World + Ex US Dev tilt and towards Europe
Tilted slightly away from the US/Tech for comfort.
Asset Allocation
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 Quarterly
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of Sep 20, 2024, the World + Ex US Dev tilt and towards Europe returned 15.56% Year-To-Date and 8.48% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
World + Ex US Dev tilt and towards Europe | 15.56% | 1.70% | 8.20% | 27.34% | 11.09% | 8.56% |
Portfolio components: | ||||||
Vanguard FTSE Developed Markets ETF | 11.41% | 1.64% | 6.25% | 21.91% | 7.99% | 5.70% |
Vanguard Total World Stock ETF | 16.48% | 1.77% | 8.53% | 28.45% | 11.74% | 9.26% |
iShares Core MSCI Europe ETF | 12.41% | 1.24% | 7.50% | 23.92% | 8.75% | 5.69% |
Monthly Returns
The table below presents the monthly returns of World + Ex US Dev tilt and towards Europe, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.21% | 4.10% | 3.30% | -3.45% | 4.78% | 0.78% | 2.14% | 2.53% | 15.56% | ||||
2023 | 7.96% | -3.04% | 2.77% | 1.82% | -1.89% | 5.54% | 3.56% | -3.06% | -4.22% | -3.00% | 9.06% | 5.23% | 21.41% |
2022 | -4.40% | -3.01% | 1.61% | -7.80% | 0.78% | -8.43% | 6.63% | -4.57% | -9.56% | 6.56% | 9.22% | -3.89% | -17.46% |
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% |
2020 | -1.85% | -7.35% | -14.98% | 9.63% | 5.31% | 3.19% | 4.84% | 5.78% | -2.86% | -2.51% | 12.95% | 5.00% | 14.73% |
2019 | 7.80% | 2.81% | 0.99% | 3.46% | -5.87% | 6.33% | -0.48% | -2.03% | 2.39% | 2.94% | 2.31% | 3.57% | 26.21% |
2018 | 5.43% | -4.66% | -1.10% | 0.67% | 0.08% | -0.79% | 2.88% | 0.27% | 0.11% | -7.90% | 1.38% | -6.88% | -10.79% |
2017 | 3.07% | 2.32% | 1.91% | 1.91% | 2.39% | 0.51% | 2.69% | 0.33% | 2.25% | 1.88% | 1.65% | 1.58% | 24.93% |
2016 | -5.84% | -1.50% | 7.77% | 1.36% | 0.45% | -0.78% | 4.07% | 0.36% | 0.88% | -2.15% | 0.59% | 2.17% | 6.98% |
2015 | -1.17% | 5.98% | -1.34% | 2.88% | 0.29% | -2.38% | 0.79% | -6.69% | -3.77% | 7.04% | -0.18% | -2.24% | -1.61% |
2014 | 1.01% | -2.02% | 2.18% | -3.49% | 0.50% | 1.22% | -2.36% | -3.05% |
Expense Ratio
World + Ex US Dev tilt and towards Europe has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of World + Ex US Dev tilt and towards Europe is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
---|---|---|---|---|---|
Vanguard FTSE Developed Markets ETF | 1.49 | 2.09 | 1.26 | 1.19 | 8.88 |
Vanguard Total World Stock ETF | 2.13 | 2.91 | 1.38 | 1.76 | 13.23 |
iShares Core MSCI Europe ETF | 1.66 | 2.35 | 1.28 | 1.39 | 9.82 |
Dividends
Dividend yield
World + Ex US Dev tilt and towards Europe granted a 2.07% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
World + Ex US Dev tilt and towards Europe | 2.07% | 2.30% | 2.36% | 2.06% | 1.74% | 2.48% | 2.74% | 2.23% | 2.53% | 2.53% | 2.38% | 1.91% |
Portfolio components: | ||||||||||||
Vanguard FTSE Developed Markets ETF | 2.86% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
iShares Core MSCI Europe ETF | 2.90% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% | 0.00% |
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.
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.
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 |
-10.56% | Jul 7, 2014 | 73 | Oct 16, 2014 | 119 | Apr 9, 2015 | 192 |
Volatility
Volatility Chart
The current World + Ex US Dev tilt and towards Europe volatility is 4.17%, 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.
Diversification
Asset Correlations Table
VT | IEUR | VEA | |
---|---|---|---|
VT | 1.00 | 0.88 | 0.93 |
IEUR | 0.88 | 1.00 | 0.96 |
VEA | 0.93 | 0.96 | 1.00 |