Data Source: from January 1993 to December 2021

Last Update: 31 December 2021

The Total Bond Developed World ex-US Portfolio is exposed for 0% on the Stock Market.

It's a Low Risk portfolio and it can be replicated with 1 ETF.

In the last 10 years, the portfolio obtained a 3.80% compound annual return, with a 3.05% standard deviation.

In the last 25 years, a 5.22% compound annual return, with a 4.18% standard deviation.

Asset Allocation and ETFs

The Total Bond Developed World ex-US Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The Total Bond Developed World ex-US Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 % BNDX Vanguard Total International Bond Bond, Developed 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 Total Bond Developed World ex-US Portfolio guaranteed the following returns.

TOTAL BOND DEVELOPED WORLD EX-US PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Total Bond Developed World ex-US Portfolio -0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80 +4.96 +5.22
--- Inflation Adjusted return -1.21 -2.29 -3.45 -8.78 -0.20 +0.11 +1.65 +2.59 +2.86
Components
BNDX
Vanguard Total International Bond
-0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80 +4.96 +5.22
(*) annualized
Portfolio returns are calculated assuming:
  • 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 3.55% dividend yield. If you are interested in getting periodic income, please refer to the Total Bond Developed World ex-US Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of Total Bond Developed World ex-US Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

TOTAL BOND DEVELOPED WORLD EX-US 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
-0.74%
-1.21%
-0.74%
Dec 2021 - Dec 2021
0 - 1
3M
-0.14%
-2.29%
-0.74%
Dec 2021 - Dec 2021
1 - 2
6M
-0.17%
-3.45%
-1.94%
Aug 2021 - Oct 2021
2 - 4
YTD
-2.28%
-8.78%
2.89%
-2.58%
Jan 2021 - Oct 2021
3 - 9
25% pos
1Y
-2.28%
-8.78%
2.89%
-2.58%
Jan 2021 - Oct 2021
3 - 9
25% pos
3Y
+3.32%
annualized
-0.20%
annualized
3.66%
-2.91%
Mar 2020 - Mar 2020
21 - 15
58% pos
5Y
+3.03%
annualized
+0.11%
annualized
3.08%
-2.91%
Mar 2020 - Mar 2020
37 - 23
62% pos
10Y
+3.80%
annualized
+1.65%
annualized
3.05%
-4.24%
May 2013 - Aug 2013
82 - 38
68% pos
20Y
+4.96%
annualized
+2.59%
annualized
3.54%
-10.03%
Mar 2008 - Nov 2008
167 - 73
70% pos
25Y
+5.22%
annualized
+2.86%
annualized
4.18%
-10.03%
Mar 2008 - Nov 2008
205 - 95
68% pos
MAX
01 Jan 1993
+5.62%
annualized
+3.18%
annualized
4.30%
-10.03%
Mar 2008 - Nov 2008
242 - 106
70% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Total Bond Developed World ex-US 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 Total Bond Developed World ex-US 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)
+5.22%
(+2.86%)
Good : 3.3 / 5
Bad : 1.8 / 5
Standard Deviation
over 25 Years
4.18%
Average : 2.6 / 5
Excellent : 4.7 / 5
Maximum Drawdown
over 25 Years
-10.03%
Average : 3 / 5
Excellent : 4.6 / 5
Easy to manage 1 ETF
Excellent : 5 / 5
Excellent : 5 / 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$, since January 1997, now would be worth 3564.74$, with a total return of 256.47% (5.22% annualized).

