All Portfolios, ranked by Risk vs. Return Compass

for period ending February 28, 2025

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

Risk vs. Return Compass is a portfolio comparison tool produces four distinct icons, each colored in red, green, blue, and yellow. These icons serve as indicators, illustrating the position of a particular ingredient on the scatter plot concerning downside deviation and annual return.

Note: Access to the sortable list for all years (including 3-, 5-, 10-, 15-, and 20-year metrics) is only available to paid subscribers. Subscribe to view the complete version of this Ingredient Summary page.

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

        Risk vs. Return Compass   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 17° * * * * * * * * * *   24.3% * * * * *
Industrial Metals DBB Global Asset Classes Commodities 59° * * * * * * * * * *   15.1% * * * * *
Oil DBO Global Asset Classes Commodities 161° * * * * * * * * * *   1.8% * * * * *
PowerSh Commodity DBC Global Asset Classes Commodities: Broad 187° * * * * * * * * * *   5.4% * * * * *
SPDR Gold Trust GLD Global Asset Classes Commodities: Prec Metals 359° * * * * * * * * * *   39.1% * * * * *
AUStralia FXA Global Asset Classes Currency: AUS Dollar 174° * * * * * * * * * *   -3.0% * * * * *
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 184° * * * * * * * * * *   -4.6% * * * * *
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc 181° * * * * * * * * * *   -2.2% * * * * *
EUR Euro FXE Global Asset Classes Currency: EUR Euro 184° * * * * * * * * * *   -2.0% * * * * *
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 186° * * * * * * * * * *   2.8% * * * * *
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 165° * * * * * * * * * *   -0.7% * * * * *
USD US Dollar indx UUP Global Asset Classes Currency: USD index 216° * * * * * * * * * *   9.3% * * * * *
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 187° * * * * * * * * * *   10.6% * * * * *
Alerian US MLP AMLP Global Asset Classes Equity: MLP 15° * * * * * * * * * *   23.0% * * * * *
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 193° * * * * * * * * * *   7.7% * * * * *
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 282° * * * * * * * * * *   13.4% * * * * *
Muni Hi Yield HYD Global Asset Classes Fixed Income 200° * * * * * * * * * *   5.6% * * * * *
US Treas 7-10yr IEF Global Asset Classes Fixed Income 178° * * * * * * * * * *   4.9% * * * * *
Intl Treas IGOV Global Asset Classes Fixed Income 175° * * * * * * * * * *   -1.1% * * * * *
MktVectors Intl Hi Yield IHY Global Asset Classes Fixed Income 201° * * * * * * * * * *   6.8% * * * * *
MktVectors Intermed Muni ITM Global Asset Classes Fixed Income 195° * * * * * * * * * *   2.6% * * * * *
US Hi Yield JNK Global Asset Classes Fixed Income 225° * * * * * * * * * *   9.7% * * * * *
US Mort Backed MBB Global Asset Classes Fixed Income 185° * * * * * * * * * *   6.5% * * * * *
US Inflation Prot TIP Global Asset Classes Fixed Income 196° * * * * * * * * * *   6.0% * * * * *
U.S. Total Bond Market AGG Global Asset Classes Fixed Income: Aggregate 188° * * * * * * * * * *   5.8% * * * * *
U.S. Total Bond Market BND Global Asset Classes Fixed Income: Aggregate 189° * * * * * * * * * *   5.8% * * * * *
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 194° * * * * * * * * * *   10.1% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 144° * * * * * * * * * *   9.5% * * * * *
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 213° * * * * * * * * * *   5.0% * * * * *
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term 151° * * * * * * * * * *   2.2% * * * * *
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 210° * * * * * * * * * *   5.2% * * * * *
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 11° * * * * * * * * * *   15.3% * * * * *
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 146° * * * * * * * * * *   8.9% * * * * *
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 159° * * * * * * * * * *   2.8% * * * * *
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 43° * * * * * * * * * *   15.0% * * * * *
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 150° * * * * * * * * * *   6.2% * * * * *
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 12° * * * * * * * * * *   18.1% * * * * *
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 19° * * * * * * * * * *   17.3% * * * * *
S&P 500 SPY Global Asset Classes U.S. Equity: Lg Cap 7° * * * * * * * * * *   18.4% * * * * *
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro 14° * * * * * * * * * *   19.8% * * * * *
PowerShares QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 18° * * * * * * * * * *   16.4% * * * * *
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 57° * * * * * * * * * *   15.7% * * * * *
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap 136° * * * * * * * * * *   5.1% * * * * *
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 97° * * * * * * * * * *   12.2% * * * * *
