Data Source: from January 1986 to September 2021
Last Update: 30 September 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 8.7% compound annual return, with a 14.27% standard deviation.
In the last 25 years, a 5.42% compound annual return, with a 16.75% standard deviation.
In 2020, the portfolio granted a 2.21% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Developed World ex-US Stocks Portfolio has the following asset allocation:
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 |
Portfolio and ETF Returns
The Developed World ex-US Stocks Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Portfolio | -3.38 | -1.62 | +4.04 | +26.63 | +8.23 | +9.20 | +8.70 | +6.84 | +5.42 |
| Components | |||||||||
|
VEA Vanguard FTSE Developed Markets |
-3.38 | -1.62 | +4.04 | +26.63 | +8.23 | +9.20 | +8.70 | +6.84 | +5.42 |
- 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 Stocks Portfolio: Dividend Yield page.
Historical Returns
Developed World ex-US Stocks Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-3.38%
|
-3.38%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-1.62%
|
-3.38%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+4.04%
|
-3.38%
Sep 2021 - Sep 2021
|
4 - 2 | |
|
YTD
|
+8.73%
|
-3.38%
Sep 2021 - Sep 2021
|
6 - 3 | |
|
1Y
|
+26.63%
|
15.73%
|
-3.55%
Oct 2020 - Oct 2020
|
8 - 4 |
|
3Y
|
+8.23%
annualized
|
18.10%
|
-23.99%
Jan 2020 - Mar 2020
|
23 - 13 |
|
5Y
|
+9.20%
annualized
|
14.87%
|
-24.15%
Feb 2018 - Mar 2020
|
40 - 20 |
|
10Y
|
+8.70%
annualized
|
14.27%
|
-24.15%
Feb 2018 - Mar 2020
|
75 - 45 |
|
20Y
|
+6.84%
annualized
|
16.89%
|
-57.00%
Nov 2007 - Feb 2009
|
147 - 93 |
|
25Y
|
+5.42%
annualized
|
16.75%
|
-57.00%
Nov 2007 - Feb 2009
|
179 - 121 |
|
MAX
01 Jan 1986
|
+7.28%
annualized
|
17.50%
|
-57.00%
Nov 2007 - Feb 2009
|
255 - 174 |
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 |
+9.82% | -19.22% | 100 | 0 | 0 | Compare | |
| Developed World ex-US Stocks |
+9.20% | -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 |
+9.79% | -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 Stocks Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.29% |
+78.27% Feb 1986 - Jan 1987 |
-49.94% Mar 2008 - Feb 2009 |
35.41% |
| 2 Years |
+6.39% |
+46.94% Feb 1986 - Jan 1988 |
-29.13% Mar 2007 - Feb 2009 |
27.09% |
| 3 Years |
+5.65% |
+38.88% Jan 1986 - Dec 1988 |
-19.64% Apr 2000 - Mar 2003 |
24.11% |
| 5 Years |
+5.13% |
+23.71% Oct 2002 - Sep 2007 |
-7.06% Jun 2007 - May 2012 |
17.30% |
| 7 Years |
+5.07% |
+13.73% Jan 1993 - Dec 1999 |
-2.53% Apr 1996 - Mar 2003 |
3.76% |
| 10 Years |
+5.02% |
+12.14% Jan 1986 - Dec 1995 |
-0.38% Mar 1999 - Feb 2009 |
0.65% |
| 15 Years |
+4.94% |
+10.50% Jan 1986 - Dec 2000 |
+0.53% Apr 1988 - Mar 2003 |
0.00% |
| 20 Years |
+4.99% |
+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 and Yearly/Monthly Returns
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.
| 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% |
0.46 57% |
0.76 66% |
2.23 74% |
| 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 |
-15.2 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 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Developed World ex-US Stocks Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+8.73% | -0.7 | 2.4 | 2.8 | 3.1 | 3.6 | -0.9 | 0.5 | 1.3 | -3.4 | |||
| 2020 |
+9.74% | -3.0 | -7.7 | -15.2 | 7.0 | 5.6 | 3.5 | 2.6 | 5.2 | -1.8 | -3.6 | 14.3 | 5.6 |
| 2019 |
+22.62% | 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% | 4.8 | -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% | 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% | -5.5 | -3.1 | 7.2 | 2.3 | -0.3 | -2.0 | 4.2 | 0.4 | 1.7 | -2.4 | -1.5 | 2.5 |
| 2015 |
-0.38% | 0.7 | 6.2 | -1.2 | 3.9 | -0.1 | -2.9 | 1.5 | -7.2 | -4.1 | 6.7 | -0.8 | -2.1 |
| 2014 |
-5.98% | -5.2 | 6.0 | -0.4 | 1.6 | 1.8 | 1.0 | -2.4 | 0.3 | -4.2 | -0.4 | 0.0 | -3.8 |
| 2013 |
+21.83% | 3.8 | -1.2 | 1.2 | 5.2 | -3.0 | -2.8 | 5.2 | -1.6 | 7.9 | 3.2 | 0.7 | 1.9 |
| 2012 |
+18.56% | 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% | 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% | -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% | -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% | -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% | 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% | 6.2 | -0.7 | 3.6 | 4.9 | -3.4 | -0.3 | 1.0 | 2.7 | 0.2 | 3.9 | 3.1 | 2.9 |
| 2005 |
+13.60% | -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% | 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% | -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% | -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% | -0.1 | -7.5 | -6.6 | 7.7 | -4.1 | -4.1 | -1.9 | -2.5 | -10.3 | 2.6 | 3.0 | 0.7 |
| 2000 |
-14.29% | -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% | 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% | 4.2 | 6.2 | 3.2 | 0.7 | 0.1 | -0.3 | 0.2 | -12.5 | -2.2 | 9.5 | 4.9 | 3.0 |
| 1997 |
-1.39% | -3.8 | 1.5 | -0.7 | 0.8 | 7.7 | 4.7 | 0.9 | -6.3 | 4.1 | -6.8 | -2.4 | -0.1 |
| 1996 |
+4.68% | 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% | -3.9 | -5.2 | 6.5 | 3.5 | -1.9 | -1.8 | 5.7 | -3.4 | 1.6 | -2.6 | 2.6 | 3.7 |
| 1994 |
+9.76% | 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% | 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% | -2.4 | -3.7 | -7.2 | -0.8 | 7.1 | -4.6 | -3.4 | 7.0 | -2.7 | -5.3 | 0.8 | 0.5 |
| 1991 |
+9.48% | 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% | -3.6 | -6.5 | -10.4 | -2.8 | 11.7 | -0.3 | 2.3 | -10.4 | -14.2 | 17.1 | -7.9 | 1.3 |
| 1989 |
+12.85% | 2.3 | 0.6 | -2.3 | 1.3 | -4.8 | -2.4 | 12.2 | -4.0 | 5.6 | -3.7 | 4.8 | 3.8 |
| 1988 |
+25.66% | 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% | 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% | 2.3 | 10.4 | 12.7 | 7.3 | -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