70 VWCE - 30 VUAA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 70% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
Performance
The chart shows the growth of an initial investment of $10,000 in 70 VWCE - 30 VUAA, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of May 27, 2023, the 70 VWCE - 30 VUAA returned 9.10% Year-To-Date and 9.12% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 9.10% | 9.96% |
| 70 VWCE - 30 VUAA | 0.22% | 9.10% | 6.87% | 1.91% | 8.09% | 9.34% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -0.12% | 8.59% | 6.82% | 1.48% | 6.84% | 8.17% |
VOO Vanguard S&P 500 ETF | 1.00% | 10.28% | 6.97% | 2.84% | 10.99% | 12.05% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VOO | VT | |
|---|---|---|
| VOO | 1.00 | 0.95 |
| VT | 0.95 | 1.00 |
Dividend yield
70 VWCE - 30 VUAA granted a 2.21% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 70 VWCE - 30 VUAA | 2.21% | 2.05% | 1.69% | 1.69% | 2.33% | 2.60% | 2.23% | 2.59% | 2.73% | 2.69% | 2.43% | 2.82% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.34% | 2.21% | 1.87% | 1.73% | 2.47% | 2.77% | 2.36% | 2.73% | 2.88% | 2.92% | 2.53% | 2.90% |
VOO Vanguard S&P 500 ETF | 1.93% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
Expense Ratio
The 70 VWCE - 30 VUAA has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.27 | ||||
VOO Vanguard S&P 500 ETF | 0.36 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 70 VWCE - 30 VUAA. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 70 VWCE - 30 VUAA is 34.11%, recorded on Mar 23, 2020. It took 103 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 Chart
The current 70 VWCE - 30 VUAA volatility is 3.56%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.