The Total Bond Developed World ex-US Portfolio is a Low Risk portfolio and can be implemented with 1 ETF.
It's exposed for 0% on the Stock Market.
In the last 30 Years, the Total Bond Developed World ex-US Portfolio obtained a 5.36% compound annual return, with a 4.47% standard deviation.
Asset Allocation and ETFs
The Total Bond Developed World ex-US Portfolio has the following asset allocation:
The Total Bond Developed World ex-US Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
100.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
Portfolio and ETF Returns
The Total Bond Developed World ex-US Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
|||||||
---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | |
Total Bond Developed World ex-US Portfolio | -0.10 | 0.54 | -1.72 | -9.84 | -10.00 | 0.81 | 2.34 | 5.36 | |
US Inflation Adjusted return | -1.72 | -13.35 | -16.33 | -2.70 | -0.12 | 2.82 | |||
Components | |||||||||
BNDX Vanguard Total International Bond |
-0.10 |
01:59PM Jul 05 2022 |
0.54 | -1.72 | -9.84 | -10.00 | 0.81 | 2.34 | 5.36 |
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% , 30Y: 2.47%
Portfolio Dividends
In 2021, the Total Bond Developed World ex-US 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 as of Jun 30, 2022
Historical returns and stats of Total Bond Developed World ex-US 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
|
-1.72
|
-1.72
|
-1.72
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-5.31
|
-6.53
|
-5.31
Apr 2022 - Jun 2022
|
0 - 3
|
|
6M
|
-9.84
|
-13.35
|
-9.84
Jan 2022 - Jun 2022
|
0 - 6
|
|
YTD
|
-9.84
|
-13.35
|
-9.84
Jan 2022 - Jun 2022
|
0 - 6
|
|
1Y
|
-10.00
|
-16.33
|
4.16
|
-11.32
Aug 2021 - Jun 2022
|
2 - 10
17% pos
|
3Y(*)
|
-2.14
|
-6.36
|
4.26
|
-11.90
Jan 2021 - Jun 2022
|
15 - 21
42% pos
|
5Y(*)
|
0.81
|
-2.70
|
3.71
|
-11.90
Jan 2021 - Jun 2022
|
34 - 26
57% pos
|
10Y(*)
|
2.34
|
-0.12
|
3.42
|
-11.90
Jan 2021 - Jun 2022
|
76 - 44
63% pos
|
15Y(*)
|
4.14
|
1.80
|
3.99
|
-11.90
Jan 2021 - Jun 2022
|
123 - 57
68% pos
|
20Y(*)
|
4.28
|
1.79
|
3.72
|
-11.90
Jan 2021 - Jun 2022
|
162 - 78
68% pos
|
25Y(*)
|
4.93
|
2.45
|
4.13
|
-11.90
Jan 2021 - Jun 2022
|
203 - 97
68% pos
|
30Y(*)
|
5.36
|
2.82
|
4.47
|
-11.90
Jan 2021 - Jun 2022
|
247 - 113
69% pos
|
MAX(*)
01 Jan 1985
|
6.77
|
3.91
|
4.98
|
-11.90
Jan 2021 - Jun 2022
|
311 - 139
69% pos
|
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 2302.73$, with a net total return of 130.27% (2.82% annualized).
The Inflation Adjusted Capital now would be 4218.43$, with a net total return of 321.84% (3.91% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-11.90% | Jan 2021 | Jun 2022 | 18 | in progress | 18 | |
-10.03% | Mar 2008 | Nov 2008 | 9 | Jul 2009 | 8 | 17 |
-8.68% | Feb 1994 | Aug 1994 | 7 | Jul 1995 | 11 | 18 |
-8.31% | Dec 1996 | Apr 1997 | 5 | Sep 1998 | 17 | 22 |
-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 |
-2.34% | 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 |
-1.82% | Jan 1996 | Jan 1996 | 1 | Jul 1996 | 6 | 7 |
-1.68% | Sep 2019 | Dec 2019 | 4 | Jan 2020 | 1 | 5 |
-1.62% | Oct 1992 | Oct 1992 | 1 | Dec 1992 | 2 | 3 |
-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 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-11.90% | Jan 2021 | Jun 2022 | 18 | in progress | 18 | |
-10.03% | Mar 2008 | Nov 2008 | 9 | Jul 2009 | 8 | 17 |
-8.68% | Feb 1994 | Aug 1994 | 7 | Jul 1995 | 11 | 18 |
-8.31% | Dec 1996 | Apr 1997 | 5 | Sep 1998 | 17 | 22 |
-4.82% | Apr 1987 | Sep 1987 | 6 | Dec 1987 | 3 | 9 |
-4.24% | May 2013 | Aug 2013 | 4 | May 2014 | 9 | 13 |
-3.70% | Feb 1985 | Feb 1985 | 1 | Apr 1985 | 2 | 3 |
-3.57% | Dec 1989 | Apr 1990 | 5 | Jun 1990 | 2 | 7 |
-3.35% | May 1986 | May 1986 | 1 | Jul 1986 | 2 | 3 |
-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 |
-2.76% | Aug 1990 | Aug 1990 | 1 | Nov 1990 | 3 | 4 |
-2.34% | Jun 2003 | Aug 2003 | 3 | Jan 2004 | 5 | 8 |
