Data Source: from January 1993 to December 2021

Last Update: 31 December 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 5.87% compound annual return, with a 6.00% standard deviation.

In the last 25 years, a 5.84% compound annual return, with a 7.18% standard deviation.

Asset Allocation and ETFs

The Developed World ex-US 40/60 Portfolio has the following asset allocation:

40% Stocks
60% Fixed Income
0% Commodities

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
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 40/60 Portfolio guaranteed the following returns.

DEVELOPED WORLD EX-US 40/60 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 40/60 Portfolio +1.39 +1.07 +0.35 +3.30 +7.83 +6.11 +5.87 +6.08 +5.84
--- Inflation Adjusted return +0.92 -1.11 -2.95 -3.57 +4.15 +3.10 +3.68 +3.68 +3.47
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 3.51% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 40/60 Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of Developed World ex-US 40/60 Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

DEVELOPED WORLD EX-US 40/60 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
+1.39%
+0.92%
0.00%
1 - 0
3M
+1.07%
-1.11%
-1.42%
Nov 2021 - Nov 2021
2 - 1
6M
+0.35%
-2.95%
-2.38%
Sep 2021 - Nov 2021
4 - 2
YTD
+3.30%
-3.57%
3.90%
-2.38%
Sep 2021 - Nov 2021
7 - 5
58% pos
1Y
+3.30%
-3.57%
3.90%
-2.38%
Sep 2021 - Nov 2021
7 - 5
58% pos
3Y
+7.83%
annualized
+4.15%
annualized
7.30%
-9.84%
Jan 2020 - Mar 2020
24 - 12
67% pos
5Y
+6.11%
annualized
+3.10%
annualized
6.24%
-9.84%
Jan 2020 - Mar 2020
41 - 19
68% pos
10Y
+5.87%
annualized
+3.68%
annualized
6.00%
-9.84%
Jan 2020 - Mar 2020
81 - 39
68% pos
20Y
+6.08%
annualized
+3.68%
annualized
7.09%
-26.17%
Nov 2007 - Feb 2009
158 - 82
66% pos
25Y
+5.84%
annualized
+3.47%
annualized
7.18%
-26.17%
Nov 2007 - Feb 2009
192 - 108
64% pos
MAX
01 Jan 1993
+6.37%
annualized
+3.92%
annualized
7.10%
-26.17%
Nov 2007 - Feb 2009
224 - 124
64% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Developed World ex-US 40/60 Portfolio actually efficient, compared to other Lazy Portfolios?

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
+6.76% -7.72% 40 60 0 Compare
Developed World ex-US 40/60
+6.11% -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
+8.33% -27.03% 50 50 0 Compare
All Weather Portfolio
Ray Dalio
+7.89% -12.19% 30 55 15 Compare
Robo Advisor 50
Betterment
+7.63% -30.72% 49.9 50.1 0 Compare
Simplified Permanent Portfolio
+7.48% -13.28% 25 50 25 Compare
Stocks/Bonds 40/60
+7.24% -19.17% 40 60 0 Compare

See all portfolios

Our overall ratings, assigned to the Developed World ex-US 40/60 Portfolio. The portfolio is classified as Medium 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%
Medium Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+5.84%
(+3.47%)
Poor : 1 / 5
Average : 2.2 / 5
Standard Deviation
over 25 Years
7.18%
Average : 2.6 / 5
Good : 4 / 5
Maximum Drawdown
over 25 Years
-26.17%
Average : 2 / 5
Good : 3.5 / 5
Easy to manage 2 ETFs
Excellent : 4.5 / 5
Excellent : 4.5 / 5
Rating assigned considering all the Medium Risk Portfolios Rating assigned considering all the Portfolios in the database

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 4133.57$, with a total return of 313.36% (5.84% annualized).

The Inflation Adjusted Capital now would be 2347.14$, with a net total return of 134.71% (3.47% 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
-26.17% Nov 2007 Feb 2009 16 Aug 2010 18 34
-9.84% Jan 2020 Mar 2020 3 Nov 2020 8 11
-8.00% Apr 2000 Sep 2002 30 May 2003 8 38
-7.71% May 2011 Sep 2011 5 Feb 2012 5 10
-5.69% Feb 2018 Dec 2018 11 Mar 2019 3 14
-5.63% Jan 1997 Apr 1997 4 Jun 1997 2 6
-5.53% May 2015 Feb 2016 10 Jul 2016 5 15
-5.24% Jul 1997 Dec 1997 6 Feb 1998 2 8
-4.79% May 2013 Jun 2013 2 Sep 2013 3 5
-4.63% Apr 2012 May 2012 2 Aug 2012 3 5
-3.91% Jun 1998 Aug 1998 3 Oct 1998 2 5
-3.04% Oct 2016 Nov 2016 2 Mar 2017 4 6
-2.86% Jan 2000 Jan 2000 1 Mar 2000 2 3
-2.65% May 1999 May 1999 1 Jul 1999 2 3
-2.55% Nov 2010 Nov 2010 1 Dec 2010 1 2
-2.38% Sep 2021 Nov 2021 3 in progress 1 4
-1.77% Feb 1999 Feb 1999 1 Mar 1999 1 2
-1.71% Sep 2014 Dec 2014 4 Feb 2015 2 6
-1.59% Oct 2005 Oct 2005 1 Dec 2005 2 3
-1.58% Apr 2004 Apr 2004 1 Sep 2004 5 6

