Swiss All Weather Portfolio Performance & Yield (CHF)
This article tracks the yearly performance and yield for Ray Dalio’s All Weather Portfolio for Swiss Investors who have their base currency in CHF.
We’re using 2 methodologies to build the Swiss All Weather Portfolio:
Methodology 1 uses the SPI for the equity component (Swiss equity index).
Methodology 2 uses the MSCI World (CHF hedged) for the equity component. Note that it does not distribute dividends but reinvests them.
Methodology 1
In 2023, the Swiss All Weather Portfolio grew by +6.65% vs. 2022 and in 2022 it declined by -11.06% vs. 2021.
| All Weather Weight | Asset Class | Components | 2022 | 2023 |
| 30% | Equities | iShares Core SPI® ETF (CH) | -16.53% | +4.9% |
| 40% | Long-Term Treasury Bonds | iShares Swiss Domestic Government Bond 7-15 ETF (CH) | -14.19% | +10.65% |
| 15% | Intermediate-Term Treasury Bonds | iShares Swiss Domestic Government Bond 3-7 ETF (CH) ETF | -7.69% | +4.04% |
| 7.5% | Gold | iShares Gold CHF Hedged ETF CH | -3.74% | +9.75% |
| 7.5% | Commodities | UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to CHF) A-acc | +13.53% | -5.59% |
| Total Performance (weighted) | -11.06% | +6.65% | ||
In 2023, the Swiss All Weather Portfolio had a yield of 1.62%.
| All Weather Weight | Asset Class | Components | 2023 |
| 30% | Equities | iShares Core SPI® ETF (CH) | 2.95% |
| 40% | Long-Term Treasury Bonds | iShares Swiss Domestic Government Bond 7-15 ETF (CH) | 1.13% |
| 15% | Intermediate-Term Treasury Bonds | iShares Swiss Domestic Government Bond 3-7 ETF (CH) ETF | 1.89% |
| 7.5% | Gold | iShares Gold CHF Hedged ETF CH | 0% |
| 7.5% | Commodities | UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to CHF) A-acc | 0% |
| Total Yield (weighted) | 1.62% | ||
Methodology 2
In 2023, the Swiss All Weather Portfolio grew by +10.45% vs. 2022 and in 2022 it declined by -11.59% vs. 2021.
| All Weather Weight | Asset Class | Components | 2022 | 2023 |
| 30% | Equities | iShares MSCI World CHF Hedged UCITS ETF (Acc) | -18.31% | +17.56% |
| 40% | Long-Term Treasury Bonds | iShares Swiss Domestic Government Bond 7-15 ETF (CH) | -14.19% | +10.65% |
| 15% | Intermediate-Term Treasury Bonds | iShares Swiss Domestic Government Bond 3-7 ETF (CH) ETF | -7.69% | +4.04% |
| 7.5% | Gold | iShares Gold CHF Hedged ETF CH | -3.74% | +9.75% |
| 7.5% | Commodities | UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to CHF) A-acc | +13.53% | -5.59% |
| Total Performance (weighted) | -11.59% | +10.45% | ||
In 2023, the Swiss All Weather Portfolio had a yield of 0.74%.
| All Weather Weight | Asset Class | Components | 2023 |
| 30% | Equities | iShares MSCI World CHF Hedged UCITS ETF (Acc) | 0% |
| 40% | Long-Term Treasury Bonds | iShares Swiss Domestic Government Bond 7-15 ETF (CH) | 1.13% |
| 15% | Intermediate-Term Treasury Bonds | iShares Swiss Domestic Government Bond 3-7 ETF (CH) ETF | 1.89% |
| 7.5% | Gold | iShares Gold CHF Hedged ETF CH | 0% |
| 7.5% | Commodities | UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to CHF) A-acc | 0% |
| Total Yield (weighted) | 0.74% | ||
Disclaimer: The content of this webpage is not an investment advice and does not constitute any offer or solicitation to offer or recommendation of any investment product. It is for general purposes only and does not take into account your individual needs, investment objectives and specific financial circumstances.
