Data Source: from January 1993 to December 2021

Last Update: 31 December 2021

The Developed World ex-US 20/80 Portfolio is exposed for 20% on the Stock Market.

It's a Low Risk portfolio and it can be replicated with 2 ETFs.

In the last 10 years, the portfolio obtained a 4.87% compound annual return, with a 3.85% standard deviation.

In the last 25 years, a 5.61% compound annual return, with a 4.85% standard deviation.

Asset Allocation and ETFs

The Developed World ex-US 20/80 Portfolio has the following asset allocation:

20% Stocks
80% Fixed Income
0% Commodities

The Developed World ex-US 20/80 Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
20.00 % VEA Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
80.00 % BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Developed World ex-US 20/80 Portfolio guaranteed the following returns.

DEVELOPED WORLD EX-US 20/80 PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Developed World ex-US 20/80 Portfolio +0.34 +0.48 +0.10 +0.51 +5.58 +4.61 +4.87 +5.59 +5.61
--- Inflation Adjusted return -0.13 -1.69 -3.19 -6.17 +1.98 +1.64 +2.70 +3.20 +3.24
Components
VEA
Vanguard FTSE Developed Markets 		+4.34 +2.70 +1.04 +11.67 +14.54 +10.12 +8.44 +6.66 +5.54
BNDX
Vanguard Total International Bond 		-0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80 +4.96 +5.22
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • 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 3.53% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 20/80 Portfolio: Dividend Yield page.

Readings that may interest you
How to Make Money in Stocks: A Winning System in Good Times and Bad, Fourth ...
Extreme Ownership: How U.S. Navy SEALs Lead and Win
Richest Man in Babylon - Original Edition

Historical Returns

Historical returns and stats of Developed World ex-US 20/80 Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

DEVELOPED WORLD EX-US 20/80 PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update		 Return
Inflation
Adjusted		 Standard
Deviation(*)		 Max
Drawdown		 Months
Pos - Neg
1M
Dec 2021
+0.34%
-0.13%
0.00%
1 - 0
3M
+0.48%
-1.69%
-0.22%
Nov 2021 - Nov 2021
2 - 1
6M
+0.10%
-3.19%
-1.64%
Aug 2021 - Sep 2021
3 - 3
YTD
+0.51%
-6.17%
2.59%
-1.64%
Aug 2021 - Sep 2021
7 - 5
58% pos
1Y
+0.51%
-6.17%
2.59%
-1.64%
Aug 2021 - Sep 2021
7 - 5
58% pos
3Y
+5.58%
annualized
+1.98%
annualized
4.69%
-5.99%
Feb 2020 - Mar 2020
26 - 10
72% pos
5Y
+4.61%
annualized
+1.64%
annualized
3.91%
-5.99%
Feb 2020 - Mar 2020
42 - 18
70% pos
10Y
+4.87%
annualized
+2.70%
annualized
3.85%
-5.99%
Feb 2020 - Mar 2020
86 - 34
72% pos
20Y
+5.59%
annualized
+3.20%
annualized
4.54%
-15.55%
Mar 2008 - Nov 2008
175 - 65
73% pos
25Y
+5.61%
annualized
+3.24%
annualized
4.85%
-15.55%
Mar 2008 - Nov 2008
209 - 91
70% pos
MAX
01 Jan 1993
+6.07%
annualized
+3.62%
annualized
4.87%
-15.55%
Mar 2008 - Nov 2008
240 - 108
69% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Developed World ex-US 20/80 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

See all portfolios

Our overall ratings, assigned to the Developed World ex-US 20/80 Portfolio. The portfolio is classified as Low Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Low Risk
Portfolios		 All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)		 +5.61%
(+3.24%)
Excellent : 4.1 / 5
Average : 2 / 5
Standard Deviation
over 25 Years		 4.85%
Bad : 1.3 / 5
Excellent : 4.6 / 5
Maximum Drawdown
over 25 Years		 -15.55%
Poor : 1 / 5
Excellent : 4.2 / 5
Easy to manage 2 ETFs
Excellent : 4.5 / 5
Excellent : 4.5 / 5
Rating assigned considering all the Low Risk Portfolios Rating assigned considering all the Portfolios in the database

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 3910.71$, with a total return of 291.07% (5.61% annualized).

