Developed World ex-US Stocks Portfolio: ETF allocation and returns

Data Source: from January 1970 to November 2023 (~54 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.02%
1 Day
Dec 01 2023
1.02%
Current Month
December 2023

The Developed World ex-US Stocks Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.

It's exposed for 100% on the Stock Market.

In the last 30 Years, the Developed World ex-US Stocks Portfolio obtained a 5.23% compound annual return, with a 16.59% standard deviation.

Table of contents

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 implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
100.00
VEA
USD 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 as of Nov 30, 2023

The Developed World ex-US Stocks Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
DEVELOPED WORLD EX-US STOCKS PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
Developed World ex-US Stocks Portfolio 1.02 1.02 8.81 4.66 9.27 6.03 4.14 5.23 8.11
US Inflation Adjusted return 8.81 3.45 5.73 1.89 1.29 2.64 3.98
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82% , 30Y: 2.52%

In 2022, the Developed World ex-US Stocks Portfolio granted a 2.42% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 4.61$, with a total return of 361.01% (5.23% annualized).

The Inflation Adjusted Capital now would be 2.18$, with a net total return of 118.46% (2.64% annualized).
An investment of 1$, since January 1970, now would be worth 67.06$, with a total return of 6606.12% (8.11% annualized).

The Inflation Adjusted Capital now would be 8.22$, with a net total return of 721.72% (3.98% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of Developed World ex-US Stocks Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
DEVELOPED WORLD EX-US STOCKS PORTFOLIO
Advanced Metrics
Data Source: 1 January 1970 - 30 November 2023 (~54 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~54Y)
Investment Return (%) 8.81 1.15 4.66 9.27 3.71 6.03 4.14 5.92 5.23 8.11
Infl. Adjusted Return (%) details 8.81 0.94 3.45 5.73 -1.92 1.89 1.29 3.25 2.64 3.98
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 3.97
Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -10.71 -28.08 -28.08 -28.08 -57.00 -57.00 -57.00
Start to Recovery (# months) details 4* 27* 27* 27* 79 79 79
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 14 63 63 63
End (yyyy mm) - - - - 2014 05 2014 05 2014 05
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-24.14
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 34
Start (yyyy mm) 2023 08 2021 09 2021 09 2018 02 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 26 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 8 63 63 63
End (yyyy mm) - - - 2020 11 2014 05 2014 05 2014 05
Longest negative period (# months) details 9 34 43 76 150 150 170
Period Start (yyyy mm) 2023 02 2021 01 2019 03 2013 12 2007 10 2007 10 1989 02
Period End (yyyy mm) 2023 10 2023 10 2022 09 2020 03 2020 03 2020 03 2003 03
Annualized Return (%) -7.71 -1.06 -0.27 -0.25 -0.14 -0.14 -0.10
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -11.28 -34.20 -34.20 -34.20 -57.66 -57.66 -57.66
Start to Recovery (# months) details 4* 30* 30* 30* 122 122 122
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 16 16 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 14 106 106 106
End (yyyy mm) - - - - 2017 12 2017 12 2017 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-27.15
same as
deepest

