The Stocks/Bonds 60/40 ESG Portfolio is a High Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 60% on the Stock Market.
In the last 15 Years, the Stocks/Bonds 60/40 ESG Portfolio obtained a 6.24% compound annual return, with a 11.02% standard deviation.
Asset Allocation and ETFs
The Stocks/Bonds 60/40 ESG Portfolio has the following asset allocation:
The Stocks/Bonds 60/40 ESG Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
60.00 % | ESGV | Vanguard ESG U.S. Stock ETF | Equity, U.S., Large Cap, Growth | |
40.00 % | NUBD | Nuveen ESG U.S. Aggregate Bond ETF | Bond, U.S., All-Term |
Portfolio and ETF Returns
The Stocks/Bonds 60/40 ESG Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
||||||
---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | |
Stocks/Bonds 60/40 ESG Portfolio | 0.38 | 1.26 | -5.16 | -18.48 | -13.27 | 5.61 | 7.66 | |
US Inflation Adjusted return | -5.16 | -21.65 | -19.38 | 1.94 | 5.07 | |||
Components | ||||||||
ESGV Vanguard ESG U.S. Stock ETF |
0.39 |
02:57PM Jul 05 2022 |
1.36 | -7.83 | -24.04 | -16.27 | 8.16 | 11.23 |
NUBD Nuveen ESG U.S. Aggregate Bond ETF |
0.37 |
02:58PM Jul 05 2022 |
1.11 | -1.54 | -10.14 | -10.45 | 0.70 | 1.49 |
US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46%
Portfolio Dividends
In 2021, the Stocks/Bonds 60/40 ESG Portfolio granted a 1.30% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 60/40 ESG Portfolio: Dividend Yield page.
Historical Returns as of Jun 30, 2022
Historical returns and stats of Stocks/Bonds 60/40 ESG Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-5.16
|
-5.16
|
-5.16
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-12.50
|
-13.63
|
-12.50
Apr 2022 - Jun 2022
|
0 - 3
|
|
6M
|
-18.48
|
-21.65
|
-18.48
Jan 2022 - Jun 2022
|
1 - 5
|
|
YTD
|
-18.48
|
-21.65
|
-18.48
Jan 2022 - Jun 2022
|
1 - 5
|
|
1Y
|
-13.27
|
-19.38
|
12.18
|
-18.48
Jan 2022 - Jun 2022
|
5 - 7
42% pos
|
3Y(*)
|
6.15
|
1.57
|
12.02
|
-18.48
Jan 2022 - Jun 2022
|
23 - 13
64% pos
|
5Y(*)
|
5.61
|
1.94
|
10.82
|
-18.48
Jan 2022 - Jun 2022
|
40 - 20
67% pos
|
10Y(*)
|
7.66
|
5.07
|
9.11
|
-18.48
Jan 2022 - Jun 2022
|
81 - 39
68% pos
|
15Y(*)
|
6.24
|
3.85
|
11.02
|
-32.78
Nov 2007 - Feb 2009
|
111 - 69
62% pos
|
MAX(*)
01 Sep 2005
|
6.84
|
4.36
|
10.52
|
-32.78
Nov 2007 - Feb 2009
|
127 - 75
63% pos
|
Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 1762.99$, with a net total return of 76.30% (3.85% annualized).
