iShares MSCI Emerging Markets ETF
for period ending July 31, 2025
Quick Links
Overview
EEM is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
Portfolio Ingredient Provider iShares (www.iShares.com)
Description iShares MSCI Emerging Markets ETF gives investors access to equities in a particular asset class. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.
Category Global Asset Classes, Equity: Emerging Mkts
Peer Group Global Asset Classes. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. he investment seeks to track the investment results of the MSCI Emerging Markets Index. The underlying index is composed of large- and mid-capitalization emerging market equities. The fund generally invests at least 90% of its assets in the securities of its underlying index and in depositary receipts representing securities in its underlying index. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.
Cost
- Since this is an exchange-traded fund, you can purchase this directly through your broker using the ticker EEM. See How to Invest, below.
- Fund fees. The manager of this fund charges a percentage of assets under management as its fee.
- Additional fees. If a financial adviser purchases this fund on your behalf, they may also charge a fee.
How to Invest
You can invest in this portfolio ingredient by buying the ticker symbol "EEM" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.
How to Rebalance
You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.
Compare: Total Return
for period ending July 31, 2025
5-year graph
●
EEM
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
| |
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
17.2% |
0.7% |
16.1% |
9.4% |
4.7% |
5.0% |
3.3% |
5.3% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
6.4% |
1.3% |
10.7% |
10.4% |
8.6% |
8.6% |
9.4% |
7.8% |
| Global Equities (ACWI) |
11.5% |
1.1% |
15.8% |
15.1% |
12.8% |
10.2% |
10.1% |
|
| U.S. Equities (SPY) |
8.5% |
2.3% |
16.2% |
17.0% |
15.8% |
13.6% |
14.4% |
10.5% |
| U.S. Bonds (BND) |
3.8% |
-0.3% |
3.4% |
1.6% |
-1.2% |
1.6% |
2.2% |
3.1% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
-2.59496051147051% |
-0.956022944550672% |
13.5802493413394% |
11.9587995852738% |
14.8489295855232% |
3.08803013360497% |
0.756144632101785% |
0% |
| DBB |
2.17506631299735% |
-0.567888487351576% |
6.96037332612551% |
3.61694583984236% |
8.3409268076662% |
5.1610231260284% |
0.685493257124792% |
0% |
| DBO |
0.279524807826714% |
8.54765506807866% |
-2.68789889440584% |
-4.00672395073095% |
16.6395295314171% |
2.90381592147073% |
-2.90030169836504% |
0% |
| DBC |
5.0046772684752% |
2.93443374598807% |
4.72730885045218% |
-1.50224375735515% |
14.0329405058048% |
5.02448604095489% |
0.770302787479338% |
1.12942299689094% |
| GLD |
25.1228678808904% |
-0.613456680772895% |
33.7276539395277% |
22.6758047275072% |
10.3166461430009% |
11.1856066507497% |
6.64063608705616% |
10.2775067985269% |
| FXA |
4.6084182126793% |
-2.31392653762913% |
-0.315662502388503% |
-1.73044470587533% |
-1.65070760694205% |
-0.692658585153416% |
-1.03061366044734% |
0% |
| FXC |
4.23107674638252% |
-1.62861003914794% |
0.682247279347692% |
-1.18129191239313% |
0.0209620489987516% |
-0.182558025853885% |
-1.67140295468684% |
0% |
| FXF |
11.4479766499511% |
-2.45080500894453% |
7.70688252057858% |
5.11860689541395% |
1.72967636850712% |
0.829968547593762% |
0.910426834074451% |
0% |
| FXE |
10.867291718422% |
-3.13649742457689% |
6.92274423625965% |
5.07181549010873% |
-0.273308526412097% |
0.162148545751184% |
-1.11388712884881% |
0% |
| FXB |
7.08391568663975% |
-3.6347369857613% |
5.56341257199706% |
5.17605355472885% |
1.44192688366411% |
-1.17204998852021% |
-0.912428678971844% |
0% |
| FXY |
4.19651995905834% |
