The Developed World ex-US 80/20 Portfolio is a Very High Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 80% on the Stock Market.
In the last 30 Years, the Developed World ex-US 80/20 Portfolio obtained a 5.61% compound annual return, with a 13.13% standard deviation.
Asset Allocation and ETFs
The Developed World ex-US 80/20 Portfolio has the following asset allocation:
The Developed World ex-US 80/20 Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
80.00 % | VEA | Vanguard FTSE Developed Markets | Equity, EAFE, Large Cap | |
20.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
Portfolio and ETF Returns
The Developed World ex-US 80/20 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 80/20 Portfolio | -2.45 | -2.15 | -7.66 | -17.10 | -16.42 | 2.51 | 5.32 | 5.61 | |
US Inflation Adjusted return | -7.66 | -20.33 | -22.30 | -1.06 | 2.79 | 3.06 | |||
Components | |||||||||
VEA Vanguard FTSE Developed Markets |
-3.03 |
01:59PM Jul 05 2022 |
-2.82 | -9.19 | -18.92 | -18.07 | 2.71 | 5.87 | 5.27 |
BNDX Vanguard Total International Bond |
-0.10 |
01:59PM Jul 05 2022 |
0.54 | -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 80/20 Portfolio granted a 3.48% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 80/20 Portfolio: Dividend Yield page.
Historical Returns as of Jun 30, 2022
Historical returns and stats of Developed World ex-US 80/20 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
|
-7.66
|
-7.66
|
-7.66
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-12.21
|
-13.34
|
-12.21
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-17.10
|
-20.33
|
-17.10
Jan 2022 - Jun 2022
|
2 - 4
|
|
YTD
|
-17.10
|
-20.33
|
-17.10
Jan 2022 - Jun 2022
|
2 - 4
|
|
1Y
|
-16.42
|
-22.30
|
11.41
|
-17.81
Sep 2021 - Jun 2022
|
6 - 6
50% pos
|
3Y(*)
|
1.42
|
-2.95
|
14.49
|
-19.27
Jan 2020 - Mar 2020
|
21 - 15
58% pos
|
5Y(*)
|
2.51
|
-1.06
|
12.92
|
-19.27
Jan 2020 - Mar 2020
|
37 - 23
62% pos
|
10Y(*)
|
5.32
|
2.79
|
11.22
|
-19.27
Jan 2020 - Mar 2020
|
74 - 46
62% pos
|
15Y(*)
|
2.58
|
0.27
|
14.49
|
-47.74
Nov 2007 - Feb 2009
|
102 - 78
57% pos
|
20Y(*)
|
5.65
|
3.12
|
13.62
|
-47.74
Nov 2007 - Feb 2009
|
145 - 95
60% pos
|
25Y(*)
|
4.73
|
2.25
|
13.45
|
-47.74
Nov 2007 - Feb 2009
|
180 - 120
60% pos
|
30Y(*)
|
5.61
|
3.06
|
13.13
|
-47.74
Nov 2007 - Feb 2009
|
217 - 143
60% pos
|
MAX(*)
01 Jan 1986
|
6.88
|
4.05
|
14.06
|
-47.74
Nov 2007 - Feb 2009
|
262 - 176
60% 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 2471.91$, with a net total return of 147.19% (3.06% annualized).
The Inflation Adjusted Capital now would be 4266.14$, with a net total return of 326.61% (4.05% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-47.74% | Nov 2007 | Feb 2009 | 16 | Sep 2013 | 55 | 71 |
-36.04% | Apr 2000 | Mar 2003 | 36 | Nov 2004 | 20 | 56 |
-19.27% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
-17.81% | Sep 2021 | Jun 2022 | 10 | in progress | 10 | |
