All Portfolios, ranked by Total Return

for period ending May 31, 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

Total Return is the total annual return over the last 1, 3, 5, 10, 15, and 20-year periods.

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.

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        Total Return   Downside Deviation
Ingredient Name ID Peer Group Category YTD May 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 0.4% -0.4% 10.6% * * * * *   7.8% * * * * *
Industrial Metals DBB Global Asset Classes Commodities -2.4% 3.4% -7.6% * * * * *   10.1% * * * * *
Oil DBO Global Asset Classes Commodities -13.3% 3.2% -14.5% * * * * *   16.2% * * * * *
Invesco Commodity DBC Global Asset Classes Commodities: Broad -2.3% 1.5% -5.5% * * * * *   9.1% * * * * *
SPDR Gold Shares GLD Global Asset Classes Commodities: Prec Metals 25.4% -0.1% 41.0% * * * * *   4.7% * * * * *
AUStralia FXA Global Asset Classes Currency: AUS Dollar 4.8% 0.8% -1.6% * * * * *   7.0% * * * * *
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 5.1% 0.5% 0.6% * * * * *   3.9% * * * * *
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc 10.2% 0.3% 9.4% * * * * *   4.5% * * * * *
EUR Euro FXE Global Asset Classes Currency: EUR Euro 10.2% 0.3% 6.4% * * * * *   4.3% * * * * *
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 8.8% 1.3% 8.9% * * * * *   4.2% * * * * *
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 9.2% -0.8% 8.8% * * * * *   8.5% * * * * *
USD US Dollar indx UUP Global Asset Classes Currency: USD index -6.7% 0.1% 0.1% * * * * *   5.4% * * * * *
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 8.8% 4.0% 11.5% * * * * *   4.9% * * * * *
Alerian US MLP AMLP Global Asset Classes Equity: MLP 3.1% 1.0% 12.7% * * * * *   10.8% * * * * *
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 3.5% 0.4% 7.5% * * * * *   3.1% * * * * *
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 3.1% 1.4% 9.5% * * * * *   2.3% * * * * *
Muni Hi Yield HYD Global Asset Classes Fixed Income -2.4% -0.6% 1.5% * * * * *   3.2% * * * * *
US Treas 7-10yr IEF Global Asset Classes Fixed Income 3.6% -1.2% 5.7% * * * * *   4.5% * * * * *
Intl Treas IGOV Global Asset Classes Fixed Income 8.7% -0.4% 8.0% * * * * *   6.0% * * * * *
VanEck Intl Hi Yield IHY Global Asset Classes Fixed Income 7.2% 1.6% 10.4% * * * * *   2.5% * * * * *
VanEck Intermed Muni ITM Global Asset Classes Fixed Income -1.1% -0.1% 2.3% * * * * *   3.0% * * * * *
US Hi Yield JNK Global Asset Classes Fixed Income 2.7% 1.8% 8.6% * * * * *   2.0% * * * * *
US Mort Backed MBB Global Asset Classes Fixed Income 2.1% -1.2% 5.6% * * * * *   3.7% * * * * *
US Inflation Prot TIP Global Asset Classes Fixed Income 3.7% -0.6% 5.5% * * * * *   2.7% * * * * *
U.S. Agg Bond Market AGG Global Asset Classes Fixed Income: Aggregate 2.6% -0.6% 5.6% * * * * *   3.3% * * * * *
U.S. Total Bond Market BND Benchmark Benchmark 2.5% -0.7% 5.4% * * * * *   3.2% * * * * *
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 3.6% 1.2% 7.5% * * * * *   3.8% * * * * *
Invesco Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 1.0% 0.7% 2.7% * * * * *   7.1% * * * * *
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 1.7% 0.4% 4.7% * * * * *   0.0% * * * * *
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term 0.2% -3.2% -0.6% * * * * *   9.2% * * * * *
