The Developed World ex-US 40/60 Portfolio is a Medium Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 40% on the Stock Market.
In the last 30 Years, the Developed World ex-US 40/60 Portfolio obtained a 5.79% compound annual return, with a 7.20% standard deviation.
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 implemented 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.
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 40/60 Portfolio | -1.11 | -0.64 | -4.66 | -13.47 | -13.17 | 1.84 | 3.99 | 5.79 | |
US Inflation Adjusted return | -4.66 | -16.84 | -19.28 | -1.71 | 1.49 | 3.24 | |||
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 40/60 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 as of Jun 30, 2022
Historical returns and stats of Developed World ex-US 40/60 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
|
-4.66
|
-4.66
|
-4.66
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-8.75
|
-9.93
|
-8.75
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-13.47
|
-16.84
|
-13.47
Jan 2022 - Jun 2022
|
1 - 5
|
|
YTD
|
-13.47
|
-16.84
|
-13.47
Jan 2022 - Jun 2022
|
1 - 5
|
|
1Y
|
-13.17
|
-19.28
|
6.86
|
-14.36
Sep 2021 - Jun 2022
|
5 - 7
42% pos
|
3Y(*)
|
-0.26
|
-4.56
|
8.10
|
-14.36
Sep 2021 - Jun 2022
|
20 - 16
56% pos
|
5Y(*)
|
1.84
|
-1.71
|
7.11
|
-14.36
Sep 2021 - Jun 2022
|
37 - 23
62% pos
|
10Y(*)
|
3.99
|
1.49
|
6.22
|
-14.36
Sep 2021 - Jun 2022
|
78 - 42
65% pos
|
15Y(*)
|
3.61
|
1.28
|
7.85
|
-26.17
Nov 2007 - Feb 2009
|
110 - 70
61% pos
|
20Y(*)
|
5.25
|
2.74
|
7.29
|
-26.17
Nov 2007 - Feb 2009
|
155 - 85
65% pos
|
25Y(*)
|
5.15
|
2.66
|
7.22
|
-26.17
Nov 2007 - Feb 2009
|
190 - 110
63% pos
|
30Y(*)
|
5.79
|
3.24
|
7.20
|
-26.17
Nov 2007 - Feb 2009
|
229 - 131
64% pos
|
MAX(*)
01 Jan 1986
|
6.93
|
4.10
|
7.84
|
-26.17
Nov 2007 - Feb 2009
|
276 - 162
63% 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 2601.93$, with a net total return of 160.19% (3.24% annualized).
The Inflation Adjusted Capital now would be 4335.69$, with a net total return of 333.57% (4.10% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-26.17% | Nov 2007 | Feb 2009 | 16 | Aug 2010 | 18 | 34 |
-14.36% | Sep 2021 | Jun 2022 | 10 | in progress | 10 | |
-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 |
-6.97% | Feb 1994 | Feb 1995 | 13 | Jul 1995 | 5 | 18 |
-6.62% | Dec 1996 | Apr 1997 | 5 | Jun 1997 | 2 | 7 |
-5.69% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
-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 |
-4.00% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 2 | 3 |
-3.91% | Jun 1998 | Aug 1998 | 3 | Oct 1998 | 2 | 5 |
-3.37% | Sep 1992 | Oct 1992 | 2 | Dec 1992 | 2 | 4 |
-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 |
-1.77% | Feb 1999 | Feb 1999 | 1 | Mar 1999 | 1 | 2 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-26.17% | Nov 2007 | Feb 2009 | 16 | Aug 2010 | 18 | 34 |
-14.36% | Sep 2021 | Jun 2022 | 10 | in progress | 10 | |
-12.17% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 |
-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 |
-6.97% | Feb 1994 | Feb 1995 | 13 | Jul 1995 | 5 | 18 |
-6.62% | Dec 1996 | Apr 1997 | 5 | Jun 1997 | 2 | 7 |
-6.45% | Jan 1992 | Apr 1992 | 4 | Aug 1992 | 4 | 8 |
-5.95% | Sep 1987 | Oct 1987 | 2 | Feb 1988 | 4 | 6 |
-5.69% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
-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 |
-4.19% | Sep 1986 | Oct 1986 | 2 | Dec 1986 | 2 | 4 |
-4.00% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 2 | 3 |
-3.91% | Jun 1998 | Aug 1998 | 3 | Oct 1998 | 2 | 5 |
-3.37% | Sep 1992 | Oct 1992 | 2 | Dec 1992 | 2 | 4 |
-3.29% | May 1986 | May 1986 | 1 | Jun 1986 | 1 | 2 |
Rolling Returns ( more details)
