Developed World ex-US Stocks vs Developed World ex-US 60/40 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 Developed World ex-US 60/40 Portfolio obtained a 5.29% compound annual return, with a 10.17% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Developed World ex-US 60/40 Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
30 Years Stats Return +4.92% +5.29%
Std Dev 16.50% 10.17%
Max Drawdown -57.00% -37.49%
All time Stats
(Since Jan 1985)
Return +7.96% +7.90%
Std Dev 17.54% 10.99%
Max Drawdown -57.00% -37.49%
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
Developed World ex-US 60/40 Portfolio +1.43 +6.56 +11.02 +4.28 +3.79 +5.29 +7.90
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).

Developed World ex-US 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 4.70$, with a total return of 370.02% (5.29% 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).

Developed World ex-US 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 19.67$, with a total return of 1867.49% (7.90% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Developed World ex-US 60/40 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
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-7.33% Nov 1994 Feb 1995 (4) Jul 1995 (9) 3.33
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.78% Dec 1996 Apr 1997 (5) Jun 1997 (7) 3.79

Drawdown comparison chart since January 1985.

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Developed World ex-US Stocks Portfolio
Developed World ex-US 60/40 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
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-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
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-18.51% Jan 1990 Sep 1990 (9) Dec 1991 (24) 8.68
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-9.43% May 1988 Aug 1988 (4) Nov 1988 (7) 4.81
-8.82% Sep 1987 Oct 1987 (2) Feb 1988 (6) 5.47

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%
+0.53%
-0.89%
2023
+17.94%
-10.71%
+14.28%
-7.32%
2022
-15.36%
-27.52%
-14.32%
-21.67%
2021
+11.67%
-4.89%
+6.09%
-3.26%
2020
+9.74%
-23.99%
+7.71%
-14.56%
2019
+22.62%
-5.21%
+16.72%
-2.77%
2018
-14.75%
-18.62%
-7.73%
-10.09%
2017
+26.42%
0.00%
+16.81%
0.00%
2016
+2.67%
-8.44%
+3.45%
-4.03%
2015
-0.38%
-12.39%
+0.25%
-7.87%
2014
-5.98%
-10.04%
-0.09%
-4.31%
2013
+21.83%
-5.66%
+12.77%
-5.09%
2012
+18.56%
-13.28%
+14.95%
-7.61%
2011
-12.30%
-23.95%
-3.94%
-13.28%
2010
+8.35%
-15.54%
+8.42%
-7.69%
2009
+27.49%
-22.68%
+22.61%
-13.44%
2008
-40.65%
-45.54%
-25.33%
-29.87%
2007
+11.15%
-6.29%
+8.69%
-3.28%
2006
+26.27%
-3.73%
+16.94%
-2.26%
2005
+13.60%
-4.72%
+10.15%
-2.01%
2004
+20.25%
-3.59%
+14.59%
-2.01%
2003
+38.67%
-8.24%
+24.77%
-4.07%
2002
-15.62%
-23.19%
-5.65%
-12.16%
2001
-21.94%
-26.63%
-8.83%
-13.08%
2000
-14.29%
-17.14%
-4.89%
-7.85%
1999
+37.96%
-4.28%
+22.89%
-3.20%
1998
+16.51%
-14.47%
+16.75%
-6.93%
1997
-1.39%
-11.23%
-2.77%
-7.06%
1996
+4.68%
-4.13%
+4.67%
-1.39%
1995
+3.98%
-8.89%
+10.88%
-4.80%
1994
+9.76%
-5.55%
+2.94%
-3.27%
1993
+29.92%
-10.94%
+24.52%
-6.35%
1992
-14.79%
-15.85%
-4.11%
-8.78%
1991
+9.48%
-9.97%
+14.26%
-5.21%
1990
-24.79%
-31.21%
-11.99%
-18.51%
1989
+12.85%
-7.94%
+12.15%
-3.14%
1988
+25.66%
-9.43%
+18.91%
-5.35%
1987
+30.48%
-13.46%
+19.68%
-8.82%
1986
+63.38%
-8.70%
+44.57%
-5.90%
1985
+56.04%
-1.19%
+43.60%
-0.36%