-4.4729433844229% |
-0.972762645914405% |
-4.51924278611764% |
-7.3419541933828% |
-2.45553563604733% |
-4.10831405301406% |
0% |
| UUP |
-5.16655336505779% |
3.79464285714286% |
1.37199429141506% |
3.41509453439186% |
4.35698746020785% |
2.30723681702887% |
1.9988517445972% |
0% |
| EEM |
17.2414564847977% |
0.663349917081257% |
16.0897012079399% |
9.42720680290607% |
4.67235740978711% |
5.04268055424426% |
3.25061857492022% |
5.34993697060266% |
| AMLP |
8.08866670640291% |
2.47646336471552% |
12.6999339777124% |
17.885495484306% |
26.4026829448786% |
4.29365913927136% |
0% |
0% |
| IGIB |
5.5837201426707% |
0.124331248587128% |
6.09755832818029% |
4.26528420115009% |
0.554855937866061% |
2.95901268354588% |
3.14744089456771% |
0% |
| EMHY |
6.85263706485928% |
1.09141574425267% |
11.1840805272266% |
10.9917582606783% |
4.09326999456421% |
4.39565069822738% |
0% |
0% |
| HYD |
-3.27213215586456% |
-1.7632241813602% |
-2.50931732340131% |
-0.117475973394565% |
-0.53960622954411% |
1.79937836194222% |
2.96733644296905% |
0% |
| IEF |
4.61818716529183% |
-0.593922507253808% |
2.5411099261317% |
-0.247784690347608% |
-2.82068163509615% |
0.956965242486918% |
2.04302114113184% |
3.21827491062179% |
| IGOV |
7.86048932847472% |
-3.85150812064966% |
4.41659037754847% |
-0.178119142455868% |
-4.71162145776181% |
-0.549610134035283% |
-0.491818309786651% |
0% |
| IHY |
9.47280286066878% |
-0.528088864608944% |
10.4312913476788% |
9.00401532172515% |
2.69253490307215% |
3.89063559937757% |
0% |
0% |
| ITM |
-0.0471356634941467% |
0.123473122547058% |
0.873595541978966% |
1.29083666001599% |
-0.541119529474143% |
1.85142875852651% |
2.60533245928107% |
0% |
| JNK |
4.9320445350379% |
0.165408870050654% |
8.01336685632015% |
6.63316849687432% |
3.85677689201624% |
4.10747564887239% |
4.89856072537695% |
0% |
| MBB |
3.33401822203916% |
-0.521601573355579% |
2.87657188435628% |
0.876938773030989% |
-0.880376455586174% |
1.01617329173891% |
1.52370430024475% |
0% |
| TIP |
4.71579007012628% |
0.00911909538574562% |
3.86739013687238% |
0.723796060878601% |
0.912850071654137% |
2.47107675261691% |
2.7263151225335% |
3.35730932192251% |
| AGG |
3.77246185811679% |
-0.263953641245529% |
3.38016744987228% |
1.59463240507329% |
-1.08257458134843% |
1.62042416990971% |
2.11886377797574% |
3.00346064725767% |
| BND |
3.7709041483138% |
-0.26527801053754% |
3.38384342765863% |
1.62733996742419% |
-1.16351282874627% |
1.64328578802615% |
2.1534949454032% |
3.0860719870121% |
| EMB |
7.11011864601505% |
0.683000867302708% |
8.54357886414854% |
6.44909544113195% |
0.356639287238281% |
2.94396547072031% |
3.63760467596759% |
0% |
| PCY |
4.69980212469807% |
0.489476260401367% |
4.17132532206708% |
8.04213899565232% |
-0.603955936349376% |
2.20684028673259% |
3.37180600299152% |
0% |
| BIL |
2.42116337735421% |
0.356580329016443% |
4.53953772400222% |
4.51061934256956% |
2.69117984865168% |
1.84579860374654% |
1.20642058387632% |
0% |
| TLT |
1.68120918911774% |
-1.13964650485657% |
-4.40181504829716% |
-6.19233827360154% |
-10.1687975656381% |
-0.846253443825717% |
1.8253813996407% |
2.86691094755129% |
| SHY |
2.63010679847702% |
-0.0920141411206443% |
4.26431074019464% |
3.10924892154607% |
1.18108287008785% |
1.45249710071051% |
1.18875124166897% |
1.94136085591439% |
| ACWI |
11.4585152047905% |
1.05754276827372% |
15.7625956715812% |
15.0942620241202% |
12.7874265165366% |
10.1875050268062% |
10.1075436572567% |
0% |
| EFA |
17.7565706202275% |
-2.0919565946974% |
12.3084309018877% |
13.1056202972724% |
10.3289278462407% |
6.09453996925899% |
6.65747956368206% |
5.49984012974185% |
| EFG |
12.0894339343217% |
-4.03571428571429% |
5.73277184855452% |
8.85207276247568% |
5.99964864681772% |
5.83683391084571% |
