Good portfolio visualizers that support non US domiciled ETFs?

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Topic Author
bogle1024
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Joined: Tue Feb 04, 2020 5:01 am

Good portfolio visualizers that support non US domiciled ETFs?

Post by bogle1024 » Tue Feb 11, 2020 11:09 pm

Hey Bogleheads, just a simple question. It seems most portfolio visualizers don't include non-us etfs. Can you recommend any good (ideally free) suggestions?

Thanks

glorat
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by glorat » Tue Feb 11, 2020 11:18 pm

I'm actually in the process of making one (including for general use!) but it depends what you want from one.

If it is about visualising the performance of *your* portfolio, there are some limited tools out there (like morningstar) but that's where I'm looking to do better

If it is about visualising the performance of what-if portfolios for backtesting etc. like https://www.portfoliovisualizer.com/ then there isn't much. The closest I've seen is https://portfoliocharts.com/portfolios/ which does include international data but only high level indices rather than specific ETFs

Laurizas
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by Laurizas » Wed Feb 12, 2020 5:40 am


Topic Author
bogle1024
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by bogle1024 » Wed Feb 12, 2020 10:56 am

Thanks all for the replies, these look useful. However, it seems none of these support the ETFs I plan to hold in my portfolio, including VDEV :(

DJN
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by DJN » Wed Feb 12, 2020 11:03 am

Hi,
depending exactly upon what you want, I am guessing that justetf might be useful. You can construct a couple of portfolios with actual tracking of real etf performance. Nice charts and the like for elucidation and fun: https://www.justetf.com/en/
Careful to choose a location that suits you. You can search nicely for non-US etfs.
DJN
Yah shure. | Have a look at the Bogleheads Wiki in the first instance.

Topic Author
bogle1024
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by bogle1024 » Wed Feb 12, 2020 11:15 am

DJN wrote:
Wed Feb 12, 2020 11:03 am
Hi,
depending exactly upon what you want, I am guessing that justetf might be useful. You can construct a couple of portfolios with actual tracking of real etf performance. Nice charts and the like for elucidation and fun: https://www.justetf.com/en/
Careful to choose a location that suits you. You can search nicely for non-US etfs.
DJN
Thanks DJN, this one has my etfs! Unfortunately all the features for testing are premium

Laurizas
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by Laurizas » Wed Feb 12, 2020 11:33 am

They have 30 days free trial.

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Tyler9000
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by Tyler9000 » Wed Feb 12, 2020 11:37 am

bogle1024 wrote:
Wed Feb 12, 2020 10:56 am
Thanks all for the replies, these look useful. However, it seems none of these support the ETFs I plan to hold in my portfolio, including VDEV :(
Portfolio Charts can help. You just have to think beyond tickers and understand the indices they track.

In this case, VDEV tracks large and mid cap stocks of the developed world. On any of the charting tools (like this one), look at the interface at the top. Find "WLD", and set the toggle to "DEV". Then enter the portfolio percentage you plan to put into VDEV into the "LCB" column. That will model developed world large caps (the "B" stands for "blend" and just means it's the whole market with no value or growth filter). If you want to get really precise you could also add mid caps in the same proportion as VDEV, but because of the way cap weighting works large caps alone should be pretty close.

You can follow the same process for all types of stocks, bonds, and other assets. By modeling the underlying index directly, you can replicate most passively managed index funds and construct any portfolio you like without tickers.

While you're at it, be sure to adjust the home country to wherever you live. That will also translate the numbers to local currency and inflation.

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Forester
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by Forester » Wed Feb 12, 2020 2:54 pm

bogle1024 wrote:
Tue Feb 11, 2020 11:09 pm
Hey Bogleheads, just a simple question. It seems most portfolio visualizers don't include non-us etfs. Can you recommend any good (ideally free) suggestions?

Thanks
Which ETFs? Most European ETFs have US counterparts with identical or very similar holdings. You can probably get away with using US tickers in your backtesting.

Topic Author
bogle1024
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by bogle1024 » Thu Feb 13, 2020 10:14 am

Forester wrote:
Wed Feb 12, 2020 2:54 pm
bogle1024 wrote:
Tue Feb 11, 2020 11:09 pm
Hey Bogleheads, just a simple question. It seems most portfolio visualizers don't include non-us etfs. Can you recommend any good (ideally free) suggestions?