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 2.1% -0.3% 5.5% * * * * *   0.7% * * * * *
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 5.2% 5.7% 13.2% * * * * *   5.6% * * * * *
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 17.5% 4.8% 12.8% * * * * *   7.1% * * * * *
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 13.4% 5.2% 7.4% * * * * *   8.4% * * * * *
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 21.3% 4.4% 18.4% * * * * *   7.1% * * * * *
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 16.3% 6.2% 13.2% * * * * *   8.7% * * * * *
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 0.9% 6.4% 13.5% * * * * *   7.6% * * * * *
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 0.4% 6.4% 12.7% * * * * *   7.8% * * * * *
S&P 500 SPY Benchmark Benchmark 0.9% 6.3% 13.2% * * * * *   7.1% * * * * *
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro -0.4% 8.9% 17.2% * * * * *   10.9% * * * * *
Inveso QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 1.7% 9.2% 15.9% * * * * *   9.6% * * * * *
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 2.3% 3.5% 8.5% * * * * *   8.9% * * * * *
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap -8.0% 8.2% 3.0% * * * * *   13.8% * * * * *
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 0.9% 5.7% 10.1% * * * * *   10.0% * * * * *
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 5.0% 9.6% 22.8% * * * * *   13.8% * * * * *
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val -0.6% 4.4% 5.7% * * * * *   9.6% * * * * *
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap -7.0% 5.2% 0.8% * * * * *   12.9% * * * * *
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro -6.2% 6.3% 3.1% * * * * *   14.0% * * * * *
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val -7.8% 4.2% -1.5% * * * * *   12.3% * * * * *
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 2.0% 0.9% 11.9% * * * * *   10.7% * * * * *
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 1.3% 1.1% 11.7% * * * * *   10.9% * * * * *
Indonesia EIDO Global Equities Asia and Australia 2.2% 9.1% 0.5% * * * * *   17.0% * * * * *
New Zealand ENZL Global Equities Asia and Australia -1.7% 4.2% -2.8% * * * * *   9.6% * * * * *
Philippines EPHE Global Equities Asia and Australia 8.8% 1.3% 13.8% * * * * *   12.8% * * * * *
Australia EWA Global Equities Asia and Australia 8.2% 4.6% 8.5% * * * * *   12.0% * * * * *
Hong Kong EWH Global Equities Asia and Australia 13.7% 8.1% 18.1% * * * * *   10.2% * * * * *
Japan EWJ Global Equities Asia and Australia 10.5% 3.8% 10.0% * * * * *   5.9% * * * * *
Malaysia EWM Global Equities Asia and Australia -2.3% -0.9% 8.0% * * * * *   11.3% * * * * *
Singapore EWS Global Equities Asia and Australia 17.8% 5.8% 37.5% * * * * *   5.1% * * * * *
Taiwan EWT Global Equities Asia and Australia 1.2% 10.3% 7.5% * * * * *   7.8% * * * * *
S Korea EWY Global Equities Asia and Australia 19.1% 7.9% -0.1% * * * * *   12.5% * * * * *
India INDY Global Equities Asia and Australia 5.0% 0.8% 4.6% * * * * *   8.8% * * * * *
China MCHI Global Equities Asia and Australia 12.7% 2.2% 23.4% * * * * *   10.0% * * * * *
Thailand THD Global Equities Asia and Australia -11.7% -2.6% -4.1% * * * * *   12.3% * * * * *