6.70907521072024% |
5.61999033133245% |
| EFV |
23.3298310422119% |
-0.236294896030242% |
19.2455682899702% |
17.3974123640969% |
14.3096450879709% |
5.81866333974719% |
6.15613328510454% |
4.88349369631234% |
| SCZ |
20.991239593019% |
-0.371491469455165% |
15.7077027048953% |
10.4377287945514% |
8.52570024295345% |
6.33052117006991% |
7.77973316382856% |
0% |
| IWB |
8.38709333803178% |
2.2940778042819% |
16.4112811984903% |
16.8072145323147% |
15.3406789827507% |
13.2340453036917% |
14.2469865330924% |
10.483707894293% |
| IWV |
7.95171128326371% |
2.26780626780627% |
15.4665352832885% |
16.2206330125765% |
14.9949748834556% |
12.8219676528527% |
13.9310561505178% |
10.2594515288075% |
| SPY |
8.49467409392386% |
2.30314801327183% |
16.1815391813956% |
16.9800355332649% |
15.7674578065445% |
13.5539944474362% |
14.411403707433% |
10.5487708260484% |
| IWF |
9.89343716024578% |
3.72839040934572% |
23.5146869365543% |
22.3682032065263% |
17.0642290324204% |
16.8365338142603% |
17.067039045488% |
12.710835843063% |
| QQQ |
10.8087970021881% |
2.42368211152202% |
20.6162902886865% |
22.2378807861306% |
16.9975572446157% |
18.4804156851122% |
19.2894814980866% |
15.1007958752772% |
| IWD |
6.47853375301009% |
0.61267569376513% |
8.63668685342387% |
10.4068017480272% |
12.9818283013824% |
9.01655509544566% |
10.930064872532% |
7.81017470749177% |
| IWC |
0.66819039243966% |
2.29515901613662% |
3.04370876949915% |
5.80638129832243% |
9.27406465570257% |
6.46935975363747% |
9.32780020057635% |
5.94939815165691% |
| IWR |
6.6444090471143% |
1.89192127867783% |
11.859105768605% |
11.3197045554209% |
12.0673366907699% |
9.84142699533637% |
12.0404773590367% |
9.29130426369467% |
| IWP |
11.7770150343116% |
1.97577156042688% |
27.955358934298% |
17.4900446748984% |
11.2000677839031% |
11.9587804696703% |
13.7086862235727% |
10.4846397595622% |
| IWS |
4.81293991621048% |
1.83895868018769% |
6.86730699358795% |
8.74227044700919% |
12.8524005306522% |
8.39089231574457% |
10.7929650601996% |
8.28947918851355% |
| IWM |
-0.212555137773074% |
1.6682886139302% |
-0.868076398374618% |
6.88624357059531% |
9.64580559646526% |
7.35888431435854% |
9.94659278158527% |
7.47290194598129% |
| IWO |
1.07321389444284% |
1.50073462534106% |
3.00177325317836% |
8.98390446183366% |
6.94496489956067% |
7.24719587371949% |
10.7243937021623% |
8.19390291579833% |
| IWN |
-1.54300965327244% |
1.6670892494929% |
-4.62071580011361% |
4.56684327638706% |
12.1357922456615% |
7.03008919125467% |
8.81011824027178% |
6.4255987425788% |
| IYR |
2.87369633144638% |
0.116070486440867% |
2.9386280479516% |
1.00876083676704% |
5.61265417051611% |
5.55280456129543% |
7.608246160854% |
5.44713096775076% |
| VNQ |
2.0882044111967% |
0.0898270828654901% |
2.40920466882188% |
0.741489913895577% |
5.78514672749666% |
5.36010778923923% |
7.96008062401339% |
6.19757408266308% |
| |
|
|
|
|
|
| EEM |
17.0% |
-3.6% |
-20.6% |
9.0% |
6.5% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
16.4% |
14.0% |
-16.7% |
17.5% |
14.4% |
| Global Equities (ACWI) |
16.3% |
18.7% |
-18.4% |
22.3% |
17.5% |
| U.S. Equities (SPY) |
18.4% |
28.7% |
-18.2% |
26.2% |
24.9% |
| U.S. Bonds (BND) |
7.7% |
-1.9% |
-13.1% |
5.4% |
1.4% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
-2.5362386282649% |
22.3667870007247% |
2.52541503893984% |
7.6310543282736% |
33.4729789746052% |
| DBB |
15.5287979711187% |
28.9687171610854% |
-11.8033665814941% |
1.11276302746959% |
7.88686675162489% |
| DBO |
-20.9934483773066% |
60.7354444240378% |
13.0520436760381% |
-4.48624264803972% |
7.85417023349941% |
| DBC |
-7.83697718802477% |
41.360535033944% |
19.3381047925849% |
-6.22460154221798% |
2.17947023142337% |
| GLD |
24.8145617346329% |
-4.14892032504178% |
-0.772115217246239% |
