Data Source: from January 1996 to September 2021
Last Update: 30 September 2021
The Developed World ex-US 40/60 Portfolio is exposed for 40% on the Stock Market.
It's a Medium Risk portfolio and it can be replicated with 2 ETFs.
In the last 10 years, the portfolio obtained a 6.12% compound annual return, with a 6.07% standard deviation.
In the last 25 years, a 5.86% compound annual return, with a 7.18% standard deviation.
In 2020, the portfolio granted a 1.58% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 40/60 Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Developed World ex-US 40/60 Portfolio has the following asset allocation:
The Developed World ex-US 40/60 Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 40.00 % | VEA | Vanguard FTSE Developed Markets | Equity, EAFE, Large Cap | |
| 60.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
Portfolio and ETF Returns
The Developed World ex-US 40/60 Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Developed World ex-US 40/60 Portfolio | -2.07 | -0.71 | +1.77 | +9.25 | +5.93 | +5.49 | +6.12 | +6.19 | +5.86 |
| Components | |||||||||
|
VEA Vanguard FTSE Developed Markets |
-3.38 | -1.62 | +4.04 | +26.63 | +8.23 | +9.20 | +8.70 | +6.84 | +5.42 |
|
BNDX Vanguard Total International Bond |
-1.08 | -0.03 | +0.15 | -1.08 | +3.98 | +2.63 | +4.08 | +5.06 | +5.33 |
- 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 Developed World ex-US 40/60 Portfolio: Dividend Yield page.
Historical Returns
Developed World ex-US 40/60 Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.07%
|
-2.07%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-0.71%
|
-2.07%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+1.77%
|
-2.07%
Sep 2021 - Sep 2021
|
4 - 2 | |
|
YTD
|
+2.20%
|
-2.07%
Sep 2021 - Sep 2021
|
5 - 4 | |
|
1Y
|
+9.25%
|
6.47%
|
-2.07%
Sep 2021 - Sep 2021
|
7 - 5 |
|
3Y
|
+5.93%
annualized
|
7.62%
|
-9.83%
Jan 2020 - Mar 2020
|
23 - 13 |
|
5Y
|
+5.49%
annualized
|
6.30%
|
-9.83%
Jan 2020 - Mar 2020
|
40 - 20 |
|
10Y
|
+6.12%
annualized
|
6.07%
|
-9.83%
Jan 2020 - Mar 2020
|
81 - 39 |
|
20Y
|
+6.19%
annualized
|
7.09%
|
-26.16%
Nov 2007 - Feb 2009
|
158 - 82 |
|
25Y
|
+5.86%
annualized
|
7.18%
|
-26.16%
Nov 2007 - Feb 2009
|
192 - 108 |
|
MAX
01 Jan 1996
|
+5.81%
annualized
|
7.09%
|
-26.16%
Nov 2007 - Feb 2009
|
199 - 110 |
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. | ||
| Developed World ex-US 40/60 Momentum |
+5.76% | -7.72% | 40 | 60 | 0 | Compare | |
| Developed World ex-US 40/60 |
+5.49% | -9.83% | 40 | 60 | 0 | ||
Best Classic Portfolios, with Medium Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Couch Potato Scott Burns |
+8.32% | -27.03% | 50 | 50 | 0 | Compare | |
| All Weather Portfolio Ray Dalio |
+7.92% | -12.19% | 30 | 55 | 15 | Compare | |
| Robo Advisor 50 Betterment |
+7.70% | -30.72% | 49.9 | 50.1 | 0 | Compare | |
| Stocks/Bonds 40/60 |
+7.27% | -19.17% | 40 | 60 | 0 | Compare | |
| Dynamic 40/60 Income |
+7.22% | -29.85% | 40 | 60 | 0 | Compare | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Developed World ex-US 40/60 Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+6.20% |
+31.23% Mar 2009 - Feb 2010 |
-24.26% Mar 2008 - Feb 2009 |
18.79% |
| 2 Years |
+6.03% |
+21.27% Mar 2009 - Feb 2011 |
-10.71% Mar 2007 - Feb 2009 |
12.59% |
| 3 Years |
+6.00% |
+14.64% Apr 2003 - Mar 2006 |
-3.96% Mar 2006 - Feb 2009 |
4.38% |
| 5 Years |
+5.88% |
+12.34% Nov 2002 - Oct 2007 |
+1.39% Mar 2004 - Feb 2009 |
0.00% |
| 7 Years |
+5.99% |
+8.60% Mar 2009 - Feb 2016 |