same as
deepest
-51.06
Start to Recovery (# months) details 35 145
Start (yyyy mm) 2023 08 2021 06 2021 06 2018 02 2007 11 2007 11 1973 01
Start to Bottom (# months) 3 16 16 26 16 16 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2020 03 2009 02 2009 02 1974 09
Bottom to End (# months) 1 14 14 9 106 106 124
End (yyyy mm) - - - 2020 12 2017 12 2017 12 1985 01
Longest negative period (# months) details 11 36* 57 107 199 273 273
Period Start (yyyy mm) 2022 12 2020 12 2019 02 2013 12 2007 04 2000 01 2000 01
Period End (yyyy mm) 2023 10 2023 11 2023 10 2022 10 2023 10 2022 09 2022 09
Annualized Return (%) -3.08 -1.92 -0.13 -0.52 0.00 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 16.31 17.42 18.66 15.41 17.25 16.59 17.15
Sharpe Ratio 0.27 0.10 0.23 0.20 0.27 0.18 0.24
Sortino Ratio 0.42 0.15 0.32 0.28 0.36 0.24 0.33
Ulcer Index 4.18 10.62 9.77 9.16 17.16 18.42 16.09
Ratio: Return / Standard Deviation 0.57 0.21 0.32 0.27 0.34 0.32 0.47
Ratio: Return / Deepest Drawdown 0.87 0.13 0.21 0.15 0.10 0.09 0.14
% Positive Months details 50% 55% 58% 58% 59% 59% 59%
Positive Months 6 20 35 70 143 214 385
Negative Months 6 16 25 50 97 146 262
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.14 9.94 9.94 24.60
Worst 10 Years Return (%) - Annualized 1.05 -0.38 -0.38
Best 10 Years Return (%) - Annualized 1.29 8.03 8.03 16.99
Worst 10 Years Return (%) - Annualized -0.75 -2.89 -3.74
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 57.71 31.15 23.71 9.94 7.55 5.23
Worst Rolling Return (%) - Annualized -49.94 -19.64 -7.06 -0.38 2.08
% Positive Periods 62% 77% 82% 99% 100% 100%
Best Rolling Return (%) - Annualized 55.02 27.64 20.26 8.03 4.92 2.64
Worst Rolling Return (%) - Annualized -50.06 -21.58 -8.90 -2.89 0.00
% Positive Periods 59% 68% 65% 86% 100% 100%
Over all the available data source (Jan 1970 - Nov 2023)
Best Rolling Return (%) - Annualized 90.05 60.37 42.40 24.60 16.26 12.94
Worst Rolling Return (%) - Annualized -49.94 -19.64 -7.06 -0.38 1.34 3.90
% Positive Periods 67% 80% 88% 99% 100% 100%
Best Rolling Return (%) - Annualized 87.10 55.65 38.06 16.99 9.76 7.56
Worst Rolling Return (%) - Annualized -50.06 -21.58 -8.90 -3.74 -1.44 1.38
% Positive Periods 60% 66% 68% 88% 98% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 33.39 22.08 10.67 7.62 5.04 4.82
Perpetual WR (%) 0.00 1.85 1.27 3.15 2.57 3.83
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DEVELOPED WORLD EX-US STOCKS PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1970 - 30 November 2023 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-57.00% Nov 2007 Feb 2009 16 May 2014 63 79 27.54
-48.19% Jan 2000 Mar 2003 39 Sep 2005 30 69 26.73
-28.08% Sep 2021 Sep 2022 13 in progress 14 27 12.20
-24.14% Feb 2018 Mar 2020 26 Nov 2020 8 34 10.04
