX
Vanguard Total International Bond
-0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80 +4.96 +5.22
EMB
iShares JP Morgan USD Em Mkts Bd
+2.16 +0.40 -0.82 -2.24 +5.98 +4.41 +4.59 +7.91 +9.09
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the portfolio granted a 2.83% dividend yield. If you are interested in getting periodic income, please refer to the All Country World Bonds Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of All Country World Bonds Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

ALL COUNTRY WORLD BONDS PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
-0.10%
-0.57%
-0.10%
Dec 2021 - Dec 2021
0 - 1
3M
-0.01%
-2.17%
-0.10%
Dec 2021 - Dec 2021
1 - 2
6M
-0.22%
-3.50%
-1.49%
Aug 2021 - Oct 2021
2 - 4
YTD
-2.06%
-8.58%
2.92%
-3.44%
Jan 2021 - Mar 2021
5 - 7
42% pos
1Y
-2.06%
-8.58%
2.92%
-3.44%
Jan 2021 - Mar 2021
5 - 7
42% pos
3Y
+4.46%
annualized
+0.90%
annualized
4.31%
-3.92%
Mar 2020 - Mar 2020
23 - 13
64% pos
5Y
+3.52%
annualized
+0.58%
annualized
3.63%
-3.92%
Mar 2020 - Mar 2020
38 - 22
63% pos
10Y
+3.42%
annualized
+1.27%
annualized
3.48%
-5.16%
May 2013 - Aug 2013
78 - 42
65% pos
20Y
+5.02%
annualized
+2.64%
annualized
4.08%
-8.82%
Mar 2008 - Oct 2008
164 - 76
68% pos
25Y
+5.64%
annualized
+3.28%
annualized
4.07%
-8.82%
Mar 2008 - Oct 2008
206 - 94
69% pos
MAX
01 Jan 1995
+6.27%
annualized
+3.85%
annualized
4.13%
-8.82%
Mar 2008 - Oct 2008
226 - 98
70% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the All Country World Bonds Portfolio actually efficient, compared to other Lazy Portfolios?

Best Classic Portfolios, with Low Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
High Yield Bonds Income
+6.94% -23.98% 0 100 0 Compare
All Country World 20/80
+6.13% -14.04% 20 80 0 Compare
Stocks/Bonds 20/80
+6.06% -8.42% 20 80 0 Compare
Vanguard LifeStrategy Income Fund
Vanguard
+5.87% -10.54% 20 80 0 Compare
US Inflation Protection
+5.79% -11.79% 0 100 0 Compare

See all portfolios

Our overall ratings, assigned to the All Country World Bonds Portfolio. The portfolio is classified as Low Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Low Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+5.64%
(+3.28%)
Excellent : 4.2 / 5
Average : 2 / 5
Standard Deviation
over 25 Years
4.07%
Average : 2.8 / 5
Excellent : 4.8 / 5
Maximum Drawdown
over 25 Years
-8.82%
Good : 3.5 / 5
Excellent : 4.7 / 5
Easy to manage 3 ETFs
Good : 4 / 5
Good : 4 / 5
Rating assigned considering all the Low Risk Portfolios Rating assigned considering all the Portfolios in the database

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 3942.22$, with a total return of 294.22% (5.64% annualized).

The Inflation Adjusted Capital now would be 2238.49$, with a net total return of 123.85% (3.28% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-8.82% Mar 2008 Oct 2008 8 Dec 2008 2 10
-5.16% May 2013 Aug 2013 4 May 2014 9 13
-3.92% Mar 2020 Mar 2020 1 Jun 2020 3 4
-3.54% Oct 2016 Nov 2016 2 Aug 2017 9 11
-3.44% Jan 2021 Mar 2021 3 in progress 9 12
-3.22% Jun 2003 Jul 2003 2 Sep 2003 2 4
-3.02% Apr 2004 May 2004 2 Aug 2004 3 5
-3.00% Jan 2009 Feb 2009 2 Apr 2009 2 4
-2.69% May 1999 Aug 1999 4 Nov 1999 3 7
-2.23% Feb 2015 Jun 2015 5 Feb 2016 8 13
-2.17% Nov 2010 Dec 2010 2 May 2011 5 7
-2.13% Aug 1998 Aug 1998 1 Sep 1998 1 2
-2.07% Jan 1997 Mar 1997 3 May 1997 2 5
-1.92% Jan 2018 Oct 2018 10 Dec 2018 2 12
-1.46% Mar 2006 May 2006 3 Jul 2006 2 5
-1.42% May 2007 Jun 2007 2 Aug 2007 2 4
-1.32% Sep 2005 Oct 2005 2 Dec 2005 2 4
-1.13% Feb 1999 Feb 1999 1 Mar 1999 1 2
-1.10% Dec 2012 Jan 2013 2 Apr 2013 3 5
-1.07% Jun 2002 Jul 2002 2 Aug 2002 1 3

Rolling Returns ( more details)

All Country World Bonds Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.28% +20.40%
Jan 1995 - Dec 1995
-5.26%
Nov 2007 - Oct 2008
7.99%
2 Years
+6.20% +15.03%
Nov 2008 - Oct 2010
-0.24%
Nov 2006 - Oct 2008
0.66%
3 Years
+6.14% +12.57%
Jun 2000 - May 2003
+1.67%
Jan 2013 - Dec 2015
0.00%
5 Years
+6.09% +9.77%
Jun 1998 - May 2003
+2.10%
May 2013 - Apr 2018
0.00%
7 Years
+6.11% +9.96%
Mar 1995 - Feb 2002
+2.87%
Nov 2011 - Oct 2018
0.00%
10 Years
+6.09% +9.32%
Jan 1995 - Dec 2004
+3.42%
Jan 2012 - Dec 2021
0.00%
15 Years
+6.10% +8.03%
Apr 1995 - Mar 2010
+4.48%
Dec 2006 - Nov 2021
0.00%
20 Years
+6.10% +7.40%
Feb 1995 - Jan 2015
+5.01%
Nov 2001 - Oct 2021
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the All Country World Bonds Portfolio: Rolling Returns page.

