All Portfolios, ranked by Beta

for period ending September 30, 2026

More ways to view this list of Portfolio Ingredients:
Ingredient Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Global Asset Classes, Global Equities, Global Sectors

Beta measures the volatility vs. the S&P 500 equity benchmark, as represented by the SPY exchange-traded fund. A beta of 1.10 means that the asset class is 10% more volatile than the benchmark.

Beta vs. Annual Return
● Portfolio Ingredients: All Portfolios ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)

Sort by any column by clicking on the gray column heading.

        Beta   Total Return, annualized
Ingredient Name ID Peer Group Category 1 year 3 year 5 year 10 year 15 year 20 year   1 year 3 year 5 year 10 year 15 year 20 year
      Group average  
   
Agriculture DBA Global Asset Classes Commodities -0.04 0.05 0.12 0.16 0.18     8.9% 14.0% 10.8% 5.1% 0.7%  
Industrial Metals DBB Global Asset Classes Commodities 0.64 0.27 0.56 0.57 0.56     26.5% 15.2% 7.4% 7.9% 3.3%  
Oil DBO Global Asset Classes Commodities -0.75 -0.31 0.16 0.65 0.73     82.9% 15.1% 14.6% 12.0% 1.2%  
Invesco Commodity DBC Global Asset Classes Commodities: Broad -0.24 -0.17 0.13 0.39 0.44 0.55   48.3% 13.9% 13.0% 9.8% 2.7% 2.7%
SPDR Gold Shares GLD Global Asset Classes Commodities: Prec Metals 0.49 -0.02 0.18 0.14 0.13 0.10   7.1% 30.5% 18.3% 11.7% 6.0% 9.7%
AUStralia FXA Global Asset Classes Currency: AUS Dollar 0.41 0.34 0.40 0.39 0.42 0.49   6.3% 4.0% 0.0% -0.4% -1.2% 1.5%
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 0.23 0.18 0.23 0.25 0.29 0.35   -2.1% -0.6% -1.5% -0.4% -1.7% -0.7%
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc 0.35 0.20 0.20 0.14 0.15 0.18   -5.2% 2.8% 1.7% 0.7% -0.2% 1.5%
EUR Euro FXE Global Asset Classes Currency: EUR Euro 0.19 0.09 0.17 0.14 0.17 0.24   -2.8% 3.7% 0.3% 0.0% -1.3% -0.3%
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 0.23 0.15 0.28 0.27 0.28 0.28   0.7% 5.5% 1.5% 1.0% -0.7% -1.0%
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 0.09 0.17 0.19 0.07 0.00     -6.4% -2.2% -7.2% -4.8% -5.1%  
USD US Dollar indx UUP Global Asset Classes Currency: USD index -0.21 -0.13 -0.20 -0.16 -0.18     8.2% 3.6% 5.7% 3.3% 2.9%  
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 1.31 0.80 0.74 0.77 0.85 1.03   27.5% 23.7% 8.3% 8.3% 6.6% 5.9%
Alerian US MLP AMLP Global Asset Classes Equity: MLP -0.02 0.39 0.54 1.18 1.10     19.6% 16.0% 18.3% 6.5% 5.5%  
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 0.14 0.28 0.34 0.27 0.23     -2.3% 5.9% 0.5% 2.5% 2.9%  
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 0.36 0.39 0.47 0.47       4.2% 11.8% 4.0% 3.6%    
Muni Hi Yield HYD Global Asset Classes Fixed Income 0.28 0.35 0.36 0.36 0.30     -1.4% 3.7% -1.5% 0.9% 2.8%  
US Treas 7-10yr IEF Global Asset Classes Fixed Income 0.09 0.22 0.26 0.08 0.03 -0.03   -3.7% 3.0% -2.1% 0.1% 1.1% 3.0%
Intl Treas IGOV Global Asset Classes Fixed Income 0.34 0.34 0.46 0.29 0.26     -5.3% 3.0% -4.5% -1.9% -1.1%  
VanEck Intl Hi Yield IHY Global Asset Classes Fixed Income 0.33 0.29 0.42 0.42       0.4% 8.2% 1.8% 3.3%    