Thanks
Which ETFs? Most European ETFs have US counterparts with identical or very similar holdings. You can probably get away with using US tickers in your backtesting.
VDEV/VDEM/AGGG (or the accumulating versions)

Topic Author
bogle1024
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by bogle1024 » Thu Feb 13, 2020 10:15 am

Tyler9000 wrote:
Wed Feb 12, 2020 11:37 am
bogle1024 wrote:
Wed Feb 12, 2020 10:56 am
Thanks all for the replies, these look useful. However, it seems none of these support the ETFs I plan to hold in my portfolio, including VDEV :(
Portfolio Charts can help. You just have to think beyond tickers and understand the indices they track.

In this case, VDEV tracks large and mid cap stocks of the developed world. On any of the charting tools (like this one), look at the interface at the top. Find "WLD", and set the toggle to "DEV". Then enter the portfolio percentage you plan to put into VDEV into the "LCB" column. That will model developed world large caps (the "B" stands for "blend" and just means it's the whole market with no value or growth filter). If you want to get really precise you could also add mid caps in the same proportion as VDEV, but because of the way cap weighting works large caps alone should be pretty close.

You can follow the same process for all types of stocks, bonds, and other assets. By modeling the underlying index directly, you can replicate most passively managed index funds and construct any portfolio you like without tickers.

While you're at it, be sure to adjust the home country to wherever you live. That will also translate the numbers to local currency and inflation.
Thanks Tyler9000, let me try tinkering with the model to simulate my intended portfolio.

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Forester
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by Forester » Thu Feb 13, 2020 1:24 pm

bogle1024 wrote:
Thu Feb 13, 2020 10:14 am
Forester wrote:
Wed Feb 12, 2020 2:54 pm
bogle1024 wrote:
Tue Feb 11, 2020 11:09 pm
Hey Bogleheads, just a simple question. It seems most portfolio visualizers don't include non-us etfs. Can you recommend any good (ideally free) suggestions?

Thanks
Which ETFs? Most European ETFs have US counterparts with identical or very similar holdings. You can probably get away with using US tickers in your backtesting.
VDEV/VDEM/AGGG (or the accumulating versions)
VDEV = VEA
VDEM = VWO
AGGG = BNDW

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BeBH65
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by BeBH65 » Thu Feb 13, 2020 1:55 pm

Forester wrote:
Wed Feb 12, 2020 2:54 pm
bogle1024 wrote:
Tue Feb 11, 2020 11:09 pm
Hey Bogleheads, just a simple question. It seems most portfolio visualizers don't include non-us etfs. Can you recommend any good (ideally free) suggestions?

Thanks
Which ETFs? Most European ETFs have US counterparts with identical or very similar holdings. You can probably get away with using US tickers in your backtesting.
I would suggest the following:

VDEV = 40% VEA + 60% VOO
VDEM = VWO
AGGG = 25% BND + 75% IAGG (no hedging)

Please understand that the results will be in USD - currency fluctuations might give different results in your currency.
BeBH65. (only an investment enthusiast, not a financial adviser, perform your due diligence). | Have a look at https://www.bogleheads.org/wiki/Outline_of_Non-US_domiciles

yoran
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by yoran » Mon May 11, 2020 11:36 am

bogle1024 wrote:
Wed Feb 12, 2020 10:56 am
Thanks all for the replies, these look useful. However, it seems none of these support the ETFs I plan to hold in my portfolio, including VDEV :(
I'm the developer of backtest.curvo.eu. I just wanted to let you know that VDEV has been added so you can backtest portfolios with that fund (see for instance https://backtest.curvo.eu/portfolio/NoI ... BzwCMAutUA). Let me know if you have any questions or comments! I'm always open for feedback to improve the tool.

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washingpole
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by washingpole » Mon May 11, 2020 12:00 pm

I use Portfolio Performance, its free as in freedom and free as in free beer.
https://www.portfolio-performance.info/en/
It kind of user unfriendly at first but supports a lot of stocks as long as they are on Yahoo Finance or their supported quote providers.

