All Portfolios, ranked by Beta

for period ending August 31, 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 -0.15 0.06 0.12 0.16 0.21     9.4% 15.0% 11.7% 5.4% 0.0%  
Industrial Metals DBB Global Asset Classes Commodities 0.62 0.20 0.55 0.57 0.60     33.5% 17.2% 7.5% 8.4% 1.8%  
Oil DBO Global Asset Classes Commodities -0.81 -0.33 0.12 0.65 0.75     67.4% 14.7% 15.0% 11.7% -0.2%  
Invesco Commodity DBC Global Asset Classes Commodities: Broad -0.27 -0.15 0.11 0.39 0.47 0.55   45.7% 13.3% 13.4% 9.9% 1.4% 2.3%
SPDR Gold Shares GLD Global Asset Classes Commodities: Prec Metals 0.53 0.03 0.19 0.13 0.16 0.09   28.4% 31.4% 19.2% 12.6% 5.7% 9.9%
AUStralia FXA Global Asset Classes Currency: AUS Dollar 0.37 0.31 0.39 0.39 0.43 0.49   10.8% 4.8% 0.4% 0.1% -1.6% 1.5%
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 0.18 0.16 0.23 0.25 0.30 0.35   -0.6% 0.3% -1.0% -0.1% -2.0% -0.6%
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc 0.32 0.22 0.20 0.13 0.18 0.17   -1.6% 2.7% 2.0% 1.1% -0.8% 1.6%
EUR Euro FXE Global Asset Classes Currency: EUR Euro 0.17 0.11 0.17 0.14 0.19 0.24   0.1% 3.7% 0.4% 0.3% -1.6% -0.3%
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 0.20 0.18 0.28 0.27 0.29 0.28   2.4% 4.9% 1.5% 1.1% -0.8% -0.9%
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 0.11 0.20 0.19 0.07 0.00     -8.4% -3.5% -7.7% -4.7% -5.2%  
USD US Dollar indx UUP Global Asset Classes Currency: USD index -0.19 -0.14 -0.20 -0.16 -0.19     6.2% 3.8% 5.6% 3.0% 3.1%  
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 1.33 0.79 0.74 0.77 0.88 1.03   37.0% 22.5% 7.6% 8.6% 5.3% 5.9%
Alerian US MLP AMLP Global Asset Classes Equity: MLP -0.19 0.31 0.51 1.17 1.08     23.6% 19.8% 20.7% 7.4% 5.8%  
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 0.12 0.28 0.33 0.27 0.23     2.1% 6.1% 0.9% 2.8% 3.0%  
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 0.31 0.39 0.47 0.47       8.2% 12.2% 4.1% 4.0%    
Muni Hi Yield HYD Global Asset Classes Fixed Income 0.28 0.36 0.36 0.36 0.28     5.5% 3.7% -1.0% 1.3% 3.2%  
US Treas 7-10yr IEF Global Asset Classes Fixed Income 0.07 0.23 0.26 0.08 0.02 -0.03   0.2% 3.0% -1.7% 0.5% 1.5% 3.2%
Intl Treas IGOV Global Asset Classes Fixed Income 0.32 0.36 0.45 0.29 0.27     -1.5% 2.6% -4.3% -1.5% -1.2%  
VanEck Intl Hi Yield IHY Global Asset Classes Fixed Income 0.29 0.28 0.41 0.41       4.0% 8.7% 2.0% 3.7%    
VanEck Intermed Muni ITM Global Asset Classes Fixed Income 0.21 0.30 0.29 0.17 0.12     3.1% 3.1% -0.2% 1.4% 2.5%  
US Hi Yield JNK Global Asset Classes Fixed Income 0.15 0.29 0.41 0.41 0.43     5.3% 8.3% 3.4% 4.5% 4.7%  
US Mort Backed MBB Global Asset Classes Fixed Income 0.09 0.26 0.27 0.13 0.10     3.0% 4.5% 0.1% 1.1% 1.5%  
US Inflation Prot TIP Global Asset Classes Fixed Income 0.12 0.17 0.26 0.18 0.14 0.12   0.9% 3.8% 0.2% 2.3% 2.1% 3.3%
