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

Data Source: from January 1970 to May 2023 (~53 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.48%
1 Day
Jun 02 2023
3.05%
Current Month
June 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 4.86% compound annual return, with a 16.60% 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 implemented 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 as of May 31, 2023

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

Portfolio 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 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~53Y)
Developed World ex-US Stocks Portfolio 1.48 3.05 -3.73 4.40 1.18 3.21 4.92 4.86 8.10
US Inflation Adjusted return -3.73 2.46 -2.51 -0.58 2.19 2.29 3.96
Components
VEA
Vanguard FTSE Developed Markets 1.48 Jun 02 2023 3.05 -3.73 4.40 1.18 3.21 4.92 4.86 8.10
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
Live update: World Markets and Indexes

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.

Portfolio Metrics as of May 31, 2023

Metrics of Developed World ex-US Stocks Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
DEVELOPED WORLD EX-US STOCKS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1970 - 31 May 2023 (~53 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~53Y)
Portfolio Return (%) -3.73 1.42 4.40 1.18 8.83 3.21 4.92 6.67 4.86 8.10
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 3.98
Infl. Adjusted Return (%) -3.73 0.57 2.46 -2.51 2.90 -0.58 2.19 4.02 2.29 3.96
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 23.72 18.34 18.40 15.26 17.11 16.60 17.15
Sharpe Ratio -0.08 0.43 0.10 0.27 0.32 0.16 0.24
Sortino Ratio -0.12 0.62 0.14 0.37 0.43 0.21 0.33
MAXIMUM DRAWDOWN
Drawdown Depth (%) -18.83 -28.08 -28.08 -28.08 -57.00 -57.00 -57.00
Start (yyyy mm) 2022 06 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 4 13 13 13 16 16 16
Start to Recovery (# months) in progress
8
> 21
> 21
> 21
79
79
79
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 90.05 60.37 42.40 24.60 16.26 12.94
Worst Return (%) -49.94 -19.64 -7.06 -0.38 1.34 3.90
% Positive Periods 68% 81% 89% 100% 100% 100%
MONTHS
Positive 0 2 3 6 21 35 71 146 214 382
Negative 1 1 3 6 15 25 49 94 146 259
% Positive 0% 67% 50% 50% 58% 58% 59% 61% 59% 60%
WITHDRAWAL RATES (WR)
Safe WR (%) 40.38 20.19 12.04 9.17 4.75 4.82
Perpetual WR (%) 2.82 0.00 2.14 3.86 2.24 3.81
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • 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).
  • Maximum Drawdown: 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.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative 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).
Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 4154.97$, with a total return of 315.50% (4.86% annualized).

The Inflation Adjusted Capital now would be 1975.01$, with a net total return of 97.50% (2.29% annualized).
An investment of 1000$, since January 1970, now would be worth 64077.29$, with a total return of 6307.73% (8.10% annualized).

The Inflation Adjusted Capital now would be 7963.11$, with a net total return of 696.31% (3.96% annualized).

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
Updated to May 2023
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
-28.08% Sep 2021 Sep 2022 13 in progress 8 21
-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
-13.15% Sep 1994 Feb 1995 6 Mar 1996 13 19
-11.23% Aug 1997 Dec 1997 5 Mar 1998 3 8
-10.94% Sep 1993 Nov 1993 3 Jan 1994 2 5
-5.79% May 1996 Jan 1997 9 May 1997 4 13
-4.28% May 1999 May 1999 1 Jun 1999 1 2
-3.73% May 2006 Jun 2006 2 Sep 2006 3 5
-3.02% Mar 1994 Mar 1994 1 Apr 1994 1 2
-2.98% Jun 1993 Jun 1993 1 Jul 1993 1 2
-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
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
-41.73% Jan 1973 Sep 1974 21 Sep 1977 36 57
-31.21% Jan 1990 Sep 1990 9 Jan 1994 40 49
-28.08% Sep 2021 Sep 2022 13 in progress 8 21
-27.77% Dec 1980 Jul 1982 20 Mar 1983 8 28
-27.31% Jan 1970 Jun 1970 6 Mar 1971 9 15
-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
-13.46% Sep 1987 Oct 1987 2 Mar 1988 5 7
-13.15% Sep 1994 Feb 1995 6 Mar 1996 13 19
-11.23% Aug 1997 Dec 1997 5 Mar 1998 3 8
-11.03% Feb 1980 Mar 1980 2 Jul 1980 4 6
-9.43% May 1988 Aug 1988 4 Nov 1988 3 7
-8.91% Sep 1979 Oct 1979 2 Jan 1980 3 5
-8.70% Sep 1986 Oct 1986 2 Dec 1986 2 4
-7.94% Mar 1989 Jun 1989 4 Jul 1989 1 5
-6.84% Dec 1983 May 1984 6 Aug 1984 3 9
-5.86% Oct 1978 Oct 1978 1 Dec 1978 2 3

