Data Source: from January 1996 to September 2021

Last Update: 30 September 2021

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

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

In the last 10 years, the portfolio obtained a 7.04% compound annual return, with a 8.64% standard deviation.

In the last 25 years, a 5.89% compound annual return, with a 10.11% standard deviation.

In 2020, the portfolio granted a 1.79% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 60/40 Portfolio: Dividend Yield page.

Asset Allocation and ETFs

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

60% Stocks
40% Fixed Income
0% Commodities

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

Weight Ticker ETF Name Investment Themes
60.00 % VEA Vanguard FTSE Developed Markets 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 Portfolio guaranteed the following returns.

DEVELOPED WORLD EX-US 60/40 PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Developed World ex-US 60/40 Portfolio -2.53 -1.03 +2.54 +14.78 +6.79 +6.80 +7.04 +6.55 +5.89
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
(*) 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 Portfolio: Dividend Yield page.

Historical Returns

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

DEVELOPED WORLD EX-US 60/40 PORTFOLIO
Last Update: 30 September 2021
Swipe left to see all data
Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-2.53%
-2.53%
Sep 2021 - Sep 2021
0 - 1
3M
-1.03%
-2.53%
Sep 2021 - Sep 2021
2 - 1
6M
+2.54%
-2.53%
Sep 2021 - Sep 2021
4 - 2
YTD
+4.38%
-2.53%
Sep 2021 - Sep 2021
6 - 3
1Y
+14.78%
9.36%
-2.53%
Sep 2021 - Sep 2021
8 - 4
3Y
+6.79%
annualized
10.89%
-14.55%
Jan 2020 - Mar 2020
23 - 13
5Y
+6.80%
annualized
8.98%
-14.55%
Jan 2020 - Mar 2020
41 - 19
10Y
+7.04%
annualized
8.64%
-14.55%
Jan 2020 - Mar 2020
78 - 42
20Y
+6.55%
annualized
10.13%
-37.48%
Nov 2007 - Feb 2009
151 - 89
25Y
+5.89%
annualized
10.11%
-37.48%
Nov 2007 - Feb 2009
184 - 116
MAX
01 Jan 1996
+5.86%
annualized
9.98%
-37.48%
Nov 2007 - Feb 2009
190 - 119
* 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 Compare
Developed World ex-US 60/40
+6.80% -14.55% 60 40 0

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Yale Endowment
David Swensen
+8.94% -39.46% 70 30 0 Compare
Simple Path to Wealth
JL Collins
+8.92% -38.54% 75 25 0 Compare
Talmud Portfolio
Roger Gibson
+8.85% -40.18% 66.67 33.33 0 Compare
Late Sixties and Beyond
Burton Malkiel
+8.64% -41.80% 71 29 0 Compare
Lazy Portfolio
David Swensen
+8.43% -40.88% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.51% +39.00%
Mar 2009 - Feb 2010
-33.11%
Mar 2008 - Feb 2009
28.19%
2 Years
+6.06% +26.31%
Mar 2009 - Feb 2011
-16.73%
Mar 2007 - Feb 2009
19.58%
3 Years
+5.92% +20.05%
Apr 2003 - Mar 2006
-8.00%
Apr 2000 - Mar 2003
13.87%
5 Years
+5.69% +16.08%
Nov 2002 - Oct 2007
-0.70%
Jun 2007 - May 2012
0.40%
7 Years
+5.82% +10.00%
Apr 2003 - Mar 2010
+1.82%
Apr 1996 - Mar 2003
0.00%
10 Years
+5.97% +9.01%
Dec 1997 - Nov 2007
+2.71%
Mar 1999 - Feb 2009
0.00%
15 Years
+5.91% +7.92%
Feb 2003 - Jan 2018
+4.45%
Apr 2005 - Mar 2020
0.00%
20 Years
+5.63% +6.55%
Oct 2001 - Sep 2021
+4.11%
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 60/40 Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Developed World ex-US 60/40 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 %
-0.27
50%
0.29
62%
0.62
65%
1.82
77%
0.02
54%
0.24
46%
0.73
62%
-0.29
58%
0.11
65%
0.63
64%
0.84
68%
1.53
68%
Best
Year
4.9
2019
4.4
1998
4.8
2009
7.2
2009
8.2
2009
4.2
2012
7.6
2009
3.7
2009
5.4
2010
7.2
1998
8.3
2020
6.5
2008
Worst
Year
-7.9
2009
-6.0
2009
-9.9
2020
-3.1
2000
-6.6
2012
-5.5
2008
-5.5
2002
-6.8
1998
-8.5
2008
-12.4
2008
-3.4
2008
-2.7
2018
Statistics calculated for the period Jan 1996 - Sep 2021