The Inflation Adjusted Capital now would be 2024.15$, with a net total return of 102.41% (2.86% 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
-10.03% Mar 2008 Nov 2008 9 Jul 2009 8 17
-7.85% Jan 1997 Apr 1997 4 Aug 1998 16 20
-4.24% May 2013 Aug 2013 4 May 2014 9 13
-3.17% May 1999 Aug 1999 4 Mar 2000 7 11
-3.03% Oct 2016 Jan 2017 4 Nov 2017 10 14
-2.91% Mar 2020 Mar 2020 1 Jul 2020 4 5
-2.88% Apr 2015 Jun 2015 3 Jan 2016 7 10
-2.58% Jan 2021 Oct 2021 10 in progress 2 12
-2.34% Jun 2003 Aug 2003 3 Jan 2004 5 8
-2.26% Nov 1998 Nov 1998 1 Dec 1998 1 2
-1.97% Nov 2010 Dec 2010 2 May 2011 5 7
-1.68% Sep 2019 Dec 2019 4 Jan 2020 1 5
-1.62% Mar 2007 Jun 2007 4 Aug 2007 2 6
-1.51% Feb 1999 Feb 1999 1 Apr 1999 2 3
-1.11% Nov 2001 Mar 2002 5 Apr 2002 1 6
-1.06% Dec 2006 Jan 2007 2 Feb 2007 1 3
-1.02% Sep 2005 Oct 2005 2 Dec 2005 2 4
-0.89% Apr 2004 May 2004 2 Aug 2004 3 5
-0.76% Aug 2020 Aug 2020 1 Sep 2020 1 2
-0.72% Mar 2006 Apr 2006 2 Jul 2006 3 5

Rolling Returns ( more details)

Total Bond Developed World ex-US Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+5.72% +21.23%
Jan 1995 - Dec 1995
-7.29%
Jan 1994 - Dec 1994
11.87%
2 Years
+5.77% +15.19%
Nov 2008 - Oct 2010
-1.25%
Dec 2006 - Nov 2008
0.92%
3 Years
+5.83% +11.43%
Nov 2008 - Oct 2011
+0.77%
Dec 2005 - Nov 2008
0.00%
5 Years
+5.81% +9.58%
Apr 1998 - Mar 2003
+2.63%
Oct 2016 - Sep 2021
0.00%
7 Years
+5.91% +8.32%
Nov 1994 - Oct 2001
+2.99%
Jan 2015 - Dec 2021
0.00%
10 Years
+5.99% +7.54%
Feb 1995 - Jan 2005
+3.80%
Jan 2012 - Dec 2021
0.00%
15 Years
+5.90% +7.22%
Apr 1998 - Mar 2013
+4.79%
Nov 2006 - Oct 2021
0.00%
20 Years
+5.97% +6.79%
Feb 1995 - Jan 2015
+4.89%
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 Total Bond Developed World ex-US Portfolio: Rolling Returns page.

Seasonality

Total Bond Developed World ex-US 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 %
0.52
69%
0.35
76%
0.06
62%
0.38
66%
0.40
69%
0.22
55%
0.86
83%
0.76
76%
0.60
72%
0.50
76%
0.28
69%
0.64
62%
Best
Year
2.7
2008
2.2
1993
1.8
2019
2.5
1995
3.9
1995
2.4
1993
3.1
2009
2.9
1998
6.4
1998
4.1
1998
3.9
1995
4.3
2008
Worst
Year
-4.3
1997
-2.7
1994
-2.9
2020
-2.1
1997
-2.3
2013
-2.0
2013
-2.5
1997
-1.0
1994
-4.6
2008
-3.1
2008
-2.5
1997
-1.1
1997
Statistics calculated for the period Jan 1993 - Dec 2021

