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:
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 |
Portfolio and ETF Returns
The Total Bond Developed World ex-US Portfolio guaranteed the following returns.
| 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 |
- 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.
| 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
|
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 | |
Our overall ratings, assigned to the Total Bond Developed World ex-US Portfolio. The 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) |
+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
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
Worst drawdowns since January 1997 - Chart and 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
| 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.
| 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 |
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?
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