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 78° * * * * * * * * * *   14.2% * * * * *
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val 104° * * * * * * * * * *   11.5% * * * * *
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap 127° * * * * * * * * * *   6.6% * * * * *
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro 128° * * * * * * * * * *   5.7% * * * * *
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val 127° * * * * * * * * * *   7.2% * * * * *
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 83° * * * * * * * * * *   13.9% * * * * *
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 81° * * * * * * * * * *   14.1% * * * * *
Indonesia EIDO Global Equities Asia and Australia 166° * * * * * * * * * *   -25.0% * * * * *
New Zealand ENZL Global Equities Asia and Australia 164° * * * * * * * * * *   -3.9% * * * * *
Philippines EPHE Global Equities Asia and Australia 162° * * * * * * * * * *   -10.5% * * * * *
Australia EWA Global Equities Asia and Australia 140° * * * * * * * * * *   4.0% * * * * *
Hong Kong EWH Global Equities Asia and Australia 94° * * * * * * * * * *   12.3% * * * * *
Japan EWJ Global Equities Asia and Australia 166° * * * * * * * * * *   1.4% * * * * *
Malaysia EWM Global Equities Asia and Australia 91° * * * * * * * * * *   12.7% * * * * *
Singapore EWS Global Equities Asia and Australia 360° * * * * * * * * * *   36.6% * * * * *
Taiwan EWT Global Equities Asia and Australia 337° * * * * * * * * * *   13.3% * * * * *
S Korea EWY Global Equities Asia and Australia 164° * * * * * * * * * *   -12.7% * * * * *
India INDY Global Equities Asia and Australia 171° * * * * * * * * * *   -4.7% * * * * *
China MCHI Global Equities Asia and Australia 7° * * * * * * * * * *   40.6% * * * * *
Thailand THD Global Equities Asia and Australia 162° * * * * * * * * * *   -7.0% * * * * *
Vietnam VNM Global Equities Asia and Australia 161° * * * * * * * * * *   -10.9% * * * * *
Poland EPOL Global Equities Europe 69° * * * * * * * * * *   14.8% * * * * *
Sweden EWD Global Equities Europe 107° * * * * * * * * * *   10.9% * * * * *
Germany EWG Global Equities Europe 19° * * * * * * * * * *   20.6% * * * * *
Italy EWI Global Equities Europe 34° * * * * * * * * * *   19.1% * * * * *
Belgium EWK Global Equities Europe 130° * * * * * * * * * *   10.0% * * * * *
Switzerland EWL Global Equities Europe 90° * * * * * * * * * *   12.8% * * * * *
Netherlands EWN Global Equities Europe 159° * * * * * * * * * *   0.8% * * * * *
Austria EWO Global Equities Europe 16° * * * * * * * * * *   24.3% * * * * *
Spain EWP Global Equities Europe 20° * * * * * * * * * *   28.6% * * * * *
France EWQ Global Equities Europe 152° * * * * * * * * * *   1.4% * * * * *
UK EWU Global Equities Europe 25° * * * * * * * * * *   17.7% * * * * *
EMU EZU Global Equities Europe 126° * * * * * * * * * *   9.8% * * * * *
Greece GREK Global Equities Europe 109° * * * * * * * * * *   11.0% * * * * *
Norway NORW Global Equities Europe 131° * * * * * * * * * *   10.8% * * * * *
Israel EIS Global Equities Mideast and Africa 19° * * * * * * * * * *   26.0% * * * * *
S Africa EZA Global Equities Mideast and Africa 19° * * * * * * * * * *   27.9% * * * * *
Turkey TUR Global Equities Mideast and Africa 154° * * * * * * * * * *   -7.1% * * * * *
Canada EWC Global Equities North America 59° * * * * * * * * * *   14.7% * * * * *
Mexico EWW Global Equities North America 166° * * * * * * * * * *   -19.4% * * * * *
US Equity: Russell 3000 SPTM Global Equities North America 12° * * * * * * * * * *   17.5% * * * * *
Argentina ARGT Global Equities South America 12° * * * * * * * * * *   68.6% * * * * *
Chile ECH Global Equities South America 101° * * * * * * * * * *   11.9% * * * * *
Peru EPU Global Equities South America 23° * * * * * * * * * *   23.1% * * * * *
Brazil EWZ Global Equities South America 167° * * * * * * * * * *   -21.1% * * * * *
Clean Energy ICLN Global Sectors Clean Energy 161° * * * * * * * * * *   -18.8% * * * * *
Consumer Discretionary RXI Global Sectors Consumer Discretionary 36° * * * * * * * * * *   15.3% * * * * *
Consumer Staples KXI Global Sectors Consumer Staples 135° * * * * * * * * * *   10.2% * * * * *
Energy IXC Global Sectors Energy 147° * * * * * * * * * *   6.3% * * * * *
Financials IXG Global Sectors Financials 8° * * * * * * * * * *   30.5% * * * * *
Healthcare IXJ Global Sectors Healthcare 151° * * * * * * * * * *   3.9% * * * * *
Industrials EXI Global Sectors Industrials 107° * * * * * * * * * *   11.7% * * * * *
Infrastructure IGF Global Sectors Infrastructure 13° * * * * * * * * * *   21.1% * * * * *
Materials MXI Global Sectors Materials 152° * * * * * * * * * *   0.5% * * * * *
Technology IXN Global Sectors Technology 92° * * * * * * * * * *   12.7% * * * * *
Telecom IXP Global Sectors Telecommunications 357° * * * * * * * * * *   27.6% * * * * *
Timber & Forestry WOOD Global Sectors Timber and Forestry 152° * * * * * * * * * *   -0.3% * * * * *
Global Utilities JXI Global Sectors Utilities 30° * * * * * * * * * *   24.0% * * * * *