Data Source: from January 1986 to December 2021

Last Update: 31 December 2021

The Developed World ex-US Stocks Portfolio is exposed for 100% on the Stock Market.

It's a Very High Risk portfolio and it can be replicated with 1 ETF.

In the last 10 years, the portfolio obtained a 8.44% compound annual return, with a 14.09% standard deviation.

In the last 25 years, a 5.54% compound annual return, with a 16.79% standard deviation.

Asset Allocation and ETFs

The Developed World ex-US Stocks Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The Developed World ex-US Stocks Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 % VEA Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
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 Stocks Portfolio guaranteed the following returns.

DEVELOPED WORLD EX-US STOCKS 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 Stocks Portfolio +4.34 +2.70 +1.04 +11.67 +14.54 +10.12 +8.44 +6.66 +5.54
--- Inflation Adjusted return +3.85 +0.48 -2.28 +4.24 +10.63 +7.00 +6.20 +4.25 +3.18
Components
VEA
Vanguard FTSE Developed Markets 		+4.34 +2.70 +1.04 +11.67 +14.54 +10.12 +8.44 +6.66 +5.54
(*) annualized
Portfolio returns are calculated assuming:
  • 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 3.46% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Portfolio: Dividend Yield page.

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Historical Returns

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

DEVELOPED WORLD EX-US STOCKS 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
+4.34%
+3.85%
0.00%
1 - 0
3M
+2.70%
+0.48%
-4.64%
Nov 2021 - Nov 2021
2 - 1
6M
+1.04%
-2.28%
-4.89%
Sep 2021 - Nov 2021
4 - 2
YTD
+11.67%
+4.24%
9.50%
-4.89%
Sep 2021 - Nov 2021
8 - 4
67% pos
1Y
+11.67%
+4.24%
9.50%
-4.89%
Sep 2021 - Nov 2021
8 - 4
67% pos
3Y
+14.54%
annualized
+10.63%
annualized
17.25%
-23.99%
Jan 2020 - Mar 2020
24 - 12
67% pos
5Y
+10.12%
annualized
+7.00%
annualized
15.06%
-24.14%
Feb 2018 - Mar 2020
41 - 19
68% pos
10Y
+8.44%
annualized
+6.20%
annualized
14.09%
-24.14%
Feb 2018 - Mar 2020
76 - 44
63% pos
20Y
+6.66%
annualized
+4.25%
annualized
16.95%
-57.00%
Nov 2007 - Feb 2009
146 - 94
61% pos
25Y
+5.54%
annualized
+3.18%
annualized
16.79%
-57.00%
Nov 2007 - Feb 2009
180 - 120
60% pos
MAX
01 Jan 1986
+7.31%
annualized
+4.54%
annualized
17.47%
-57.00%
Nov 2007 - Feb 2009
257 - 175
59% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

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

Similar portfolios, ordered by 5 Years annualized return.

These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.

5 Years Stats
% Allocation
Portfolio Return▾ Drawdown Stocks Bonds Comm.
Developed World ex-US Stocks Momentum
 +11.76% -19.22% 100 0 0 Compare
Developed World ex-US Stocks
 +10.12% -24.15% 100 0 0

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 Stocks 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)		 +5.54%
(+3.18%)
Poor : 1 / 5
Bad : 2 / 5
Standard Deviation
over 25 Years		 16.79%
Average : 2.6 / 5
Bad : 1.8 / 5
Maximum Drawdown
over 25 Years		 -57.00%
Bad : 1.8 / 5
Bad : 1.2 / 5
Easy to manage 1 ETF
Excellent : 5 / 5
Excellent : 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$, since January 1997, now would be worth 3847.72$, with a total return of 284.77% (5.54% annualized).

The Inflation Adjusted Capital now would be 2184.83$, with a net total return of 118.48% (3.18% 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
-57.00% Nov 2007 Feb 2009 16 May 2014 63 79
-48.19% Jan 2000 Mar 2003 39 Sep 2005 30 69
-24.14% Feb 2018 Mar 2020 26 Nov 2020 8 34
-17.94% Jul 2014 Feb 2016 20 Apr 2017 14 34
-14.47% Jun 1998 Sep 1998 4 Dec 1998 3 7
-11.23% Aug 1997 Dec 1997 5 Mar 1998 3 8
-4.89% Sep 2021 Nov 2021 3 in progress 1 4
-4.28% May 1999 May 1999 1 Jun 1999 1 2
-3.78% Jan 1997 Jan 1997 1 May 1997 4 5
-3.73% May 2006 Jun 2006 2 Sep 2006 3 5
-2.93% Jun 2007 Aug 2007 3 Sep 2007 1 4
-2.83% Oct 2005 Oct 2005 1 Dec 2005 2 3
-2.16% Feb 1999 Feb 1999 1 Mar 1999 1 2
-0.93% Jun 2021 Jun 2021 1 Aug 2021 2 3
-0.72% Jan 2021 Jan 2021 1 Feb 2021 1 2
-0.66% Feb 2006 Feb 2006 1 Mar 2006 1 2