-14.39% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
-13.21% | May 2015 | Feb 2016 | 10 | Mar 2017 | 13 | 23 |
-10.26% | Sep 1994 | Feb 1995 | 6 | Nov 1995 | 9 | 15 |
-10.17% | Jun 1998 | Sep 1998 | 4 | Nov 1998 | 2 | 6 |
-9.05% | Aug 1997 | Dec 1997 | 5 | Mar 1998 | 3 | 8 |
-8.74% | Sep 1993 | Nov 1993 | 3 | Jan 1994 | 2 | 5 |
-7.17% | Jul 2014 | Dec 2014 | 6 | Apr 2015 | 4 | 10 |
-6.31% | Sep 1992 | Oct 1992 | 2 | Mar 1993 | 5 | 7 |
-5.40% | Dec 1996 | Jan 1997 | 2 | May 1997 | 4 | 6 |
-5.30% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
-3.88% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-3.75% | May 1999 | May 1999 | 1 | Jul 1999 | 2 | 3 |
-3.26% | Mar 2005 | May 2005 | 3 | Jul 2005 | 2 | 5 |
-3.01% | May 2006 | Jun 2006 | 2 | Aug 2006 | 2 | 4 |
-2.93% | Feb 1994 | Mar 1994 | 2 | Jun 1994 | 3 | 5 |
-2.78% | May 1996 | Jul 1996 | 3 | Nov 1996 | 4 | 7 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-47.74% | Nov 2007 | Feb 2009 | 16 | Sep 2013 | 55 | 71 |
-36.04% | Apr 2000 | Mar 2003 | 36 | Nov 2004 | 20 | 56 |
-24.86% | Jan 1990 | Sep 1990 | 9 | Apr 1993 | 31 | 40 |
-19.27% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
-17.81% | Sep 2021 | Jun 2022 | 10 | in progress | 10 | |
-14.39% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
-13.21% | May 2015 | Feb 2016 | 10 | Mar 2017 | 13 | 23 |
-11.30% | Sep 1987 | Oct 1987 | 2 | Mar 1988 | 5 | 7 |
-10.26% | Sep 1994 | Feb 1995 | 6 | Nov 1995 | 9 | 15 |
-10.17% | Jun 1998 | Sep 1998 | 4 | Nov 1998 | 2 | 6 |
-9.05% | Aug 1997 | Dec 1997 | 5 | Mar 1998 | 3 | 8 |
-8.74% | Sep 1993 | Nov 1993 | 3 | Jan 1994 | 2 | 5 |
-7.44% | May 1988 | Aug 1988 | 4 | Oct 1988 | 2 | 6 |
-7.39% | Sep 1986 | Oct 1986 | 2 | Dec 1986 | 2 | 4 |
-7.17% | Jul 2014 | Dec 2014 | 6 | Apr 2015 | 4 | 10 |
-5.40% | Dec 1996 | Jan 1997 | 2 | May 1997 | 4 | 6 |
-5.30% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
-5.01% | Mar 1989 | Jun 1989 | 4 | Jul 1989 | 1 | 5 |
-3.88% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-3.75% | May 1999 | May 1999 | 1 | Jul 1999 | 2 | 3 |
Rolling Returns ( more details)
Developed World ex-US 80/20 Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
7.90 |
65.79 Feb 1986 - Jan 1987 |
-41.68 Mar 2008 - Feb 2009 |
31.15% |
2 Years |
6.72 |
39.94 Feb 1986 - Jan 1988 |
-22.86 Mar 2007 - Feb 2009 |
23.37% |
3 Years |
6.17 |
33.13 Feb 1986 - Jan 1989 |
-13.84 Apr 2000 - Mar 2003 |
18.36% |
5 Years |
5.80 |
19.86 Oct 2002 - Sep 2007 |
-3.78 Jun 2007 - May 2012 |
6.86% |
7 Years |
5.75 |
12.40 Jan 1993 - Dec 1999 |
-0.27 Apr 1996 - Mar 2003 |
0.28% |
10 Years |
5.74 |
12.28 Jan 1986 - Dec 1995 |
1.34 Mar 1999 - Feb 2009 |
0.00% |
15 Years |
5.60 |
10.53 Jan 1986 - Dec 2000 |
2.44 Mar 1994 - Feb 2009 |
0.00% |
20 Years |
5.73 |
9.41 Feb 1986 - Jan 2006 |
2.94 Mar 1989 - Feb 2009 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Developed World ex-US 80/20 Portfolio: Rolling Returns page.
