90 VWCE - 10 VUAA
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 10% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 90% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 11, 2025, the 90 VWCE - 10 VUAA returned 0.96% Year-To-Date and 9.18% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| 90 VWCE - 10 VUAA | 0.96% | 8.97% | -1.50% | 9.57% | 13.76% | 9.18% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 1.45% | 9.12% | -1.10% | 9.52% | 13.52% | 8.82% |
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.86% | 12.42% |
Monthly Returns
The table below presents the monthly returns of 90 VWCE - 10 VUAA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.02% | -0.50% | -3.72% | 0.42% | 1.87% | 0.96% | |||||||
| 2024 | 0.16% | 4.56% | 3.20% | -3.63% | 4.64% | 1.78% | 1.90% | 2.34% | 2.19% | -2.06% | 4.32% | -2.87% | 17.33% |
| 2023 | 7.51% | -3.11% | 2.94% | 1.44% | -1.04% | 5.89% | 3.68% | -2.72% | -4.30% | -2.84% | 9.03% | 5.10% | 22.46% |
| 2022 | -4.65% | -2.79% | 2.07% | -8.16% | 0.47% | -8.14% | 7.21% | -4.06% | -9.49% | 6.55% | 8.00% | -4.56% | -18.02% |
| 2021 | -0.31% | 2.68% | 3.02% | 4.25% | 1.49% | 1.29% | 0.80% | 2.33% | -4.16% | 5.33% | -2.43% | 3.88% | 19.29% |
| 2020 | -1.40% | -7.31% | -14.53% | 10.61% | 5.16% | 2.95% | 5.35% | 6.10% | -3.02% | -2.10% | 12.23% | 4.82% | 16.77% |
| 2019 | 7.98% | 2.86% | 1.15% | 3.53% | -6.01% | 6.43% | 0.15% | -2.06% | 2.24% | 2.73% | 2.67% | 3.40% | 27.26% |
| 2018 | 5.49% | -4.37% | -1.40% | 0.41% | 0.75% | -0.46% | 2.94% | 1.10% | 0.13% | -7.72% | 1.75% | -7.40% | -9.24% |
| 2017 | 2.88% | 2.81% | 1.34% | 1.57% | 1.89% | 0.63% | 2.59% | 0.41% | 2.10% | 2.13% | 2.01% | 1.56% | 24.22% |
| 2016 | -5.77% | -1.02% | 7.86% | 0.94% | 0.76% | -0.13% | 4.10% | 0.32% | 0.70% | -1.95% | 1.44% | 1.84% | 8.87% |
| 2015 | -1.75% | 5.92% | -1.25% | 2.39% | 0.42% | -2.19% | 0.67% | -6.58% | -3.58% | 7.40% | -0.03% | -2.14% | -1.54% |
| 2014 | -4.35% | 5.15% | 0.53% | 0.74% | 2.07% | 2.19% | -1.71% | 2.78% | -3.14% | 1.09% | 1.41% | -1.81% | 4.65% |
Expense Ratio
90 VWCE - 10 VUAA has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 90 VWCE - 10 VUAA is 48, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.55 | 0.94 | 1.14 | 0.62 | 2.74 |
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
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Dividends
Dividend yield
90 VWCE - 10 VUAA provided a 1.84% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.84% | 1.88% | 2.02% | 2.15% | 1.76% | 1.65% | 2.28% | 2.49% | 2.07% | 2.35% | 2.42% | 2.38% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.90% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 90 VWCE - 10 VUAA. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 90 VWCE - 10 VUAA was 34.19%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current 90 VWCE - 10 VUAA drawdown is 4.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.19% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -26.03% | Nov 9, 2021 | 233 | Oct 12, 2022 | 321 | Jan 24, 2024 | 554 |
| -23.33% | May 2, 2011 | 108 | Oct 3, 2011 | 304 | Dec 18, 2012 | 412 |
| -19.65% | Jan 29, 2018 | 229 | Dec 24, 2018 | 131 | Jul 3, 2019 | 360 |
| -19.12% | May 22, 2015 | 183 | Feb 11, 2016 | 208 | Dec 7, 2016 | 391 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.22, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VT | VOO | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.95 | 1.00 | 0.96 |
| VT | 0.95 | 1.00 | 0.95 | 1.00 |
| VOO | 1.00 | 0.95 | 1.00 | 0.96 |
| Portfolio | 0.96 | 1.00 | 0.96 | 1.00 |