Rolling Returns ( more details)

Developed World ex-US Stocks Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
 +8.38% +78.27%
Feb 1986 - Jan 1987 		-49.94%
Mar 2008 - Feb 2009 		35.15%
2 Years
 +6.43% +46.94%
Feb 1986 - Jan 1988 		-29.13%
Mar 2007 - Feb 2009 		26.89%
3 Years
 +5.71% +38.88%
Jan 1986 - Dec 1988 		-19.64%
Apr 2000 - Mar 2003 		23.93%
5 Years
 +5.17% +23.71%
Oct 2002 - Sep 2007 		-7.06%
Jun 2007 - May 2012 		17.16%
7 Years
 +5.09% +13.73%
Jan 1993 - Dec 1999 		-2.53%
Apr 1996 - Mar 2003 		3.72%
10 Years
 +5.04% +12.14%
Jan 1986 - Dec 1995 		-0.38%
Mar 1999 - Feb 2009 		0.64%
15 Years
 +4.93% +10.50%
Jan 1986 - Dec 2000 		+0.53%
Apr 1988 - Mar 2003 		0.00%
20 Years
 +5.01% +9.18%
Feb 1986 - Jan 2006 		+1.34%
Mar 1989 - Feb 2009 		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 Stocks Portfolio: Rolling Returns page.

Seasonality

Developed World ex-US Stocks 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 %		 0.03
53% 		0.68
64% 		1.23
61% 		3.07
81% 		0.17
44% 		-0.27
39% 		1.41
67% 		-0.62
53% 		-0.52
56% 		0.54
58% 		0.61
64% 		2.29
75%
Best
Year		 11.7
1987 		11.1
1991 		12.7
1986 		11.8
2009 		13.1
2009 		7.4
1986 		12.2
1989 		8.4
1987 		9.7
2010 		17.1
1990 		14.3
2020 		9.0
2008
Worst
Year		 -14.0
2009 		-10.1
2009 		-15.1
2020 		-5.4
2000 		-11.5
2010 		-8.7
2008 		-9.9
2002 		-12.5
1998 		-14.2
1990 		-20.6
2008 		-9.4
1993 		-5.7
2018
Statistics calculated for the period Jan 1986 - Dec 2021