The Inflation Adjusted Capital now would be 2220.60$, with a net total return of 122.06% (3.24% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-15.55% Mar 2008 Nov 2008 9 Aug 2009 9 18
-6.74% Jan 1997 Apr 1997 4 Apr 1998 12 16
-5.99% Feb 2020 Mar 2020 2 Jul 2020 4 6
-4.48% May 2013 Jun 2013 2 Dec 2013 6 8
-3.06% Apr 2015 Sep 2015 6 Mar 2016 6 12
-2.76% Oct 2016 Nov 2016 2 Apr 2017 5 7
-2.68% Aug 2011 Sep 2011 2 Dec 2011 3 5
-2.07% May 1999 May 1999 1 Oct 1999 5 6
-1.97% Aug 2018 Oct 2018 3 Jan 2019 3 6
-1.93% May 2012 May 2012 1 Jul 2012 2 3
-1.80% Nov 2010 Nov 2010 1 Feb 2011 3 4
-1.64% Jan 2000 Jan 2000 1 Mar 2000 2 3
-1.64% Feb 1999 Feb 1999 1 Apr 1999 2 3
-1.64% Aug 2021 Sep 2021 2 in progress 3 5
-1.49% Jan 2021 Feb 2021 2 May 2021 3 5
-1.48% May 2010 May 2010 1 Jul 2010 2 3
-1.41% May 2001 Jun 2001 2 Jul 2001 1 3
-1.24% Jun 2002 Jul 2002 2 Nov 2002 4 6
-1.18% Apr 2004 Apr 2004 1 Aug 2004 4 5
-1.16% Oct 2005 Oct 2005 1 Dec 2005 2 3

Rolling Returns ( more details)

Developed World ex-US 20/80 Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
 +6.06% +24.13%
Mar 2009 - Feb 2010 		-15.14%
Mar 2008 - Feb 2009 		8.61%
2 Years
 +5.97% +16.55%
Mar 2009 - Feb 2011 		-4.81%
Mar 2007 - Feb 2009 		2.77%
3 Years
 +6.00% +12.87%
Mar 2009 - Feb 2012 		-0.87%
Mar 2006 - Feb 2009 		1.28%
5 Years
 +5.99% +10.31%
Mar 2009 - Feb 2014 		+2.34%
Mar 2004 - Feb 2009 		0.00%
7 Years
 +6.05% +8.20%
Sep 1998 - Aug 2005 		+3.47%
Apr 2013 - Mar 2020 		0.00%
10 Years
 +6.13% +7.76%
Jan 1998 - Dec 2007 		+4.49%
Mar 1999 - Feb 2009 		0.00%
15 Years
 +6.07% +7.25%
Feb 1993 - Jan 2008 		+4.89%
Dec 2006 - Nov 2021 		0.00%
20 Years
 +6.10% +6.93%
Jan 1993 - Dec 2012 		+5.36%
Apr 2000 - Mar 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 Developed World ex-US 20/80 Portfolio: Rolling Returns page.

Seasonality

Developed World ex-US 20/80 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.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %		 0.31
69% 		0.32
69% 		0.31
76% 		0.92
83% 		0.30
52% 		0.20
59% 		0.88
76% 		0.46
69% 		0.43
66% 		0.57
79% 		0.32
55% 		1.00
76%
Best
Year		 2.3
2019 		2.6
1998 		2.3
1993 		3.2
2009 		4.1
1997 		2.4
2019 		4.6
2009 		3.0
1993 		4.7
1998 		5.1
1998 		3.7
1995 		4.9
2008
Worst
Year		 -4.2
1997 		-2.4
2009 		-5.1
2020 		-1.5
1997 		-2.4
2013 		-2.3
2008 		-1.8
1997 		-2.1
2015 		-5.8
2008 		-5.9
2008 		-2.4
1997 		-0.9
1997
Statistics calculated for the period Jan 1993 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