VanEck Intermed Muni ITM Global Asset Classes Fixed Income 0.22 0.29 0.29 0.18 0.13     -2.7% 2.8% -0.7% 1.1% 2.2%  
US Hi Yield JNK Global Asset Classes Fixed Income 0.18 0.29 0.42 0.41 0.42     1.2% 7.8% 2.8% 4.1% 5.0%  
US Mort Backed MBB Global Asset Classes Fixed Income 0.11 0.25 0.28 0.13 0.10     -1.7% 4.4% -0.5% 0.8% 1.3%  
US Inflation Prot TIP Global Asset Classes Fixed Income 0.15 0.16 0.27 0.18 0.15 0.13   -2.2% 3.6% -0.2% 2.0% 1.9% 3.1%
U.S. Agg Bond Market AGG Global Asset Classes Fixed Income: Aggregate 0.10 0.22 0.26 0.14 0.10 0.07   -1.9% 4.1% -0.6% 1.1% 1.7% 2.9%
U.S. Total Bond Market BND Benchmark Benchmark 0.10 0.22 0.26 0.15 0.11 0.08   -1.5% 4.2% -0.6% 1.1% 1.8% 2.9%
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 0.35 0.43 0.52 0.46 0.43     -0.1% 8.6% 0.7% 2.0% 3.6%  
Invesco Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 0.44 0.62 0.73 0.60 0.54     -3.1% 7.9% -0.5% 0.8% 3.3%  
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 0.00 0.00 0.01 0.00 0.00     3.7% 4.5% 3.6% 2.3% 1.5%  
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term 0.17 0.53 0.52 0.16 0.04 -0.07   -9.0% -0.1% -8.5% -2.8% -0.1% 2.5%
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 0.03 0.03 0.05 0.01 0.01 -0.01   1.5% 3.9% 1.7% 1.6% 1.3% 1.9%
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 0.94 0.90 0.93 0.93 0.95     16.6% 21.8% 11.6% 12.5% 11.9%  
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 0.63 0.60 0.78 0.81 0.85 0.97   15.1% 18.3% 9.3% 9.0% 8.5% 5.3%
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 0.88 0.84 0.96 0.87 0.90 0.98   7.8% 13.7% 4.2% 7.5% 8.0% 5.2%
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 0.44 0.40 0.62 0.76 0.82 0.97   22.5% 22.8% 14.3% 9.9% 8.6% 5.0%
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 0.80 0.73 0.85 0.91 0.92     13.8% 18.1% 5.7% 7.9% 9.1%  
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 0.98 1.01 1.00 1.01 1.01 1.01   15.0% 22.4% 12.9% 14.9% 15.3% 11.0%
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 0.96 1.02 1.01 1.02 1.02 1.03   15.0% 22.1% 12.5% 14.5% 15.1% 10.8%
S&P 500 SPY Benchmark Benchmark 1.00 1.00 1.00 1.00 1.00 1.00   15.7% 22.8% 13.7% 15.2% 15.6% 11.1%
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro 1.24 1.21 1.16 1.10 1.08 1.05   7.4% 24.1% 13.5% 18.0% 17.4% 13.2%
Invecso QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 1.50 1.26 1.22 1.13 1.13 1.11   23.8% 28.1% 16.3% 20.9% 20.3% 16.5%
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 0.68 0.79 0.84 0.93 0.94 0.98   23.7% 19.9% 11.7% 11.2% 12.8% 8.4%
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap 1.13 1.36 1.12 1.17 1.16 1.19   25.3% 24.1% 6.3% 10.2% 12.3% 7.7%
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 0.66 0.97 1.00 1.06 1.06 1.09   11.9% 17.0% 7.9% 11.0% 12.8% 9.6%
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 0.80 1.19 1.12 1.11 1.10 1.12   -2.9% 15.1% 4.8% 11.7% 13.0% 10.0%
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val 0.61 0.90 0.96 1.05 1.04 1.09   16.7% 17.3% 9.1% 9.7% 12.1% 8.7%