Seasonality
Developed World ex-US 80/20 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 % |
0.03 57% |
0.58 59% |
1.00 62% |
2.28 78% |
0.23 46% |
-0.32 41% |
1.32 67% |
-0.35 56% |
-0.26 56% |
0.52 58% |
0.58 64% |
2.06 75% |
Best Year |
9.7 1987 |
9.3 1986 |
10.9 1986 |
9.4 2009 |
10.6 2009 |
6.6 1986 |
9.9 1989 |
7.0 1987 |
7.4 2010 |
12.9 1990 |
11.2 2020 |
7.6 2008 |
Worst Year |
-11.0 2009 |
-8.0 2009 |
-12.4 2020 |
-6.0 2022 |
-8.9 2012 |
-7.7 2022 |
-7.6 2002 |
-9.7 1998 |
-10.8 1990 |
-16.2 2008 |
-7.7 1993 |
-4.2 2018 |
Monthly/Yearly Returns
Developed World ex-US 80/20 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 |
-17.10 | -20.33 | -3.4 | -2.4 | 0.1 | -6.0 | 1.2 | -7.7 | ||||||
2021 |
+8.88 | +1.66 | -0.7 | 1.6 | 2.2 | 2.4 | 2.9 | -0.7 | 0.7 | 1.0 | -3.0 | 2.6 | -3.6 | 3.4 |
2020 |
+8.72 | +7.35 | -2.0 | -5.9 | -12.4 | 5.8 | 4.3 | 2.8 | 2.3 | 3.9 | -1.2 | -2.7 | 11.2 | 4.6 |
2019 |
+19.67 | +17.02 | 6.2 | 1.9 | 0.8 | 2.3 | -4.0 | 5.0 | -1.4 | -1.1 | 2.4 | 2.5 | 1.0 | 2.8 |
2018 |
-11.24 | -12.91 | 3.7 | -4.1 | -0.1 | 1.0 | -1.2 | -1.2 | 1.8 | -1.4 | 0.5 | -6.8 | 0.5 | -4.2 |
2017 |
+21.61 | +19.08 | 2.7 | 1.0 | 2.5 | 1.9 | 2.9 | 0.4 | 2.4 | 0.2 | 2.0 | 1.6 | 0.8 | 1.4 |
2016 |
+3.06 | +0.99 | -4.2 | -2.2 | 5.8 | 1.8 | -0.1 | -1.2 | 3.4 | 0.3 | 1.3 | -2.2 | -1.5 | 2.0 |
2015 |
-0.06 | -0.70 | 0.9 | 4.9 | -0.9 | 2.9 | -0.1 | -2.6 | 1.4 | -6.0 | -3.1 | 5.5 | -0.6 | -1.7 |
2014 |
-3.03 | -3.66 | -3.9 | 4.8 | -0.2 | 1.4 | 1.6 | 1.0 | -1.8 | 0.5 | -3.3 | -0.1 | 0.2 | -2.7 |
2013 |
+17.30 | +15.55 | 3.0 | -0.8 | 1.1 | 4.4 | -2.8 | -2.6 | 4.3 | -1.4 | 6.5 | 2.8 | 0.6 | 1.5 |
2012 |
+16.75 | +14.73 | 4.8 | 4.0 | 0.3 | -1.7 | -8.9 | 5.6 | 0.6 | 2.8 | 2.4 | 0.9 | 2.3 | 3.5 |
2011 |
-8.12 | -10.85 | 1.8 | 3.0 | -2.0 | 5.2 | -2.0 | -1.1 | -1.5 | -6.7 | -8.7 | 7.5 | -1.7 | -1.0 |
2010 |
+8.38 | +6.85 | -3.9 | 0.7 | 5.1 | -1.9 | -8.9 | -1.0 | 9.0 | -2.2 | 7.4 | 3.2 | -4.1 | 6.4 |
2009 |
+25.05 | +21.63 | -11.0 | -8.0 | 6.5 | 9.4 | 10.6 | -1.1 | 9.1 | 4.1 | 3.5 | -2.1 | 3.5 | 0.6 |
2008 |
-32.99 | -32.98 | -5.4 | -0.5 | 0.0 | 4.0 | 0.8 | -7.1 | -2.5 | -3.0 | -10.0 | -16.2 | -4.8 | 7.6 |
2007 |
+9.92 | +5.58 | 1.0 | 0.5 | 2.1 | 3.1 | 1.8 | -0.2 | -1.5 | -0.5 | 4.5 | 3.8 | -2.9 | -2.0 |
2006 |
+21.60 | +18.61 | 4.9 | -0.5 | 2.8 | 3.9 | -2.8 | -0.3 | 1.0 | 2.4 | 0.3 | 3.2 | 2.7 | 2.2 |
2005 |
+11.88 | +8.26 | -1.4 | 3.3 | -1.8 | -1.3 | -0.2 | 1.0 | 2.5 | 2.8 | 3.3 | -2.4 | 1.5 | 4.3 |
2004 |
+17.42 | +13.62 | 1.2 | 2.1 | 0.6 | -2.4 | 0.5 | 2.2 | -2.8 | 0.6 | 2.2 | 2.8 | 5.7 | 3.7 |
2003 |
+31.72 | +29.09 | -3.1 | -1.5 | -1.6 | 7.8 | 5.1 | 1.9 | 1.8 | 1.8 | 2.7 | 5.0 | 1.9 | 6.7 |
2002 |
-10.63 | -12.80 | -4.1 | 0.6 | 4.5 | 0.4 | 1.5 | -3.0 | -7.6 | 0.0 | -8.1 | 4.1 | 3.6 | -2.1 |
2001 |