12.6915838291174% |
26.6569022336141% |
| FXA |
9.52350855981821% |
-6.16946364880147% |
-6.4795204395478% |
0.873294276868242% |
-7.74204109878418% |
| FXC |
1.9247050425502% |
0.219895404397619% |
-6.43799822735651% |
3.64766976490269% |
-5.96056483707217% |
| FXF |
8.18450819287408% |
-4.07886034404914% |
-2.28680218958219% |
9.62222426685186% |
-7.45772558174616% |
| FXE |
7.93977873933371% |
-7.82637923902186% |
-6.56633974962763% |
4.36126866589124% |
-4.18199804509548% |
| FXB |
2.87316229551748% |
-1.53723850110821% |
-10.4499892346964% |
7.63522680479234% |
1.35492625820952% |
| FXY |
4.60939954215214% |
-10.9009650293582% |
-12.7500306816945% |
-7.44022316264038% |
-10.9253912779213% |
| UUP |
-6.66154033909668% |
5.73433156103185% |
9.45907489834206% |
3.63023939965812% |
13.4844434815803% |
| EEM |
17.0335264963521% |
-3.61506944684574% |
-20.5632849615499% |
8.9857861217226% |
6.4972650185694% |
| AMLP |
-32.1883605644408% |
39.0254130455612% |
25.5174388706158% |
21.404224575858% |
22.6955421229451% |
| IGIB |
9.64395182780677% |
-1.45079652168194% |
-14.2423245395042% |
9.21544637468605% |
3.49089568482179% |
| EMHY |
3.8347587027951% |
-1.91783307204367% |
-13.571830654467% |
11.420418464724% |
11.9775923545361% |
| HYD |
0.175553140117612% |
5.05000335419787% |
-16.2630266222899% |
5.05476833906597% |
4.94262334300908% |
| IEF |
10.0067525304147% |
-3.3293811969846% |
-15.3224471675499% |
3.84577301390396% |
-0.635291945858885% |
| IGOV |
10.8829883297037% |
-9.24862266459218% |
-22.0709678133312% |
5.56833628419986% |
-6.49555672768473% |
| IHY |
8.6391439076694% |
-2.81868222783822% |
-14.3093161857662% |
11.6176558655916% |
3.54788233128169% |
| ITM |
5.87374376331711% |
0.211272131214879% |
-9.49920989230485% |
5.01787458403322% |
0.722410767988313% |
| JNK |
4.95788483561819% |
3.99233629259175% |
-12.1940104391954% |
11.2108307918728% |
7.70492746498543% |
| MBB |
4.07802353206683% |
-1.43116649109989% |
-11.9288470331859% |
5.00229938339551% |
1.31297804867514% |
| TIP |
10.8362642607544% |
5.67099926412111% |
-12.2485594077103% |
3.79897566544987% |
1.6511308674467% |
| AGG |
7.47708555312345% |
-1.76966487938421% |
-13.0229490718201% |
5.64604835614513% |
1.30760961466865% |
| BND |
7.714106491634% |
-1.86130081971591% |
-13.1117738288884% |
5.39779306683275% |
1.37655161915169% |
| EMB |
5.42209326552676% |
-2.23745681275348% |
-18.9402646344802% |
8.7182561367158% |
5.53921391504089% |
| PCY |
2.28307465836379% |
-4.28984314228292% |
-24.4509577564376% |
18.4731184444347% |
2.54849814003077% |
| BIL |
0.400179264852674% |
-0.0983405768986034% |
1.40457752023322% |
4.65170866921711% |
5.19101822011554% |
| TLT |
18.1520596338079% |
-4.60230322759316% |
-31.2335291660792% |
2.74590442167644% |
-8.05845422169141% |
| SHY |
3.03428893894182% |
-0.677718035374231% |
-3.8792510030099% |
4.16228386765611% |
3.91584829135545% |
| ACWI |
16.332736917886% |
18.6696697891261% |
-18.3853701638988% |
22.2909586538479% |
17.4558436016784% |
| EFA |
7.58864729501965% |
11.4605811720758% |
-14.3858454790271% |
18.3785324403616% |
3.51008036927369% |
| EFG |
17.8437843842894% |
11.0124848284023% |
-23.1182709479446% |
17.5605053363662% |
1.53507714867449% |
| EFV |
-2.97358887228282% |
11.1040024989595% |
-5.22055012276389% |
18.8756780437068% |
5.39967959831447% |
| SCZ |
11.6927071102026% |
10.1397869811635% |
-21.2747136087976% |
12.9917772516855% |
1.54406721013953% |
| IWB |
20.7743128019761% |
26.3173971341538% |
-19.1971670033935% |
26.3997989505766% |
24.3211438616074% |
| IWV |
20.5483203906353% |
25.5372386229023% |
-19.2864798715719% |
25.8315252373797% |
23.4939744158483% |
| SPY |
18.373186435145% |
28.7450837271027% |
-18.177972123601% |
26.1768909180285% |
