Last Update: 31 December 2020
The World Developed 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 8.59% compound annual return, with a 11.41% standard deviation.
In 2020, the portfolio granted a 1.76% dividend yield. If you are interested in getting periodic income, please refer to the World Developed 80/20 Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The World Developed 80/20 Portfolio has the following asset allocation:
The World Developed 80/20 Portfolio can be replicated with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
80.00 % | VT | Vanguard Total World Stock | Equity, Developed Markets, Large Cap | |
20.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
Portfolio and ETF Returns
The World Developed 80/20 Portfolio guaranteed the following returns.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
World Developed 80/20 Portfolio | +4.07 | +12.56 | +20.19 | +14.22 | +9.23 | +11.01 | +8.59 |
Components | |||||||
VT - Vanguard Total World Stock | +4.94 | +15.50 | +25.15 | +16.61 | +10.09 | +12.51 | +9.34 |
BNDX - Vanguard Total International Bond | +0.36 | +1.09 | +2.15 | +4.65 | +5.09 | +4.45 | +4.90 |
- 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 World Developed 80/20 Portfolio: Dividend Yield page.
Historical Returns
World Developed 80/20 Portfolio - Historical returns and stats.
Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+4.07%
|
0.00%
|
1 - 0 | |
3M
|
+12.56%
|
-1.56%
Oct 2020 - Oct 2020
|
2 - 1 | |
6M
|
+20.19%
|
-3.71%
Sep 2020 - Oct 2020
|
4 - 2 | |
YTD
|
+14.22%
|
20.35%
|
-17.80%
Jan 2020 - Mar 2020
|
7 - 5 |
1Y
|
+14.22%
|
20.35%
|
-17.80%
Jan 2020 - Mar 2020
|
7 - 5 |
3Y
|
+9.23%
annualized
|
14.71%
|
-17.80%
Jan 2020 - Mar 2020
|
24 - 12 |
5Y
|
+11.01%
annualized
|
12.12%
|
-17.80%
Jan 2020 - Mar 2020
|
45 - 15 |
10Y
|
+8.59%
annualized
|
11.41%
|
-17.80%
Jan 2020 - Mar 2020
|
79 - 41 |
MAX
01 Jan 2009
|
+10.47%
annualized
|
12.92%
|
-17.80%
Jan 2020 - Mar 2020
|
93 - 51 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
---|---|---|---|---|---|---|
Technology |
+20.35% | 100 | 0 | 0 | Compare | |
US Stocks |
+13.77% | 100 | 0 | 0 | Compare | |
Warren Buffett |
+12.76% | 90 | 10 | 0 | Compare | |
Stocks/Bonds 80/20 |
+11.86% | 80 | 20 | 0 | Compare | |
Second Grader's Starter Paul Farrell |
+10.28% | 90 | 10 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns (more details)
World Developed 80/20 Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+9.66% |
+49.60% Mar 2009 - Feb 2010 |
-9.54% Mar 2015 - Feb 2016 |
18.05% |
2 Years |
+8.95% |
+33.25% Mar 2009 - Feb 2011 |
-3.04% Apr 2018 - Mar 2020 |
1.65% |
3 Years |
+8.66% |
+21.22% Mar 2009 - Feb 2012 |
+2.09% Apr 2017 - Mar 2020 |
0.00% |
5 Years |
+8.47% |
+17.69% Mar 2009 - Feb 2014 |
+3.11% Apr 2015 - Mar 2020 |
0.00% |
7 Years |
+8.41% |
+11.92% Mar 2009 - Feb 2016 |
+5.04% Apr 2013 - Mar 2020 |
0.00% |
10 Years |
+8.71% |
+11.72% Mar 2009 - Feb 2019 |
+5.95% Apr 2010 - 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 World Developed 80/20 Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
World Developed 80/20 Portfolio Seasonality
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | 0.0 | 0.3 | 0.9 | 2.6 | -0.4 | 0.5 | 2.6 | -0.3 | 0.7 | 1.1 | 1.7 | 1.0 |
Best |
6.6 2019 |
4.7 2015 |
6.9 2009 |
9.7 2009 |
8.8 2009 |
5.4 2019 |
8.7 2009 |
4.6 2020 |
7.8 2010 |
8.7 2011 |
9.9 2020 |
5.9 2010 |
Worst |
-8.4 2009 |
-7.6 2009 |
-12.2 2020 |
-0.8 2012 |
-7.7 2010 |
-2.5 2013 |
-1.3 2011 |
-5.7 2011 |
-8.3 2011 |
-6.3 2018 |
-2.3 2010 |
-5.5 2018 |
Gain Frequency |
50 | 58 | 67 | 83 | 58 | 50 | 83 | 58 | 67 | 58 | 75 | 67 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2020 |
+14.22% | -0.9 | -5.6 | -12.2 | 8.3 | 4.1 | 2.5 | 4.4 | 4.6 | -2.2 | -1.6 | 9.9 | 4.1 |
2019 |
+23.03% | 6.6 | 2.3 | 1.2 | 2.9 | -4.7 | 5.4 | 0.2 | -1.3 | 1.8 | 2.2 | 2.0 | 2.8 |
2018 |
-7.25% | 4.3 | -3.6 | -0.8 | 0.3 | 0.4 | -0.4 | 2.3 | 0.7 | 0.0 | -6.3 | 1.5 | -5.5 |
2017 |
+20.07% | 2.2 | 2.3 | 1.2 | 1.4 | 1.7 | 0.4 | 2.2 | 0.5 | 1.7 | 1.8 | 1.6 | 1.4 |
2016 |
+7.73% | -4.4 | -0.6 | 6.4 | 0.8 | 0.7 | 0.3 | 3.5 | 0.3 | 0.6 | -1.8 | 0.7 | 1.5 |
2015 |
-1.25% | -1.0 | 4.7 | -0.9 | 1.8 | 0.2 | -2.1 | 0.7 | -5.5 | -2.8 | 5.9 | 0.0 | -1.8 |
2014 |
+4.69% | -3.3 | 4.2 | 0.5 | 0.7 | 1.8 | 1.9 | -1.3 | 2.4 | -2.7 | 0.9 | 1.2 | -1.4 |
2013 |
+18.20% | 3.1 | -0.1 | 2.0 | 2.4 | -0.9 | -2.5 | 4.3 | -2.1 | 4.7 | 3.2 | 1.3 | 1.8 |
2012 |
+15.60% | 4.6 | 3.9 | 1.0 | -0.8 | -7.2 | 4.2 | 0.9 | 2.2 | 2.8 | -0.5 | 1.4 | 2.6 |
2011 |
-4.28% | 1.2 | 2.5 | 0.0 | 3.7 | -1.7 | -1.2 | -1.3 | -5.7 | -8.3 | 8.7 | -1.1 | -0.2 |
2010 |
+12.17% | -3.7 | 1.7 | 5.4 | -0.1 | -7.7 | -1.9 | 7.2 | -2.5 | 7.8 | 3.0 | -2.3 | 5.9 |
2009 |
+29.18% | -8.4 | -7.6 | 6.9 | 9.7 | 8.8 | -1.1 | 8.7 | 2.6 | 4.6 | -1.9 | 4.5 | 1.2 |
* 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:
BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013