The US Stocks ESG Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.
It's exposed for 100% on the Stock Market.
In the last 15 Years, the US Stocks ESG Portfolio obtained a 7.01% compound annual return, with a 17.77% standard deviation.
Asset Allocation and ETFs
The US Stocks ESG Portfolio has the following asset allocation:
The US Stocks ESG Portfolio can be implemented 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.
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(*) | |
US Stocks ESG Portfolio | -0.35 | 0.61 | -7.83 | -24.04 | -16.27 | 8.16 | 11.23 | |
US Inflation Adjusted return | -7.83 | -27.00 | -22.16 | 4.39 | 8.56 | |||
Components | ||||||||
ESGV Vanguard ESG U.S. Stock ETF |
-0.35 |
01:58PM Jul 05 2022 |
0.61 | -7.83 | -24.04 | -16.27 | 8.16 | 11.23 |
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 US Stocks ESG 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 as of Jun 30, 2022
Historical returns and stats of US Stocks 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
|
-7.83
|
-7.83
|
-7.83
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-17.84
|
-18.90
|
-17.84
Apr 2022 - Jun 2022
|
0 - 3
|
|
6M
|
-24.04
|
-27.00
|
-24.04
Jan 2022 - Jun 2022
|
1 - 5
|
|
YTD
|
-24.04
|
-27.00
|
-24.04
Jan 2022 - Jun 2022
|
1 - 5
|
|
1Y
|
-16.27
|
-22.16
|
17.96
|
-24.04
Jan 2022 - Jun 2022
|
5 - 7
42% pos
|
3Y(*)
|
10.32
|
5.56
|
19.19
|
-24.04
Jan 2022 - Jun 2022
|
22 - 14
61% pos
|
5Y(*)
|
8.16
|
4.39
|
17.45
|
-24.04
Jan 2022 - Jun 2022
|
37 - 23
62% pos
|
10Y(*)
|
11.23
|
8.56
|
14.74
|
-24.04
Jan 2022 - Jun 2022
|
76 - 44
63% pos
|
15Y(*)
|
7.01
|
4.61
|
17.77
|
-52.31
Jul 2007 - Feb 2009
|
107 - 73
59% pos
|
MAX(*)
01 Sep 2005
|
8.24
|
5.72
|
16.96
|
-52.70
Jun 2007 - Feb 2009
|
124 - 78
61% pos
|
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 1965.32$, with a net total return of 96.53% (4.61% annualized).
The Inflation Adjusted Capital now would be 2549.99$, with a net total return of 155.00% (5.72% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-52.31% | Jul 2007 | Feb 2009 | 20 | Feb 2011 | 24 | 44 |
-24.04% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-23.59% | May 2011 | Sep 2011 | 5 | Jan 2013 | 16 | 21 |
-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 |
-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 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-52.70% | Jun 2007 | Feb 2009 | 21 | Feb 2011 | 24 | 45 |
-24.04% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-23.59% | May 2011 | Sep 2011 | 5 | Jan 2013 | 16 | 21 |
-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 |
-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 |
-3.43% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
-3.17% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
-3.16% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-2.59% | May 2006 | May 2006 | 1 | Aug 2006 | 3 | 4 |
-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 |
Rolling Returns ( more details)
US Stocks ESG Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
11.33 |
66.18 Mar 2009 - Feb 2010 |
-46.37 Mar 2008 - Feb 2009 |
24.08% |
2 Years |
9.86 |
45.43 Mar 2009 - Feb 2011 |
-28.39 Mar 2007 - Feb 2009 |
15.64% |
3 Years |
8.96 |
28.37 Jan 2019 - Dec 2021 |
-15.10 Mar 2006 - Feb 2009 |
16.17% |
5 Years |
9.91 |
25.38 Mar 2009 - Feb 2014 |
-1.90 Jun 2007 - May 2012 |
2.80% |
7 Years |
10.25 |
18.10 Mar 2009 - Feb 2016 |
4.49 Oct 2005 - Sep 2012 |
0.00% |
10 Years |
10.20 |
15.13 Jan 2012 - Dec 2021 |
6.19 Jun 2007 - May 2017 |
0.00% |
15 Years |
9.09 |
9.99 Sep 2006 - Aug 2021 |
7.01 Jul 2007 - Jun 2022 |
0.00% |
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: 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 % |
0.38 53% |
0.44 65% |
1.42 65% |
2.74 71% |
0.14 47% |
-0.68 47% |
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 |
-7.2 2022 |
-9.8 2009 |
-12.5 2020 |
-10.0 2022 |
-7.9 2010 |
-9.1 2008 |
-3.9 2008 |
-7.7 2011 |
-10.6 2011 |
-22.5 2008 |
-7.6 2008 |
-9.0 2018 |
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 |
2022 |
-24.04 | -27.00 | -7.2 | -3.4 | 3.1 | -10.0 | -1.0 | -7.8 | ||||||
2021 |
+26.20 | +17.84 | -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 | +24.08 | 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 | +10.67 | 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 |
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
Portfolio efficiency
Is the US Stocks 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 | ||
Cape US Sector Value Robert Shiller |
+1.50 | +11.73 | -21.00 | 100 | 0 | 0 | ||
US Stocks |
+0.21 | +10.53 | -21.32 | 100 | 0 | 0 | ||
Equal Weight US Portfolio |
-0.21 | +9.68 | -26.65 | 100 | 0 | 0 | ||
US Stocks ESG |
+0.61 | +8.16 | -24.04 | 100 | 0 | 0 | ||
US Stocks Momentum |
-1.44 | +7.95 | -30.28 | 100 | 0 | 0 |
Last update: Jul 05 2022, 02:00PM Eastern Time.
Best Classic Portfolios, with Very High Risk
15 Years Stats (%) |
% Allocation |
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Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Technology |
+1.22 | +13.52 | -49.74 | 100 | 0 | 0 | ||
US Stocks |
+0.21 | +8.42 | -50.84 | 100 | 0 | 0 | ||
Warren Buffett Portfolio Warren Buffett |
+0.23 | +8.07 | -45.52 | 90 | 10 | 0 | ||
Stocks/Bonds 80/20 |
+0.38 | +7.70 | -41.09 | 80 | 20 | 0 | ||
Gold |
-2.33 | +6.63 | -42.91 | 0 | 0 | 100 |
Last update: Jul 05 2022, 02:00PM Eastern Time.