24.8851497230756% |
| IWF |
38.25497944599% |
27.434129149431% |
-29.3083523091416% |
42.5917386064245% |
33.1206307241641% |
| QQQ |
48.6187814997514% |
27.4203533355088% |
-32.5796936046441% |
54.8540304403029% |
25.5764408069846% |
| IWD |
2.72540988295156% |
24.9459408097814% |
-7.7555406871766% |
11.3522477044979% |
14.1754137698795% |
| IWC |
20.880275234036% |
18.6795920967858% |
-21.935163313637% |
8.99886849410814% |
13.6333160497263% |
| IWR |
16.9153042320047% |
22.4370983725451% |
-17.4836164562227% |
17.0573909341308% |
15.2194539432744% |
| IWP |
35.241361554231% |
12.5968963062359% |
-26.735206964838% |
25.7063324448986% |
21.8620286572134% |
| IWS |
4.80313839972486% |
28.0982485180964% |
-12.2976160813877% |
12.530511262895% |
12.9214370595447% |
| IWM |
20.0298627741317% |
14.5390544720052% |
-20.4867085633861% |
16.8356154368217% |
11.3908344255836% |
| IWO |
34.6809781696101% |
2.53860451634156% |
-26.2716823496301% |
18.5179809518975% |
15.042487250009% |
| IWN |
4.66346011618424% |
27.9624001623189% |
-14.768821902111% |
14.5683724726516% |
7.64158747218484% |
| IYR |
-6.12386483117237% |
38.7226281829708% |
-25.5167550255882% |
11.9061619244207% |
4.41927180297288% |
| VNQ |
-4.68092698194492% |
40.5193422590961% |
-26.247397993711% |
11.8396342587313% |
4.80727219260584% |
Compare: Risk vs. Return
for period ending July 31, 2025
Discover High‑Return, Low‑Risk Portfolios
Get access to 3-, 5-, 10-, 15-, and 20-year metrics.
Maximum Drawdown vs. Annual Return
●
EEM
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
EEM
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
EEM
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
1.8% |
-8.1% |
-11.1% |
-8.7% |
-11.5% |
-6.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-2.7% |
-4.9% |
-5.3% |
-2.1% |
-1.1% |
0.3% |
| Global Equities (ACWI) |
1.8% |
-1.6% |
-2.5% |
-3.0% |
-4.4% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-14.4% |
-19.9% |
-24.5% |
-13.4% |
-11.1% |
-4.5% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
-1.43412300328173% |
-2.71724064646911% |
4.1888755919004% |
-10.1913626428043% |
-13.767842585152% |
0% |
| DBB |
-9.32443537228475% |
-12.8755361512288% |
-8.35863549433117% |
-8.79073300546465% |
-13.5045595172972% |
0% |
| DBO |
-15.5675090062189% |
-18.1159342655336% |
-4.23643104194663% |
-10.8800884070769% |
-15.1322256383408% |
0% |
| DBC |
-11.4350718905131% |
-20.3440164125808% |
-1.38472233080655% |
-8.63382416426634% |
-13.5203030656397% |
-9.29494842459737% |
| GLD |
16.5533824079037% |
7.362318285928% |
-4.51856863869685% |
-1.40407119817361% |
-8.22271226800533% |
-1.12809013408081% |
| FXA |
-17.9224792386188% |
-22.6732414747696% |
-20.7092875675836% |
-16.0133569196668% |
-16.2818802473726% |
0% |
| FXC |
-18.4059288486579% |
-27.2542654757774% |
-21.4519057849021% |
-16.938215042282% |
-18.9626054120014% |
0% |
| FXF |
-7.79137140602466% |
-12.1889169713593% |
-15.7698437117051% |
-14.3200863060707% |
-13.9236248826526% |
0% |
| FXE |
-8.48976858320555% |
-12.4112041753199% |
-20.4285111763467% |
-15.988888413699% |
-17.537082267024% |
0% |
| FXB |
-10.0384940865579% |
-12.1972482848726% |
-16.6628936261106% |
-17.7228338390644% |
-17.2442162657966% |
0% |
| FXY |
-17.5690104940198% |
-23.9255059520091% |
-28.8226291497601% |
-18.8550038013637% |
-21.5453036381189% |
0% |
| UUP |
-16.017509465783% |
-15.5649142446491% |
-10.5973623092403% |
-11.3646897655443% |
-12.0254347632288% |
0% |
| EEM |
1.79074912919159% |
-8.06256693500302% |
-11.0777173946535% |
-8.74567623298025% |
-11.4792955671389% |
-6.19015499528603% |
| AMLP |
-6.0905545169823% |
-0.269226340742549% |
4.49785874292607% |
-10.2084546347615% |
0% |
0% |
| IGIB |
-7.25052150485634% |
-13.8654080137274% |