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap 1.04 1.27 1.13 1.17 1.17 1.18   16.0% 17.6% 6.2% 9.8% 11.8% 8.4%
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro 1.35 1.46 1.21 1.21 1.22 1.20   12.1% 17.5% 4.7% 9.9% 12.0% 9.1%
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val 0.74 1.07 1.04 1.14 1.13 1.15   20.4% 17.7% 7.5% 9.2% 11.2% 7.4%
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 0.63 0.86 0.96 0.89 0.86 1.06   0.3% 9.4% 1.2% 4.6% 7.6% 4.7%
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 0.64 0.87 0.97 0.89 0.86 1.06   1.7% 10.0% 1.4% 4.4% 8.0% 5.4%
Indonesia EIDO Global Equities Asia and Australia -0.08 0.40 0.34 0.68 0.77     -31.3% -16.2% -8.6% -5.6% -3.1%  
New Zealand ENZL Global Equities Asia and Australia 0.87 0.88 0.91 0.85 0.88     0.3% 3.1% -3.9% 2.4% 6.7%  
Philippines EPHE Global Equities Asia and Australia 0.02 0.13 0.54 0.56 0.66     -5.9% -0.7% -3.3% -3.5% 1.7%  
Australia EWA Global Equities Asia and Australia 0.61 0.83 0.98 0.97 1.03 1.17   8.1% 13.4% 7.0% 7.4% 6.9% 6.1%
Hong Kong EWH Global Equities Asia and Australia 0.29 0.29 0.37 0.54 0.65 0.81   7.6% 13.9% 2.2% 3.6% 6.4% 5.6%
Japan EWJ Global Equities Asia and Australia 0.70 0.60 0.71 0.67 0.68 0.73   26.7% 20.8% 9.3% 9.0% 8.5% 4.8%
Malaysia EWM Global Equities Asia and Australia 0.25 0.23 0.45 0.46 0.55 0.62   9.5% 13.3% 5.0% 2.2% 1.8% 4.5%
Singapore EWS Global Equities Asia and Australia 0.23 0.32 0.57 0.73 0.81 0.99   22.4% 27.5% 13.2% 9.0% 7.1% 7.2%
Taiwan EWT Global Equities Asia and Australia 2.10 1.36 1.10 0.94 0.94 1.07   85.6% 43.8% 20.9% 19.2% 15.6% 11.9%
S Korea EWY Global Equities Asia and Australia 3.35 1.92 1.50 1.23 1.20 1.33   133.3% 49.4% 20.3% 14.3% 11.4% 8.7%
India INDY Global Equities Asia and Australia 0.59 0.38 0.44 0.62 0.75     -12.7% -0.4% -0.7% 5.4% 5.8%  
China MCHI Global Equities Asia and Australia 0.37 0.25 0.33 0.51 0.62     -19.3% 9.2% -2.8% 2.6% 4.5%  
Thailand THD Global Equities Asia and Australia 0.28 0.23 0.42 0.71 0.75     24.2% 7.7% 2.1% 2.5% 4.7%  
Vietnam VNM Global Equities Asia and Australia 0.97 1.09 0.96 1.00 1.03     -4.8% 9.8% -1.2% 2.5% 1.6%  
Poland EPOL Global Equities Europe 0.58 0.26 1.02 1.10 1.13     43.3% 44.1% 19.4% 12.4% 7.6%  
Sweden EWD Global Equities Europe 0.85 0.92 1.09 1.04 1.08 1.22   9.8% 18.7% 5.6% 9.0% 8.9% 6.7%
Germany EWG Global Equities Europe 0.88 0.74 0.96 1.00 1.08 1.21   1.3% 18.8% 7.3% 7.2% 8.1% 5.3%
Italy EWI Global Equities Europe 0.74 0.55 0.88 0.95 1.02 1.19   16.8% 28.8% 17.4% 14.0% 9.6% 3.2%
Belgium EWK Global Equities Europe 0.79 0.49 0.69 0.86 0.87 1.07   13.2% 16.8% 7.0% 5.8% 8.8% 3.4%
Switzerland EWL Global Equities Europe 0.60 0.57 0.75 0.71 0.75 0.82   9.0% 12.9% 7.0% 9.0% 9.3% 7.0%
Netherlands EWN Global Equities Europe 1.01 0.91 1.12 1.05 1.07 1.18   22.4% 24.8% 9.2% 12.9% 12.3% 7.7%
Austria EWO Global Equities Europe 0.88 0.47 0.82 1.01 1.04 1.31   40.1% 36.0% 16.8% 14.0% 10.7% 4.8%
Spain EWP Global Equities Europe 0.41 0.43 0.67 0.81 0.92 1.07   23.2% 33.4% 20.8% 11.7% 8.1% 5.2%
