I've analyzed the $VWRL (+0,18 %) and $XDWT (+0,27 %) in a 50/50 portfolio vs $CSPX (+0,32 %) or $VUSA (+0,32 %) . From the return per unit of risk point of view, it looks like a 50/50 $VWRL (+0,18 %) and $XDWT (+0,27 %) perform better, a return with 15% better than $CSPX (+0,32 %) or $VUSA (+0,32 %) in a 5-year timeframe with even lower risk.
5y return approx data:
- $CSPX (+0,32 %) or $VUSA (+0,32 %)
-> 60% - $VWRL (+0,18 %) and $XDWT (+0,27 %) -> 40% and 126% -> 83%
Volatility/Risk 5 years:
- $CSPX (+0,32 %) or $VUSA (+0,32 %)
-> 22.11% - $VWRL (+0,18 %) and $XDWT (+0,27 %) -> 17.23% and 26.46% -> 21.84%
Results (return/standard deviation):
- $CSPX (+0,32 %) or $VUSA (+0,32 %) -> 2.71
- $VWRL (+0,18 %) and $XDWT (+0,27 %) -> 3.80
Conclusion: Better return with lower risk for 50/50 portfolio of $VWRL (+0,18 %) and $XDWT (+0,27 %)