-15.38 | -16.72 | 0.4 | -5.8 | -4.8 | 5.7 | -3.1 | -3.2 | -0.7 | -1.6 | -7.5 | 2.6 | 2.0 | 0.4 |
2000 |
-9.59 | -12.59 | -5.3 | 2.5 | 3.3 | -4.2 | -1.8 | 3.3 | -3.1 | 0.8 | -3.5 | -1.8 | -2.5 | 2.9 |
1999 |
+30.43 | +27.03 | 1.2 | -2.0 | 3.9 | 4.4 | -3.7 | 3.8 | 2.9 | 1.3 | 1.4 | 3.1 | 4.3 | 6.9 |
1998 |
+16.63 | +14.78 | 3.5 | 5.3 | 2.3 | 1.0 | 0.1 | -0.2 | 0.1 | -9.7 | -0.4 | 8.3 | 3.4 | 3.0 |
1997 |
-2.08 | -3.71 | -3.9 | 1.0 | -0.7 | 0.2 | 6.8 | 4.1 | 0.3 | -5.2 | 3.9 | -5.2 | -2.4 | -0.3 |
1996 |
+4.67 | +1.25 | 0.0 | 0.3 | 1.6 | 3.2 | -1.1 | 0.4 | -2.1 | 0.1 | 1.7 | -0.6 | 2.8 | -1.6 |
1995 |
+7.43 | +4.78 | -3.0 | -4.0 | 5.1 | 3.3 | -0.7 | -1.5 | 4.9 | -2.2 | 1.5 | -1.7 | 2.9 | 3.2 |
1994 |
+6.35 | +3.66 | 8.0 | -0.1 | -2.8 | 2.5 | -0.3 | 1.3 | 0.5 | 1.3 | -2.4 | 2.4 | -4.2 | 0.7 |
1993 |
+27.22 | +23.74 | 0.2 | 3.2 | 8.2 | 8.1 | 3.1 | -2.1 | 3.7 | 4.4 | -2.5 | 1.4 | -7.7 | 5.4 |
1992 |
-9.45 | -12.06 | -2.4 | -2.8 | -5.8 | -0.5 | 6.1 | -3.2 | -2.0 | 5.4 | -1.9 | -4.5 | 0.8 | 1.6 |
1991 |
+11.87 | +8.63 | 1.6 | 9.2 | -3.7 | 1.6 | -0.2 | -5.4 | 3.6 | -1.9 | 5.6 | 1.8 | -4.1 | 4.3 |
1990 |
-18.39 | -23.19 | -3.3 | -5.2 | -8.1 | -2.5 | 9.7 | 0.2 | 2.1 | -8.7 | -10.8 | 12.9 | -5.2 | 1.5 |
1989 |
+12.50 | +7.51 | 2.1 | 0.4 | -1.7 | 1.4 | -3.4 | -1.3 | 9.9 | -3.6 | 4.3 | -2.5 | 4.0 | 3.0 |
1988 |
+22.29 | +17.12 | 3.6 | 5.5 | 4.8 | 1.5 | -2.0 | -2.1 | 1.3 | -4.7 | 2.6 | 5.4 | 5.4 | -0.4 |
1987 |
+25.08 | +19.89 | 9.7 | 2.0 | 9.2 | 8.2 | 0.3 | -2.4 | -0.4 | 7.0 | -1.3 | -10.1 | 0.5 | 1.7 |
1986 |
+53.97 | +52.17 | 1.9 | 9.3 | 10.9 | 6.1 | -3.2 | 6.6 | 5.4 | 6.6 | -1.8 | -5.6 | 4.5 | 4.9 |
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 80/20 Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The Developed World ex-US 80/20 Portfolio is classified as Very High Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
Very High Risk Portfolios |
All Portfolios |
||
---|---|---|---|
25 Years Ann. Return (Inflation Adjusted) |
+4.73%
(+2.25%) |
Poor : 1 / 5
|
Bad : 1.4 / 5
|
Standard Deviation over 25 Years |
13.45% |
Excellent : 4.3 / 5
|
Average : 2.6 / 5
|
Maximum Drawdown over 25 Years |
-47.74% |
Excellent : 4.3 / 5
|
Bad : 1.9 / 5
|
Easy to manage | 2 ETFs |
Excellent : 4.5 / 5
|
Excellent : 4.5 / 5
|
Rating assigned considering all the Very High Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Best Classic Portfolios, with Very High Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Technology |
+1.22 | +13.42 | -81.08 | 100 | 0 | 0 | ||
US Stocks |
+0.21 | +9.81 | -50.84 | 100 | 0 | 0 | ||
Warren Buffett Portfolio Warren Buffett |
+0.23 | +9.38 | -45.52 | 90 | 10 | 0 | ||
Aggressive Global Income |
-0.99 | +9.37 | -52.63 | 80 | 20 | 0 | ||
Stocks/Bonds 80/20 |
+0.38 | +9.06 | -41.09 | 80 | 20 | 0 |
Last update: Jul 05 2022, 02:00PM Eastern Time.