-17.94% Jul 2014 Feb 2016 20 Apr 2017 14 34 8.32
-14.47% Jun 1998 Sep 1998 4 Dec 1998 3 7 7.17
-13.15% Sep 1994 Feb 1995 6 Mar 1996 13 19 5.48
-11.23% Aug 1997 Dec 1997 5 Mar 1998 3 8 6.96
-5.79% May 1996 Jan 1997 9 May 1997 4 13 3.32
-4.28% May 1999 May 1999 1 Jun 1999 1 2 2.47
-3.73% May 2006 Jun 2006 2 Sep 2006 3 5 2.35
-3.02% Mar 1994 Mar 1994 1 Apr 1994 1 2 1.74
-2.93% Jun 2007 Aug 2007 3 Sep 2007 1 4 1.66
-2.83% Oct 2005 Oct 2005 1 Dec 2005 2 3 1.51
-2.16% Feb 1999 Feb 1999 1 Mar 1999 1 2 1.25
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-57.66% Nov 2007 Feb 2009 16 Dec 2017 106 122 26.97
-52.66% Jan 2000 Mar 2003 39 Apr 2006 37 76 30.05
-34.20% Jun 2021 Sep 2022 16 in progress 14 30 17.87
-27.15% Feb 2018 Mar 2020 26 Dec 2020 9 35 12.12
-14.97% May 1998 Sep 1998 5 Dec 1998 3 8 7.08
-14.24% Sep 1994 Feb 1995 6 Apr 1996 14 20 6.81
-11.70% Aug 1997 Nov 1997 4 Mar 1998 4 8 7.36
-7.45% May 1996 Jan 1997 9 May 1997 4 13 4.51
-4.39% May 2006 Jun 2006 2 Oct 2006 4 6 2.68
-4.28% May 1999 May 1999 1 Jun 1999 1 2 2.47
-3.35% Mar 1994 Mar 1994 1 Jun 1994 3 4 1.52
-2.91% Jun 2007 Aug 2007 3 Sep 2007 1 4 1.71
-2.28% Feb 1999 Feb 1999 1 Mar 1999 1 2 1.32
-1.14% Jan 2021 Jan 2021 1 Feb 2021 1 2 0.66
-0.25% Feb 2007 Feb 2007 1 Mar 2007 1 2 0.15
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-57.00% Nov 2007 Feb 2009 16 May 2014 63 79 27.54
-48.19% Jan 2000 Mar 2003 39 Sep 2005 30 69 26.73
-41.73% Jan 1973 Sep 1974 21 Sep 1977 36 57 16.13
-31.21% Jan 1990 Sep 1990 9 Jan 1994 40 49 20.31
-28.08% Sep 2021 Sep 2022 13 in progress 14 27 12.20
-27.77% Dec 1980 Jul 1982 20 Mar 1983 8 28 12.17
-27.31% Jan 1970 Jun 1970 6 Mar 1971 9 15 15.11
-24.14% Feb 2018 Mar 2020 26 Nov 2020 8 34 10.04
-17.94% Jul 2014 Feb 2016 20 Apr 2017 14 34 8.32
-14.47% Jun 1998 Sep 1998 4 Dec 1998 3 7 7.17
-13.46% Sep 1987 Oct 1987 2 Mar 1988 5 7 8.36
-13.15% Sep 1994 Feb 1995 6 Mar 1996 13 19 5.48
-11.23% Aug 1997 Dec 1997 5 Mar 1998 3 8 6.96
-11.03% Feb 1980 Mar 1980 2 Jul 1980 4 6 5.29
-9.43% May 1988 Aug 1988 4 Nov 1988 3 7 4.81
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-57.66% Nov 2007 Feb 2009 16 Dec 2017 106 122 26.97
-52.66% Jan 2000 Mar 2003 39 Apr 2006 37 76 30.05
-51.06% Jan 1973 Sep 1974 21 Jan 1985 124 145 24.49
-38.38% Jan 1990 Oct 1992 34 Apr 1999 78 112 20.42
-34.20% Jun 2021 Sep 2022 16 in progress 14 30 17.87
-29.37% Jan 1970 Jun 1970 6 Dec 1971 18 24 14.18
-27.15% Feb 2018 Mar 2020 26 Dec 2020 9 35 12.12
-14.13% Sep 1987 Oct 1987 2 Mar 1988 5 7 8.97
-10.88% May 1988 Aug 1988 4 Nov 1988 3 7 5.90
-9.80% Mar 1989 Jun 1989 4 Jul 1989 1 5 5.22
-9.20% Sep 1986 Oct 1986 2 Dec 1986 2 4 4.64
-4.39% May 2006 Jun 2006 2 Oct 2006 4 6 2.68
-4.28% May 1999 May 1999 1 Jun 1999 1 2 2.47
-4.19% Jun 1987 Jul 1987 2 Aug 1987 1 3 2.71
-4.13% Aug 1989 Aug 1989 1 Sep 1989 1 2 2.39