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

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

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+4.38% -0.7 0.8 1.7 1.8 2.2 -0.5 0.9 0.7 -2.5
2020
+7.71% -1.0 -4.2 -9.9 4.6 3.2 2.2 1.9 2.6 -0.7 -1.9 8.3 3.5
2019
+16.72% 4.9 1.5 1.0 1.8 -2.8 4.2 -0.8 -0.3 1.7 1.8 0.7 2.1
2018
-7.73% 2.6 -3.0 0.2 0.7 -1.0 -0.8 1.4 -1.0 0.3 -5.1 0.5 -2.7
2017
+16.81% 1.8 1.0 1.9 1.6 2.4 0.2 1.9 0.4 1.5 1.4 0.6 1.2
2016
+3.45% -2.8 -1.3 4.4 1.3 0.1 -0.4 2.8 0.3 1.0 -1.9 -1.4 1.6
2015
+0.25% 1.1 3.6 -0.6 2.0 -0.2 -2.3 1.4 -4.7 -2.1 4.2 -0.4 -1.3
2014
-0.09% -2.6 3.7 -0.1 1.2 1.4 0.9 -1.2 0.7 -2.5 0.1 0.4 -1.8
2013
+12.77% 2.2 -0.4 1.0 3.6 -2.7 -2.5 3.4 -1.2 5.1 2.3 0.5 1.1
2012
+14.95% 3.9 3.0 0.4 -1.0 -6.6 4.2 0.9 2.3 2.2 0.7 2.0 2.7
2011
-3.94% 1.4 2.4 -1.5 4.1 -1.3 -0.9 -0.6 -4.9 -6.2 5.5 -1.4 0.0
2010
+8.42% -2.5 0.6 3.9 -1.1 -6.4 -0.3 6.5 -0.8 5.4 2.4 -3.3 4.5
2009
+22.61% -7.9 -6.0 4.8 7.2 8.2 -0.4 7.6 3.7 3.1 -1.4 2.8 0.4
2008
-25.33% -3.4 0.0 -0.3 2.7 0.3 -5.5 -1.6 -2.0 -8.5 -12.4 -3.4 6.5
2007
+8.69% 0.7 0.6 1.6 2.4 1.1 -0.2 -0.8 -0.3 3.7 3.1 -2.0 -1.3
2006
+16.94% 3.7 -0.3 2.0 3.0 -2.1 -0.2 1.0 2.1 0.4 2.6 2.3 1.5
2005
+10.15% -0.9 2.4 -1.2 -0.7 0.1 1.0 1.8 2.3 2.4 -2.0 1.3 3.5
2004
+14.59% 1.0 1.9 0.6 -2.0 0.4 1.7 -2.0 0.8 1.7 2.3 4.5 3.0
2003
+24.77% -2.1 -0.7 -1.3 5.8 4.3 1.4 0.9 1.4 2.5 3.6 1.5 5.5
2002
-5.65% -3.0 0.6 3.1 0.7 1.2 -2.0 -5.5 0.3 -5.5 2.9 2.7 -0.9
2001
-8.83% 0.8 -4.1 -3.1 4.0 -2.2 -2.4 0.3 -0.9 -5.1 2.7 1.2 0.2
2000
-4.89% -4.1 2.2 2.8 -3.1 -1.2 2.7 -2.1 0.6 -2.3 -1.2 -1.5 2.4
1999
+22.89% 1.5 -1.9 3.1 3.6 -3.2 2.6 2.2 0.9 1.2 2.5 3.3 5.5
1998
+16.75% 2.8 4.4 1.3 1.2 0.1 -0.2 0.1 -6.8 1.4 7.2 1.9 2.9
1997
-2.77% -4.0 0.5 -0.8 -0.3 5.9 3.4 -0.4 -4.0 3.6 -3.5 -2.4 -0.5
1996
+4.67% -0.4 0.2 1.3 2.5 -0.8 0.4 -1.0 0.3 1.3 0.0 2.4 -1.3

* 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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