-2.26% | Nov 1998 | Nov 1998 | 1 | Dec 1998 | 1 | 2 |
-2.20% | Jan 1992 | Jan 1992 | 1 | May 1992 | 4 | 5 |
-2.18% | Aug 1989 | Sep 1989 | 2 | Nov 1989 | 2 | 4 |
-1.97% | Nov 2010 | Dec 2010 | 2 | May 2011 | 5 | 7 |
-1.82% | Jan 1996 | Jan 1996 | 1 | Jul 1996 | 6 | 7 |
Rolling Returns ( more details)
Total Bond Developed World ex-US Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
7.13 |
31.75 Mar 1985 - Feb 1986 |
-10.00 Jul 2021 - Jun 2022 |
10.48% |
2 Years |
6.94 |
22.63 Mar 1985 - Feb 1987 |
-5.14 Jul 2020 - Jun 2022 |
2.11% |
3 Years |
6.92 |
17.37 Oct 1990 - Sep 1993 |
-2.14 Jul 2019 - Jun 2022 |
0.72% |
5 Years |
6.88 |
13.50 Jan 1989 - Dec 1993 |
0.81 Jul 2017 - Jun 2022 |
0.00% |
7 Years |
6.90 |
13.10 Jan 1985 - Dec 1991 |
1.60 Jul 2015 - Jun 2022 |
0.00% |
10 Years |
6.82 |
11.30 Mar 1985 - Feb 1995 |
2.34 Jul 2012 - Jun 2022 |
0.00% |
15 Years |
6.71 |
9.89 Mar 1985 - Feb 2000 |
4.14 Jul 2007 - Jun 2022 |
0.00% |
20 Years |
6.70 |
9.35 Mar 1985 - Feb 2005 |
4.28 Jul 2002 - Jun 2022 |
0.00% |
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: 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 % |
0.54 68% |
0.37 71% |
0.20 63% |
0.20 63% |
0.52 66% |
0.48 61% |
0.89 78% |
0.75 73% |
0.55 70% |
0.72 78% |
0.42 70% |
1.09 68% |
Best Year |
3.4 1988 |
4.6 1986 |
3.7 1985 |
2.5 1995 |
4.6 1985 |
2.7 1989 |
3.1 2009 |
3.8 1985 |
6.4 1998 |
4.1 1998 |
3.9 1995 |
5.3 1992 |
Worst Year |
-4.3 1997 |
-3.7 1985 |
-2.9 2020 |
-3.1 1987 |
-3.4 1986 |
-2.0 2013 |
-2.5 1997 |
-2.8 1990 |
-4.6 2008 |
-3.1 2008 |
-2.5 1997 |
-1.1 1997 |
Monthly/Yearly Returns
Total Bond Developed World ex-US 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 |
-9.84 | -13.35 | -1.4 | -1.3 | -2.2 | -3.0 | -0.7 | -1.7 | ||||||
2021 |
-2.28 | -8.76 | -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 | +3.33 | 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 | +0.26 | -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 |
1992 |
+11.90 | +8.67 | -2.2 | 0.8 | -0.7 | 0.3 | 2.6 | 2.0 | 2.7 | 0.6 | 0.9 | -1.6 | 0.9 | 5.3 |
1991 |
+21.42 | +17.90 | 1.3 | 1.6 | 1.0 | 1.6 | 0.5 | -0.4 | 1.7 | 3.0 | 2.9 | 0.9 | 0.6 | 5.2 |
1990 |
+7.20 | +0.89 | -2.0 | -0.2 | 0.4 | -1.6 | 3.5 | 2.1 | 1.3 | -2.8 | 0.1 | 1.5 | 3.1 | 1.9 |
1989 |
+11.10 | +6.18 | 1.2 | -0.1 | 0.6 | 1.5 | 1.9 | 2.7 | 2.0 | -1.9 | -0.3 | 2.2 | 1.0 | -0.2 |
1988 |
+8.79 | +4.19 | 3.4 | 1.2 | -0.6 | -0.3 | -0.3 | 1.8 | -0.2 | 0.4 | 1.7 | 1.4 | -0.4 | 0.3 |
1987 |
+3.47 | -0.82 | 1.9 | 0.8 | 0.3 | -3.1 | -0.5 | 1.3 | 0.0 | -0.5 | -2.1 | 3.6 | 0.6 | 1.3 |
1986 |
+16.37 | +15.00 | 0.1 | 4.6 | 3.2 | 0.6 | -3.4 | 2.7 | 1.5 | 3.1 | -1.7 | 1.8 | -1.1 | 4.1 |
1985 |
+24.95 | +20.39 | 3.1 | -3.7 | 3.7 | 0.5 | 4.6 | 1.6 | -0.7 | 3.8 | 1.1 | 2.3 | 2.6 | 4.0 |
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
Portfolio efficiency
Is the Total Bond Developed World ex-US Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The Total Bond Developed World ex-US Portfolio is classified as Low Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
Low Risk Portfolios |
All Portfolios |
||
---|---|---|---|
25 Years Ann. Return (Inflation Adjusted) |
+4.93%
(+2.45%) |
Average : 2.5 / 5
|
Bad : 1.5 / 5
|
Standard Deviation over 25 Years |
4.13% |
Average : 2.7 / 5
|
Excellent : 4.7 / 5
|
Maximum Drawdown over 25 Years |
-11.90% |
Average : 2.2 / 5
|
Excellent : 4.5 / 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 |
Best Classic Portfolios, with Low Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
High Yield Bonds Income |
+0.69 | +6.91 | -23.97 | 0 | 100 | 0 | ||
All Country World 20/80 |
+0.43 | +6.10 | -14.04 | 20 | 80 | 0 | ||
Stocks/Bonds 20/80 |
+0.89 | +5.93 | -12.54 | 20 | 80 | 0 | ||
US Inflation Protection |
+1.49 | +5.80 | -11.79 | 0 | 100 | 0 | ||
Dimensional Retirement Income Fund DFA |
+0.89 | +5.79 | -12.91 | 20.4 | 79.6 | 0 |
Last update: Jul 05 2022, 02:00PM Eastern Time.