U.S. Agg Bond Market AGG Global Asset Classes Fixed Income: Aggregate 0.09 0.23 0.25 0.13 0.10 0.07   1.9% 4.1% -0.3% 1.4% 2.0% 3.0%
U.S. Total Bond Market BND Benchmark Benchmark 0.08 0.23 0.25 0.15 0.11 0.08   1.8% 4.1% -0.4% 1.4% 2.0% 3.1%
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 0.31 0.43 0.52 0.46 0.43     6.0% 8.8% 1.0% 2.5% 3.6%  
Invesco Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 0.42 0.62 0.72 0.60 0.54     5.0% 8.1% -0.2% 1.4% 3.2%  
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% 3.5% 2.3% 1.5%  
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term 0.17 0.57 0.51 0.16 0.00 -0.07   -0.3% -1.1% -8.0% -2.4% 1.1% 2.9%
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 0.02 0.03 0.05 0.01 0.01 -0.01   2.3% 4.1% 1.8% 1.7% 1.3% 1.9%
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 0.93 0.89 0.92 0.93 0.96     22.3% 20.5% 10.9% 12.7% 11.2%  
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 0.58 0.60 0.78 0.80 0.87 0.97   21.5% 18.2% 9.3% 9.5% 7.9% 5.5%
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 0.84 0.85 0.96 0.87 0.92 0.98   14.8% 12.6% 4.0% 8.1% 7.3% 5.3%
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 0.37 0.39 0.62 0.75 0.83 0.97   28.3% 23.7% 14.6% 10.4% 8.1% 5.2%
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 0.76 0.73 0.84 0.90 0.93     18.7% 17.3% 5.4% 8.5% 8.4%  
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 0.97 1.01 1.00 1.01 1.01 1.01   19.6% 20.6% 12.0% 15.0% 14.8% 11.2%
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 0.96 1.02 1.01 1.02 1.02 1.03   19.9% 20.4% 11.6% 14.7% 14.5% 11.0%
S&P 500 SPY Benchmark Benchmark 1.00 1.00 1.00 1.00 1.00 1.00   20.2% 20.9% 12.7% 15.3% 15.0% 11.3%
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro 1.31 1.21 1.16 1.10 1.08 1.05   10.6% 20.9% 11.7% 17.7% 16.7% 13.2%
Invecso QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 1.54 1.26 1.22 1.13 1.13 1.11   26.3% 24.5% 14.2% 20.8% 19.7% 16.6%
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 0.61 0.78 0.84 0.93 0.94 0.98   29.5% 19.6% 11.6% 11.6% 12.4% 8.7%
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap 1.08 1.35 1.10 1.17 1.17 1.19   37.5% 23.0% 6.6% 11.0% 11.7% 7.9%
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 0.59 0.96 1.00 1.06 1.06 1.09   17.7% 16.7% 7.9% 11.5% 12.4% 9.9%
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 0.77 1.17 1.12 1.11 1.11 1.11   -1.4% 13.9% 4.1% 11.9% 12.3% 10.2%
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val 0.53 0.89 0.95 1.05 1.04 1.09   24.3% 17.2% 9.3% 10.3% 11.8% 9.1%
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap 0.98 1.24 1.11 1.17 1.18 1.18   26.3% 17.3% 6.7% 10.5% 11.3% 8.8%
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro 1.30 1.43 1.19 1.21 1.22 1.20   23.1% 16.9% 5.0% 10.6% 11.5% 9.4%
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val 0.65 1.05 1.02 1.13 1.13 1.15   29.6% 17.6% 8.3% 9.9% 10.8% 7.8%