The Inflation Adjusted Capital now would be 2049.63$, with a net total return of 104.96% (4.36% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-32.78% | Nov 2007 | Feb 2009 | 16 | Mar 2010 | 13 | 29 |
-18.48% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-14.77% | May 2011 | Sep 2011 | 5 | Sep 2012 | 12 | 17 |
-10.57% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-10.20% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
-8.11% | Jun 2015 | Jan 2016 | 8 | Jul 2016 | 6 | 14 |
-7.23% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
-3.85% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-3.74% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.32% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-3.12% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
-2.38% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-2.36% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
-1.69% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 |
-1.51% | Jul 2007 | Aug 2007 | 2 | Sep 2007 | 1 | 3 |
-1.48% | Sep 2016 | Oct 2016 | 2 | Nov 2016 | 1 | 3 |
-1.33% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-0.58% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
-0.50% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
-0.42% | Mar 2017 | Mar 2017 | 1 | Jun 2017 | 3 | 4 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-32.78% | Nov 2007 | Feb 2009 | 16 | Mar 2010 | 13 | 29 |
-18.48% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-14.77% | May 2011 | Sep 2011 | 5 | Sep 2012 | 12 | 17 |
-10.57% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-10.20% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
-8.11% | Jun 2015 | Jan 2016 | 8 | Jul 2016 | 6 | 14 |
-7.23% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
-3.85% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-3.74% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.32% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-3.12% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
-2.44% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
-2.38% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-2.36% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
-2.09% | Jun 2007 | Aug 2007 | 3 | Oct 2007 | 2 | 5 |
-1.73% | May 2006 | May 2006 | 1 | Jul 2006 | 2 | 3 |
-1.69% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 |
-1.48% | Sep 2016 | Oct 2016 | 2 | Nov 2016 | 1 | 3 |
-1.33% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-0.58% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
Rolling Returns ( more details)
Stocks/Bonds 60/40 ESG Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
8.59 |
46.47 Mar 2009 - Feb 2010 |
-30.16 Mar 2008 - Feb 2009 |
17.28% |
2 Years |
8.03 |
31.85 Mar 2009 - Feb 2011 |
-15.77 Mar 2007 - Feb 2009 |
10.06% |
3 Years |
7.63 |
21.14 Mar 2009 - Feb 2012 |
-6.98 Mar 2006 - Feb 2009 |
6.59% |
5 Years |
8.11 |
18.46 Mar 2009 - Feb 2014 |
2.82 Jun 2007 - May 2012 |
0.00% |
7 Years |
8.24 |
13.49 Mar 2009 - Feb 2016 |
4.92 Jul 2015 - Jun 2022 |
0.00% |
10 Years |
8.22 |
11.13 Mar 2009 - Feb 2019 |
6.39 Jun 2007 - May 2017 |
0.00% |
15 Years |
7.77 |
8.37 Sep 2006 - Aug 2021 |
6.24 Jul 2007 - Jun 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Stocks/Bonds 60/40 ESG Portfolio: Rolling Returns page.
Seasonality
Stocks/Bonds 60/40 ESG Portfolio: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.53 53% |
0.31 65% |
0.87 65% |
1.80 88% |
0.19 65% |
-0.37 41% |
1.38 69% |
0.39 56% |
-0.28 53% |
0.24 65% |
1.19 71% |
0.98 65% |
Best Year |
5.6 2019 |
3.7 2015 |
