Data Source: from January 1996 to September 2021
Last Update: 30 September 2021
The Developed World ex-US 80/20 Portfolio is exposed for 80% on the Stock Market.
It's a Very High Risk portfolio and it can be replicated with 2 ETFs.
In the last 10 years, the portfolio obtained a 7.9% compound annual return, with a 11.40% standard deviation.
In the last 25 years, a 5.75% compound annual return, with a 13.33% standard deviation.
In 2020, the portfolio granted a 2.00% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 80/20 Portfolio: Dividend Yield page.
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 replicated 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.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Developed World ex-US 80/20 Portfolio | -2.96 | -1.33 | +3.30 | +20.57 | +7.55 | +8.04 | +7.90 | +6.78 | +5.75 |
| 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 |
- 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 80/20 Portfolio: Dividend Yield page.
Historical Returns
Developed World ex-US 80/20 Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.96%
|
-2.96%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-1.33%
|
-2.96%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+3.30%
|
-2.96%
Sep 2021 - Sep 2021
|
4 - 2 | |
|
YTD
|
+6.55%
|
-2.96%
Sep 2021 - Sep 2021
|
6 - 3 | |
|
1Y
|
+20.57%
|
12.46%
|
-2.96%
Sep 2021 - Sep 2021
|
8 - 4 |
|
3Y
|
+7.55%
annualized
|
14.41%
|
-19.27%
Jan 2020 - Mar 2020
|
23 - 13 |
|
5Y
|
+8.04%
annualized
|
11.85%
|
-19.27%
Jan 2020 - Mar 2020
|
40 - 20 |
|
10Y
|
+7.90%
annualized
|
11.40%
|
-19.27%
Jan 2020 - Mar 2020
|
75 - 45 |
|
20Y
|
+6.78%
annualized
|
13.41%
|
-47.74%
Nov 2007 - Feb 2009
|
148 - 92 |
|
25Y
|
+5.75%
annualized
|
13.33%
|
-47.74%
Nov 2007 - Feb 2009
|
181 - 119 |
|
MAX
01 Jan 1996
|
+5.74%
annualized
|
13.16%
|
-47.74%
Nov 2007 - Feb 2009
|
188 - 121 |
Best Classic Portfolios, with Very High Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Technology |
+13.30% | -81.08% | 100 | 0 | 0 | Compare | |
| US Stocks |
+9.79% | -50.84% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+9.32% | -45.53% | 90 | 10 | 0 | Compare | |
| Aggressive Global Income |
+9.18% | -52.62% | 80 | 20 | 0 | Compare | |
| Stocks/Bonds 80/20 |
+9.12% | -41.09% | 80 | 20 | 0 | Compare | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Developed World ex-US 80/20 Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+6.83% |
+47.57% Mar 2009 - Feb 2010 |
-41.68% Mar 2008 - Feb 2009 |
32.21% |
| 2 Years |
+6.00% |
+31.72% Mar 2009 - Feb 2011 |
-22.86% Mar 2007 - Feb 2009 |
25.17% |
| 3 Years |
+5.70% |
+25.55% Apr 2003 - Mar 2006 |
-13.84% Apr 2000 - Mar 2003 |
21.17% |
| 5 Years |
+5.33% |
+19.86% Oct 2002 - Sep 2007 |
-3.78% Jun 2007 - May 2012 |
10.40% |
| 7 Years |
+5.46% |
+11.17% Apr 2003 - Mar 2010 |
-0.27% Apr 1996 - Mar 2003 |
0.44% |
| 10 Years |
+5.65% |
+9.51% Apr 2003 - Mar 2013 |
+1.34% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+5.56% |
+8.58% Feb 2003 - Jan 2018 |
+3.81% Jan 2000 - Dec 2014 |
0.00% |
| 20 Years |
+5.21% |
+6.78% Oct 2001 - Sep 2021 |
+3.20% 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 80/20 Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Developed World ex-US 80/20 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.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
-0.53 54% |
0.24 62% |
0.80 65% |
2.34 81% |
-0.07 46% |
0.23 46% |
0.71 62% |
-0.62 58% |
-0.11 62% |
0.67 60% |
1.10 68% |
1.79 68% |
| Best Year |
6.2 2019 |
5.3 1998 |
6.5 2009 |
9.4 2009 |
10.6 2009 |
5.6 2012 |
9.1 2009 |
4.1 2009 |
7.5 2010 |
8.3 1998 |
11.2 2020 |
7.6 2008 |
| Worst Year |
-11.0 2009 |
-8.0 2009 |
-12.4 2020 |
-4.2 2000 |
-8.9 2012 |
-7.1 2008 |
-7.6 2002 |
-9.7 1998 |
-10.0 2008 |
-16.2 2008 |
-4.8 2008 |
-4.2 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Developed World ex-US 80/20 Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+6.55% | -0.7 | 1.6 | 2.2 | 2.4 | 2.9 | -0.7 | 0.7 | 1.0 | -3.0 | |||
| 2020 |
+8.72% | -2.0 | -5.9 | -12.4 | 5.8 | 4.4 | 2.8 | 2.3 | 3.9 | -1.2 | -2.7 | 11.2 | 4.6 |
| 2019 |
+19.67% | 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% | 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% | 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% | -4.2 | -2.2 | 5.8 | 1.8 | -0.1 | -1.2 | 3.5 | 0.3 | 1.3 | -2.2 | -1.5 | 2.0 |
| 2015 |
-0.06% | 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% | -3.9 | 4.8 | -0.2 | 1.4 | 1.6 | 1.0 | -1.8 | 0.5 | -3.3 | -0.2 | 0.2 | -2.8 |
| 2013 |
+17.30% | 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% | 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% | 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% | -4.0 | 0.7 | 5.1 | -1.9 | -8.9 | -1.0 | 9.0 | -2.2 | 7.5 | 3.2 | -4.1 | 6.4 |
| 2009 |
+25.05% | -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% | -5.4 | -0.5 | 0.1 | 4.0 | 0.8 | -7.1 | -2.5 | -3.0 | -10.0 | -16.2 | -4.8 | 7.6 |
| 2007 |
+9.92% | 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% | 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% | -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% | 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% | -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% | -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% | 0.4 | -5.8 | -4.8 | 5.7 | -3.2 | -3.2 | -0.7 | -1.6 | -7.5 | 2.6 | 2.0 | 0.4 |
| 2000 |
-9.59% | -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% | 1.2 | -2.0 | 3.9 | 4.5 | -3.8 | 3.8 | 2.9 | 1.3 | 1.4 | 3.1 | 4.3 | 6.9 |
| 1998 |
+16.63% | 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% | -3.9 | 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% | 0.0 | 0.3 | 1.6 | 3.2 | -1.1 | 0.4 | -2.1 | 0.1 | 1.7 | -0.6 | 2.8 | -1.6 |
* 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