Data Source: from September 2005 to December 2021
Last Update: 31 December 2021
The US Stocks ESG Portfolio is exposed for 100% on the Stock Market.
It's a Very High Risk portfolio and it can be replicated with 1 ETF.
In the last 10 years, the portfolio obtained a 15.13% compound annual return, with a 14.19% standard deviation.
Asset Allocation and ETFs
The US Stocks ESG Portfolio has the following asset allocation:
The US Stocks ESG Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 100.00 % | ESGV | Vanguard ESG U.S. Stock ETF | Equity, U.S., Large Cap, Growth |
Portfolio and ETF Returns
The US Stocks ESG Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| US Stocks ESG Portfolio | +3.96 | +10.12 | +10.23 | +26.20 | +28.37 | +15.05 | +15.13 |
| --- Inflation Adjusted return | +3.48 | +7.74 | +6.60 | +17.81 | +23.99 | +11.78 | +12.74 |
| Components | |||||||
|
ESGV Vanguard ESG U.S. Stock ETF |
+3.96 | +10.12 | +10.23 | +26.20 | +28.37 | +15.05 | +15.13 |
- 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%
In 2021, the portfolio granted a 0.85% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks ESG Portfolio: Dividend Yield page.
Historical Returns
Historical returns and stats of US Stocks ESG 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
|
+3.96%
|
+3.48%
|
0.00%
|
1 - 0
|
|
|
3M
|
+10.12%
|
+7.74%
|
-1.08%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
+10.23%
|
+6.60%
|
-5.21%
Sep 2021 - Sep 2021
|
4 - 2
|
|
|
YTD
|
+26.20%
|
+17.81%
|
10.93%
|
-5.21%
Sep 2021 - Sep 2021
|
8 - 4
67% pos
|
|
1Y
|
+26.20%
|
+17.81%
|
10.93%
|
-5.21%
Sep 2021 - Sep 2021
|
8 - 4
67% pos
|
|
3Y
|
+28.37%
annualized
|
+23.99%
annualized
|
17.54%
|
-19.14%
Feb 2020 - Mar 2020
|
26 - 10
72% pos
|
|
5Y
|
+15.05%
annualized
|
+11.78%
annualized
|
15.73%
|
-19.14%
Feb 2020 - Mar 2020
|
39 - 21
65% pos
|
|
10Y
|
+15.13%
annualized
|
+12.74%
annualized
|
14.19%
|
-19.14%
Feb 2020 - Mar 2020
|
79 - 41
66% pos
|
|
MAX
01 Sep 2005
|
+10.34%
annualized
|
+7.96%
annualized
|
16.71%
|
-52.70%
Jun 2007 - Feb 2009
|
123 - 73
63% pos
|
Portfolio efficiency
Is the US Stocks ESG Portfolio actually efficient, compared to other Lazy Portfolios?
Similar portfolios, ordered by 5 Years annualized return.
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.
5 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Cape US Sector Value Robert Shiller |
+18.85% | -21.00% | 100 | 0 | 0 | Compare | |
| US Stocks |
+17.96% | -20.84% | 100 | 0 | 0 | Compare | |
| US Stocks Momentum |
+17.83% | -18.89% | 100 | 0 | 0 | Compare | |
| US Stocks ESG |
+15.05% | -19.14% | 100 | 0 | 0 | ||
Best Classic Portfolios, with Very High Risk, ordered by 10 Years annualized return.
10 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Technology |
+22.88% | -16.96% | 100 | 0 | 0 | Compare | |
| US Stocks |
+16.29% | -20.84% | 100 | 0 | 0 | Compare | |
| Warren Buffett Portfolio Warren Buffett |
+15.11% | -17.49% | 90 | 10 | 0 | Compare | |
| Stocks/Bonds 80/20 |
+13.67% | -16.53% | 80 | 20 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+12.42% | -19.32% | 90 | 10 | 0 | Compare | |
Capital Growth
An investment of 1000$, since January 2012, now would be worth 4091.17$, with a total return of 309.12% (15.13% annualized).
The Inflation Adjusted Capital now would be 3317.76$, with a net total return of 231.78% (12.74% annualized).
Drawdowns
Worst drawdowns since January 2012 - Chart and Data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -19.14% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -17.80% | Feb 2018 | Dec 2018 | 11 | Jul 2019 | 7 | 18 |
| -13.26% | Jul 2015 | Jan 2016 | 7 | Nov 2016 | 10 | 17 |
| -9.30% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 |
| -5.81% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -5.21% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -4.63% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
| -3.54% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
| -3.17% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
| -3.16% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -2.13% | Dec 2014 | Jan 2015 | 2 | Feb 2015 | 1 | 3 |
| -1.76% | Aug 2019 | Aug 2019 | 1 | Oct 2019 | 2 | 3 |
| -1.52% | Mar 2017 | May 2017 | 3 | Jun 2017 | 1 | 4 |
| -1.41% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 |
| -1.22% | Aug 2017 | Aug 2017 | 1 | Sep 2017 | 1 | 2 |
| -1.08% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
| -0.54% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
| -0.12% | Apr 2014 | Apr 2014 | 1 | May 2014 | 1 | 2 |
| -0.08% | May 2021 | May 2021 | 1 | Jun 2021 | 1 | 2 |
| -0.07% | Apr 2013 | Apr 2013 | 1 | May 2013 | 1 | 2 |
Rolling Returns ( more details)
US Stocks ESG Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+11.63% |
+66.18% Mar 2009 - Feb 2010 |
-46.37% Mar 2008 - Feb 2009 |
23.24% |
| 2 Years |
+9.48% |
+45.43% Mar 2009 - Feb 2011 |
-28.39% Mar 2007 - Feb 2009 |
16.18% |
| 3 Years |
+8.67% |
+28.37% Jan 2019 - Dec 2021 |
-15.10% Mar 2006 - Feb 2009 |
16.77% |
| 5 Years |
+9.86% |
+25.38% Mar 2009 - Feb 2014 |
-1.90% Jun 2007 - May 2012 |
2.92% |
| 7 Years |
+10.30% |
+18.10% Mar 2009 - Feb 2016 |
+4.49% Oct 2005 - Sep 2012 |
0.00% |
| 10 Years |
+10.03% |
+15.13% Jan 2012 - Dec 2021 |
+6.19% Jun 2007 - May 2017 |
0.00% |
| 15 Years |
+9.40% |
+9.99% Sep 2006 - Aug 2021 |
+8.48% Oct 2005 - Sep 2020 |
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 US Stocks ESG Portfolio: Rolling Returns page.
