All Country World Bonds Portfolio: ETF allocation and returns

Data Source: from January 1996 to September 2021

Last Update: 30 September 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 3.66% compound annual return, with a 3.52% standard deviation.

In the last 25 years, a 5.81% compound annual return, with a 4.10% 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 September 2021

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**	*20Y^()**	*25Y^()**
All Country World Bonds Portfolio	-1.28	-0.22	+1.43	-0.45	+4.91	+2.88	+3.66	+5.15	+5.81
*Components*
BND Vanguard Total Bond Market	-1.01	-0.05	+1.88	-1.04	+5.36	+2.88	+2.88	+4.09	+4.86
BNDX Vanguard Total International Bond	-1.08	-0.03	+0.15	-1.08	+3.98	+2.63	+4.08	+5.06	+5.33
EMB iShares JP Morgan USD Em Mkts Bd	-2.64	-1.22	+3.01	+3.20	+5.43	+3.36	+5.14	+8.56	+9.45

(*) 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

EASY WAYS TO BEAT THE MARKET WITH ETFs: This book will show you how to minimize ...

Principles for Dealing with the Changing World Order: Why Nations Succeed or ...

The Richest Man in Babylon

Historical Returns

All Country World Bonds Portfolio - Historical returns and stats.

ALL COUNTRY WORLD BONDS PORTFOLIO

Last Update: 30 September 2021

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Period	Returns Sep 2021	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-1.28%		-1.28% Sep 2021 - Sep 2021	0 - 1
3M	-0.22%		-1.39% Aug 2021 - Sep 2021	1 - 2
6M	+1.43%		-1.39% Aug 2021 - Sep 2021	4 - 2
YTD	-2.06%		-3.44% Jan 2021 - Mar 2021	4 - 5
1Y	-0.45%	3.31%	-3.44% Jan 2021 - Mar 2021	6 - 6
3Y	+4.91% annualized	4.40%	-3.92% Mar 2020 - Mar 2020	24 - 12
5Y	+2.88% annualized	3.86%	-3.92% Mar 2020 - Mar 2020	38 - 22
10Y	+3.66% annualized	3.52%	-5.14% May 2013 - Aug 2013	80 - 40
20Y	+5.15% annualized	4.11%	-8.82% Mar 2008 - Oct 2008	166 - 74
25Y	+5.81% annualized	4.10%	-8.82% Mar 2008 - Oct 2008	208 - 92
MAX 01 Jan 1996	+5.82% annualized	4.09%	-8.82% Mar 2008 - Oct 2008	215 - 94

* Annualized St.Dev. of monthly returns

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	+7.14%	-23.98%	0	100	0	Compare
All Country World 20/80	+6.24%	-14.04%	20	80	0	Compare
Stocks/Bonds 20/80	+6.14%	-8.42%	20	80	0	Compare
All Country World Bonds	+5.81%	-8.82%	0	100	0
Dimensional Retirement Income Fund DFA	+5.77%	-12.91%	20.4	79.6	0	Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since October 1996 - Chart and Data

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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	6	9
-3.21%	Jun 2003	Jul 2003	2	Sep 2003	2	4
-3.02%	Apr 2004	May 2004	2	Aug 2004	3	5
-3.01%	Jan 2009	Feb 2009	2	Apr 2009	2	4
-2.68%	May 1999	Aug 1999	4	Nov 1999	3	7
-2.41%	Dec 1996	Mar 1997	4	May 1997	2	6
-2.22%	Feb 2015	Jun 2015	5	Feb 2016	8	13
-2.16%	Nov 2010	Dec 2010	2	May 2011	5	7
-2.13%	Aug 1998	Aug 1998	1	Sep 1998	1	2
-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
-1.11%	Dec 2012	Jan 2013	2	Apr 2013	3	5
-1.07%	Jun 2002	Jul 2002	2	Aug 2002	1	3

