The Developed World ex-US 20/80 Portfolio is a Low Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 20% on the Stock Market.
In the last 30 Years, the Developed World ex-US 20/80 Portfolio obtained a 5.65% compound annual return, with a 5.04% standard deviation.
Asset Allocation and ETFs
The Developed World ex-US 20/80 Portfolio has the following asset allocation:
The Developed World ex-US 20/80 Portfolio can be implemented 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 |
Portfolio and ETF Returns
The Developed World ex-US 20/80 Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
|||||||
---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | |
Developed World ex-US 20/80 Portfolio | -0.62 | -0.07 | -3.18 | -11.66 | -11.57 | 1.37 | 3.20 | 5.65 | |
US Inflation Adjusted return | -3.18 | -15.10 | -17.80 | -2.16 | 0.72 | 3.10 | |||
Components | |||||||||
VEA Vanguard FTSE Developed Markets |
-2.57 |
03:00PM Jul 05 2022 |
-2.35 | -9.19 | -18.92 | -18.07 | 2.71 | 5.87 | 5.27 |
BNDX Vanguard Total International Bond |
-0.13 |
02:59PM Jul 05 2022 |
0.50 | -1.72 | -9.84 | -10.00 | 0.81 | 2.34 | 5.36 |
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% , 30Y: 2.47%
Portfolio Dividends
In 2021, the Developed World ex-US 20/80 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.
Historical Returns as of Jun 30, 2022
Historical returns and stats of Developed World ex-US 20/80 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
|
-3.18
|
-3.18
|
-3.18
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-7.03
|
-8.23
|
-7.03
Apr 2022 - Jun 2022
|
0 - 3
|
|
6M
|
-11.66
|
-15.10
|
-11.66
Jan 2022 - Jun 2022
|
0 - 6
|
|
YTD
|
-11.66
|
-15.10
|
-11.66
Jan 2022 - Jun 2022
|
0 - 6
|
|
1Y
|
-11.57
|
-17.80
|
5.01
|
-12.69
Aug 2021 - Jun 2022
|
3 - 9
25% pos
|
3Y(*)
|
-1.17
|
-5.44
|
5.54
|
-12.69
Aug 2021 - Jun 2022
|
21 - 15
58% pos
|
5Y(*)
|
1.37
|
-2.16
|
4.76
|
-12.69
Aug 2021 - Jun 2022
|
38 - 22
63% pos
|
10Y(*)
|
3.20
|
0.72
|
4.23
|
-12.69
Aug 2021 - Jun 2022
|
81 - 39
68% pos
|
15Y(*)
|
3.93
|
1.60
|
5.20
|
-15.55
Mar 2008 - Nov 2008
|
122 - 58
68% pos
|
20Y(*)
|
4.84
|
2.33
|
4.76
|
-15.55
Mar 2008 - Nov 2008
|
171 - 69
71% pos
|
25Y(*)
|
5.12
|
2.63
|
4.86
|
-15.55
Mar 2008 - Nov 2008
|
207 - 93
69% pos
|
30Y(*)
|
5.65
|
3.10
|
5.04
|
-15.55
Mar 2008 - Nov 2008
|
245 - 115
68% pos
|
MAX(*)
01 Jan 1986
|
6.70
|
3.88
|
5.51
|
-15.55
Mar 2008 - Nov 2008
|
301 - 137
69% pos
|
Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 2499.63$, with a net total return of 149.96% (3.10% annualized).
The Inflation Adjusted Capital now would be 4008.82$, with a net total return of 300.88% (3.88% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-15.55% | Mar 2008 | Nov 2008 | 9 | Aug 2009 | 9 | 18 |
-12.69% | Aug 2021 | Jun 2022 | 11 | in progress | 11 | |
-7.46% | Dec 1996 | Apr 1997 | 5 | Sep 1998 | 17 | 22 |
-6.51% | Feb 1994 | Feb 1995 | 13 | Jul 1995 | 5 | 18 |
-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 |
-2.26% | Oct 1992 | Oct 1992 | 1 | Dec 1992 | 2 | 3 |
-2.07% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
-1.97% | Aug 2018 | Oct 2018 | 3 | Jan 2019 | 3 | 6 |
-1.94% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
-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 |
-1.49% | 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 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-15.55% | Mar 2008 | Nov 2008 | 9 | Aug 2009 | 9 | 18 |
-12.69% | Aug 2021 | Jun 2022 | 11 | in progress | 11 | |
-7.46% | Dec 1996 | Apr 1997 | 5 | Sep 1998 | 17 | 22 |
-7.02% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 |
-6.51% | Feb 1994 | Feb 1995 | 13 | Jul 1995 | 5 | 18 |
-6.31% | Aug 1990 | Sep 1990 | 2 | Dec 1990 | 3 | 5 |
-5.99% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
-4.48% | May 2013 | Jun 2013 | 2 | Dec 2013 | 6 | 8 |