Seasonality

All Country World Bonds Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.54
74%
0.34
74%
0.11
59%
0.70
74%
0.46
70%
0.38
59%
0.73
81%
0.76
74%
0.59
67%
0.27
70%
0.49
67%
0.81
67%
Best
Year
2.3
2001
1.9
2000
1.8
2019
2.7
2020
4.4
1995
2.3
2016
2.2
2009
2.3
2019
4.2
1998
2.6
2001
3.1
2008
6.5
2008
Worst
Year
-1.7
2009
-1.9
1996
-3.9
2020
-2.7
2004
-2.5
2013
-2.2
2013
-3.0
2003
-2.1
1998
-3.0
2008
-5.4
2008
-2.4
2016
-0.8
2010
Statistics calculated for the period Jan 1995 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

All Country World Bonds Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
226 Positive Months (70%) - 98 Negative Months (30%)
Jan 1995 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
-2.06 -8.58 -0.9 -1.8 -0.7 0.7 0.2 0.7 1.2 -0.1 -1.3 -0.1 0.2 -0.1
2020
+6.30 +4.93 1.8 0.9 -3.9 2.7 1.3 0.9 1.6 -0.6 -0.1 -0.2 1.4 0.5
2019
+9.49 +7.07 1.6 0.1 1.8 0.1 1.4 1.7 0.6 2.3 -0.6 0.1 -0.3 0.3
2018
+0.10 -1.78 -0.9 -0.8 0.8 -0.8 0.1 0.0 0.4 0.0 -0.1 -0.8 0.4 1.6
2017
+4.16 +2.02 0.0 0.9 0.1 0.8 0.7 -0.3 0.4 1.1 -0.4 0.2 0.0 0.6
2016
+4.27 +2.17 1.1 1.1 1.2 0.3 0.2 2.3 0.8 0.1 0.1 -1.2 -2.4 0.5
2015
+0.85 +0.21 2.1 -0.6 0.4 -0.3 -0.5 -1.3 0.9 -0.5 0.5 0.6 -0.1 -0.4
2014
+6.88 +6.18 1.2 0.9 0.2 0.8 1.3 0.3 0.0 1.2 -0.7 0.9 0.7 0.0
2013
-2.50 -3.96 -0.9 0.6 0.1 1.4 -2.5 -2.2 0.4 -1.0 1.2 1.1 -0.3 -0.4
2012
+7.45 +5.60 1.0 0.4 -0.1 1.2 0.2 0.8 1.8 0.6 0.9 0.1 0.6 -0.2
2011
+8.12 +4.90 0.0 0.3 0.2 1.3 1.1 -0.2 1.8 1.1 -0.2 1.0 -0.4 1.8
2010
+7.71 +6.18 1.3 0.5 0.5 1.1 0.6 1.6 1.2 2.2 0.3 0.5 -1.4 -0.8
2009
+9.48 +6.48 -1.7 -1.4 1.4 1.8 1.3 1.1 2.2 1.7 1.9 0.3 1.0 -0.8
2008
+2.29 +2.31 1.7 0.5 -0.2 -0.3 -0.8 -0.5 0.4 0.7 -3.0 -5.4 3.1 6.5
2007
+6.05 +1.86 -0.3 1.4 0.2 0.5 -0.8 -0.6 0.8 0.9 1.2 1.0 1.2 0.5
2006
+4.63 +2.06 0.1 0.6 -1.0 -0.1 -0.3 0.1 1.5 1.6 0.7 0.7 1.1 -0.4
2005
+4.71 +1.32 0.7 -0.3 -0.4 1.4 1.3 0.8 -0.6 1.3 -0.4 -1.0 0.6 1.2
2004
+6.09 +2.66 0.8 0.8 1.0 -2.7 -0.4 0.6 1.0 2.2 0.4 1.0 0.1 1.2
2003
+8.25 +6.09 0.8 1.8 0.4 1.6 2.1 -0.3 -3.0 0.8 2.5 -0.6 0.5 1.3
2002
+9.30 +6.66 0.9 1.3 -1.0 1.6 0.3 -0.6 -0.4 2.3 0.7 0.8 0.8 2.4
2001
+12.23 +10.46 2.3 0.7 0.9 -0.4 0.8 0.6 2.2 1.7 0.1 2.6 -0.1 0.1
2000
+11.10 +7.41 -0.6 1.9 1.6 -0.5 -0.2 2.2 1.1 1.3 0.6 0.1 1.3 1.9
1999
+3.71 +1.01 0.7 -1.1 1.5 1.8 -2.0 -0.2 -0.3 -0.2 1.5 0.8 0.4 0.8
1998
+8.51 +6.80 0.9 1.0 0.0 1.0 0.0 -0.2 0.3 -2.1 4.2 1.8 0.3 1.1
1997
+5.56 +3.79 -0.9 0.3 -1.4 0.7 2.2 1.5 1.3 -0.4 2.2 -0.4 -0.2 0.7
1996
+8.94 +5.38 0.7 -1.9 -0.1 0.5 0.1 1.2 1.4 0.7 2.0 1.9 2.4 -0.3
1995
+20.40 +17.43 1.3 0.9 -0.2 2.6 4.4 0.4 0.5 1.6 1.4 1.3 2.5 2.2

* Note:
Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
  • EMB - iShares JP Morgan USD Em Mkts Bd: simulated historical serie, up to December 2007
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