5.7 2009 |
9.8 2009 |
5.1 2009 |
4.7 2019 |
7.2 2009 |
4.1 2020 |
6.5 2010 |
7.8 2011 |
7.2 2020 |
4.8 2008 |
Worst Year |
-5.1 2022 |
-6.6 2009 |
-7.0 2020 |
-7.5 2022 |
-4.9 2010 |
-5.9 2008 |
-2.4 2014 |
-4.7 2011 |
-7.8 2008 |
-12.7 2008 |
-3.9 2008 |
-4.4 2018 |
Monthly/Yearly Returns
Stocks/Bonds 60/40 ESG Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-18.48 | -21.65 | -5.1 | -2.4 | 0.6 | -7.5 | -0.3 | -5.2 | ||||||
2021 |
+14.84 | +7.23 | -0.5 | 0.7 | 1.7 | 3.7 | 0.0 | 2.2 | 1.8 | 2.0 | -3.7 | 4.5 | -0.6 | 2.5 |
2020 |
+18.27 | +16.78 | 1.0 | -3.9 | -7.0 | 7.9 | 3.5 | 2.1 | 4.2 | 4.1 | -2.4 | -1.5 | 7.2 | 2.8 |
2019 |
+23.31 | +20.58 | 5.6 | 2.1 | 1.9 | 2.7 | -3.3 | 4.7 | 1.3 | -0.2 | 0.7 | 1.6 | 2.5 | 1.7 |
2018 |
-9.29 | -10.99 | 1.0 | -4.0 | 0.0 | 0.6 | 0.2 | -0.7 | 1.4 | 0.9 | -0.9 | -4.8 | 1.4 | -4.4 |
2017 |
+9.32 | +7.04 | 1.4 | 1.0 | -0.4 | 0.0 | 0.1 | 0.9 | 1.2 | -0.4 | 2.0 | 0.7 | 2.0 | 0.5 |
2016 |
+8.09 | +5.92 | -3.5 | 1.1 | 5.3 | 1.3 | 0.5 | -1.5 | 2.7 | 1.0 | -0.3 | -1.2 | 1.6 | 1.0 |
2015 |
+1.04 | +0.40 | -0.2 | 3.7 | -0.1 | 1.1 | 1.4 | -0.4 | -1.0 | -3.5 | -2.1 | 4.1 | 1.3 | -3.0 |
2014 |
+7.55 | +6.85 | -1.3 | 3.4 | -0.1 | 0.2 | 2.2 | 2.0 | -2.4 | 3.2 | -3.1 | 1.8 | 2.0 | -0.2 |
2013 |
+22.59 | +20.76 | 4.9 | 1.3 | 2.6 | 0.3 | 1.3 | -1.7 | 4.1 | -2.4 | 3.2 | 3.1 | 1.1 | 3.0 |
2012 |
+13.87 | +11.90 | 4.8 | 3.5 | 0.5 | -0.8 | -4.3 | 2.6 | 0.9 | 2.4 | 1.7 | 0.2 | 0.7 | 1.2 |
2011 |
-1.55 | -4.47 | 1.6 | 2.8 | 0.4 | 3.3 | -1.1 | -1.9 | -1.2 | -4.7 | -6.7 | 7.8 | -0.9 | -0.2 |
2010 |
+15.13 | +13.50 | -1.3 | 2.7 | 3.6 | 2.1 | -4.9 | -2.5 | 4.0 | -1.6 | 6.5 | 2.1 | -0.1 | 4.1 |
2009 |
+30.34 | +26.77 | -3.5 | -6.6 | 5.7 | 9.8 | 5.1 | -1.3 | 7.2 | 3.0 | 4.9 | -2.0 | 3.5 | 2.3 |
2008 |
-23.95 | -23.94 | -0.7 | -1.1 | -1.4 | 1.8 | 2.4 | -5.9 | -2.2 | 1.1 | -7.8 | -12.7 | -3.9 | 4.8 |
2007 |
+7.02 | +2.80 | 1.7 | 1.7 | 0.0 | 2.5 | 2.2 | -0.6 | -1.3 | -0.2 | 1.9 | 1.0 | -1.3 | -0.7 |
2006 |
+12.43 | +9.66 | 3.0 | -0.5 | 1.6 | 1.5 | -1.7 | 0.7 | 1.3 | 1.6 | 0.5 | 1.7 | 2.3 | -0.1 |
2005 |
- | - | 1.0 | -2.4 | 1.5 | 1.5 |
Portofolio Returns, up to September 2018, 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:
- ESGV - Vanguard ESG U.S. Stock ETF: simulated historical serie, up to September 2018
- NUBD - Nuveen ESG U.S. Aggregate Bond ETF: simulated historical serie, up to October 2017
Portfolio efficiency
Is the Stocks/Bonds 60/40 ESG Portfolio actually efficient, compared to other Lazy Portfolios?
Similar portfolios
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns (click on ), you can get an idea of the risk you are facing implementing one of them.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 60/40 with Bitcoin |
+0.98 | +11.60 | -17.79 | 59 | 39 | 2 | ||
Stocks/Bonds 60/40 2x Leveraged |
+2.13 | +10.31 | -31.35 | 60 | 40 | 0 | ||
Stocks/Bonds 60/40 |
+0.92 | +6.92 | -16.93 | 60 | 40 | 0 | ||
Stocks/Bonds 60/40 ESG |
+1.26 | +5.61 | -18.48 | 60 | 40 | 0 | ||
Stocks/Bonds 60/40 Momentum |
-0.06 | +5.50 | -22.55 | 60 | 40 | 0 |
Last update: Jul 05 2022, 03:00PM Eastern Time.
Best Classic Portfolios, with High Risk
15 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Simple Path to Wealth JL Collins |
+0.90 | +7.49 | -38.53 | 75 | 25 | 0 | ||
Stocks/Bonds 60/40 |
+0.92 | +6.79 | -30.55 | 60 | 40 | 0 | ||
Golden Butterfly |
+0.21 | +6.69 | -14.81 | 40 | 40 | 20 | ||
Talmud Portfolio Roger Gibson |
+0.94 | +6.43 | -40.11 | 66.7 | 33.3 | 0 | ||
Yale Endowment David Swensen |
+0.54 | +6.30 | -39.48 | 70 | 30 | 0 |
Last update: Jul 05 2022, 03:00PM Eastern Time.