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
Data Source: from January 1970 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 10.49 1.18 90.05
Sep 1985 - Aug 1986 		-49.94
Mar 2008 - Feb 2009 		32.38%
2 Years
 9.66 -4.90 74.88
May 1985 - Apr 1987 		-29.13
Mar 2007 - Feb 2009 		22.98%
3 Years
 9.16 8.83 60.37
Jun 1984 - May 1987 		-19.64
Apr 2000 - Mar 2003 		19.31%
5 Years
 8.85 3.21 42.40
Aug 1982 - Jul 1987 		-7.06
Jun 2007 - May 2012 		11.17%
7 Years
 8.83 5.97 33.35
Aug 1982 - Jul 1989 		-2.53
Apr 1996 - Mar 2003 		2.33%
10 Years
 8.89 4.92 24.60
May 1977 - Apr 1987 		-0.38
Mar 1999 - Feb 2009 		0.38%
15 Years
 8.91 2.69 21.16
Oct 1974 - Sep 1989 		0.53
Apr 1988 - Mar 2003 		0.00%
20 Years
 8.54 6.67 16.26
Jul 1970 - Jun 1990 		1.34
Mar 1989 - Feb 2009 		0.00%
30 Years
 8.31 4.86 12.94
Jul 1970 - Jun 2000 		3.90
Jan 1989 - Dec 2018 		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.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

DEVELOPED WORLD EX-US STOCKS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 4.92% (updated at May 31, 2023).

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%
-0.49
40%
1.73
80%
-0.59
40%
-2.23
40%
0.08
60%
4.81
80%
1.14
60%
 Capital Growth on monthly avg returns
100
101.78
99.95
98.26
99.98
100.35
99.87
101.60
101.00
98.74
98.82
103.57
104.75
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 		-8.6
2018 		-4.6
2021 		-5.7
2018
Monthly Seasonality over the period Jun 2018 - May 2023
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
0.73
50%
-0.40
50%
-0.02
60%
2.00
90%
0.53
50%
-0.85
40%
2.00
80%
-1.11
50%
-0.74
50%
0.93
60%
2.33
70%
0.58
60%
 Capital Growth on monthly avg returns
100
100.73
100.32
100.31
102.31
102.85
101.98
104.02
102.87
102.11
103.06
105.46
106.07
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 		7.9
2013 		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 Jun 2013 - May 2023
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
0.62
52%
0.45
61%
1.17
65%
2.27
74%
-0.01
44%
-0.04
45%
1.05
64%
0.06
57%
-0.65
57%
0.94
57%
1.39
68%
2.03
72%
 Capital Growth on monthly avg returns
100
100.62
101.08
102.26
104.58
104.57
104.53
105.62
105.69
105.00
105.98
107.46
109.64
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 Jan 1970 - May 2023