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

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
257 Positive Months (59%) - 175 Negative Months (41%)
Jan 1986 - 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
 +11.67 +4.24 -0.7 2.4 2.8 3.1 3.6 -0.9 0.5 1.3 -3.4 3.2 -4.6 4.3
2020
 +9.74 +8.33 -3.0 -7.7 -15.1 7.0 5.6 3.5 2.6 5.2 -1.8 -3.5 14.3 5.6
2019
 +22.62 +19.91 7.5 2.3 0.6 2.8 -5.2 5.9 -2.0 -1.9 3.2 3.2 1.3 3.6
2018
 -14.75 -16.36 4.7 -5.1 -0.4 1.3 -1.4 -1.7 2.3 -1.7 0.7 -8.6 0.5 -5.7
2017
 +26.42 +23.82 3.7 1.1 3.1 2.2 3.4 0.6 2.9 0.0 2.5 1.8 0.9 1.7
2016
 +2.67 +0.61 -5.5 -3.1 7.2 2.3 -0.3 -2.0 4.2 0.4 1.6 -2.4 -1.5 2.5
2015
 -0.38 -1.01 0.7 6.2 -1.2 3.9 0.0 -2.9 1.5 -7.2 -4.1 6.7 -0.8 -2.1
2014
 -5.98 -6.59 -5.2 5.9 -0.4 1.6 1.8 1.0 -2.4 0.3 -4.2 -0.4 0.0 -3.8
2013
 +21.83 +20.01 3.8 -1.1 1.2 5.2 -3.0 -2.8 5.2 -1.6 7.9 3.2 0.7 1.9
2012
 +18.56 +16.51 5.6 4.9 0.3 -2.4 -11.2 7.0 0.3 3.3 2.6 1.1 2.7 4.2
2011
 -12.30 -14.91 2.2 3.7 -2.5 6.2 -2.7 -1.2 -2.4 -8.6 -11.3 9.8 -2.1 -2.1
2010
 +8.35 +6.81 -5.4 0.7 6.3 -2.8 -11.5 -1.8 11.7 -3.6 9.7 4.1 -4.9 8.4
2009
 +27.49 +24.00 -14.0 -10.1 8.4 11.8 13.1 -1.8 10.6 4.5 3.9 -2.8 4.1 0.8
2008
 -40.65 -40.64 -7.4 -1.0 0.4 5.4 1.2 -8.7 -3.5 -4.0 -11.6 -20.6 -6.6 9.0
2007
 +11.15 +6.77 1.3 0.3 2.7 3.9 2.5 -0.1 -2.2 -0.7 5.3 4.5 -3.8 -2.6
2006
 +26.27 +23.16 6.2 -0.7 3.6 4.9 -3.4 -0.3 1.0 2.7 0.2 3.9 3.1 2.8
2005
 +13.60 +9.93 -1.9 4.2 -2.4 -1.9 -0.4 1.1 3.2 3.2 4.2 -2.8 1.8 5.0
2004
 +20.25 +16.36 1.4 2.4 0.6 -2.7 0.7 2.7 -3.6 0.5 2.7 3.3 6.9 4.4
2003
 +38.67 +35.90 -4.2 -2.3 -2.0 9.8 6.0 2.5 2.7 2.2 3.0 6.3 2.2 7.8
2002
 -15.62 -17.66 -5.3 0.7 5.9 0.1 1.8 -4.0 -9.9 -0.3 -11.0 5.5 4.6 -3.3
2001
 -21.94 -23.17 -0.1 -7.5 -6.6 7.7 -4.1 -4.1 -1.8 -2.5 -10.3 2.6 3.0 0.7
2000
 -14.29 -17.14 -6.5 2.9 3.8 -5.4 -2.4 3.9 -4.2 0.9 -4.9 -2.4 -3.7 3.4
1999
 +37.96 +34.37 0.9 -2.2 4.7 5.3 -4.3 5.0 3.5 1.6 1.6 3.7 5.2 8.2
1998
 +16.51 +14.66 4.2 6.2 3.2 0.7 0.1 -0.2 0.2 -12.5 -2.2 9.5 4.9 3.0
1997
 -1.39 -3.03 -3.8 1.5 -0.7 0.8 7.6 4.7 0.9 -6.3 4.1 -6.8 -2.3 -0.1
1996
 +4.68 +1.26 0.5 0.3 2.0 4.0 -1.3 0.4 -3.2 0.0 2.1 -1.2 3.1 -1.9
1995
 +3.98 +1.42 -3.9 -5.2 6.5 3.5 -1.9 -1.8 5.7 -3.4 1.6 -2.6 2.5 3.7
1994
 +9.76 +6.98 9.9 0.4 -3.0 3.3 -0.1 2.0 0.5 1.7 -2.9 2.8 -5.4 0.9
1993
 +29.92 +26.37 0.0 3.5 10.1 10.0 3.6 -3.0 4.2 4.8 -3.0 1.3 -9.4 6.1
1992
 -14.79 -17.25 -2.4 -3.7 -7.2 -0.8 7.1 -4.6 -3.3 7.0 -2.7 -5.3 0.8 0.5
1991
 +9.48 +6.31 1.7 11.1 -4.8 1.6 -0.4 -6.6 4.0 -3.1 6.4 2.0 -5.3 4.0
1990
 -24.79 -29.21 -3.6 -6.5 -10.4 -2.8 11.7 -0.3 2.3 -10.4 -14.2 17.1 -7.8 1.3
1989
 +12.85 +7.85 2.3 0.6 -2.3 1.3 -4.8 -2.4 12.2 -4.0 5.5 -3.7 4.8 3.8
1988
 +25.66 +20.35 3.7 6.6 6.1 1.9 -2.4 -3.0 1.7 -5.9 2.9 6.3 6.8 -0.5
1987
 +30.48 +25.07 11.7 2.3 11.2 10.5 0.5 -3.1 -0.5 8.4 -1.2 -12.4 0.5 1.8
1986
 +63.38 +61.46 2.3 10.4 12.7 7.2 -3.2 7.4 6.1 7.2 -1.9 -7.0 5.6 5.0

* Note:
Portofolio Returns, up to December 2007, 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
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