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70 VWCE - 30 VUAA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VT 70%VOO 30%EquityEquity
PositionCategory/SectorWeight
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

70%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

S&P 500

Performance

Performance Chart

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


250.00%300.00%350.00%NovemberDecember2024FebruaryMarchApril
308.82%
364.00%
70 VWCE - 30 VUAA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Apr 13, 2024, the 70 VWCE - 30 VUAA returned 5.85% Year-To-Date and 9.91% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
70 VWCE - 30 VUAA5.85%-0.79%17.65%20.47%11.05%9.80%
VT
Vanguard Total World Stock ETF
5.00%-0.93%16.93%18.24%9.82%8.54%
VOO
Vanguard S&P 500 ETF
7.85%-0.46%19.32%25.78%13.91%12.74%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.48%4.71%3.22%
2023-4.40%-2.69%9.06%4.98%

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.


0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


70 VWCE - 30 VUAA
Sharpe ratio
The chart of Sharpe ratio for 70 VWCE - 30 VUAA, currently valued at 1.88, compared to the broader market0.002.004.001.88
Sortino ratio
The chart of Sortino ratio for 70 VWCE - 30 VUAA, currently valued at 2.73, compared to the broader market-2.000.002.004.006.002.73
Omega ratio
The chart of Omega ratio for 70 VWCE - 30 VUAA, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for 70 VWCE - 30 VUAA, currently valued at 1.58, compared to the broader market0.002.004.006.008.0010.0012.001.58
Martin ratio
The chart of Martin ratio for 70 VWCE - 30 VUAA, currently valued at 6.79, compared to the broader market0.0010.0020.0030.0040.0050.006.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF
1.672.431.291.305.71
VOO
Vanguard S&P 500 ETF
2.323.341.411.999.84

Sharpe Ratio

The current 70 VWCE - 30 VUAA Sharpe ratio is 1.88. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.88

The Sharpe ratio of 70 VWCE - 30 VUAA lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.88
2.15
70 VWCE - 30 VUAA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

70 VWCE - 30 VUAA granted a 1.89% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
70 VWCE - 30 VUAA1.89%1.89%2.05%1.65%1.62%2.19%2.39%2.01%2.28%2.35%2.26%1.99%
VT
Vanguard Total World Stock ETF
2.12%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
VOO
Vanguard S&P 500 ETF
1.37%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.53%
-2.49%
70 VWCE - 30 VUAA
Benchmark (^GSPC)
Portfolio components

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 2.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.11%Feb 13, 202027Mar 23, 2020103Aug 18, 2020130
-25.66%Jan 5, 2022194Oct 12, 2022302Dec 26, 2023496
-22.32%May 2, 2011108Oct 3, 2011239Sep 13, 2012347
-19%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-17.78%May 22, 2015183Feb 11, 2016126Aug 11, 2016309

Volatility

Volatility Chart

The current 70 VWCE - 30 VUAA volatility is 3.09%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.09%
3.24%
70 VWCE - 30 VUAA
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VOOVT
VOO1.000.95
VT0.951.00