Global Market Portfolio

by ElderLemon · shared 16 Sept 2026 · Published by Ronald Doeswijk, Trevin Lam, Laurens Swinkels, 12 Nov 2013 · source

Weights

VTIVanguard Total Stock Market ETF20.0%LQDiShares iBoxx $ Investment Grade Corporate Bond ETF19.0%EFAiShares MSCI EAFE ETF16.0%IEFiShares 7-10 Year Treasury Bond ETF15.0%BWXSPDR Bloomberg International Treasury Bond ETF14.0%VNQVanguard Real Estate ETF5.0%EEMiShares MSCI Emerging Markets ETF4.0%EMBiShares JP Morgan USD Emerging Markets Bond ETF3.0%JNKSPDR Bloomberg High Yield Bond ETF2.0%TIPiShares TIPS Bond ETF2.0%

VTIVanguard Total Stock Market ETF20.0%
LQDiShares iBoxx $ Investment Grade Corporate Bond ETF19.0%
EFAiShares MSCI EAFE ETF16.0%
IEFiShares 7-10 Year Treasury Bond ETF15.0%
BWXSPDR Bloomberg International Treasury Bond ETF14.0%
VNQVanguard Real Estate ETF5.0%
EEMiShares MSCI Emerging Markets ETF4.0%
EMBiShares JP Morgan USD Emerging Markets Bond ETF3.0%
JNKSPDR Bloomberg High Yield Bond ETF2.0%
TIPiShares TIPS Bond ETF2.0%

Performance

CAGR: +5.4%
Final value: $27k
Max drawdown: −29.6%
Volatility: 10.1%
Sharpe: 0.58
Sortino: 0.81

Correlation

weekly returns

	VTI	EFA	EEM	VNQ	JNK	EMB	LQD	IEF	BWX	TIP
VTI	·	0.88	0.78	0.75	0.71	0.56	0.32	−0.21	0.33	0.09
EFA	0.88	·	0.85	0.68	0.68	0.60	0.32	−0.17	0.48	0.12
EEM	0.78	0.85	·	0.61	0.56	0.57	0.22	−0.17	0.40	0.08
VNQ	0.75	0.68	0.61	·	0.59	0.58	0.37	−0.02	0.31	0.19
JNK	0.71	0.68	0.56	0.59	·	0.65	0.57	0.00	0.53	0.31
EMB	0.56	0.60	0.57	0.58	0.65	·	0.57	0.23	0.52	0.43
LQD	0.32	0.32	0.22	0.37	0.57	0.57	·	0.58	0.54	0.59
IEF	−0.21	−0.17	−0.17	−0.02	0.00	0.23	0.58	·	0.46	0.72
BWX	0.33	0.48	0.40	0.31	0.53	0.52	0.54	0.46	·	0.54
TIP	0.09	0.12	0.08	0.19	0.31	0.43	0.59	0.72	0.54	·

Growth of $10K

Long only · Fixed weights · annually · 2007-12-28 to 2026-10-09

$27,200Oct 9, 2026

−2.7%Oct 9, 2026

Annual returns

* partial

through 2026-10-09