-18.7317698285624% |
-9.85602224408581% |
-8.94228607660514% |
0% |
| EMHY |
5.355447969537% |
-3.11419970079712% |
-11.4351414746979% |
-8.2463876790506% |
0% |
0% |
| HYD |
-29.9118163184522% |
-21.6885528449515% |
-20.9303362301921% |
-12.1141735701085% |
-10.5939109119989% |
0% |
| IEF |
-15.5359948429288% |
-21.8405924445385% |
-25.9561945545066% |
-14.5240798109% |
-11.8387565575313% |
-5.52514985939606% |
| IGOV |
-11.7590311640411% |
-18.2538604007377% |
-24.1107277097114% |
-16.0632601715881% |
-16.2240702167518% |
0% |
| IHY |
2.50159865498194% |
-5.37369914935657% |
-13.8298700534186% |
-8.63647610277423% |
0% |
0% |
| ITM |
-22.1078173318338% |
-20.6102393491066% |
-22.4423389066241% |
-12.5466493817526% |
-10.4001789420964% |
0% |
| JNK |
-0.986059906069894% |
-9.23865105594529% |
-11.7425875271017% |
-7.89864245711366% |
-6.89421591099696% |
0% |
| MBB |
-15.2421721531774% |
-20.1901117456616% |
-22.830297818142% |
-15.3472531975801% |
-13.0884079811842% |
0% |
| TIP |
-13.3052965152298% |
-22.8352266417399% |
-19.3905178032542% |
-10.929887512966% |
-9.68364131082488% |
-4.70607200503617% |
| AGG |
-14.38377187619% |
-19.772857927596% |
-24.1095691524213% |
-13.5050690952013% |
-11.1881722281602% |
-4.75947544052951% |
| BND |
-14.4071943086722% |
-19.9254356699194% |
-24.4866316584313% |
-13.4323520273999% |
-11.0864753848265% |
-4.46007988746643% |
| EMB |
-3.43018687503434% |
-10.1799887249112% |
-17.2323804514294% |
-10.3217569334408% |
-9.70917758753892% |
0% |
| PCY |
-12.057482534143% |
-8.88785844840926% |
-16.8248987481537% |
-11.3835290695719% |
-10.6581796116757% |
0% |
| BIL |
2.08281775328781% |
-65.5211064667545% |
-36.0110014331575% |
-26.1331134338328% |
-23.703926911891% |
0% |
| TLT |
-20.7986069333357% |
-22.2520297123289% |
-27.161390644078% |
-14.8477983520897% |
-12.578958421239% |
-7.59219268895216% |
| SHY |
-12.6728054294303% |
-28.9284007420382% |
-32.3401570872304% |
-20.1653210986755% |
-17.2091987769005% |
-7.45331131523798% |
| ACWI |
1.82871297061062% |
-1.625482207393% |
-2.46526870806866% |
-3.0225618255457% |
-4.37761626880062% |
0% |
| EFA |
-2.91497734757947% |
-4.35701865309955% |
-5.48292585501069% |
-7.39926505425121% |
-8.06829686897029% |
-5.48594138168065% |
| EFG |
-10.5663065816119% |
-8.66881970750876% |
-9.98614312389226% |
-7.78868430534019% |
-8.12116222133604% |
-5.36121369849399% |
| EFV |
6.55897339869245% |
0.221741125106707% |
-1.75804290239685% |
-7.9174047519613% |
-8.81092109461876% |
-6.18575939282126% |
| SCZ |
0.0370337462151422% |
-7.06467399564881% |
-7.57158877659209% |
-7.50450608740564% |
-7.4384729240682% |
0% |
| IWB |
-0.308518682024136% |
-0.297240706988633% |
-0.580953486625914% |
-0.516532842561912% |
-0.364521180205871% |
-0.208226012918113% |
| IWV |
-1.46594520311003% |
-1.03187367762327% |
-1.03452891202619% |
-1.05024070510509% |
-0.848562682380681% |
-0.565132929644784% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
3.05251827866418% |
3.00022614241096% |
-0.968096899120418% |
1.54163959982449% |
1.04974035359676% |
1.31604104759633% |
| QQQ |
1.69673842251288% |
2.11225792960195% |
-1.57317262953348% |
2.0833173383126% |
1.87562999764688% |
2.24623116449084% |
| IWD |
-7.70757815649878% |
-6.68373338512366% |
-2.60930511573764% |
-4.65494821701447% |
-3.68606964467693% |
-2.94848582368727% |
| IWC |
-12.5835193565765% |
-11.229128518774% |
-8.315999263186% |
-8.39011638142784% |
-7.59930459580016% |
-5.85561593286511% |
| IWR |
-5.804219613965% |
-6.54330320703556% |
-4.58953459060018% |
-4.66495484954035% |
-3.70468376857773% |
-2.30370199001336% |
| IWP |
1.81171384912687% |
-2.22389492815639% |
-6.14932824245827% |
-3.37896224299183% |
-2.93742520964413% |
-1.62514170575654% |
| IWS |
