Developed World ex-US Stocks vs All Country World Bonds Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Portfolio obtained a 4.92% compound annual return, with a 16.50% standard deviation, in the last 30 Years.

The All Country World Bonds Portfolio obtained a 5.18% compound annual return, with a 4.62% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio All Country World Bonds Portfolio
Portfolio Risk Very High Low
Asset Allocation Stocks 100% 0%
Fixed Income 0% 100%
Commodities 0% 0%
30 Years Stats Return +4.92% +5.18%
Std Dev 16.50% 4.62%
Max Drawdown -57.00% -17.60%
All time Stats
(Since Jan 1985)
Return +7.96% +6.64%
Std Dev 17.54% 4.91%
Max Drawdown -57.00% -17.60%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US Stocks Portfolio +2.74 +8.53 +13.89 +6.75 +4.64 +4.92 +7.96
All Country World Bonds Portfolio -0.76 +3.29 +5.40 +0.47 +1.80 +5.18 +6.64
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 4.23$, with a total return of 322.51% (4.92% annualized).

All Country World Bonds Portfolio: an investment of 1$, since March 1994, now would be worth 4.55$, with a total return of 355.16% (5.18% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 20.06$, with a total return of 1905.63% (7.96% annualized).

All Country World Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 12.41$, with a total return of 1141.31% (6.64% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
All Country World Bonds Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-17.60% Jan 2021 Oct 2022 (22) In progress (38) 10.57
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-4.58% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.10
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.73% May 2006 Jun 2006 (2) Sep 2006 (5) 2.35
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02
-3.02% Mar 1994 Mar 1994 (1) Apr 1994 (2) 1.74

Drawdown comparison chart since January 1985.

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Developed World ex-US Stocks Portfolio
All Country World Bonds Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-17.60% Jan 2021 Oct 2022 (22) In progress (38) 10.57
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-9.43% May 1988 Aug 1988 (4) Nov 1988 (7) 4.81
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-8.70% Sep 1986 Oct 1986 (2) Dec 1986 (4) 4.29
-7.94% Mar 1989 Jun 1989 (4) Jul 1989 (5) 4.12
-6.85% Feb 1994 Jun 1994 (5) May 1995 (16) 4.92
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.71% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.06
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+1.63%
-1.09%
-1.22%
-1.22%
2023
+17.94%
-10.71%
+7.31%
-4.10%
2022
-15.36%
-27.52%
-13.82%
-15.86%
2021
+11.67%
-4.89%
-2.06%
-3.44%
2020
+9.74%
-23.99%
+6.30%
-3.92%
2019
+22.62%
-5.21%
+9.49%
-0.86%
2018
-14.75%
-18.62%
+0.10%
-1.92%
2017
+26.42%
0.00%
+4.16%
-0.40%
2016
+2.67%
-8.44%
+4.27%
-3.54%
2015
-0.38%
-12.39%
+0.85%
-2.23%
2014
-5.98%
-10.04%
+6.88%
-0.66%
2013
+21.83%
-5.66%
-2.50%
-5.16%
2012
+18.56%
-13.28%
+7.45%
-0.22%
2011
-12.30%
-23.95%
+8.12%
-0.42%
2010
+8.35%
-15.54%
+7.71%
-2.17%
2009
+27.49%
-22.68%
+9.48%
-3.00%
2008
-40.65%
-45.54%
+2.29%
-8.82%
2007
+11.15%
-6.29%
+6.05%
-1.42%
2006
+26.27%
-3.73%
+4.63%
-1.46%
2005
+13.60%
-4.72%
+4.71%
-1.32%
2004
+20.25%
-3.59%
+6.09%
-3.02%
2003
+38.67%
-8.24%
+8.25%
-3.22%
2002
-15.62%
-23.19%
+9.30%
-1.07%
2001
-21.94%
-26.63%
+12.23%
-0.35%
2000
-14.29%
-17.14%
+11.10%
-0.72%
1999
+37.96%
-4.28%
+3.71%
-2.69%
1998
+16.51%
-14.47%
+8.51%
-2.13%
1997
-1.39%
-11.23%
+5.56%
-2.07%
1996
+4.68%
-4.13%
+8.94%
-2.00%
1995
+3.98%
-8.89%
+20.40%
-0.22%
1994
+9.76%
-5.55%
-5.13%
-6.85%
1993
+29.92%
-10.94%
+14.09%
-0.38%
1992
-14.79%
-15.85%
+9.20%
-1.73%
1991
+9.48%
-9.97%
+18.81%
-0.40%
1990
-24.79%
-31.21%
+7.31%
-2.97%
1989
+12.85%
-7.94%
+12.84%
-1.53%
1988
+25.66%
-9.43%
+7.90%
-2.11%
1987
+30.48%
-13.46%
+1.20%
-5.71%
1986
+63.38%
-8.70%
+15.08%
-2.62%
1985
+56.04%
-1.19%
+22.99%
-2.83%