Rosales
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by Rosales » Mon May 11, 2020 12:54 pm

yoran wrote:
Mon May 11, 2020 11:36 am
I'm the developer of backtest.curvo.eu. I just wanted to let you know that VDEV has been added so you can backtest portfolios with that fund (see for instance https://backtest.curvo.eu/portfolio/NoI ... BzwCMAutUA). Let me know if you have any questions or comments! I'm always open for feedback to improve the tool.
Hi, nice job! Was looking for something similar to Portfolio Visualizer for UCITS funds. It would be handy to add USD currency.

yoran
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by yoran » Sat May 16, 2020 2:58 pm

Rosales wrote:
Mon May 11, 2020 12:54 pm
Hi, nice job! Was looking for something similar to Portfolio Visualizer for UCITS funds. It would be handy to add USD currency.
That's on the list! Multiple people have requested multiple currencies. Not just USD but also GBP for British investors and PLN for Polish investors. Hopefully I'll be able to work on it soon!

Voittola
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by Voittola » Sun May 24, 2020 7:06 am

Does anybody know a site where you could do a Fama-French regression analysis for european ETFs like you can do for US ETFs in portfoliovisualizer?

Your site was very useful in other stuff yoran, thank you very much! Have you thought about adding reggression analysis?

I like the rebalancing strategies analysis tool you have made! I have one question about that: rebalancing seems to be always done by selling and buying. I don’t want to sell ETFs because that would add tax expensies. I have planned to do rebalancing by only buying those ETFs which have lost balance and not selling anything. Do you think it would be possible to do an analysis to calculate how this affects the revenue and what would be a good strategy to do this?

occambogle
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by occambogle » Sun May 24, 2020 9:39 am

This might work for you...

http://optimalrebalancing.tk

Voittola
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by Voittola » Sun May 24, 2020 10:31 am

occambogle wrote:
Sun May 24, 2020 9:39 am
This might work for you...

http://optimalrebalancing.tk
Thanks! This is handy for doing the rebalancing, but it would be nice to see a backtest how this has affected the revenue in history for the ETFs I have and what has been the optimal rebalancing in history.

occambogle
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by occambogle » Sun May 24, 2020 11:43 am

Voittola wrote:
Sun May 24, 2020 10:31 am
occambogle wrote:
Sun May 24, 2020 9:39 am
This might work for you...

http://optimalrebalancing.tk
Thanks! This is handy for doing the rebalancing, but it would be nice to see a backtest how this has affected the revenue in history for the ETFs I have and what has been the optimal rebalancing in history.
Yes it's a bit simplistic but it does the job for rebalancing with new contributions.... Personally I am looking for an easy way to calculate rebalancing when you don't have new contributions (that doesn't involve spreadsheets).

yoran
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by yoran » Sun May 31, 2020 2:37 pm

Voittola wrote:
Sun May 24, 2020 7:06 am
Does anybody know a site where you could do a Fama-French regression analysis for european ETFs like you can do for US ETFs in portfoliovisualizer?

Your site was very useful in other stuff yoran, thank you very much! Have you thought about adding reggression analysis?

I like the rebalancing strategies analysis tool you have made! I have one question about that: rebalancing seems to be always done by selling and buying. I don’t want to sell ETFs because that would add tax expensies. I have planned to do rebalancing by only buying those ETFs which have lost balance and not selling anything. Do you think it would be possible to do an analysis to calculate how this affects the revenue and what would be a good strategy to do this?
Hey Voittoila, sorry I missed your message! Regression analysis is on the list :-). For now I develop Backtest in my free time so unfortunately progress is not going as fast as I would like sometimes.

As for rebalancing, I see your use case. I've taken note of it. I can't promise when/if it will be up but it'll be considered!

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galeno
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by galeno » Mon Jun 01, 2020 10:31 am

Yoran.

Great work! Could you add VDTY and VDCP please?

Thanks.
USA-NRA. TER = 0.28%. Expected real CAGR = 2.00%. AWR = 4.00%.: Port: 50% World Stocks + 15% TIPS + 15% Corps + 15% US Treas + 5% CASH.

yoran
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by yoran » Tue Jun 02, 2020 10:55 am

galeno wrote:
Mon Jun 01, 2020 10:31 am
Yoran.

Great work! Could you add VDTY and VDCP please?

Thanks.
Sure thing! I've added those to the list. I'll reply here once they're available on Backtest.

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galeno
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Re: Good portfolio visualizers that support non US domiciled ETFs?

Post by galeno » Tue Jun 02, 2020 12:14 pm

So cool. Thanks. I'll try it as soon as those are included.
USA-NRA. TER = 0.28%. Expected real CAGR = 2.00%. AWR = 4.00%.: Port: 50% World Stocks + 15% TIPS + 15% Corps + 15% US Treas + 5% CASH.

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