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DEVELOPED WORLD EX-US STOCKS PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1970 - 30 November 2023 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -49.94 03/2008
02/2009
0.50$ -12.33 0.87$ 7.21 1.07$ 24.53 1.24$ 57.71 04/2003
03/2004
1.57$ 9.27 37.25%
2Y -29.13 03/2007
02/2009
0.50$ -6.43 0.87$ 5.73 1.11$ 18.71 1.40$ 37.54 03/2009
02/2011
1.89$ -0.68 26.71%
3Y -19.64 04/2000
03/2003
0.51$ -3.37 0.90$ 5.97 1.18$ 12.88 1.43$ 31.15 04/2003
03/2006
2.25$ 3.71 22.77%
5Y -7.06 06/2007
05/2012
0.69$ -0.71 0.96$ 4.20 1.22$ 10.43 1.64$ 23.71 10/2002
09/2007
2.89$ 6.03 17.94%
7Y -2.53 04/1996
03/2003
0.83$ 1.87 1.13$ 5.05 1.41$ 7.33 1.64$ 12.07 04/2003
03/2010
2.21$ 6.64 4.69%
10Y -0.38 03/1999
02/2009
0.96$ 2.06 1.22$ 5.41 1.69$ 7.71 2.10$ 9.94 03/2009
02/2019
2.57$ 4.14 0.83%
15Y 0.92 10/2007
09/2022
1.14$ 3.21 1.60$ 4.48 1.92$ 5.75 2.31$ 9.05 02/2003
01/2018
3.66$ 7.12 0.00%
20Y 2.08 04/2000
03/2020
1.50$ 4.09 2.22$ 5.00 2.65$ 6.28 3.38$ 7.55 04/2003
03/2023
4.28$ 5.92 0.00%
30Y 5.23 12/1993
11/2023
4.61$ 5.23 4.61$ 5.23 4.61$ 5.23 4.61$ 5.23 12/1993
11/2023
4.61$ 5.23 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -50.06 03/2008
02/2009
0.49$ -15.15 0.84$ 4.53 1.04$ 21.66 1.21$ 55.02 04/2003
03/2004
1.55$ 5.73 40.69%
2Y -30.60 03/2007
02/2009
0.48$ -9.08 0.82$ 3.36 1.06$ 15.87 1.34$ 34.68 03/2009
02/2011
1.81$ -5.60 37.39%
3Y -21.58 04/2000
03/2003
0.48$ -5.93 0.83$ 3.57 1.11$ 10.12 1.33$ 27.64 04/2003
03/2006
2.07$ -1.92 31.69%
5Y -8.90 06/2007
05/2012
0.62$ -3.02 0.85$ 1.74 1.09$ 7.97 1.46$ 20.26 10/2002
09/2007
2.51$ 1.89 34.88%
7Y -4.84 04/1996
03/2003
0.70$ -0.34 0.97$ 2.67 1.20$ 5.13 1.41$ 9.43 04/2003
03/2010
1.87$ 3.01 20.22%
10Y -2.89 03/1999
02/2009
0.74$ 0.16 1.01$ 3.07 1.35$ 5.20 1.66$ 8.03 03/2009
02/2019
2.16$ 1.29 13.69%
15Y -1.43 10/2007
09/2022
0.80$ 0.86 1.13$ 2.18 1.38$ 3.57 1.69$ 6.82 02/2003
01/2018
2.69$ 4.51 6.08%
20Y 0.00 04/2000
03/2020
1.00$ 1.89 1.45$ 2.69 1.70$ 3.81 2.11$ 4.92 04/2003
03/2023
2.61$ 3.25 0.00%
30Y 2.64 12/1993
11/2023
2.18$ 2.64 2.18$ 2.64 2.18$ 2.64 2.18$ 2.64 12/1993