Monthly/Yearly Returns

Developed World ex-US Stocks Portfolio data source starts from January 1970: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1970 - May 2023
382 Positive Months (60%) - 259 Negative Months (40%)
MONTHLY RETURNS TABLE
Jan 1970 - May 2023
(Scroll down to see all data)
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
2023
 +6.73 +4.42 9.0 -3.5 2.6 2.6 -3.7
2022
 -15.36 -20.49 -3.9 -2.6 0.7 -6.8 1.7 -9.2 5.3 -5.8 -9.9 6.1 12.5 -2.2
2021
 +11.67 +4.33 -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 +8.27 -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 +19.88 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 -16.35 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 +23.81 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 +0.58 -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 -1.10 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 -6.68 -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 +20.03 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 +16.53 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 -14.83 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 +6.75 -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 +24.11 -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 -40.70 -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 +6.80 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 +23.14 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 +9.85 -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 +16.46 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 +36.11 -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 -17.57 -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 -23.13 -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 -17.10 -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 +34.35 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 -3.04 -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 +1.31 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 +1.41 -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 +6.90 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 +26.45 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 -17.19 -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 +6.23 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 -29.11 -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 +7.84 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 +24.94 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 +61.60 2.3 10.4 12.7 7.2 -3.2 7.4 6.1 7.2 -1.9 -7.0 5.6 5.0
1985
 +56.04 +50.33 9.7 3.2 1.8 1.5 7.4 3.0 1.4 1.0 -1.2 5.4 7.4 5.4
1984
 +7.32 +3.24 -0.4 -3.2 1.7 0.8 -5.3 2.3 -1.4 11.2 0.1 0.3 -0.9 2.7
1983
 +23.61 +19.09 3.6 2.7 3.7 7.7 -0.7 3.9 -3.1 2.0 1.4 -1.2 2.4 -0.5
1982
 -1.94 -5.56 -3.4 -7.2 -2.9 2.2 -5.2 -4.1 -4.9 12.1 -1.0 11.1 3.1 0.2
1981
 -2.36 -10.36 -4.2 2.4 4.0 -1.9 0.9 -0.6 0.2 -5.1 -4.7 5.4 4.5 -2.5
1980
 +22.48 +8.85 5.2 -0.4 -10.7 3.6 4.9 2.1 6.2 0.6 2.1 1.4 11.0 -4.0
1979
 +4.69 -7.59 3.0 -4.0 4.7 -0.7 -2.8 3.1 0.1 5.5 -0.8 -8.2 4.6 0.9
1978
 +32.52 +21.56 -3.8 0.6 4.8 10.2 3.2 0.5 6.9 4.8 1.2 -5.9 3.9 3.1
1977
 +17.99 +10.58 -2.8 0.8 0.9 2.2 0.8 6.2 0.7 0.8 2.0 -1.5 4.8 2.3
1976
 +2.46 -2.30 10.4 -2.5 1.1 -2.7 -2.8 3.7 -2.4 -1.5 1.1 -4.2 -1.5 4.6
1975
 +35.29 +26.51 12.2 6.4 2.4 5.1 5.6 5.0 -6.8 -2.1 -3.8 6.4 3.1 -1.4
1974
 -23.23 -31.67 -0.8 0.0 -1.9 -3.7 -2.1 -1.6 -7.5 -8.1 -10.8 18.0 -3.4 -1.7
1973
 -14.99 -21.80 -1.9 -3.6 -0.3 -4.5 -1.3 -0.7 4.6 -2.9 4.6 -0.1 -10.7 1.6
1972
 +36.24 +31.75 3.6 4.4 2.1 2.0 3.1 -0.6 1.2 4.8 0.8 2.2 5.5 2.3
1971
 +29.49 +25.40 5.6 2.4 5.0 4.9 -2.7 1.4 -2.5 4.7 0.7 -2.5 1.1 8.9
1970
 -11.71 -16.37 -8.7 4.2 -0.9 -10.5 -7.7 -6.7 6.7 3.7 2.6 -2.7 4.3 5.4