-9.59919881970425% |
-8.74646846778905% |
-3.92763445402895% |
-6.0306758782623% |
-4.86873645149296% |
-3.27611040837058% |
| IWM |
-15.1843088478661% |
-10.4752578159759% |
-7.65254258612847% |
-7.49384321338287% |
-6.71863136154428% |
-4.50267324998159% |
| IWO |
-12.6051519318325% |
-9.02004435204764% |
-9.73261274814853% |
-7.66067172066868% |
-6.35575960084464% |
-4.06544882415884% |
| IWN |
-18.1356140818036% |
-12.0603815508847% |
-5.91674890207375% |
-7.8131671336112% |
-7.59583069680425% |
-5.33318569020992% |
| IYR |
-13.1469228358498% |
-14.9259865123562% |
-10.4526282090505% |
-8.39565403650549% |
-7.64751145424119% |
-6.15438407169978% |
| VNQ |
-13.6235100447684% |
-15.0957533571498% |
-10.3244064626882% |
-8.59013519457779% |
-7.49660663656745% |
-5.72102957990257% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
8.0% |
-5.0% |
-6.5% |
-5.8% |
-9.5% |
-5.4% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-1.7% |
-3.5% |
-3.7% |
-1.3% |
-0.6% |
0.3% |
| Global Equities (ACWI) |
1.9% |
-1.3% |
-2.1% |
-2.6% |
-4.0% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-2.3% |
-7.5% |
-7.7% |
-2.3% |
-0.7% |
0.6% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
6.84601638965954% |
4.57123132657966% |
8.44053597764282% |
-1.37886532264572% |
-4.10336945566613% |
0% |
| DBB |
-1.82692260129066% |
-7.03960891900018% |
-2.38480372232009% |
-3.04797477712577% |
-8.93857264369136% |
0% |
| DBO |
-10.9816841681506% |
-13.7243279359728% |
7.15688774938592% |
-7.88467436362413% |
-15.4445049296969% |
0% |
| DBC |
-0.765683128268502% |
-10.1372608132569% |
6.99759203377232% |
-2.16057869572595% |
-7.65233416884096% |
-5.66342975581384% |
| GLD |
36.3075008420782% |
16.0081617110608% |
5.70231370107147% |
7.99855746462444% |
3.66712899000019% |
7.73774352680897% |
| FXA |
-7.16787126622835% |
-11.7577780050604% |
-10.1756828545148% |
-7.48493498635572% |
-8.44417545111643% |
0% |
| FXC |
-3.91579589752136% |
-9.75971501773348% |
-6.63184882591178% |
-5.40030326093422% |
-7.27527834791504% |
0% |
| FXF |
4.12924506220054% |
-2.58141383993013% |
-4.0537758216589% |
-2.91115025477282% |
-2.91462176580018% |
0% |
| FXE |
4.6340703763687% |
-2.50255046897634% |
-6.1249005678141% |
-3.58975604732662% |
-5.4431080604194% |
0% |
| FXB |
2.08587933732817% |
-3.95211852117109% |
-5.7313402304682% |
-6.77180206989056% |
-6.28954933648793% |
0% |
| FXY |
-6.48666409128827% |
-12.4640942482379% |
-13.1427818354447% |
-5.32643314652736% |
-5.69841096726586% |
0% |
| UUP |
-4.30727230347786% |
0.069473972074229% |
3.11326852648992% |
1.50936493322788% |
3.03048427465614% |
0% |
| EEM |
7.96427615211681% |
-4.985360574619% |
-6.45331970453493% |
-5.84930633283851% |
-9.46892247260695% |
-5.43142915144782% |
| AMLP |
-1.4834685272368% |
4.72074402106886% |
13.7449197235387% |
-12.3920758785858% |
0% |
0% |
| IGIB |
-0.298698700855436% |
-5.77706035081% |
-6.97625058886534% |
-2.3498429683977% |
-1.19204842204383% |
0% |
| EMHY |
3.0181267221047% |
-0.00673673050687196% |
-5.39374319059221% |
-3.31036669585605% |
0% |
0% |
| HYD |
-9.26027015060859% |
-10.4638438298675% |
-8.25120094304982% |
-4.27886332346628% |
-1.8976194946123% |
0% |
| IEF |
-2.77826743375479% |
-9.7528215345721% |
-9.40737862174956% |
-2.07090232412679% |
0.539544525156377% |
1.68088615507006% |
| IGOV |
-0.696056957527025% |
-11.6849806630553% |
-13.5168800224108% |
-5.83021735269567% |
-5.46878522895599% |
0% |
| IHY |
4.63102342484464% |
-0.92597810658131% |
-6.13014193686146% |
-3.23190472389886% |
0% |
0% |
| ITM |
-5.9877394183846% |
-8.2350890006748% |
-7.42125786172582% |
-2.20476341660701% |
-0.161499506738454% |
0% |
| JNK |
0.199896105132593% |
-3.70714710854599% |
-4.80146502626893% |
-3.05998447381464% |