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 0.55 0.87 0.96 0.89 0.87 1.06   7.6% 9.1% 1.4% 5.1% 7.3% 5.2%
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 0.55 0.88 0.96 0.89 0.87 1.06   8.6% 9.6% 1.5% 4.9% 7.7% 5.9%
Indonesia EIDO Global Equities Asia and Australia -0.12 0.37 0.31 0.67 0.81     -26.0% -14.8% -6.8% -4.5% -4.1%  
New Zealand ENZL Global Equities Asia and Australia 0.81 0.82 0.89 0.85 0.89     9.7% 4.6% -3.2% 3.1% 6.3%  
Philippines EPHE Global Equities Asia and Australia -0.09 0.07 0.53 0.56 0.68     -6.7% 1.6% -2.6% -3.4% 0.9%  
Australia EWA Global Equities Asia and Australia 0.51 0.80 0.97 0.96 1.05 1.16   14.3% 14.4% 7.3% 8.4% 6.0% 6.4%
Hong Kong EWH Global Equities Asia and Australia 0.25 0.34 0.39 0.54 0.69 0.81   13.6% 13.1% 1.5% 4.4% 5.2% 5.8%
Japan EWJ Global Equities Asia and Australia 0.69 0.61 0.68 0.67 0.68 0.73   27.8% 19.3% 9.6% 9.1% 8.1% 4.6%
Malaysia EWM Global Equities Asia and Australia 0.24 0.24 0.46 0.46 0.58 0.62   18.4% 13.7% 4.8% 2.5% 1.0% 4.7%
Singapore EWS Global Equities Asia and Australia 0.17 0.32 0.56 0.73 0.84 0.99   26.8% 28.1% 13.5% 9.6% 6.1% 7.5%
Taiwan EWT Global Equities Asia and Australia 2.10 1.34 1.10 0.94 0.96 1.07   92.1% 40.6% 18.8% 19.2% 14.1% 11.8%
S Korea EWY Global Equities Asia and Australia 3.26 1.89 1.51 1.23 1.23 1.33   156.0% 46.0% 18.3% 14.5% 9.9% 8.7%
India INDY Global Equities Asia and Australia 0.54 0.32 0.42 0.62 0.77     -7.0% 1.9% 0.7% 6.0% 5.4%  
China MCHI Global Equities Asia and Australia 0.44 0.27 0.34 0.50 0.66     -9.1% 9.6% -2.8% 3.5% 3.4%  
Thailand THD Global Equities Asia and Australia 0.23 0.33 0.43 0.71 0.79     31.1% 5.1% 1.3% 2.4% 3.4%  
Vietnam VNM Global Equities Asia and Australia 0.86 1.13 0.94 0.99 1.03     -1.1% 8.0% -0.4% 3.1% 1.2%  
Poland EPOL Global Equities Europe 0.53 0.41 1.02 1.10 1.17     44.9% 38.5% 18.0% 12.4% 5.6%  
Sweden EWD Global Equities Europe 0.76 0.85 1.09 1.04 1.09 1.21   19.3% 20.9% 5.6% 9.9% 8.3% 7.3%
Germany EWG Global Equities Europe 0.78 0.75 0.96 1.00 1.09 1.21   7.7% 19.0% 7.5% 7.9% 7.6% 5.7%
Italy EWI Global Equities Europe 0.65 0.58 0.87 0.95 1.03 1.18   26.0% 29.0% 17.9% 14.4% 9.0% 3.5%
Belgium EWK Global Equities Europe 0.69 0.51 0.69 0.85 0.89 1.07   21.4% 17.3% 7.2% 6.9% 8.3% 3.9%
Switzerland EWL Global Equities Europe 0.50 0.59 0.76 0.70 0.77 0.82   15.5% 13.0% 6.4% 9.8% 8.7% 7.4%
Netherlands EWN Global Equities Europe 1.06 0.96 1.13 1.05 1.08 1.18   35.1% 21.8% 7.8% 13.1% 11.5% 7.9%
Austria EWO Global Equities Europe 0.77 0.48 0.81 1.01 1.07 1.31   45.8% 36.2% 17.2% 14.9% 9.3% 5.1%
Spain EWP Global Equities Europe 0.35 0.44 0.68 0.80 0.93 1.07   34.7% 34.2% 21.1% 12.4% 7.7% 5.7%
France EWQ Global Equities Europe 0.55 0.55 0.84 0.91 0.99 1.12   10.8% 10.0% 7.0% 9.6% 7.8% 4.9%
UK EWU Global Equities Europe 0.29 0.37 0.59 0.74 0.82 0.93   20.6% 19.3% 12.3% 8.4% 6.7% 4.5%