Vietnam VNM Global Equities Asia and Australia 18.4% 12.6% 7.8% * * * * *   9.5% * * * * *
Poland EPOL Global Equities Europe 45.5% 3.0% 27.7% * * * * *   11.4% * * * * *
Sweden EWD Global Equities Europe 21.8% 4.1% 10.1% * * * * *   11.0% * * * * *
Germany EWG Global Equities Europe 31.9% 6.3% 34.1% * * * * *   6.8% * * * * *
Italy EWI Global Equities Europe 32.8% 8.1% 28.0% * * * * *   9.3% * * * * *
Belgium EWK Global Equities Europe 19.8% 3.8% 16.3% * * * * *   9.0% * * * * *
Switzerland EWL Global Equities Europe 20.1% 2.5% 14.6% * * * * *   8.6% * * * * *
Netherlands EWN Global Equities Europe 18.8% 8.2% 5.3% * * * * *   9.5% * * * * *
Austria EWO Global Equities Europe 38.4% 10.0% 32.6% * * * * *   8.9% * * * * *
Spain EWP Global Equities Europe 39.4% 6.6% 34.1% * * * * *   10.8% * * * * *
France EWQ Global Equities Europe 18.4% 3.5% 5.0% * * * * *   11.1% * * * * *
UK EWU Global Equities Europe 17.8% 4.8% 14.4% * * * * *   7.2% * * * * *
EMU EZU Global Equities Europe 25.0% 5.9% 16.6% * * * * *   8.8% * * * * *
Greece GREK Global Equities Europe 41.8% 11.1% 39.8% * * * * *   12.8% * * * * *
Norway NORW Global Equities Europe 21.5% 6.4% 10.0% * * * * *   7.4% * * * * *
Israel EIS Global Equities Mideast and Africa 10.0% 8.2% 39.3% * * * * *   8.7% * * * * *
S Africa EZA Global Equities Mideast and Africa 24.6% 5.4% 37.6% * * * * *   11.2% * * * * *
Turkey TUR Global Equities Mideast and Africa -16.4% -2.2% -27.9% * * * * *   12.7% * * * * *
Canada EWC Global Equities North America 11.6% 5.9% 20.2% * * * * *   7.7% * * * * *
Mexico EWW Global Equities North America 28.5% 5.6% -3.5% * * * * *   14.7% * * * * *
SPDR S&P 1500 SPTM Global Equities North America 0.4% 6.2% 12.3% * * * * *   7.4% * * * * *
Argentina ARGT Global Equities South America 9.1% 5.3% 46.0% * * * * *   15.1% * * * * *
Chile ECH Global Equities South America 25.8% 1.2% 14.9% * * * * *   10.0% * * * * *
Peru EPU Global Equities South America 17.7% 5.2% 12.4% * * * * *   8.6% * * * * *
Brazil EWZ Global Equities South America 20.9% 0.6% -0.7% * * * * *   14.7% * * * * *
Clean Energy ICLN Global Sectors Clean Energy 11.3% 7.6% -14.0% * * * * *   15.9% * * * * *
Consumer Discretionary RXI Global Sectors Consumer Discretionary 2.6% 6.2% 18.9% * * * * *   8.5% * * * * *
Consumer Staples KXI Global Sectors Consumer Staples 11.5% 1.7% 11.4% * * * * *   7.6% * * * * *
Energy IXC Global Sectors Energy -0.7% 2.2% -8.9% * * * * *   13.7% * * * * *
Financials IXG Global Sectors Financials 13.3% 5.6% 27.5% * * * * *   6.3% * * * * *
Healthcare IXJ Global Sectors Healthcare -0.3% -3.8% -5.5% * * * * *   9.6% * * * * *
Industrials EXI Global Sectors Industrials 13.9% 8.3% 17.0% * * * * *   8.4% * * * * *
Infrastructure IGF Global Sectors Infrastructure 12.9% 4.6% 21.0% * * * * *   7.0% * * * * *
Materials MXI Global Sectors Materials 9.4% 3.5% -2.4% * * * * *   11.1% * * * * *
Technology IXN Global Sectors Technology -0.8% 9.3% 10.6% * * * * *   10.0% * * * * *
Telecom IXP Global Sectors Telecommunications 8.9% 7.6% 23.3% * * * * *   7.2% * * * * *
Timber & Forestry WOOD Global Sectors Timber and Forestry -3.2% 2.0% -9.2% * * * * *   10.5% * * * * *
Global Utilities JXI Global Sectors Utilities 14.7% 3.1% 18.4% * * * * *   11.1% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark Benchmark 1.3% 3.5% 10.0% * * * * *   5.0% * * * * *