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

Monthly/Yearly Returns

Total Bond Developed World ex-US Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
242 Positive Months (70%) - 106 Negative Months (30%)
Jan 1993 - 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
-2.28 -8.78 -0.6 -1.7 0.0 -0.2 0.0 0.4 1.5 -0.4 -1.1 -0.4 1.1 -0.7
2020
+4.65 +3.31 1.9 0.7 -2.9 1.9 0.4 0.5 0.9 -0.8 0.9 0.3 0.4 0.4
2019
+7.87 +5.48 1.0 0.2 1.8 0.2 1.3 1.6 1.2 2.1 -0.4 -0.5 -0.5 -0.3
2018
+2.81 +0.87 -0.6 0.3 1.2 -0.1 -0.2 0.6 0.1 0.1 -0.2 0.1 0.5 1.2
2017
+2.40 +0.29 -1.0 0.9 0.0 0.5 0.7 -0.5 0.2 0.9 -0.4 0.6 0.2 0.3
2016
+4.61 +2.51 1.3 1.3 0.7 -0.3 0.7 1.9 0.8 0.1 0.0 -1.3 -1.2 0.4
2015
+1.19 +0.55 1.8 -0.2 0.5 -1.0 -0.5 -1.4 1.3 -0.7 0.8 0.6 0.2 -0.1
2014
+8.74 +8.03 1.4 0.5 0.3 0.6 0.7 0.6 0.5 1.4 -0.1 0.6 0.9 1.0
2013
-0.81 -2.29 -0.3 0.8 0.6 1.0 -2.3 -2.0 0.5 -0.6 0.6 0.8 0.3 -0.2
2012
+9.54 +7.64 1.3 0.1 0.4 1.2 0.5 0.3 1.8 0.8 1.5 0.2 0.8 0.3
2011
+8.60 +5.37 0.3 0.5 0.0 1.0 0.9 -0.4 2.1 0.7 0.7 0.4 -0.6 2.6
2010
+8.53 +6.99 2.0 0.4 0.6 1.5 0.9 1.5 0.4 2.9 0.1 0.0 -1.1 -0.9
2009
+15.30 +12.14 1.2 -0.8 0.5 1.5 1.6 1.7 3.1 2.4 1.8 0.8 0.8 -0.3
2008
-2.35 -2.33 2.7 1.4 -1.1 -1.0 -0.9 -0.8 0.9 0.6 -4.6 -3.1 -0.3 4.3
2007
+4.99 +0.85 -0.3 1.2 -0.1 0.0 -1.2 -0.4 1.6 0.2 1.0 0.9 1.0 0.9
2006
+2.94 +0.41 -0.2 0.2 -0.5 -0.2 0.3 0.0 1.0 1.2 0.6 0.4 0.9 -0.8
2005
+4.98 +1.59 0.7 -0.3 0.7 1.2 0.7 0.8 -0.3 0.9 -0.3 -0.7 0.4 1.1
2004
+6.11 +2.67 0.5 1.1 0.6 -0.8 -0.1 0.1 0.4 1.3 0.3 0.8 0.9 0.8
2003
+3.93 +1.86 1.1 1.5 -0.4 0.5 1.6 -0.4 -2.0 0.0 1.7 -1.0 0.2 1.1
2002
+9.29 +6.64 0.5 0.5 -1.0 1.5 0.3 0.9 0.9 1.1 1.6 0.0 0.5 2.1
2001
+10.83 +9.08 2.1 0.9 1.6 -0.6 0.4 -0.3 2.9 1.0 0.7 2.8 -0.7 -0.4
2000
+9.20 +5.57 -0.4 1.2 1.4 0.2 0.4 1.1 0.8 0.3 1.2 0.3 1.2 1.2
1999
+0.29 -2.33 2.2 -1.5 0.7 1.0 -1.5 -1.2 -0.1 -0.4 0.5 0.3 -0.1 0.5
1998
+17.11 +15.26 0.6 1.7 -1.8 2.1 0.1 -0.2 -0.1 2.9 6.4 4.1 -2.3 2.8
1997
-4.84 -6.43 -4.3 -0.9 -0.9 -2.1 3.2 1.3 -2.5 0.1 2.7 2.1 -2.5 -1.1
1996
+4.66 +1.24 -1.8 0.0 0.1 0.1 0.0 0.4 2.6 0.7 -0.1 1.8 1.3 -0.5
1995
+21.23 +18.24 0.7 0.7 0.1 2.5 3.9 -0.6 1.9 1.9 1.4 1.7 3.9 1.5
1994
-7.29 -9.64 0.1 -2.7 -1.7 -0.9 -1.5 -1.8 0.6 -1.0 0.2 0.4 1.5 -0.7
1993
+16.41 +13.23 0.8 2.2 0.4 0.0 0.9 2.4 1.6 2.4 0.4 1.5 0.3 2.5

* 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
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