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Rebalancing Strategy — When, How, and the Tax You Must Weigh

2026.06.10 · Multifolios operator · 한국어 ↗

"Hold to the weights you once set" — advice you've read plenty of times in books, but applying it in practice isn't simple. Monthly vs annual? A 1pp drift vs 5pp? And if you're a Korean resident, you can't ignore the capital-gains tax / dividend income tax that fires every time you sell. This article covers four rebalancing strategies and a practical guide for the Korean tax environment.

1. Why rebalancing matters

In theory, rebalancing delivers two effects:

  1. Risk management — keeping the risk level you originally intended. If stocks drift from 60% → 80%, your risk is now higher than you meant it to be.
  2. Volatility premium — the "sell what rose, buy what fell" mechanism generates a little alpha (~0.4%/yr) in markets with mean reversion (Vanguard 2018 study). That said, once you subtract trading costs and taxes, the margin narrows.

2. Four trigger strategies

StrategyTriggerPros / cons
Time-basedQuarterly / semi-annual / once a yearSimple, easy to automate / forces trades regardless of market moves
Threshold-basedWeight drift ±5ppOnly when actually needed / frequent trades in big market swings
HybridQuarterly check + execute only if ≥5ppThe generally recommended approach / needs monitoring
New-cash routingBuy the lagging assets with monthly contributions / dividendsZero selling, zero tax / requires a large enough contribution
Vanguard recommendation

Vanguard's white papers (2010, 2018) recommend the hybrid "once a year + execute only if ≥5pp." Frequent rebalancing like monthly/weekly lets trading costs + taxes eat into the alpha.

3. The tax traps for Korean residents

Domestic stocks

Ordinary individuals who are not "large shareholders" pay no capital-gains tax (as of 2026). Only the transaction tax of 0.18% (KOSPI) / 0.28% (KOSDAQ) plus brokerage fees apply.

Foreign stocks

When annual capital gains exceed KRW 2.5 million, a 22% tax applies (20% capital-gains + 2% local tax). Gains and losses can be netted (selling a losing position in the same year offsets the gains).

ETFs

Domestically listed ETFs (including those holding foreign assets) → 15.4% dividend income tax on sale (on the profit portion only). No KRW 2.5 million capital-gains deduction. US-listed ETFs (e.g., SPY, VOO) → classified as foreign capital gains → eligible for the KRW 2.5 million deduction.

⚠ Practical conclusion

For Korean investors with a large weight in foreign stocks, "rebalance only within the KRW 2.5 million deduction limit" is the most efficient. Anything beyond that should be routed through new cash or deferred to the following year.

4. New-cash routing — rebalancing with zero tax

When a monthly contribution or dividend comes in, allocate it first to the assets whose weight lags the overall target. Since there's no selling, capital-gains tax is zero.

Example — Target: US 60% / Korea 30% / Bonds 10%, Current: US 70% / Korea 25% / Bonds 5%, monthly contribution KRW 1 million.

Over a few months, the portfolio naturally converges toward the target weights. Zero tax, minimal trading costs.

Practical recommendation

If the contribution is large enough (monthly ≥ 1% of the portfolio), new-cash routing alone is sufficient. If contributions are small or the drift is large (10pp+), use threshold-based selling/buying.

5. Monitoring rebalancing in Multifolios

Multifolios provides targetAlloc (target-weight settings) + rebalancing alerts:

Alerts fire once a day — cutting out noise on high-volatility days.

6. One-line summary

Rebalancing isn't "resetting the weights" — it's "tax-efficient weight resetting." Korean residents should keep the KRW 2.5 million foreign-stock capital-gains deduction in mind and handle large drifts via new-cash routing to protect the margin of the alpha.

targetAlloc settings + rebalancing alerts
Set your target weights in Multifolios and get an automatic alert on a ±5pp drift.
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Multifolios operator
Individual investor & developer · Creator of Multifolios
I built Multifolios after struggling to track assets scattered across multiple brokers and currencies. These notes come from the return-math, FX-isolation, and rebalancing problems I hit while actually managing the portfolio. Contact: About & contact
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