Developed World ex-US 20/80 Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
240 Positive Months (69%) - 108 Negative Months (31%)
Jan 1993 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
 +0.51 -6.17 -0.6 -0.8 0.6 0.5 0.8 0.1 1.3 0.0 -1.6 0.4 -0.2 0.3
2020
 +5.67 +4.31 0.9 -0.9 -5.1 2.7 1.3 1.1 1.2 0.3 0.4 -0.4 2.9 1.4
2019
 +10.82 +8.37 2.3 0.7 1.5 0.7 -0.1 2.4 0.6 1.3 0.3 0.3 -0.1 0.5
2018
 -0.71 -2.58 0.5 -0.9 0.8 0.1 -0.5 0.2 0.6 -0.3 -0.1 -1.6 0.5 -0.1
2017
 +7.20 +4.99 0.0 0.9 0.6 0.9 1.3 -0.3 0.8 0.7 0.3 0.9 0.4 0.6
2016
 +4.23 +2.13 -0.1 0.4 1.9 0.2 0.5 1.2 1.4 0.1 0.3 -1.5 -1.3 0.8
2015
 +0.88 +0.24 1.6 1.1 0.1 0.0 -0.4 -1.7 1.3 -2.1 -0.2 1.8 0.0 -0.5
2014
 +5.80 +5.11 0.1 1.5 0.2 0.8 0.9 0.7 -0.1 1.2 -0.9 0.4 0.7 0.1
2013
 +3.72 +2.17 0.5 0.4 0.7 1.9 -2.4 -2.1 1.5 -0.8 2.1 1.3 0.4 0.3
2012
 +11.34 +9.42 2.2 1.1 0.4 0.4 -1.9 1.6 1.5 1.3 1.7 0.3 1.2 1.1
2011
 +4.42 +1.31 0.7 1.2 -0.5 2.0 0.1 -0.5 1.2 -1.2 -1.5 2.0 -0.8 1.8
2010
 +8.49 +6.95 0.5 0.5 1.7 0.6 -1.5 0.9 2.3 1.7 1.7 0.8 -1.8 0.8
2009
 +17.74 +14.51 -1.8 -2.4 1.8 3.2 3.8 1.0 4.6 2.9 2.2 0.0 1.5 -0.1
2008
 -10.01 -9.99 0.7 0.9 -0.8 0.2 -0.5 -2.3 0.1 -0.2 -5.8 -5.9 -1.2 4.9
2007
 +6.22 +2.03 0.1 1.0 0.5 0.8 -0.4 -0.4 0.7 0.1 1.9 1.7 0.0 0.1
2006
 +7.61 +4.96 1.1 0.0 0.3 0.9 -0.5 -0.1 1.0 1.5 0.5 1.2 1.4 0.0
2005
 +6.71 +3.26 0.2 0.6 0.1 0.6 0.5 0.9 0.3 1.4 0.6 -1.2 0.7 1.9
2004
 +8.93 +5.41 0.6 1.4 0.6 -1.2 0.1 0.6 -0.4 1.2 0.8 1.3 2.1 1.5
2003
 +10.88 +8.67 0.0 0.7 -0.7 2.2 2.5 0.2 -1.0 0.4 1.9 0.7 0.7 2.7
2002
 +4.31 +1.78 -0.7 0.5 0.3 1.2 0.6 -0.1 -1.2 0.8 -0.6 0.9 1.2 1.2
2001
 +4.28 +2.63 1.7 -0.7 0.1 0.8 -0.4 -1.0 2.1 0.4 -1.1 2.8 -0.2 -0.2
2000
 +4.50 +1.03 -1.6 1.5 1.9 -0.9 -0.1 1.6 -0.1 0.4 0.1 -0.2 0.4 1.6
1999
 +7.82 +5.01 2.0 -1.6 1.4 1.9 -2.1 0.1 0.7 0.0 0.8 1.1 1.1 2.3
1998
 +16.99 +15.14 1.3 2.6 -0.8 1.8 0.1 -0.2 -0.1 -0.5 4.7 5.1 -0.9 2.8
1997
 -4.15 -5.75 -4.2 -0.4 -0.8 -1.5 4.1 2.1 -1.8 -1.4 3.0 0.2 -2.4 -0.9
1996
 +4.66 +1.24 -1.4 0.1 0.5 0.9 -0.3 0.4 1.4 0.5 0.4 1.1 1.7 -0.8
1995
 +17.78 +14.87 -0.2 -0.5 1.2 2.7 2.8 -0.8 2.6 0.9 1.5 0.9 3.7 1.9
1994
 -3.88 -6.32 2.1 -2.0 -2.0 0.0 -1.2 -1.0 0.6 -0.3 -0.6 0.9 -0.2 -0.3
1993
 +19.11 +15.86 0.7 2.5 2.3 2.2 1.5 1.1 2.2 3.0 -0.4 1.5 -1.9 3.2

* 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:

  • VEA - Vanguard FTSE Developed Markets: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
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