Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IEUR iShares Core MSCI Europe ETF | Europe Equities | 10% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 10% |
VT Vanguard Total World Stock ETF | Global Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in World + Ex US Dev tilt and towards Europe, 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.
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The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of Apr 8, 2026, the World + Ex US Dev tilt and towards Europe returned 3.48% Year-To-Date and 11.71% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.51% | -0.19% | -0.92% | 0.43% | 36.13% | 18.22% | 10.44% | 12.72% |
Portfolio World + Ex US Dev tilt and towards Europe | 3.35% | 1.53% | 3.48% | 5.96% | 43.76% | 18.37% | 9.77% | 11.71% |
| Portfolio components: | ||||||||
VEA Vanguard FTSE Developed Markets ETF | 4.19% | 3.07% | 8.75% | 13.55% | 53.27% | 18.15% | 9.45% | 10.00% |
VT Vanguard Total World Stock ETF | 3.18% | 1.17% | 2.74% | 4.74% | 42.78% | 18.64% | 9.80% | 12.16% |
IEUR iShares Core MSCI Europe ETF | 3.87% | 2.85% | 4.24% | 8.31% | 42.03% | 15.52% | 9.10% | 9.46% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 13, 2014, World + Ex US Dev tilt and towards Europe's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Mar 2020 at -15.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, World + Ex US Dev tilt and towards Europe closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.55% | 2.24% | -6.67% | 4.73% | 3.48% | ||||||||
| 2025 | 3.53% | 0.35% | -2.72% | 1.24% | 5.66% | 4.34% | 0.47% | 3.17% | 3.16% | 1.85% | 0.41% | 1.39% | 25.08% |
| 2024 | -0.21% | 4.10% | 3.30% | -3.45% | 4.78% | 0.78% | 2.14% | 2.53% | 1.93% | -2.85% | 3.21% | -2.98% | 13.59% |
| 2023 | 7.96% | -3.04% | 2.77% | 1.82% | -1.89% | 5.53% | 3.56% | -3.06% | -4.22% | -3.00% | 9.06% | 5.23% | 21.40% |
| 2022 | -4.40% | -3.01% | 1.61% | -7.80% | 0.78% | -8.42% | 6.63% | -4.57% | -9.56% | 6.56% | 9.22% | -3.89% | -17.45% |
| 2021 | -0.35% | 2.67% | 2.89% | 4.09% | 2.05% | 0.70% | 0.72% | 2.12% | -4.17% | 4.94% | -3.02% | 3.98% | 17.44% |
Benchmark Metrics
World + Ex US Dev tilt and towards Europe has an annualized alpha of -0.84%, beta of 0.91, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.
- This portfolio participated in 97.03% of S&P 500 Index downside but only 89.25% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.91 and R² of 0.91, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.84%
- Beta
- 0.91
- R²
- 0.91
- Upside Capture
- 89.25%
- Downside Capture
- 97.03%
Expense Ratio
World + Ex US Dev tilt and towards Europe 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.
Return for Risk
Risk / Return Rank
World + Ex US Dev tilt and towards Europe ranks 64 for risk / return — better than 64% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.81 | 2.19 | +0.62 |
Sortino ratioReturn per unit of downside risk | 4.36 | 3.49 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.48 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 4.00 | 3.70 | +0.29 |
Martin ratioReturn relative to average drawdown | 17.53 | 16.45 | +1.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 90 | 3.23 | 4.61 | 1.63 | 4.23 | 17.17 |
VT Vanguard Total World Stock ETF | 87 | 2.73 | 4.25 | 1.57 | 4.07 | 18.20 |
IEUR iShares Core MSCI Europe ETF | 75 | 2.56 | 3.89 | 1.49 | 3.08 | 12.34 |
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Dividends
Dividend yield
World + Ex US Dev tilt and towards Europe provided a 1.95% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.95% | 2.08% | 2.25% | 2.30% | 2.36% | 2.06% | 1.74% | 2.49% | 2.74% | 2.23% | 2.53% | 2.53% |
| Portfolio components: | ||||||||||||
VEA Vanguard FTSE Developed Markets ETF | 2.77% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VT Vanguard Total World Stock ETF | 1.74% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
IEUR iShares Core MSCI Europe ETF | 2.85% | 2.97% | 3.54% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% |
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 World + Ex US Dev tilt and towards Europe. 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 World + Ex US Dev tilt and towards Europe was 34.54%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current World + Ex US Dev tilt and towards Europe drawdown is 5.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.54% | Jan 21, 2020 | 44 | Mar 23, 2020 | 109 | Aug 26, 2020 | 153 |
| -27.25% | Nov 9, 2021 | 233 | Oct 12, 2022 | 324 | Jan 29, 2024 | 557 |
| -20.59% | Jan 29, 2018 | 229 | Dec 24, 2018 | 217 | Nov 4, 2019 | 446 |
| -20.33% | May 22, 2015 | 183 | Feb 11, 2016 | 240 | Jan 25, 2017 | 423 |
| -15.38% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
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 3 assets, with an effective number of assets of 1.52, 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
| Benchmark | IEUR | VEA | VT | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.75 | 0.80 | 0.95 | 0.93 |
| IEUR | 0.75 | 1.00 | 0.96 | 0.87 | 0.91 |
| VEA | 0.80 | 0.96 | 1.00 | 0.92 | 0.95 |
| VT | 0.95 | 0.87 | 0.92 | 1.00 | 1.00 |
| Portfolio | 0.93 | 0.91 | 0.95 | 1.00 | 1.00 |