11/2023
2.18$ 2.64 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -49.94 03/2008
02/2009
0.50$ -10.71 0.89$ 9.74 1.09$ 30.43 1.30$ 90.05 09/1985
08/1986
1.90$ 9.27 32.08%
2Y -29.13 03/2007
02/2009
0.50$ -4.21 0.91$ 7.99 1.16$ 22.51 1.50$ 74.88 05/1985
04/1987
3.05$ -0.68 23.72%
3Y -19.64 04/2000
03/2003
0.51$ -1.30 0.96$ 7.14 1.23$ 19.83 1.72$ 60.37 06/1984
05/1987
4.12$ 3.71 19.12%
5Y -7.06 06/2007
05/2012
0.69$ 0.87 1.04$ 6.75 1.38$ 15.81 2.08$ 42.40 08/1982
07/1987
5.85$ 6.03 11.05%
7Y -2.53 04/1996
03/2003
0.83$ 2.58 1.19$ 6.75 1.57$ 14.18 2.52$ 33.35 08/1982
07/1989
7.50$ 6.64 2.30%
10Y -0.38 03/1999
02/2009
0.96$ 3.19 1.36$ 6.67 1.90$ 17.21 4.89$ 24.60 05/1977
04/1987
9.01$ 4.14 0.38%
15Y 0.53 04/1988
03/2003
1.08$ 3.41 1.65$ 6.83 2.69$ 15.01 8.14$ 21.16 10/1974
09/1989
17.79$ 7.12 0.00%
20Y 1.34 03/1989
02/2009
1.30$ 4.52 2.42$ 7.35 4.13$ 13.46 12.49$ 16.26 07/1970
06/1990
20.35$ 5.92 0.00%
30Y 3.90 01/1989
12/2018
3.14$ 4.88 4.17$ 8.85 12.71$ 11.09 23.47$ 12.94 07/1970
06/2000
38.51$ 5.23 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -50.06 03/2008
02/2009
0.49$ -14.24 0.85$ 5.44 1.05$ 24.86 1.24$ 87.10 09/1985
08/1986
1.87$ 5.73 39.62%
2Y -30.60 03/2007
02/2009
0.48$ -8.92 0.82$ 3.94 1.08$ 17.51 1.38$ 70.32 05/1985
04/1987
2.90$ -5.60 36.70%
3Y -21.58 04/2000
03/2003
0.48$ -6.68 0.81$ 4.02 1.12$ 14.54 1.50$ 55.65 06/1984
05/1987
3.77$ -1.92 33.01%
5Y -8.90 06/2007
05/2012
0.62$ -2.59 0.87$ 2.57 1.13$ 11.28 1.70$ 38.06 08/1982
07/1987
5.01$ 1.89 31.63%
7Y -4.84 04/1996
03/2003
0.70$ -0.34 0.97$ 3.36 1.26$ 9.06 1.83$ 28.79 08/1982
07/1989
5.87$ 3.01 18.26%
10Y -3.74 08/1972
07/1982
0.68$ 0.29 1.02$ 3.46 1.40$ 12.50 3.24$ 16.99 05/1977
04/1987
4.80$ 1.29 11.36%
15Y -2.50 04/1988
03/2003
0.68$ 1.05 1.17$ 3.96 1.79$ 9.59 3.94$ 14.07 10/1974
09/1989
7.20$ 4.51 7.91%
20Y -1.44 03/1989
02/2009
0.74$ 2.21 1.54$ 4.35 2.34$ 7.89 4.56$ 9.76 10/1974
09/1994
6.44$ 3.25 1.47%
30Y 1.38 01/1989
12/2018
1.50$ 2.30 1.97$ 5.12 4.46$ 6.44 6.50$ 7.56 11/1977
10/2007
8.89$ 2.64 0.00%
Annualized rolling and percentiles/median 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