-4.18% | Jan 1992 | Mar 1992 | 3 | Jul 1992 | 4 | 7 |
-3.32% | May 1986 | May 1986 | 1 | Jun 1986 | 1 | 2 |
-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 |
-2.58% | Sep 1987 | Oct 1987 | 2 | Jan 1988 | 3 | 5 |
-2.33% | Aug 1989 | Aug 1989 | 1 | Nov 1989 | 3 | 4 |
-2.26% | Oct 1992 | Oct 1992 | 1 | Dec 1992 | 2 | 3 |
-2.21% | Sep 1986 | Oct 1986 | 2 | Dec 1986 | 2 | 4 |
-2.07% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
-1.97% | Aug 2018 | Oct 2018 | 3 | Jan 2019 | 3 | 6 |
-1.94% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
Rolling Returns ( more details)
Developed World ex-US 20/80 Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
6.97 |
29.87 Feb 1986 - Jan 1987 |
-15.14 Mar 2008 - Feb 2009 |
8.67% |
2 Years |
6.80 |
18.70 Feb 1986 - Jan 1988 |
-4.81 Mar 2007 - Feb 2009 |
2.89% |
3 Years |
6.76 |
16.33 Oct 1990 - Sep 1993 |
-1.17 Jul 2019 - Jun 2022 |
1.24% |
5 Years |
6.73 |
11.90 Sep 1988 - Aug 1993 |
1.37 Jul 2017 - Jun 2022 |
0.00% |
7 Years |
6.72 |
11.85 Feb 1986 - Jan 1993 |
2.10 Jul 2015 - Jun 2022 |
0.00% |
10 Years |
6.67 |
11.43 Jan 1986 - Dec 1995 |
3.20 Jul 2012 - Jun 2022 |
0.00% |
15 Years |
6.60 |
9.58 Feb 1986 - Jan 2001 |
3.93 Jul 2007 - Jun 2022 |
0.00% |
20 Years |
6.62 |
8.90 Feb 1986 - Jan 2006 |
4.84 Jul 2002 - Jun 2022 |
0.00% |
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: 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 % |
0.36 68% |
0.51 68% |
0.33 70% |
0.72 81% |
0.36 51% |
0.26 62% |
1.03 78% |
0.43 67% |
0.37 64% |
0.60 75% |
0.42 61% |
1.30 81% |
Best Year |
3.8 1987 |
5.7 1986 |
5.2 1986 |
3.2 2009 |
4.8 1990 |
3.8 1986 |
4.6 2009 |
4.2 1986 |
4.7 1998 |
5.1 1998 |
3.7 1995 |
5.0 1991 |
Worst Year |
-4.2 1997 |
-2.4 2009 |
-5.1 2020 |
-3.8 2022 |
-3.3 1986 |
-3.2 2022 |
-1.8 1997 |
-4.1 1990 |
-5.8 2008 |
-5.9 2008 |
-2.4 1997 |
-0.9 1997 |
Monthly/Yearly Returns
Developed World ex-US 20/80 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 |
-11.66 | -15.10 | -1.9 | -1.5 | -1.7 | -3.8 | -0.2 | -3.2 | ||||||
2021 |
+0.51 | -6.15 | -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 | +4.34 | 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 | -2.57 | 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 | +4.96 | 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 |
1992 |
+6.56 | +3.49 | -2.2 | -0.1 | -1.9 | 0.1 | 3.4 | 0.7 | 1.6 | 1.6 | 0.2 | -2.3 | 0.9 | 4.5 |
1991 |
+19.03 | +15.59 | 1.3 | 3.5 | -0.3 | 1.6 | 0.3 | -1.7 | 2.1 | 1.7 | 3.5 | 1.1 | -0.6 | 5.0 |
1990 |
+0.80 | -5.13 | -2.4 | -1.4 | -1.6 | -1.8 | 4.8 | 1.6 | 1.5 | -4.1 | -2.3 | 3.8 | 1.3 | 1.8 |
1989 |
+11.45 | +6.51 | 1.4 | 0.0 | 0.0 | 1.5 | 0.6 | 1.7 | 3.8 | -2.3 | 0.8 | 1.0 | 1.8 | 0.6 |
1988 |
+12.16 | +7.42 | 3.5 | 2.3 | 0.8 | 0.2 | -0.7 | 0.7 | 0.2 | -1.0 | 1.9 | 2.4 | 1.2 | 0.1 |
1987 |
+8.87 | +4.35 | 3.8 | 1.1 | 2.7 | 0.1 | -0.3 | 0.2 | -0.1 | 1.8 | -1.8 | -0.8 | 0.6 | 1.4 |
1986 |
+25.77 | +24.29 | 0.6 | 5.7 | 5.2 | 2.1 | -3.3 | 3.8 | 2.7 | 4.2 | -1.7 | -0.5 | 0.5 | 4.3 |
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
Portfolio efficiency
Is the Developed World ex-US 20/80 Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The Developed World ex-US 20/80 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) |
+5.12%
(+2.63%) |
Average : 2.8 / 5
|
Bad : 1.6 / 5
|
Standard Deviation over 25 Years |
4.86% |
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 |
Best Classic Portfolios, with Low Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
High Yield Bonds Income |
+0.80 | +6.91 | -23.97 | 0 | 100 | 0 | ||
All Country World 20/80 |
+0.54 | +6.10 | -14.04 | 20 | 80 | 0 | ||
Stocks/Bonds 20/80 |
+1.00 | +5.93 | -12.54 | 20 | 80 | 0 | ||
US Inflation Protection |
+1.31 | +5.80 | -11.79 | 0 | 100 | 0 | ||
Dimensional Retirement Income Fund DFA |
+0.89 | +5.79 | -12.91 | 20.4 | 79.6 | 0 |
Last update: Jul 05 2022, 03:00PM Eastern Time.