+3.26% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+6.10% |
+8.45% Jan 1998 - Dec 2007 |
+3.76% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+6.06% |
+7.11% Feb 2003 - Jan 2018 |
+4.82% Apr 2005 - Mar 2020 |
0.00% |
| 20 Years |
+5.87% |
+6.56% Jan 1998 - Dec 2017 |
+4.82% 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 40/60 Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Developed World ex-US 40/60 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 % |
-0.01 50% |
0.33 69% |
0.45 69% |
1.32 77% |
0.11 50% |
0.24 54% |
0.75 65% |
0.04 65% |
0.30 65% |
0.58 68% |
0.58 68% |
1.25 72% |
| Best Year |
3.6 2019 |
3.5 1998 |
3.2 2009 |
5.2 2009 |
6.0 2009 |
3.3 2019 |
6.1 2009 |
3.3 2009 |
3.6 2013 |
6.1 1998 |
5.5 2020 |
5.6 2008 |
| Worst Year |
-4.9 2009 |
-4.1 2009 |
-7.4 2020 |
-2.0 2000 |
-4.3 2012 |
-3.9 2008 |
-3.3 2002 |
-3.7 1998 |
-7.1 2008 |
-9.0 2008 |
-2.6 2010 |
-1.4 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Developed World ex-US 40/60 Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+2.20% | -0.7 | 0.0 | 1.1 | 1.2 | 1.5 | -0.2 | 1.1 | 0.3 | -2.1 | |||
| 2020 |
+6.69% | -0.1 | -2.6 | -7.4 | 3.6 | 2.2 | 1.6 | 1.6 | 1.4 | -0.2 | -1.1 | 5.5 | 2.5 |
| 2019 |
+13.77% | 3.6 | 1.1 | 1.3 | 1.3 | -1.5 | 3.3 | -0.1 | 0.5 | 1.0 | 1.0 | 0.3 | 1.3 |
| 2018 |
-4.22% | 1.6 | -2.0 | 0.5 | 0.4 | -0.7 | -0.3 | 1.0 | -0.7 | 0.1 | -3.3 | 0.5 | -1.4 |
| 2017 |
+12.01% | 0.9 | 1.0 | 1.2 | 1.2 | 1.9 | 0.0 | 1.3 | 0.5 | 0.9 | 1.1 | 0.5 | 0.9 |
| 2016 |
+3.84% | -1.4 | -0.4 | 3.2 | 0.7 | 0.3 | 0.4 | 2.1 | 0.2 | 0.7 | -1.7 | -1.4 | 1.2 |
| 2015 |
+0.56% | 1.4 | 2.3 | -0.2 | 1.0 | -0.3 | -2.0 | 1.4 | -3.4 | -1.2 | 3.0 | -0.2 | -0.9 |
| 2014 |
+2.85% | -1.2 | 2.6 | 0.1 | 1.0 | 1.2 | 0.8 | -0.7 | 0.9 | -1.7 | 0.2 | 0.6 | -0.8 |
| 2013 |
+8.25% | 1.3 | 0.0 | 0.8 | 2.7 | -2.6 | -2.3 | 2.5 | -1.0 | 3.6 | 1.9 | 0.5 | 0.7 |
| 2012 |
+13.14% | 3.1 | 2.1 | 0.4 | -0.3 | -4.3 | 2.9 | 1.2 | 1.8 | 1.9 | 0.5 | 1.6 | 1.9 |
| 2011 |
+0.24% | 1.1 | 1.8 | -1.0 | 3.1 | -0.6 | -0.7 | 0.3 | -3.0 | -3.8 | 3.7 | -1.1 | 0.9 |
| 2010 |
+8.45% | -1.0 | 0.5 | 2.8 | -0.2 | -3.9 | 0.3 | 4.3 | 0.5 | 3.5 | 1.5 | -2.6 | 2.6 |
| 2009 |
+20.17% | -4.9 | -4.1 | 3.2 | 5.2 | 6.0 | 0.3 | 6.1 | 3.3 | 2.7 | -0.7 | 2.1 | 0.2 |
| 2008 |
-17.67% | -1.3 | 0.5 | -0.6 | 1.4 | -0.1 | -3.9 | -0.7 | -1.1 | -7.1 | -9.0 | -2.2 | 5.6 |
| 2007 |
+7.46% | 0.4 | 0.8 | 1.0 | 1.6 | 0.4 | -0.3 | 0.0 | -0.1 | 2.8 | 2.4 | -1.1 | -0.6 |
| 2006 |
+12.27% | 2.4 | -0.1 | 1.2 | 1.9 | -1.3 | -0.1 | 1.0 | 1.8 | 0.4 | 1.9 | 1.8 | 0.8 |
| 2005 |
+8.43% | -0.4 | 1.5 | -0.6 | 0.0 | 0.3 | 0.9 | 1.1 | 1.9 | 1.5 | -1.6 | 1.0 | 2.7 |
| 2004 |
+11.76% | 0.8 | 1.6 | 0.6 | -1.6 | 0.2 | 1.1 | -1.2 | 1.0 | 1.2 | 1.8 | 3.3 | 2.3 |
| 2003 |
+17.83% | -1.0 | 0.0 | -1.0 | 4.0 | 3.4 | 0.8 | 0.0 | 0.9 | 2.2 | 2.2 | 1.1 | 4.1 |
| 2002 |
-0.67% | -1.8 | 0.6 | 1.7 | 1.0 | 0.9 | -1.1 | -3.3 | 0.6 | -3.0 | 1.8 | 1.9 | 0.2 |
| 2001 |
-2.28% | 1.3 | -2.4 | -1.5 | 2.3 | -1.3 | -1.7 | 1.2 | -0.2 | -3.0 | 2.7 | 0.4 | 0.0 |
| 2000 |
-0.20% | -2.9 | 1.8 | 2.4 | -2.0 | -0.7 | 2.2 | -1.1 | 0.5 | -1.1 | -0.7 | -0.5 | 2.0 |
| 1999 |
+15.36% | 1.7 | -1.8 | 2.3 | 2.7 | -2.7 | 1.3 | 1.5 | 0.5 | 1.0 | 1.8 | 2.3 | 4.0 |
| 1998 |
+16.87% | 2.1 | 3.5 | 0.3 | 1.5 | 0.1 | -0.2 | 0.0 | -3.7 | 3.1 | 6.1 | 0.5 | 2.9 |
| 1997 |
-3.46% | -4.1 | 0.1 | -0.8 | -0.9 | 5.1 | 2.8 | -1.1 | -2.7 | 3.3 | -1.7 | -2.4 | -0.7 |
| 1996 |
+4.67% | -0.9 | 0.2 | 0.9 | 1.7 | -0.5 | 0.4 | 0.2 | 0.4 | 0.8 | 0.6 | 2.0 | -1.1 |
* 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