In which months is it better to invest in Developed World ex-US Stocks Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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
Gain Frequency
1.78
40%
-1.80
40%
-1.69
80%
1.75
80%
0.37
60%
0.73
60%
1.91
80%
-1.03
40%
-3.13
20%
1.12
60%
6.47
80%
1.14
60%
Best 9.0
2023
2.4
2021
2.8
2021
7.0
2020
5.6
2020
5.9
2019
5.3
2022
5.2
2020
3.2
2019
6.1
2022
14.3
2020
5.6
2020
Worst -3.9
2022
-7.7
2020
-15.1
2020
-6.8
2022
-5.2
2019
-9.2
2022
-2.0
2019
-5.8
2022
-9.9
2022
-3.5
2020
-4.6
2021
-5.7
2018
Monthly Seasonality over the period Feb 1970 - Nov 2023
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.73
50%
-0.40
50%
-0.02
60%
2.00
90%
0.53
50%
-0.13
50%
1.79
80%
-1.34
50%
-1.90
40%
0.27
50%
3.15
67%
0.58
60%
Best 9.0
2023
6.2
2015
7.2
2016
7.0
2020
5.6
2020
5.9
2019
5.3
2022
5.2
2020
3.2
2019
6.7
2015
14.3
2020
5.6
2020
Worst -5.5
2016
-7.7
2020
-15.1
2020
-6.8
2022
-5.2
2019
-9.2
2022
-2.4
2014
-7.2
2015
-9.9
2022
-8.6
2018
-4.6
2021
-5.7
2018
Monthly Seasonality over the period Feb 1970 - Nov 2023
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.62
52%
0.45
61%
1.17
65%
2.27
74%
-0.01
44%
0.04
46%
1.09
65%
-0.02
56%
-0.71
56%
0.86
56%
1.53
68%
2.03
72%
Best 12.2
1975
11.1
1991
12.7
1986
11.8
2009
13.1
2009
7.4
1986
12.2
1989
12.1
1982
9.7
2010
18.0
1974
14.3
2020
9.0
2008
Worst -14.0
2009
-10.1
2009
-15.1
2020
-10.5
1970
-11.5
2010
-9.2
2022
-9.9
2002
-12.5
1998
-14.2
1990
-20.6
2008
-10.7
1973
-5.7
2018
Monthly Seasonality over the period Feb 1970 - Nov 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Developed World ex-US Stocks Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