France EWQ Global Equities Europe 0.60 0.54 0.85 0.92 0.97 1.12   -0.2% 9.3% 6.3% 8.7% 8.4% 4.5%
UK EWU Global Equities Europe 0.35 0.38 0.60 0.75 0.82 0.93   14.6% 18.2% 11.9% 8.0% 7.2% 4.3%
EMU EZU Global Equities Europe 0.74 0.64 0.91 0.95 1.01 1.16   11.7% 20.1% 10.1% 9.7% 9.0% 4.8%
Greece GREK Global Equities Europe 1.05 0.48 0.68 0.97       34.1% 41.2% 29.6% 17.8%    
Norway NORW Global Equities Europe -0.27 0.16 0.71 0.94 1.02     26.6% 19.7% 8.6% 8.9% 6.7%  
Israel EIS Global Equities Mideast and Africa 1.14 1.33 1.07 1.07 1.03     22.9% 32.8% 12.8% 11.2% 9.5%  
S Africa EZA Global Equities Mideast and Africa 0.77 0.44 0.76 0.92 0.94 1.10   7.6% 26.2% 11.4% 6.4% 5.2% 5.9%
Turkey TUR Global Equities Mideast and Africa 0.73 0.57 0.30 0.59 0.69     1.0% -2.2% 12.7% 1.6% 0.2%  
Canada EWC Global Equities North America 0.56 0.74 0.87 0.95 0.96 1.07   17.1% 22.7% 12.2% 10.8% 7.9% 6.7%
Mexico EWW Global Equities North America 0.37 0.54 0.77 0.88 0.93 1.08   7.8% 10.7% 11.6% 6.7% 4.9% 4.8%
SPDR S&P 1500 SPTM Global Equities North America 0.98 1.00 1.00 1.01 1.01 1.02   15.4% 22.1% 13.3% 14.9% 15.3% 11.1%
Argentina ARGT Global Equities South America 0.41 0.72 0.94 1.13 1.18     24.9% 29.4% 22.9% 15.0% 11.6%  
Chile ECH Global Equities South America 0.81 0.55 0.71 0.84 0.89     16.9% 15.9% 12.4% 3.2% 0.2%  
Peru EPU Global Equities South America 0.54 0.46 0.80 0.84 0.86     47.3% 48.9% 33.1% 14.0% 9.4%  
Brazil EWZ Global Equities South America -0.13 0.26 0.57 0.83 1.00 1.17   25.1% 13.0% 11.3% 6.3% 2.1% 4.1%
Clean Energy ICLN Global Sectors Clean Energy 1.53 1.15 1.10 1.06 1.10     11.0% 6.8% -3.4% 8.1% 6.4%  
Consumer Discretionary RXI Global Sectors Consumer Discretionary 0.86 0.96 1.07 1.06 1.07 1.09   -9.5% 9.4% 3.5% 8.9% 11.0% 8.0%
Consumer Staples KXI Global Sectors Consumer Staples 0.31 0.30 0.47 0.54 0.57 0.60   4.1% 7.5% 4.2% 5.3% 7.7% 7.3%
Energy IXC Global Sectors Energy -0.75 -0.08 0.41 0.87 0.93 0.97   41.1% 15.5% 21.0% 10.1% 7.5% 6.0%
Financials IXG Global Sectors Financials 0.50 0.72 0.82 0.95 1.01 1.22   11.4% 24.8% 13.3% 12.4% 11.9% 4.9%
Healthcare IXJ Global Sectors Healthcare 0.21 0.42 0.55 0.63 0.67 0.68   17.0% 9.0% 5.5% 8.9% 11.4% 8.5%
Industrials EXI Global Sectors Industrials 0.75 0.87 0.99 1.04 1.05 1.12   10.8% 20.4% 11.7% 11.7% 12.2% 8.6%
Infrastructure IGF Global Sectors Infrastructure 0.09 0.39 0.62 0.72 0.72     3.8% 16.2% 9.3% 7.2% 7.7%  
Materials MXI Global Sectors Materials 0.66 0.68 0.88 0.95 1.02 1.14   17.8% 13.2% 7.8% 10.0% 7.4% 6.2%
Technology IXN Global Sectors Technology 2.05 1.51 1.36 1.20 1.19 1.17   45.1% 37.7% 22.0% 24.1% 21.5% 15.9%
Telecom IXP Global Sectors Telecommunications 0.80 0.88 0.88 0.86 0.82 0.81   -1.1% 22.4% 8.9% 9.1% 8.9% 7.4%
Timber & Forestry WOOD Global Sectors Timber and Forestry 0.01 0.59 0.74 0.95 1.00     -6.2% -1.4% -2.7% 4.8% 6.5%  
Global Utilities JXI Global Sectors Utilities 0.06 0.27 0.57 0.51 0.51 0.60   1.5% 15.9% 8.7% 8.3% 7.9% 5.6%
Strategic 60-40 Portfolio s.6040 Benchmark Benchmark 0.63 0.70 0.71 0.67 0.66 0.65   8.5% 14.9% 7.3% 9.3% 9.9% 8.0%