EMU EZU Global Equities Europe 0.70 0.66 0.91 0.95 1.03 1.16   21.1% 19.5% 9.9% 10.3% 8.3% 5.1%
Greece GREK Global Equities Europe 1.01 0.62 0.70 0.97       36.0% 35.3% 27.6% 17.5%    
Norway NORW Global Equities Europe -0.36 0.11 0.68 0.93 1.04     35.9% 22.8% 10.0% 10.2% 5.8%  
Israel EIS Global Equities Mideast and Africa 1.14 1.27 1.05 1.07 1.05     31.6% 32.5% 12.9% 11.1% 8.6%  
S Africa EZA Global Equities Mideast and Africa 0.77 0.44 0.76 0.91 0.97 1.10   31.8% 28.7% 12.4% 8.1% 4.5% 6.0%
Turkey TUR Global Equities Mideast and Africa 0.48 0.42 0.32 0.58 0.68     16.9% 4.7% 14.2% 3.3% 1.1%  
Canada EWC Global Equities North America 0.51 0.73 0.86 0.95 0.98 1.06   27.6% 23.3% 12.7% 11.6% 7.2% 6.8%
Mexico EWW Global Equities North America 0.39 0.55 0.77 0.88 0.96 1.08   28.1% 11.4% 12.1% 7.1% 4.2% 5.4%
SPDR S&P 1500 SPTM Global Equities North America 0.97 1.00 1.00 1.01 1.01 1.02   20.1% 20.4% 12.4% 15.0% 14.8% 11.2%
Argentina ARGT Global Equities South America 0.09 0.83 0.95 1.12 1.21     19.3% 27.4% 22.8% 16.8% 10.5%  
Chile ECH Global Equities South America 0.69 0.59 0.73 0.83 0.93     25.8% 15.7% 11.9% 4.1% -0.9%  
Peru EPU Global Equities South America 0.59 0.52 0.79 0.84 0.88     73.7% 47.5% 33.4% 14.8% 8.4%  
Brazil EWZ Global Equities South America -0.08 0.27 0.62 0.83 1.04 1.17   27.2% 11.5% 7.8% 6.0% 0.3% 3.8%
Clean Energy ICLN Global Sectors Clean Energy 1.56 1.18 1.10 1.06 1.16     21.5% 4.0% -4.5% 8.3% 4.0%  
Consumer Discretionary RXI Global Sectors Consumer Discretionary 0.85 0.94 1.05 1.06 1.07     1.5% 10.0% 4.5% 9.6% 10.9%  
Consumer Staples KXI Global Sectors Consumer Staples 0.23 0.33 0.48 0.54 0.57     6.6% 7.2% 4.4% 5.8% 7.6%  
Energy IXC Global Sectors Energy -0.85 -0.10 0.36 0.86 0.94 0.97   43.3% 17.3% 23.6% 10.6% 6.8% 6.0%
Financials IXG Global Sectors Financials 0.42 0.69 0.80 0.95 1.02 1.21   18.9% 26.2% 14.2% 12.9% 11.4% 5.3%
Healthcare IXJ Global Sectors Healthcare 0.17 0.43 0.56 0.63 0.67 0.67   20.7% 8.6% 4.8% 9.1% 11.1% 8.6%
Industrials EXI Global Sectors Industrials 0.69 0.87 0.98 1.03 1.05     18.5% 20.0% 11.6% 12.2% 11.6%  
Infrastructure IGF Global Sectors Infrastructure 0.03 0.41 0.61 0.72 0.72     11.2% 16.6% 10.2% 8.0% 7.6%  
Materials MXI Global Sectors Materials 0.56 0.66 0.89 0.94 1.04     30.4% 14.6% 7.7% 11.1% 6.5%  
Technology IXN Global Sectors Technology 2.11 1.53 1.37 1.21 1.18 1.17   49.4% 32.5% 19.4% 23.9% 20.8% 15.9%
Telecom IXP Global Sectors Telecommunications 0.87 0.88 0.89 0.86 0.82 0.81   1.5% 20.5% 7.2% 8.9% 8.4% 7.6%
Timber & Forestry WOOD Global Sectors Timber and Forestry -0.09 0.53 0.74 0.95 1.00     -3.3% 0.5% -2.5% 5.6% 6.2%  
Global Utilities JXI Global Sectors Utilities 0.04 0.31 0.59 0.51 0.51     10.7% 15.6% 8.2% 9.0% 8.0%  
Strategic 60-40 Portfolio s.6040 Benchmark Benchmark 0.62 0.71 0.71 0.67 0.66 0.65   12.7% 13.9% 6.9% 9.5% 9.7% 8.2%