DEVELOPED WORLD EX-US STOCKS PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1970 - 30 November 2023 (~54 years)
214 Positive Months (59%) - 146 Negative Months (41%)
385 Positive Months (60%) - 262 Negative Months (40%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, the series derived from equivalent datasets are:
  • VEA - Vanguard FTSE Developed Markets, up to December 2007

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Momentum +12.01 15.28 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum +10.76 12.35 -43.61 80 20 0
US Stocks +9.90 15.52 -50.84 100 0 0
US Stocks Value +9.71 15.36 -55.41 100 0 0
US Stocks Minimum Volatility +9.58 13.72 -43.27 100 0 0
Warren Buffett Portfolio Warren Buffett +9.54 13.65 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.34 9.56 -32.52 60 40 0
Stocks/Bonds 80/20 +9.02 12.49 -41.09 80 20 0
Sheltered Sam 100/0 Bill Bernstein +8.95 15.30 -54.91 97 0 3
Dedalo Three Dedalo Invest +8.90 15.41 -52.73 100 0 0
Simple Path to Wealth JL Collins +8.78 11.75 -38.53 75 25 0
Robust Alpha Architect +8.67 11.09 -44.20 70 20 10
Aggressive Global Income +8.67 14.42 -52.63 80 20 0
Sheltered Sam 90/10 Bill Bernstein +8.56 13.73 -50.12 87.3 10 2.7
Edge Select Aggressive Merrill Lynch +8.30 13.28 -45.65 84 16 0
Dedalo Four Dedalo Invest +8.28 12.41 -43.94 80 20 0
Mid-Fifties Burton Malkiel +8.27 13.01 -46.21 80 20 0
Aim Bold Strategy Aim Ways +8.24 9.93 -30.09 45 40 15
Robo Advisor 100 Betterment +8.20 15.84 -54.55 100 0 0
Late Thirties to Early Forties Burton Malkiel +8.19 13.63 -48.28 85 15 0
Second Grader's Starter Paul Farrell +8.17 13.87 -48.52 90 10 0
Dedalo Eleven Dedalo Invest +8.16 12.77 -44.63 80 20 0
Sheltered Sam 80/20 Bill Bernstein +8.14 12.20 -45.06 77.6 20 2.4
Late Sixties and Beyond Burton Malkiel +8.13 11.69 -41.80 71 29 0
Mid-Twenties Burton Malkiel +8.10 13.96 -49.50 87 13 0
Robo Advisor 90 Betterment +8.07 14.48 -50.07 90.1 9.9 0
Weird Portfolio Value Stock Geek +8.02 10.75 -32.97 60 20 20
Talmud Portfolio Roger Gibson +8.01 10.81 -40.17 66.7 33.3 0
Stocks/Bonds 60/40 +7.99 9.61 -30.55 60 40 0
Yale Endowment David Swensen +7.98 10.99 -39.48 70 30 0
Seven Value Scott Burns +7.96 11.31 -41.22 71.5 28.5 0
Core Four Rick Ferri +7.94 12.21 -44.44 80 20 0
Robo Advisor 80 Betterment +7.87 13.10 -45.47 80 20 0
Couch Potato Scott Burns +7.83 8.76 -27.04 50 50 0
Edge Select Moderately Aggressive Merrill Lynch +7.83 11.16 -38.23 69 31 0
Four Funds Bogleheads +7.79 12.45 -44.08 80 20 0
Stocks/Bonds 40/60 Momentum +7.75 6.99 -21.11 40 60 0
Three Funds Bogleheads +7.71 12.39 -43.68 80 20 0
Lazy Portfolio David Swensen +7.71 10.88 -40.89 70 30 0
Six Ways from Sunday Scott Burns +7.71 10.91 -39.14 66.7 33.3 0
Sheltered Sam 70/30 Bill Bernstein +7.69 10.70 -39.73 67.9 30 2.1
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.69 10.78 -39.55 70 30 0
LifeStrategy Growth Fund Vanguard +7.65 12.41 -44.18 80 20 0
Family Taxable Portfolio Ted Aronson +7.54 11.65 -38.46 70 30 0
Golden Butterfly Tyler +7.46 7.68 -17.79 40 40 20
No Brainer Portfolio Bill Bernstein +7.44 11.73 -40.40 75 25 0
Coffeehouse Bill Schultheis +7.41 9.68 -33.93 60 40 0
Long Term Portfolio Ben Stein +7.40 12.45 -45.92 80 20 0
Perfect Portfolio Ben Stein +7.39 12.39 -44.81 80 20 0
Gone Fishin' Portfolio Alexander Green +7.34 12.09 -43.02 65 30 5
Five Asset Roger Gibson +7.31 11.30 -44.75 60 20 20
Tilt Toward Value Time Inc +7.30 9.42 -34.63 60 40 0
Marc Faber Portfolio Marc Faber +7.22 9.65 -28.82 50 25 25
Dimensional 2030 Retirement Income DFA +7.22 9.25 -31.78 55.9 44.1 0
Pinwheel +7.22 10.50 -36.89 65 25 10
Sheltered Sam 60/40 Bill Bernstein +7.22 9.24 -34.12 58.2 40 1.8
