Developed World Equal Weight Stocks To EUR Portfolio: Rebalancing Strategy

Data Source: from July 1994 to April 2025
Consolidated Returns as of 30 April 2025

Managing the Developed World Equal Weight Stocks To EUR Portfolio with a yearly rebalancing, you would have obtained a 7.85% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 7.85%.

How do returns and drawdowns change, implementing different rebalancing strategies?

Rebalancing Strategies

In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.

Rebalancing can be performed in several ways.

At fixed time intervals:
  • Yearly: Jan 1st
  • Half Yearly: Jan 1st, Jul 1st
  • Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
When a component (at least one) diverges from its original weight beyond a certain threshold (e.g. 5% or 10%).

Portfolio Returns as of Apr 30, 2025

Implementing different rebalancing strategies, the Developed World Equal Weight Stocks To EUR Portfolio guaranteed the following returns.

According to the available data source, we assume we built the portfolio on July 1994.

Portfolio returns are calculated in EUR, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends, if existing
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
DEVELOPED WORLD EQUAL WEIGHT STOCKS TO EUR PORTFOLIO RETURNS
Period: July 1994 - April 2025
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Apr 30, 2025
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~31Y)
No Rebalancing 5.51 (0) 10.13 (0) 6.24 (0) 7.85 (0) 7.47 (0)
Yearly Rebalancing 5.51 (1) 10.13 (5) 6.24 (10) 7.85 (30) 7.47 (31)
Half Yearly Rebalancing 5.51 (2) 10.13 (10) 6.24 (20) 7.85 (60) 7.47 (62)
Quarterly Rebalancing 5.51 (4) 10.13 (20) 6.24 (40) 7.85 (120) 7.47 (124)
5% Tolerance per asset 5.51 (0) 10.13 (0) 6.24 (0) 7.85 (0) 7.47 (0)
10% Tolerance per asset 5.51 (0) 10.13 (0) 6.24 (0) 7.85 (0) 7.47 (0)

In order to have complete information about the portfolio, please refer to the Developed World Equal Weight Stocks To EUR Portfolio: ETF allocation and returns page.

Performances as of Apr 30, 2025

Historical returns and stats of Developed World Equal Weight Stocks To EUR Portfolio, after implementing different rebalancing strategies.

DEVELOPED WORLD EQUAL WEIGHT STOCKS TO EUR PORTFOLIO PERFORMANCES
Period: July 1994 - April 2025
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 7.47 (0) 14.82 0.50 -52.25 0.14
Yearly Rebalancing 7.47 (31) 14.82 0.50 -52.25 0.14
Half Yearly Rebalancing 7.47 (62) 14.82 0.50 -52.25 0.14
Quarterly Rebalancing 7.47 (124) 14.82 0.50 -52.25 0.14
5% Tolerance per asset 7.47 (0) 14.82 0.50 -52.25 0.14
10% Tolerance per asset 7.47 (0) 14.82 0.50 -52.25 0.14
(*) Since Jul 1994 (~31 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Apr 30, 2025

Historical Drawdowns of Developed World Equal Weight Stocks To EUR Portfolio, after implementing different rebalancing strategies.

DEVELOPED WORLD EQUAL WEIGHT STOCKS TO EUR PORTFOLIO DRAWDOWNS
Period: July 1994 - April 2025
Swipe left to see all data
Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-52.25
Jun 2007 - Feb 2013
-52.25
Jun 2007 - Feb 2013
-52.25
Jun 2007 - Feb 2013
-52.25
Jun 2007 - Feb 2013
-52.25
Jun 2007 - Feb 2013
-52.25
Jun 2007 - Feb 2013
-43.37
Nov 2000 - Jul 2005
-43.37
Nov 2000 - Jul 2005
-43.37
Nov 2000 - Jul 2005
-43.37
Nov 2000 - Jul 2005
-43.37
Nov 2000 - Jul 2005
-43.37
Nov 2000 - Jul 2005
-24.41
Apr 1998 - Apr 1999
-24.41
Apr 1998 - Apr 1999
-24.41
Apr 1998 - Apr 1999
-24.41
Apr 1998 - Apr 1999
-24.41
Apr 1998 - Apr 1999
-24.41
Apr 1998 - Apr 1999
-24.01
Jan 2020 - Dec 2020
-24.01
Jan 2020 - Dec 2020
-24.01
Jan 2020 - Dec 2020
-24.01
Jan 2020 - Dec 2020
-24.01
Jan 2020 - Dec 2020
-24.01
Jan 2020 - Dec 2020
-15.41
Aug 1997 - Mar 1998
-15.41
Aug 1997 - Mar 1998
-15.41
Aug 1997 - Mar 1998
-15.41
Aug 1997 - Mar 1998
-15.41
Aug 1997 - Mar 1998
-15.41
Aug 1997 - Mar 1998
5 Worst Drawdowns - Average
-31.89 -31.89 -31.89 -31.89 -31.89 -31.89
10 Worst Drawdowns - Average
-21.82 -21.82 -21.82 -21.82 -21.82 -21.82

For a deeper insight, please refer to the Developed World Equal Weight Stocks To EUR Portfolio: ETF allocation and returns page.