Seasonality
US Stocks ESG 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 % |
0.85 56% |
0.68 69% |
1.31 63% |
3.53 75% |
0.21 50% |
-0.23 50% |
1.74 69% |
0.29 56% |
-0.37 53% |
0.17 65% |
1.78 76% |
1.38 71% |
| Best Year |
8.7 2019 |
7.0 2015 |
8.3 2009 |
14.6 2009 |
5.9 2020 |
6.9 2019 |
10.4 2009 |
7.7 2020 |
11.0 2010 |
13.1 2011 |
11.2 2020 |
7.3 2010 |
| Worst Year |
-6.7 2016 |
-9.8 2009 |
-12.5 2020 |
-2.1 2012 |
-7.9 2010 |
-9.1 2008 |
-3.9 2008 |
-7.7 2011 |
-10.6 2011 |
-22.5 2008 |
-7.6 2008 |
-9.0 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
US Stocks 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 |
| 2021 |
+26.20 | +17.81 | -0.5 | 2.3 | 3.5 | 5.5 | -0.1 | 3.1 | 2.3 | 3.2 | -5.2 | 7.1 | -1.1 | 4.0 |
| 2020 |
+25.67 | +24.06 | 0.4 | -7.6 | -12.5 | 13.3 | 5.9 | 3.0 | 6.2 | 7.7 | -3.8 | -2.1 | 11.2 | 4.6 |
| 2019 |
+33.37 | +30.42 | 8.7 | 3.3 | 1.8 | 4.3 | -6.2 | 6.9 | 2.0 | -1.8 | 1.6 | 2.4 | 4.0 | 2.8 |
| 2018 |
-15.69 | -17.28 | 2.6 | -5.9 | -0.2 | 1.1 | -0.2 | -1.2 | 2.5 | 0.9 | -1.2 | -7.5 | 2.1 | -9.0 |
| 2017 |
+13.03 | +10.70 | 2.2 | 1.1 | -0.6 | -0.5 | -0.5 | 1.6 | 1.6 | -1.2 | 3.7 | 1.0 | 3.3 | 0.7 |
| 2016 |
+11.65 | +9.41 | -6.7 | 1.2 | 8.3 | 1.9 | 0.8 | -3.6 | 4.0 | 1.7 | -0.5 | -1.3 | 4.6 | 1.4 |
| 2015 |
+2.12 | +1.47 | -2.0 | 7.0 | 0.0 | 2.1 | 2.7 | 0.1 | -1.9 | -5.3 | -3.9 | 6.8 | 2.3 | -4.7 |
| 2014 |
+9.13 | +8.42 | -3.2 | 5.1 | 0.3 | -0.1 | 2.7 | 3.2 | -3.5 | 4.6 | -4.6 | 2.3 | 2.6 | -0.1 |
| 2013 |
+38.98 | +36.91 | 8.5 | 1.7 | 4.0 | -0.1 | 3.4 | -1.4 | 6.1 | -3.2 | 4.0 | 4.3 | 1.5 | 5.0 |
| 2012 |
+17.37 | +15.34 | 6.7 | 5.5 | 0.9 | -2.1 | -7.4 | 4.1 | 0.3 | 3.8 | 2.3 | 0.1 | 0.9 | 1.9 |
| 2011 |
-5.78 | -8.58 | 2.4 | 4.3 | 0.3 | 4.5 | -2.3 | -2.9 | -2.5 | -7.7 | -10.6 | 13.1 | -1.3 | -1.3 |
| 2010 |
+19.88 | +18.18 | -3.4 | 4.2 | 5.7 | 2.7 | -7.9 | -5.4 | 6.1 | -3.8 | 11.0 | 3.0 | 0.7 | 7.3 |
| 2009 |
+39.10 | +35.29 | -6.6 | -9.8 | 8.3 | 14.6 | 5.9 | -2.6 | 10.4 | 3.8 | 6.9 | -3.7 | 5.2 | 4.0 |
| 2008 |
-39.83 | -39.81 | -3.4 | -2.1 | -2.0 | 3.0 | 4.7 | -9.1 | -3.9 | 1.4 | -10.5 | -22.5 | -7.6 | 6.1 |
| 2007 |
+5.81 | +1.63 | 3.1 | 1.5 | -0.2 | 4.0 | 4.5 | -0.8 | -2.9 | -1.0 | 2.0 | 1.0 | -3.6 | -1.4 |
| 2006 |
+18.46 | +15.54 | 4.8 | -0.9 | 3.2 | 2.4 | -2.6 | 1.3 | 1.2 | 1.6 | 0.4 | 2.4 | 3.1 | 0.5 |
| 2005 |
- | - | 2.3 | -3.4 | 2.2 | 1.9 | ||||||||
* Note: 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