Worst drawdowns since January 1996 - Chart and Data

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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	6	9
-3.21%	Jun 2003	Jul 2003	2	Sep 2003	2	4
-3.02%	Apr 2004	May 2004	2	Aug 2004	3	5
-3.01%	Jan 2009	Feb 2009	2	Apr 2009	2	4
-2.68%	May 1999	Aug 1999	4	Nov 1999	3	7
-2.41%	Dec 1996	Mar 1997	4	May 1997	2	6
-2.22%	Feb 2015	Jun 2015	5	Feb 2016	8	13
-2.16%	Nov 2010	Dec 2010	2	May 2011	5	7
-2.13%	Aug 1998	Aug 1998	1	Sep 1998	1	2
-2.00%	Feb 1996	Mar 1996	2	Jul 1996	4	6
-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
-1.11%	Dec 2012	Jan 2013	2	Apr 2013	3	5

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	+6.06%	+19.90% Nov 2008 - Oct 2009	-5.26% Nov 2007 - Oct 2008	7.38%
2 Years	+6.04%	+15.03% Nov 2008 - Oct 2010	-0.24% Nov 2006 - Oct 2008	0.70%
3 Years	+6.00%	+12.57% Jun 2000 - May 2003	+1.67% Jan 2013 - Dec 2015	0.00%
5 Years	+6.01%	+9.77% Jun 1998 - May 2003	+2.10% May 2013 - Apr 2018	0.00%
7 Years	+5.99%	+9.59% Jun 1996 - May 2003	+2.87% Nov 2011 - Oct 2018	0.00%
10 Years	+5.97%	+8.01% Mar 1996 - Feb 2006	+3.66% Oct 2011 - Sep 2021	0.00%
15 Years	+5.98%	+7.46% Jun 1996 - May 2011	+4.60% Oct 2006 - Sep 2021	0.00%
20 Years	+5.99%	+6.71% Jul 1996 - Jun 2016	+5.15% Oct 2001 - Sep 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: 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.

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	Monthly Average Return (%) and Gain Frequency
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average Win %	0.51 73%	0.32 73%	0.13 62%	0.63 73%	0.31 69%	0.39 58%	0.74 85%	0.73 73%	0.56 65%	0.24 72%	0.43 64%	0.79 68%
Best Year	2.3 2001	1.9 2000	1.8 2019	2.7 2020	2.2 1997	2.3 2016	2.2 2009	2.4 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 1996 - Sep 2021

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

Monthly Returns of All Country World Bonds Portfolio

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2021	-2.06%	-0.9	-1.8	-0.8	0.7	0.2	0.7	1.2	-0.1	-1.3
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
2007	+6.05%	-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%	0.1	0.6	-1.0	-0.2	-0.3	0.1	1.5	1.6	0.7	0.7	1.1	-0.4
2005	+4.71%	0.7	-0.3	-0.4	1.4	1.3	0.8	-0.6	1.4	-0.4	-1.0	0.6	1.2
2004	+6.09%	0.8	0.9	1.0	-2.7	-0.4	0.6	1.0	2.2	0.4	1.0	0.1	1.2
2003	+8.25%	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%	0.9	1.3	-1.1	1.6	0.3	-0.6	-0.4	2.4	0.7	0.8	0.8	2.4
2001	+12.23%	2.3	0.7	1.0	-0.4	0.9	0.6	2.2	1.7	0.1	2.6	-0.1	0.1
2000	+11.10%	-0.6	1.9	1.6	-0.5	-0.3	2.2	1.1	1.3	0.6	0.1	1.3	1.9
1999	+3.71%	0.7	-1.1	1.5	1.9	-2.0	-0.2	-0.3	-0.2	1.5	0.8	0.4	0.8
1998	+8.51%	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%	-0.9	0.3	-1.5	0.7	2.2	1.5	1.3	-0.4	2.2	-0.4	-0.2	0.7
1996	+8.94%	0.7	-1.9	-0.1	0.5	0.2	1.3	1.4	0.7	2.0	1.9	2.4	-0.3

* 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