USA/WORLD 30/70

The chart shows the growth of an initial investment of $10,000 in USA/WORLD 30/70, 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 Every 3 months.

Based on dividend-adjusted daily data since Sep 24, 2019, USA/WORLD 30/70's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +12.0%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, USA/WORLD 30/70 closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.3%, while the worst single day was Mar 12, 2020 at -10.6%.

USA/WORLD 30/70 has an annualized alpha of -0.33%, beta of 0.65, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since September 24, 2019.

• This portfolio participated in 86.31% of S&P 500 Index downside but only 68.69% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.65 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

USA/WORLD 30/70 has an expense ratio of 0.16%, 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.

USA/WORLD 30/70 ranks 35 for risk / return — below 35% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current USA/WORLD 30/70 Sharpe ratio is 1.74 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of USA/WORLD 30/70 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

USA/WORLD 30/70 provided a 0.31% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the USA/WORLD 30/70. 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 USA/WORLD 30/70 was 32.76%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current USA/WORLD 30/70 drawdown is 2.78%.

The chart below shows the rolling one-month volatility.