70 VWCE - 30 VUAA
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 70% |
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 70 VWCE - 30 VUAA returned -0.02% Year-To-Date and 9.91% 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% |
| 70 VWCE - 30 VUAA | -0.02% | 8.66% | -2.28% | 9.65% | 14.24% | 9.91% |
| 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 70 VWCE - 30 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 | 2.95% | -0.67% | -4.13% | 0.15% | 1.84% | -0.02% | |||||||
| 2024 | 0.48% | 4.71% | 3.22% | -3.71% | 4.73% | 2.18% | 1.73% | 2.35% | 2.19% | -1.81% | 4.67% | -2.75% | 19.01% |
| 2023 | 7.24% | -2.98% | 3.11% | 1.47% | -0.70% | 6.03% | 3.59% | -2.48% | -4.40% | -2.69% | 9.06% | 4.98% | 23.32% |
| 2022 | -4.78% | -2.83% | 2.45% | -8.30% | 0.42% | -8.17% | 7.65% | -4.08% | -9.43% | 6.90% | 7.44% | -4.82% | -18.04% |
| 2021 | -0.47% | 2.70% | 3.37% | 4.48% | 1.30% | 1.51% | 1.17% | 2.47% | -4.27% | 5.71% | -2.05% | 4.04% | 21.36% |
| 2020 | -1.10% | -7.49% | -14.06% | 11.09% | 5.07% | 2.70% | 5.47% | 6.30% | -3.18% | -2.20% | 11.94% | 4.58% | 17.14% |
| 2019 | 7.97% | 2.95% | 1.32% | 3.64% | -6.08% | 6.56% | 0.44% | -1.96% | 2.18% | 2.61% | 2.88% | 3.31% | 28.17% |
| 2018 | 5.51% | -4.23% | -1.64% | 0.40% | 1.12% | -0.18% | 3.08% | 1.57% | 0.23% | -7.52% | 1.78% | -7.72% | -8.19% |
| 2017 | 2.64% | 3.04% | 1.07% | 1.45% | 1.78% | 0.63% | 2.47% | 0.38% | 2.09% | 2.17% | 2.25% | 1.50% | 23.68% |
| 2016 | -5.58% | -0.84% | 7.64% | 0.81% | 0.98% | -0.03% | 4.01% | 0.28% | 0.55% | -1.92% | 1.95% | 1.89% | 9.60% |
| 2015 | -2.00% | 5.84% | -1.32% | 2.09% | 0.60% | -2.14% | 1.01% | -6.48% | -3.33% | 7.64% | 0.07% | -2.05% | -0.89% |
| 2014 | -4.17% | 5.02% | 0.61% | 0.73% | 2.12% | 2.17% | -1.64% | 3.05% | -2.74% | 1.38% | 1.72% | -1.47% | 6.59% |
Expense Ratio
70 VWCE - 30 VUAA has an expense ratio of 0.06%, 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 70 VWCE - 30 VUAA is 47, 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
70 VWCE - 30 VUAA provided a 1.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.74% | 1.89% | 2.05% | 1.65% | 1.62% | 2.19% | 2.39% | 2.01% | 2.28% | 2.35% | 2.26% |
| 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 70 VWCE - 30 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 70 VWCE - 30 VUAA was 34.11%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.
The current 70 VWCE - 30 VUAA drawdown is 4.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.11% | Feb 13, 2020 | 27 | Mar 23, 2020 | 103 | Aug 18, 2020 | 130 |
| -25.66% | Jan 5, 2022 | 194 | Oct 12, 2022 | 302 | Dec 26, 2023 | 496 |
| -22.32% | May 2, 2011 | 108 | Oct 3, 2011 | 239 | Sep 13, 2012 | 347 |
| -19% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -17.78% | May 22, 2015 | 183 | Feb 11, 2016 | 126 | Aug 11, 2016 | 309 |
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 1.72, 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 | 0.97 |
| VT | 0.95 | 1.00 | 0.95 | 1.00 |
| VOO | 1.00 | 0.95 | 1.00 | 0.97 |
| Portfolio | 0.97 | 1.00 | 0.97 | 1.00 |