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:
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 | +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 |
- 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.
| 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
|
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 | |
Our overall ratings, assigned to the Developed World ex-US 80/20 Portfolio. The 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) |
+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
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
Worst drawdowns since January 1997 - Chart and 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
| 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.
| 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 |
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?
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