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

Portfolio efficiency

Compared to the Developed World ex-US Stocks Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
US Stocks Momentum +11.80 15.15 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum +10.63 12.22 -43.61 80 20 0
US Stocks +9.70 15.36 -50.84 100 0 0
US Stocks Value +9.50 15.19 -55.41 100 0 0
US Stocks Minimum Volatility +9.47 13.67 -43.27 100 0 0
Warren Buffett Portfolio Warren Buffett +9.33 13.50 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Sheltered Sam 100/0 Bill Bernstein +8.92 15.16 -54.91 97 0 3
Stocks/Bonds 80/20 +8.89 12.33 -41.09 80 20 0
Dedalo Three Dedalo Invest +8.68 15.26 -52.73 100 0 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Robust Alpha Architect +8.60 10.99 -44.20 70 20 10
Sheltered Sam 90/10 Bill Bernstein +8.55 13.61 -50.12 87.3 10 2.7
Aggressive Global Income +8.52 14.36 -52.63 80 20 0
Mid-Fifties Burton Malkiel +8.33 12.89 -46.21 80 20 0
Late Thirties to Early Forties Burton Malkiel +8.26 13.52 -48.28 85 15 0
Edge Select Aggressive Merrill Lynch +8.21 13.16 -45.65 84 16 0
Late Sixties and Beyond Burton Malkiel +8.19 11.57 -41.80 71 29 0
Robo Advisor 100 Betterment +8.18 15.73 -54.55 100 0 0
Mid-Twenties Burton Malkiel +8.17 13.85 -49.50 87 13 0
Dedalo Four Dedalo Invest +8.15 12.27 -43.94 80 20 0
Sheltered Sam 80/20 Bill Bernstein +8.15 12.09 -45.06 77.6 20 2.4
Robo Advisor 90 Betterment +8.08 14.37 -50.07 90.1 9.9 0
Yale Endowment David Swensen +8.06 10.83 -39.48 70 30 0
Talmud Portfolio Roger Gibson +8.00 10.64 -40.17 66.7 33.3 0
Second Grader's Starter Paul Farrell +7.94 13.75 -48.52 90 10 0
Stocks/Bonds 60/40 +7.93 9.46 -30.55 60 40 0
Robo Advisor 80 Betterment +7.91 13.00 -45.47 80 20 0
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Seven Value Scott Burns +7.85 11.26 -41.22 71.5 28.5 0
Core Four Rick Ferri +7.77 12.08 -44.44 80 20 0
Edge Select Moderately Aggressive Merrill Lynch +7.77 11.04 -38.23 69 31 0
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Sheltered Sam 70/30 Bill Bernstein +7.72 10.60 -39.73 67.9 30 2.1
Lazy Portfolio David Swensen +7.71 10.76 -40.89 70 30 0
Family Taxable Portfolio Ted Aronson +7.65 11.54 -38.46 70 30 0
Four Funds Bogleheads +7.61 12.35 -44.08 80 20 0
Six Ways from Sunday Scott Burns +7.60 10.87 -39.14 66.7 33.3 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.59 10.65 -39.55 70 30 0
Golden Butterfly Tyler +7.52 7.52 -17.79 40 40 20
Three Funds Bogleheads +7.51 12.28 -43.68 80 20 0
LifeStrategy Growth Fund Vanguard +7.45 12.31 -44.18 80 20 0
Gone Fishin' Portfolio Alexander Green +7.44 12.00 -43.02 65 30 5
Coffeehouse Bill Schultheis +7.42 9.53 -33.93 60 40 0
Long Term Portfolio Ben Stein +7.38 12.34 -45.92 80 20 0
Perfect Portfolio Ben Stein +7.34 12.31 -44.81 80 20 0
No Brainer Portfolio Bill Bernstein +7.30 11.63 -40.40 75 25 0
Robo Advisor 50 Betterment +7.29 9.24 -30.72 49.9 50.1 0
Sheltered Sam 60/40 Bill Bernstein +7.25 9.15 -34.12 58.2 40 1.8
Pinwheel +7.25 10.41 -36.89 65 25 10
Dimensional 2030 Retirement Income DFA +7.25 9.17 -31.78 55.9 44.1 0
Tilt Toward Value Time Inc +7.25 9.29 -34.63 60 40 0
Marc Faber Portfolio Marc Faber +7.20 9.54 -28.82 50 25 25
All Weather Portfolio Ray Dalio +7.19 7.21 -20.19 30 55 15
Edge Select Moderate Merrill Lynch +7.18 8.84 -29.58 53 47 0
Five Fold Scott Burns +7.18 9.64 -37.94 60 40 0
Gretchen Tai Portfolio Gretchen Tai +7.17 11.59 -41.80 70 30 0
Five Asset Roger Gibson +7.10 11.23 -44.75 60 20 20
Simple Money Portfolio Tim Maurer +7.08 9.00 -32.39 60 40 0
