All Country World Bonds Portfolio: ETF allocation and returns

Last Update: 30 June 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 3.97% compound annual return, with a 3.52% standard deviation.

In 2020, the portfolio granted a 2.27% dividend yield. If you are interested in getting periodic income, please refer to the All Country World Bonds Portfolio: Dividend Yield page.

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: 30 June 2021

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
All Country World Bonds Portfolio	+0.71	+1.65	-1.84	+0.67	+5.10	+3.14	+3.97
*Components*
BND - Vanguard Total Bond Market	+0.90	+1.93	-1.78	-0.59	+5.41	+2.98	+3.29
BNDX - Vanguard Total International Bond	+0.37	+0.18	-2.12	-0.01	+3.98	+2.82	+4.43
EMB - iShares JP Morgan USD Em Mkts Bd	+0.86	+4.28	-1.42	+7.01	+6.64	+4.25	+5.01

(*) 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

If you are interested in getting periodic income, please refer to the All Country World Bonds Portfolio: Dividend Yield page.

Readings that may interest you

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Historical Returns

All Country World Bonds Portfolio - Historical returns and stats.

ALL COUNTRY WORLD BONDS PORTFOLIO

Last Update: 30 June 2021

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Period	Returns Jun 2021	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+0.71%		0.00%	1 - 0
3M	+1.65%		0.00%	3 - 0
6M	-1.84%		-3.44% Jan 2021 - Mar 2021	3 - 3
YTD	-1.84%		-3.44% Jan 2021 - Mar 2021	3 - 3
1Y	+0.67%	3.30%	-3.44% Jan 2021 - Mar 2021	6 - 6
3Y	+5.10% annualized	4.27%	-3.92% Mar 2020 - Mar 2020	25 - 11
5Y	+3.14% annualized	3.79%	-3.92% Mar 2020 - Mar 2020	40 - 20
10Y	+3.97% annualized	3.52%	-5.14% May 2013 - Aug 2013	81 - 39
MAX 01 Jan 2008	+4.57% annualized	4.33%	-8.82% Mar 2008 - Oct 2008	111 - 51

* Annualized St.Dev. of monthly returns

Best Low Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	Stocks	Bonds
High Yield Bonds Income	+5.79%	0	100	Compare
Stocks/Bonds 20/80	+5.67%	20	80	Compare
All Country World 20/80	+5.33%	20	80	Compare
Developed World ex-US 20/80	+5.00%	20	80	Compare
Edge Select Conservative Merrill Lynch	+4.73%	21	79	Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since June 2011.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-5.14%	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	3	6
-2.22%	Feb 2015	Jun 2015	5	Feb 2016	8	13
-1.92%	Jan 2018	Oct 2018	10	Dec 2018	2	12
-1.11%	Dec 2012	Jan 2013	2	Apr 2013	3	5
-0.93%	Aug 2020	Oct 2020	3	Nov 2020	1	4
-0.86%	Sep 2019	Nov 2019	3	Jan 2020	2	5
-0.66%	Sep 2014	Sep 2014	1	Oct 2014	1	2
-0.42%	Nov 2011	Nov 2011	1	Dec 2011	1	2
-0.40%	Sep 2017	Sep 2017	1	Dec 2017	3	4
-0.17%	Sep 2011	Sep 2011	1	Oct 2011	1	2
-0.13%	Mar 2012	Mar 2012	1	Apr 2012	1	2
-0.04%	Dec 2014	Dec 2014	1	Jan 2015	1	2

Worst drawdowns since December 2007.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-8.82%	Mar 2008	Oct 2008	8	Dec 2008	2	10
-5.14%	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	3	6
-3.01%	Jan 2009	Feb 2009	2	Apr 2009	2	4
-2.22%	Feb 2015	Jun 2015	5	Feb 2016	8	13
-2.16%	Nov 2010	Dec 2010	2	May 2011	5	7
-1.92%	Jan 2018	Oct 2018	10	Dec 2018	2	12
-1.11%	Dec 2012	Jan 2013	2	Apr 2013	3	5
-0.93%	Aug 2020	Oct 2020	3	Nov 2020	1	4
-0.86%	Sep 2019	Nov 2019	3	Jan 2020	2	5
-0.76%	Dec 2009	Dec 2009	1	Jan 2010	1	2
-0.66%	Sep 2014	Sep 2014	1	Oct 2014	1	2
-0.42%	Nov 2011	Nov 2011	1	Dec 2011	1	2
-0.40%	Sep 2017	Sep 2017	1	Dec 2017	3	4
-0.22%	Jun 2011	Jun 2011	1	Jul 2011	1	2
-0.17%	Sep 2011	Sep 2011	1	Oct 2011	1	2
-0.13%	Mar 2012	Mar 2012	1	Apr 2012	1	2
-0.04%	Dec 2014	Dec 2014	1	Jan 2015	1	2

Rolling Returns ( more details)

All Country World Bonds Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+5.03%	+19.90% Nov 2008 - Oct 2009	-2.90% Mar 2008 - Feb 2009	12.58%
2 Years	+5.00%	+15.03% Nov 2008 - Oct 2010	-0.08% Oct 2016 - Sep 2018	0.72%
3 Years	+4.67%	+11.35% Nov 2008 - Oct 2011	+1.67% Jan 2013 - Dec 2015	0.00%
5 Years	+4.35%	+8.11% Nov 2008 - Oct 2013	+2.10% May 2013 - Apr 2018	0.00%
7 Years	+4.30%	+6.83% Nov 2008 - Oct 2015	+2.87% Nov 2011 - Oct 2018	0.00%
10 Years	+4.54%	+5.35% Nov 2008 - Oct 2018	+3.87% Jun 2011 - May 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 and Yearly/Monthly Returns

All Country World Bonds Portfolio Seasonality

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	Months
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average	0.5	0.1	0.1	0.8	0.3	0.3	1.0	0.7	0.0	-0.2	0.2	0.7
Best	2.1 2015	1.1 2016	1.8 2019	2.7 2020	1.4 2019	2.3 2016	2.2 2009	2.4 2019	1.9 2009	1.1 2013	3.1 2008	6.5 2008
Worst	-1.7 2009	-1.8 2021	-3.9 2020	-0.8 2018	-2.5 2013	-2.2 2013	0.0 2014	-1.0 2013	-3.0 2008	-5.4 2008	-2.4 2016	-0.8 2010
Gain Frequency	71	71	71	79	79	57	100	77	46	69	46	54

Detail of Monthly Returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2021	-1.84%	-0.9	-1.8	-0.8	0.7	0.2	0.7
2020	+6.30%	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%	1.6	0.1	1.8	0.1	1.4	1.7	0.6	2.4	-0.6	0.1	-0.3	0.3
2018	+0.10%	-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%	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%	1.1	1.1	1.2	0.4	0.2	2.3	0.8	0.1	0.1	-1.2	-2.4	0.5
2015	+0.85%	2.1	-0.6	0.5	-0.3	-0.5	-1.3	0.9	-0.5	0.5	0.6	-0.1	-0.4
2014	+6.88%	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%	-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%	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%	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%	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%	-1.7	-1.4	1.4	1.9	1.4	1.1	2.2	1.8	1.9	0.3	1.0	-0.8
2008	+2.29%	1.7	0.5	-0.2	-0.3	-0.8	-0.6	0.4	0.7	-3.0	-5.4	3.1	6.5

* 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:

BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013