Data Source: from September 2005 to September 2021
Last Update: 30 September 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 14.56% standard deviation.
In 2020, the portfolio granted a 1.38% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks ESG Portfolio: Dividend Yield page.
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 | -5.21 | +0.10 | +8.81 | +30.55 | +18.17 | +13.87 | +15.13 |
| Components | |||||||
|
ESGV Vanguard ESG U.S. Stock ETF |
-5.21 | +0.10 | +8.81 | +30.55 | +18.17 | +13.87 | +15.13 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the US Stocks ESG Portfolio: Dividend Yield page.
Historical Returns
US Stocks ESG Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-5.21%
|
-5.21%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
+0.10%
|
-5.21%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+8.81%
|
-5.21%
Sep 2021 - Sep 2021
|
4 - 2 | |
|
YTD
|
+14.60%
|
-5.21%
Sep 2021 - Sep 2021
|
6 - 3 | |
|
1Y
|
+30.55%
|
13.68%
|
-5.21%
Sep 2021 - Sep 2021
|
8 - 4 |
|
3Y
|
+18.17%
annualized
|
19.06%
|
-19.14%
Feb 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+13.87%
annualized
|
15.54%
|
-19.14%
Feb 2020 - Mar 2020
|
39 - 21 |
|
10Y
|
+15.13%
annualized
|
14.56%
|
-19.14%
Feb 2020 - Mar 2020
|
78 - 42 |
|
MAX
01 Sep 2005
|
+9.85%
annualized
|
16.74%
|
-52.70%
Jun 2007 - Feb 2009
|
121 - 72 |
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. | ||
| US Stocks |
+16.88% | -20.84% | 100 | 0 | 0 | Compare | |
| US Stocks Momentum |
+16.42% | -18.89% | 100 | 0 | 0 | Compare | |
| US Stocks ESG |
+13.87% | -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 |
+22.37% | -16.96% | 100 | 0 | 0 | Compare | |
| US Stocks |
+16.60% | -20.84% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+15.20% | -17.49% | 90 | 10 | 0 | Compare | |
| Stocks/Bonds 80/20 |
+13.89% | -16.53% | 80 | 20 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+12.72% | -19.32% | 90 | 10 | 0 | Compare | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
US Stocks ESG Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+11.29% |
+66.18% Mar 2009 - Feb 2010 |
-46.37% Mar 2008 - Feb 2009 |
23.63% |
| 2 Years |
+9.18% |
+45.43% Mar 2009 - Feb 2011 |
-28.38% Mar 2007 - Feb 2009 |
16.47% |
| 3 Years |
+8.36% |
+28.06% Mar 2009 - Feb 2012 |
-15.10% Mar 2006 - Feb 2009 |
17.09% |
| 5 Years |
+9.74% |
+25.37% Mar 2009 - Feb 2014 |
-1.90% Jun 2007 - May 2012 |
2.99% |
| 7 Years |
+10.24% |
+18.10% Mar 2009 - Feb 2016 |
+4.49% Sep 2005 - Aug 2012 |
0.00% |
| 10 Years |
+9.84% |
+15.13% Oct 2011 - Sep 2021 |
+6.19% Jun 2007 - May 2017 |
0.00% |
| 15 Years |
+9.32% |
+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 and Yearly/Monthly Returns
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% |
-0.26 63% |
1.96 81% |
1.22 69% |
| Best Year |
8.7 2019 |
7.0 2015 |
8.3 2009 |
14.6 2009 |
5.9 2020 |
7.0 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 |
-9.1 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of US Stocks ESG Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+14.60% | -0.5 | 2.3 | 3.5 | 5.5 | -0.1 | 3.1 | 2.3 | 3.2 | -5.2 | |||
| 2020 |
+25.67% | 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% | 8.7 | 3.3 | 1.8 | 4.3 | -6.3 | 7.0 | 2.0 | -1.8 | 1.6 | 2.4 | 4.0 | 2.8 |
| 2018 |
-15.69% | 2.6 | -5.9 | -0.2 | 1.1 | -0.2 | -1.2 | 2.5 | 0.9 | -1.2 | -7.5 | 2.1 | -9.1 |
| 2017 |
+13.03% | 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% | -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% | -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% | -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% | 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% | 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% | 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% | -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% | -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% | -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% | 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% | 4.8 | -0.9 | 3.2 | 2.4 | -2.6 | 1.3 | 1.2 | 1.6 | 0.4 | 2.4 | 3.1 | 0.5 |
* 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