Developed World ex-US 40/60 Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
7.28 |
41.59 Feb 1986 - Jan 1987 |
-24.26 Mar 2008 - Feb 2009 |
17.10% |
2 Years |
6.86 |
25.82 Feb 1986 - Jan 1988 |
-10.71 Mar 2007 - Feb 2009 |
8.92% |
3 Years |
6.68 |
21.54 Feb 1986 - Jan 1989 |
-3.96 Mar 2006 - Feb 2009 |
3.23% |
5 Years |
6.57 |
13.59 Feb 1986 - Jan 1991 |
1.38 Mar 2004 - Feb 2009 |
0.00% |
7 Years |
6.56 |
12.10 Jan 1986 - Dec 1992 |
2.52 Jul 2015 - Jun 2022 |
0.00% |
10 Years |
6.53 |
11.92 Jan 1986 - Dec 1995 |
3.76 Mar 1999 - Feb 2009 |
0.00% |
15 Years |
6.45 |
10.04 Feb 1986 - Jan 2001 |
3.61 Jul 2007 - Jun 2022 |
0.00% |
20 Years |
6.51 |
9.27 Feb 1986 - Jan 2006 |
4.82 Apr 2000 - Mar 2020 |
0.00% |
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: 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 % |
0.25 54% |
0.54 65% |
0.56 62% |
1.24 76% |
0.31 51% |
0.07 46% |
1.13 72% |
0.17 64% |
0.18 58% |
0.55 67% |
0.48 64% |
1.57 78% |
Best Year |
5.8 1987 |
6.9 1986 |
7.2 1986 |
5.2 2009 |
6.3 1990 |
4.8 1986 |
6.1 2009 |
5.1 1986 |
4.2 1991 |
6.4 1990 |
5.5 2020 |
5.6 2008 |
Worst Year |
-4.9 2009 |
-4.1 2009 |
-7.4 2020 |
-4.5 2022 |
-4.3 2012 |
-4.7 2022 |
-3.3 2002 |
-5.5 1990 |
-7.1 2008 |
-9.0 2008 |
-4.0 1993 |
-1.4 2018 |
Monthly/Yearly Returns
Developed World ex-US 40/60 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 |
-13.47 | -16.84 | -2.4 | -1.8 | -1.1 | -4.5 | 0.2 | -4.7 | ||||||
2021 |
+3.30 | -3.55 | -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 | +5.34 | -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 | +9.67 | 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 |
1992 |
+1.22 | -1.69 | -2.3 | -1.0 | -3.2 | -0.1 | 4.3 | -0.5 | 0.5 | 2.8 | -0.4 | -2.9 | 0.9 | 3.6 |
1991 |
+16.64 | +13.27 | 1.4 | 5.4 | -1.5 | 1.6 | 0.2 | -2.9 | 2.6 | 0.5 | 4.2 | 1.3 | -1.7 | 4.7 |
1990 |
-5.59 | -11.15 | -2.7 | -2.7 | -3.7 | -2.0 | 6.3 | 1.2 | 1.7 | -5.5 | -4.9 | 6.4 | -0.7 | 1.7 |
1989 |
+11.80 | +6.85 | 1.6 | 0.2 | -0.5 | 1.4 | -0.7 | 0.8 | 5.7 | -2.7 | 2.0 | -0.2 | 2.5 | 1.4 |
1988 |
+15.54 | +10.66 | 3.5 | 3.4 | 2.2 | 0.7 | -1.2 | -0.3 | 0.6 | -2.3 | 2.2 | 3.4 | 2.6 | -0.1 |
1987 |
+14.28 | +9.53 | 5.8 | 1.4 | 4.9 | 3.0 | 0.0 | -0.8 | -0.3 | 3.7 | -1.6 | -4.4 | 0.6 | 1.5 |
1986 |
+35.17 | +33.58 | 1.0 | 6.9 | 7.2 | 3.5 | -3.3 | 4.8 | 3.7 | 5.1 | -1.8 | -2.5 | 2.0 | 4.5 |
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 40/60 Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The Developed World ex-US 40/60 Portfolio is classified as Medium Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
Medium Risk Portfolios |
All Portfolios |
||
---|---|---|---|
25 Years Ann. Return (Inflation Adjusted) |
+5.15%
(+2.66%) |
Poor : 1 / 5
|
Bad : 1.6 / 5
|
Standard Deviation over 25 Years |
7.22% |
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 |
Similar portfolios
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns (click on ), you can get an idea of the risk you are facing implementing one of them.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Developed World ex-US 40/60 Momentum |
-0.79 | +2.35 | -14.31 | 40 | 60 | 0 | ||
Developed World ex-US 40/60 |
-0.64 | +1.84 | -14.36 | 40 | 60 | 0 |
Last update: Jul 05 2022, 03:00PM Eastern Time.
Best Classic Portfolios, with Medium Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato Scott Burns |
+1.08 | +8.25 | -27.04 | 50 | 50 | 0 | ||
Robo Advisor 50 Betterment |
+0.01 | +7.71 | -30.72 | 49.9 | 50.1 | 0 | ||
All Weather Portfolio Ray Dalio |
+0.76 | +7.67 | -13.67 | 30 | 55 | 15 | ||
Dynamic 40/60 Income |
+0.55 | +7.21 | -29.84 | 40 | 60 | 0 | ||
Simplified Permanent Portfolio |
+0.43 | +7.11 | -13.28 | 25 | 50 | 25 |
Last update: Jul 05 2022, 03:00PM Eastern Time.