Data Source: from February 2015 to September 2021

Last Update: 30 September 2021

The Developed World ex-US 60/40 Momentum Portfolio is exposed for 60% on the Stock Market.

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

In 2020, the portfolio granted a 1.17% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 60/40 Momentum Portfolio: Dividend Yield page.

Asset Allocation and ETFs

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

60% Stocks
40% Fixed Income
0% Commodities

The Developed World ex-US 60/40 Momentum Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
60.00 % IMTM iShares MSCI Intl Momentum Factor ETF Equity, EAFE, Large Cap
40.00 % 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 60/40 Momentum Portfolio guaranteed the following returns.

DEVELOPED WORLD EX-US 60/40 MOMENTUM PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*)
Developed World ex-US 60/40 Momentum Portfolio -2.69 -0.96 +1.31 +7.65 +7.62 +7.20
Components
IMTM
iShares MSCI Intl Momentum Factor ETF
-3.69 -1.55 +2.07 +13.39 +9.54 +9.82
BNDX
Vanguard Total International Bond
-1.08 -0.03 +0.15 -1.08 +3.98 +2.63
(*) 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

If you are interested in getting periodic income, please refer to the Developed World ex-US 60/40 Momentum Portfolio: Dividend Yield page.

Historical Returns

Developed World ex-US 60/40 Momentum Portfolio - Historical returns and stats.

DEVELOPED WORLD EX-US 60/40 MOMENTUM PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-2.69%
-2.69%
Sep 2021 - Sep 2021
0 - 1
3M
-0.96%
-2.69%
Sep 2021 - Sep 2021
2 - 1
6M
+1.31%
-2.69%
Sep 2021 - Sep 2021
4 - 2
YTD
+0.30%
-2.69%
Sep 2021 - Sep 2021
5 - 4
1Y
+7.65%
7.99%
-2.69%
Sep 2021 - Sep 2021
7 - 5
3Y
+7.62%
annualized
9.60%
-10.46%
Feb 2020 - Mar 2020
25 - 11
5Y
+7.20%
annualized
8.17%
-10.53%
Feb 2018 - Dec 2018
41 - 19
MAX
01 Feb 2015
+6.01%
annualized
7.74%
-10.53%
Feb 2018 - Dec 2018
53 - 27
* Annualized St.Dev. of monthly returns

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 60/40 Momentum
+7.20% -10.53% 60 40 0
Developed World ex-US 60/40
+6.80% -14.55% 60 40 0 Compare

Best Classic Portfolios, with High Risk, ordered by 5 Years annualized return.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+13.44% -15.47% 75 25 0 Compare
Stocks/Bonds 60/40
+11.35% -12.29% 60 40 0 Compare
Edge Select Moderately Aggressive
Merrill Lynch
+11.34% -14.28% 69 31 0 Compare
No Brainer Portfolio
Bill Bernstein
+10.55% -18.24% 75 25 0 Compare
Margaritaville
Scott Burns
+10.21% -14.40% 67 33 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.96% +25.60%
Apr 2020 - Mar 2021
-7.45%
Jan 2018 - Dec 2018
18.84%
2 Years
+6.67% +16.49%
Jan 2019 - Dec 2020
-0.75%
Apr 2018 - Mar 2020
1.75%
3 Years
+6.07% +8.91%
Sep 2018 - Aug 2021
+2.98%
Apr 2017 - Mar 2020
0.00%
5 Years
+6.52% +8.56%
Feb 2016 - Jan 2021
+2.50%
Apr 2015 - 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 60/40 Momentum Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Developed World ex-US 60/40 Momentum 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 %
1.53
67%
-0.42
43%
0.08
71%
1.80
100%
0.76
57%
1.09
71%
1.25
86%
-0.11
57%
-0.39
57%
-0.81
50%
0.68
67%
0.72
67%
Best
Year
4.5
2019
2.2
2015
3.2
2016
4.8
2020
4.0
2020
4.6
2019
3.4
2020
1.8
2020
2.1
2017
3.0
2015
5.8
2020
3.6
2020
Worst
Year
-2.0
2016
-3.9
2020
-6.8
2020
0.4
2018
-1.1
2015
-1.0
2021
-0.4
2019
-4.1
2015
-3.0
2015
-5.8
2018
-2.0
2016
-2.8
2018
Statistics calculated for the period Feb 2015 - Sep 2021

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

Monthly Returns of Developed World ex-US 60/40 Momentum Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+0.30% -0.9 -0.4 0.3 2.2 1.1 -1.0 1.3 0.5 -2.7
2020
+15.15% 1.4 -3.9 -6.8 4.8 4.0 2.9 3.4 1.8 0.2 -2.1 5.8 3.6
2019
+17.85% 4.5 1.7 1.8 1.1 -1.0 4.6 -0.4 0.7 0.1 1.3 0.5 1.8
2018
-7.45% 3.4 -2.8 -0.1 0.4 -0.4 -1.0 0.9 -0.2 0.9 -5.8 0.1 -2.8
2017
+16.24% 2.8 0.7 1.9 0.9 2.0 0.6 1.8 0.8 2.1 1.6 -0.4 0.5
2016
+2.13% -2.0 -0.4 3.2 1.7 0.8 1.4 1.5 -0.2 -0.3 -2.8 -2.0 1.5
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