Data Source: from January 1993 to December 2021

Last Update: 31 December 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 7.66% compound annual return, with a 11.28% standard deviation.

In the last 25 years, a 5.82% compound annual return, with a 13.36% standard deviation.

Asset Allocation and ETFs

The Developed World ex-US 80/20 Portfolio has the following asset allocation:

80% Stocks
20% Fixed Income
0% Commodities

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
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 80/20 Portfolio guaranteed the following returns.

DEVELOPED WORLD EX-US 80/20 PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Developed World ex-US 80/20 Portfolio +3.39 +2.18 +0.82 +8.88 +12.31 +8.87 +7.66 +6.62 +5.82
--- Inflation Adjusted return +2.90 -0.03 -2.49 +1.64 +8.48 +5.78 +5.43 +4.22 +3.45
Components
VEA
Vanguard FTSE Developed Markets
+4.34 +2.70 +1.04 +11.67 +14.54 +10.12 +8.44 +6.66 +5.54
BNDX
Vanguard Total International Bond
-0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80 +4.96 +5.22
(*) 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

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the 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

Historical returns and stats of Developed World ex-US 80/20 Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+3.39%
+2.90%
0.00%
1 - 0
3M
+2.18%
-0.03%
-3.63%
Nov 2021 - Nov 2021
2 - 1
6M
+0.82%
-2.49%
-4.09%
Sep 2021 - Nov 2021
4 - 2
YTD
+8.88%
+1.64%
7.61%
-4.09%
Sep 2021 - Nov 2021
8 - 4
67% pos
1Y
+8.88%
+1.64%
7.61%
-4.09%
Sep 2021 - Nov 2021
8 - 4
67% pos
3Y
+12.31%
annualized
+8.48%
annualized
13.75%
-19.27%
Jan 2020 - Mar 2020
24 - 12
67% pos
5Y
+8.87%
annualized
+5.78%
annualized
11.97%
-19.27%
Jan 2020 - Mar 2020
41 - 19
68% pos
10Y
+7.66%
annualized
+5.43%
annualized
11.28%
-19.27%
Jan 2020 - Mar 2020
76 - 44
63% pos
20Y
+6.62%
annualized
+4.22%
annualized
13.46%
-47.74%
Nov 2007 - Feb 2009
147 - 93
61% pos
25Y
+5.82%
annualized
+3.45%
annualized
13.36%
-47.74%
Nov 2007 - Feb 2009
182 - 118
61% pos
MAX
01 Jan 1993
+6.53%
annualized
+4.07%
annualized
13.09%
-47.74%
Nov 2007 - Feb 2009
212 - 136
61% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Developed World ex-US 80/20 Portfolio actually efficient, compared to other Lazy Portfolios?

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
+9.88% -50.84% 100 0 0 Compare
Warren Buffett Portfolio
Warren Buffett
+9.38% -45.53% 90 10 0 Compare
Aggressive Global Income
+9.25% -52.62% 80 20 0 Compare
Stocks/Bonds 80/20
+9.17% -41.09% 80 20 0 Compare

See all portfolios

Our overall ratings, assigned to the Developed World ex-US 80/20 Portfolio. The portfolio is classified as Very High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Very High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+5.82%
(+3.45%)
Poor : 1 / 5
Average : 2.2 / 5
Standard Deviation
over 25 Years
13.36%
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

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 4110.43$, with a total return of 311.04% (5.82% annualized).

The Inflation Adjusted Capital now would be 2334.00$, with a net total return of 133.40% (3.45% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all data
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
-14.39% Feb 2018 Dec 2018 11 Dec 2019 12 23
-13.21% May 2015 Feb 2016 10 Mar 2017 13 23
-10.17% Jun 1998 Sep 1998 4 Nov 1998 2 6
-9.05% Aug 1997 Dec 1997 5 Mar 1998 3 8
-7.17% Jul 2014 Dec 2014 6 Apr 2015 4 10
-5.30% Jan 2000 Jan 2000 1 Mar 2000 2 3
-4.09% Sep 2021 Nov 2021 3 in progress 1 4
-3.88% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.87% Jan 1997 Jan 1997 1 May 1997 4 5
-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
-2.43% Oct 2005 Oct 2005 1 Dec 2005 2 3
-2.14% Jun 2007 Aug 2007 3 Sep 2007 1 4
-2.03% Feb 1999 Feb 1999 1 Mar 1999 1 2
-1.41% Jan 2005 Jan 2005 1 Feb 2005 1 2
-0.70% Jan 2021 Jan 2021 1 Feb 2021 1 2

Rolling Returns ( more details)

Developed World ex-US 80/20 Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.10% +47.57%
Mar 2009 - Feb 2010
-41.68%
Mar 2008 - Feb 2009
30.56%
2 Years
+6.04% +31.72%
Mar 2009 - Feb 2011
-22.86%
Mar 2007 - Feb 2009
22.15%
3 Years
+5.79% +25.55%
Apr 2003 - Mar 2006
-13.84%
Apr 2000 - Mar 2003
18.53%
5 Years
+5.64% +19.86%
Oct 2002 - Sep 2007
-3.78%
Jun 2007 - May 2012
9.00%
7 Years
+5.47% +12.40%
Jan 1993 - Dec 1999
-0.27%
Apr 1996 - Mar 2003
0.38%
10 Years
+5.52% +9.51%
Apr 2003 - Mar 2013
+1.34%
Mar 1999 - Feb 2009
0.00%
15 Years
+5.50% +8.88%
Jan 1993 - Dec 2007
+2.44%
Mar 1994 - Feb 2009
0.00%
20 Years
+5.43% +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

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.

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 %
-0.30
55%
0.19
59%
1.08
66%
2.58
83%
0.01
45%
0.12
45%
0.95
66%
-0.44
59%
-0.21
59%
0.74
62%
0.51
62%
1.98
72%
Best
Year
8.0
1994
5.3
1998
8.2
1993
9.4
2009
10.6
2009
5.6
2012
9.1
2009
4.4
1993
7.4
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
-7.7
1993
-4.2
2018
Statistics calculated for the period Jan 1993 - Dec 2021

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

Monthly/Yearly Returns

Developed World ex-US 80/20 Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
212 Positive Months (61%) - 136 Negative Months (39%)
Jan 1993 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+8.88 +1.64 -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 +7.33 -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 +19.11 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

* 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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