Edge Select Moderate Merrill Lynch +7.20 8.97 -29.58 53 47 0
Five Fold Scott Burns +7.19 9.74 -37.94 60 40 0
All Weather Portfolio Ray Dalio +7.19 7.39 -20.58 30 55 15
Margaritaville Scott Burns +7.18 10.84 -38.70 67 33 0
Robo Advisor 50 Betterment +7.16 9.32 -30.72 49.9 50.1 0
Gretchen Tai Portfolio Gretchen Tai +7.14 11.69 -41.80 70 30 0
Simple and Cheap Time Inc +7.10 9.41 -34.84 60 40 0
Nano Portfolio John Wasik +7.07 9.66 -36.66 60 40 0
LifeStrategy Moderate Growth Vanguard +7.01 9.53 -33.52 60 40 0
Simple Money Portfolio Tim Maurer +6.99 9.10 -32.39 60 40 0
Sandwich Portfolio Bob Clyatt +6.97 8.32 -28.96 55 45 0
Coward's Portfolio Bill Bernstein +6.93 9.11 -32.68 60 40 0
Ivy Portfolio Mebane Faber +6.87 11.59 -47.39 60 20 20
One-Decision Portfolio Marvin Appel +6.85 8.38 -31.96 50 50 0
Dynamic 40/60 Income +6.84 8.11 -29.84 40 60 0
Dynamic 60/40 Income +6.84 9.33 -41.44 60 40 0
Global Market Portfolio Credit Suisse +6.84 8.29 -25.90 45 55 0
Stocks/Bonds 40/60 +6.83 6.98 -19.17 40 60 0
Big Rocks Portfolio Larry Swedroe +6.83 9.15 -33.80 60 40 0
Ultimate Buy&Hold FundAdvice +6.82 9.29 -34.23 60 40 0
GAA Global Asset Allocation Mebane Faber +6.77 8.06 -24.91 40.5 49.5 10
Simplified Permanent Portfolio +6.75 6.88 -16.43 25 50 25
Ideal Index Frank Armstrong +6.72 10.67 -40.11 70 30 0
Sheltered Sam 50/50 Bill Bernstein +6.71 7.82 -28.23 48.5 50 1.5
Four Square Scott Burns +6.66 8.45 -29.95 50 50 0
7Twelve Portfolio Craig Israelsen +6.63 9.81 -37.96 50 33.3 16.7
Zefiro Portfolio Zefiro SCF +6.52 7.48 -20.61 20 50 30
Edge Select Moderately Conservative Merrill Lynch +6.49 6.86 -20.48 37 63 0
Desert Portfolio Gyroscopic Investing +6.48 5.50 -14.72 30 60 10
All Country World 80/20 +6.48 12.79 -47.32 80 20 0
Andrew Tobias Portfolio Andrew Tobias +6.47 9.96 -36.42 66.7 33.3 0
Rob Arnott Portfolio Rob Arnott +6.46 7.22 -24.27 30 60 10
High Yield Bonds Income +6.42 8.80 -23.97 0 100 0
Permanent Portfolio Harry Browne +6.37 6.58 -15.92 25 50 25
Lifepath Fund iShares +6.37 7.00 -21.23 40.4 59.6 0
All Country World 60/40 +6.34 10.09 -36.70 60 40 0
LifeStrategy Conservative Growth Vanguard +6.23 6.89 -21.90 40 60 0
Sheltered Sam 40/60 Bill Bernstein +6.18 6.47 -22.05 38.8 60 1.2
All Country World 40/60 +6.06 7.63 -25.16 40 60 0
Paul Boyer Portfolio Paul Boyer +6.05 7.50 -18.04 25 50 25
Stocks/Bonds 20/80 Momentum +6.01 4.94 -17.91 20 80 0
Larry Portfolio Larry Swedroe +5.81 5.57 -15.96 30 70 0
All Country World 20/80 +5.64 5.63 -17.97 20 80 0
Sheltered Sam 30/70 Bill Bernstein +5.62 5.22 -16.58 29.1 70 0.9
Gold +5.55 15.48 -42.91 0 0 100
Stocks/Bonds 20/80 +5.54 4.90 -16.57 20 80 0
Developed World ex-US 60/40 +5.46 10.22 -37.49 60 40 0
Developed World ex-US 80/20 +5.42 13.31 -47.74 80 20 0
Dimensional Retirement Income Fund DFA +5.36 4.79 -12.91 20.4 79.6 0
Developed World ex-US 40/60 +5.34 7.43 -26.17 40 60 0
LifeStrategy Income Fund Vanguard +5.33 4.77 -16.61 20 80 0
Eliminate Fat Tails Larry Swedroe +5.30 6.36 -18.42 30 70 0
Developed World ex-US Stocks +5.23 16.59 -57.00 100 0 0

The following portfolios share asset allocation strategy and/or similar asset weights.

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5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Developed World ex-US Stocks Momentum +6.93 16.23 -28.57 100 0 0
Developed World ex-US Stocks +6.03 18.66 -28.08 100 0 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.75 24.01 -81.08 100 0 0
US Stocks Momentum +12.01 15.28 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum +10.76 12.35 -43.61 80 20 0
US Stocks +9.90 15.52 -50.84 100 0 0
US Stocks Value +9.71 15.36 -55.41 100 0 0
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