Sandwich Portfolio Bob Clyatt +7.08 8.23 -28.96 55 45 0
Margaritaville Scott Burns +7.07 10.78 -38.70 67 33 0
Nano Portfolio John Wasik +7.04 9.55 -36.66 60 40 0
Simple and Cheap Time Inc +7.02 9.29 -34.84 60 40 0
Global Market Portfolio Credit Suisse +6.96 8.14 -25.90 45 55 0
Ultimate Buy&Hold FundAdvice +6.95 9.20 -34.23 60 40 0
Coward's Portfolio Bill Bernstein +6.94 9.02 -32.68 60 40 0
LifeStrategy Moderate Growth Vanguard +6.90 9.43 -33.52 60 40 0
Dynamic 40/60 Income +6.88 8.02 -29.84 40 60 0
Big Rocks Portfolio Larry Swedroe +6.87 9.06 -33.80 60 40 0
One-Decision Portfolio Marvin Appel +6.84 8.25 -31.96 50 50 0
GAA Global Asset Allocation Mebane Faber +6.84 7.93 -24.91 40.5 49.5 10
Stocks/Bonds 40/60 +6.84 6.83 -19.17 40 60 0
Dynamic 60/40 Income +6.83 9.22 -41.44 60 40 0
Simplified Permanent Portfolio +6.79 6.79 -16.43 25 50 25
Sheltered Sam 50/50 Bill Bernstein +6.77 7.75 -28.23 48.5 50 1.5
Four Square Scott Burns +6.64 8.39 -29.95 50 50 0
Ivy Portfolio Mebane Faber +6.63 11.52 -47.39 60 20 20
7Twelve Portfolio Craig Israelsen +6.60 9.74 -37.96 50 33.3 16.7
Ideal Index Frank Armstrong +6.58 10.60 -40.11 70 30 0
High Yield Bonds Income +6.57 8.71 -23.97 0 100 0
Zefiro Portfolio Zefiro SCF +6.56 7.41 -20.61 20 50 30
Edge Select Moderately Conservative Merrill Lynch +6.51 6.73 -20.48 37 63 0
Rob Arnott Portfolio Rob Arnott +6.50 7.11 -24.27 30 60 10
Desert Portfolio Gyroscopic Investing +6.48 5.42 -14.72 30 60 10
Permanent Portfolio Harry Browne +6.41 6.46 -15.92 25 50 25
Lifepath Fund iShares +6.36 6.89 -21.23 40.4 59.6 0
Paul Boyer Portfolio Paul Boyer +6.32 7.43 -18.04 25 50 25
All Country World 80/20 +6.32 12.69 -47.32 80 20 0
Andrew Tobias Portfolio Andrew Tobias +6.28 9.90 -36.42 66.7 33.3 0
All Country World 60/40 +6.27 9.99 -36.70 60 40 0
Sheltered Sam 40/60 Bill Bernstein +6.25 6.41 -22.05 38.8 60 1.2
LifeStrategy Conservative Growth Vanguard +6.22 6.79 -21.90 40 60 0
Stocks/Bonds 20/80 Momentum +6.10 4.82 -17.91 20 80 0
All Country World 40/60 +6.07 7.54 -25.16 40 60 0
Larry Portfolio Larry Swedroe +6.04 5.51 -15.96 30 70 0
All Country World 20/80 +5.75 5.54 -17.97 20 80 0
Sheltered Sam 30/70 Bill Bernstein +5.71 5.18 -16.58 29.1 70 0.9
Stocks/Bonds 20/80 +5.62 4.76 -16.57 20 80 0
Eliminate Fat Tails Larry Swedroe +5.59 6.36 -18.42 30 70 0
Dimensional Retirement Income Fund DFA +5.48 4.78 -12.91 20.4 79.6 0
LifeStrategy Income Fund Vanguard +5.42 4.67 -16.61 20 80 0
Gold +5.37 15.53 -42.91 0 0 100
Developed World ex-US 40/60 +5.32 7.41 -26.17 40 60 0
Developed World ex-US 60/40 +5.31 10.22 -37.49 60 40 0
All Country World Bonds +5.31 4.54 -17.60 0 100 0
US Inflation Protection +5.21 6.08 -14.74 0 100 0
Developed World ex-US 20/80 +5.19 5.23 -16.80 20 80 0
Edge Select Conservative Merrill Lynch +5.17 4.18 -12.44 21 79 0
Developed World ex-US 80/20 +5.17 13.31 -47.74 80 20 0
Sheltered Sam 20/80 Bill Bernstein +5.15 4.12 -11.24 19.4 80 0.6
Robo Advisor 20 Betterment +5.10 4.14 -12.16 19.9 80.1 0
Total Bond Developed World ex-US +4.93 4.56 -14.88 0 100 0
10-year Treasury +4.89 6.77 -21.22 0 100 0
Developed World ex-US Stocks +4.86 16.60 -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 +3.53 16.20 -28.57 100 0 0
Developed World ex-US Stocks +3.21 18.40 -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 +13.50 23.92 -81.08 100 0 0
US Stocks Momentum +11.80 15.15 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum +10.63 12.22 -43.61 80 20 0
US Stocks +9.70 15.36 -50.84 100 0 0
US Stocks Value +9.50 15.19 -55.41 100 0 0