Rolling Returns ( more details)

Developed World ex-US 40/60 Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.40% +31.23%
Mar 2009 - Feb 2010
-24.26%
Mar 2008 - Feb 2009
17.80%
2 Years
+6.07% +21.27%
Mar 2009 - Feb 2011
-10.71%
Mar 2007 - Feb 2009
11.08%
3 Years
+6.05% +14.64%
Apr 2003 - Mar 2006
-3.96%
Mar 2006 - Feb 2009
3.83%
5 Years
+6.02% +12.34%
Nov 2002 - Oct 2007
+1.38%
Mar 2004 - Feb 2009
0.00%
7 Years
+6.03% +9.51%
Jan 1993 - Dec 1999
+3.26%
Apr 2013 - Mar 2020
0.00%
10 Years
+6.11% +8.45%
Jan 1998 - Dec 2007
+3.76%
Mar 1999 - Feb 2009
0.00%
15 Years
+6.07% +7.95%
Jan 1993 - Dec 2007
+4.34%
Mar 1994 - Feb 2009
0.00%
20 Years
+6.06% +7.00%
Feb 1993 - Jan 2013
+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

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.

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 %
0.11
52%
0.29
66%
0.56
69%
1.46
79%
0.20
52%
0.17
48%
0.90
69%
0.16
66%
0.24
62%
0.64
72%
0.38
62%
1.34
76%
Best
Year
4.0
1994
3.5
1998
4.3
1993
5.2
2009
6.0
2009
3.3
2019
6.1
2009
3.5
1993
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
-4.0
1993
-1.4
2018
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 40/60 Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
224 Positive Months (64%) - 124 Negative Months (36%)
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
+3.30 -3.57 -0.7 0.0 1.1 1.2 1.5 -0.2 1.1 0.3 -2.1 1.1 -1.4 1.4
2020
+6.69 +5.32 -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 +11.25 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 -6.02 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 +9.70 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 +1.75 -1.4 -0.4 3.2 0.7 0.3 0.4 2.1 0.2 0.6 -1.7 -1.3 1.2
2015
+0.56 -0.08 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 +2.19 -1.2 2.6 0.0 1.0 1.1 0.8 -0.6 0.9 -1.7 0.2 0.6 -0.8
2013
+8.25 +6.63 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 +11.19 3.0 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 -2.74 1.1 1.8 -1.0 3.1 -0.6 -0.7 0.3 -3.0 -3.8 3.6 -1.1 0.9
2010
+8.45 +6.92 -1.0 0.5 2.8 -0.2 -3.9 0.3 4.3 0.5 3.5 1.5 -2.5 2.6
2009
+20.17 +16.88 -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 -17.65 -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 +3.22 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 +9.51 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 +4.93 -0.4 1.5 -0.6 0.0 0.3 0.9 1.0 1.8 1.5 -1.6 1.0 2.7
2004
+11.76 +8.15 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 +15.48 -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 -3.08 -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 -3.82 1.2 -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 -3.51 -2.9 1.8 2.3 -2.0 -0.7 2.2 -1.1 0.5 -1.1 -0.6 -0.5 2.0
1999
+15.36 +12.35 1.7 -1.8 2.3 2.7 -2.6 1.3 1.5 0.5 1.0 1.8 2.3 4.0
1998
+16.87 +15.02 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 -5.07 -4.1 0.1 -0.8 -0.9 5.1 2.8 -1.0 -2.7 3.3 -1.7 -2.4 -0.7
1996
+4.67 +1.24 -0.9 0.1 0.9 1.7 -0.5 0.4 0.2 0.4 0.8 0.6 2.0 -1.1
1995
+14.33 +11.51 -1.2 -1.6 2.5 2.9 1.6 -1.1 3.3 -0.1 1.5 0.1 3.4 2.3
1994
-0.47 -2.99 4.0 -1.4 -2.3 0.9 -0.9 -0.2 0.6 0.2 -1.2 1.5 -1.6 0.0
1993
+21.82 +18.49 0.5 2.7 4.3 4.2 2.1 -0.1 2.7 3.5 -1.2 1.4 -4.0 4.0

* 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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