-2.38990492354478% |
0% |
| MBB |
-2.79826243333272% |
-8.76524369711102% |
-7.58183203887477% |
-2.70709818357019% |
-1.22221507720479% |
0% |
| TIP |
-1.05180899788861% |
-8.32540058292355% |
-5.89410638236752% |
-1.8285042016229% |
-0.535272600774998% |
0.471604720473439% |
| AGG |
-2.31878215526481% |
-7.60013864527587% |
-7.65973692241408% |
-2.1673278471034% |
-0.586835691357342% |
0.557863043198194% |
| BND |
-2.28470571559918% |
-7.50263036765464% |
-7.73662606764006% |
-2.28736227574844% |
-0.655923754032473% |
0.613811155308351% |
| EMB |
0.198922875096242% |
-5.24428729275062% |
-9.48127294943938% |
-4.47253207634831% |
-3.1963486084917% |
0% |
| PCY |
-6.16286177664782% |
-6.01931776574222% |
-12.8433976049517% |
-6.59039947581702% |
-4.6628367684422% |
0% |
| BIL |
0.143245365487773% |
-1.19382480205061% |
-1.03543527965971% |
-0.559648032732327% |
-0.407584396275867% |
0% |
| TLT |
-12.0067197626395% |
-19.4578835318279% |
-19.5975440472795% |
-4.65089042383271% |
1.03549487330934% |
1.76845201972397% |
| SHY |
0.0507889072402834% |
-3.21675250241891% |
-3.0297248132275% |
-1.02191599868182% |
-0.466777339117007% |
0.222182750098532% |
| ACWI |
1.94057228994885% |
-1.26628859910241% |
-2.05680260825266% |
-2.63013531405835% |
-3.95437236751057% |
0% |
| EFA |
4.16873013399004% |
-1.8991752446165% |
-3.42364951889459% |
-5.64078507566715% |
-6.53039938455654% |
-4.87717618010179% |
| EFG |
-5.24145469913371% |
-7.9139087998925% |
-9.15903110625618% |
-6.42662423232268% |
-6.95558496934141% |
-4.74470146622522% |
| EFV |
13.3069233787816% |
3.95640196804654% |
1.72719080444439% |
-5.58931029861853% |
-6.80026378151272% |
-5.57548995565575% |
| SCZ |
5.86270825321533% |
-4.84673651037884% |
-5.82072286107554% |
-6.25204115232174% |
-6.21574510395406% |
0% |
| IWB |
-0.295429254478028% |
-0.280491997543361% |
-0.564470966439448% |
-0.507639826466267% |
-0.347008217564893% |
-0.195114147936872% |
| IWV |
-1.52560528097346% |
-1.01183161776063% |
-1.00455454062039% |
-1.04132156873996% |
-0.824347030645203% |
-0.547292527125974% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
5.04719653077824% |
4.26746803631794% |
-0.394316685527311% |
2.32435527261615% |
1.76481251649398% |
1.77336511831099% |
| QQQ |
3.05208698998888% |
3.95254352821135% |
-0.842501972398802% |
3.62448418935433% |
3.5484034435664% |
3.63244408469834% |
| IWD |
-5.96517485582705% |
-5.58962940117826% |
-1.38228725798926% |
-3.95467759093544% |
-3.00591394499814% |
-2.6436193984569% |
| IWC |
-19.5493264624031% |
-12.9991162559603% |
-7.60081204435232% |
-8.90762504775758% |
-7.51588586518786% |
-6.31216590317193% |
| IWR |
-6.04403647761314% |
-6.63758913899811% |
-4.13949845085563% |
-4.65869468968021% |
-3.50193218151914% |
-2.1991250099768% |
| IWP |
5.39855364936495% |
-1.45337476208348% |
-6.0506026030484% |
-3.00571588577253% |
-2.38824497628808% |
-1.22566058814476% |
| IWS |
-9.51997857307898% |
-8.95270984654853% |
-2.95617893058513% |
-5.96193951900554% |
-4.51434591895053% |
-3.19882003673441% |
| IWM |
-21.961030829068% |
-12.4161502416994% |
-7.52180987056982% |
-8.16429234720135% |
-7.00510470654861% |
-4.72104211191168% |
| IWO |
-19.8502896788134% |
-10.5718754102054% |
-10.6031995631123% |
-8.58257025131376% |
-6.62707709207175% |
-4.15422488790563% |
| IWN |
-24.0500231784213% |
-14.4137528469654% |
-4.62545740520012% |
-8.16686849387405% |
-7.72473075215294% |
-5.59259227434888% |
| IYR |
-8.58167201699313% |
-16.5576022237098% |
-9.95934203759156% |
-6.95662548191259% |
-5.20870863614583% |
-5.77429005647877% |
| VNQ |
-9.43031249348552% |
-16.9778811149919% |
-9.97467010113416% |
-7.12767394720179% |
-4.84776516427404% |
-5.05948002337932% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
1.04 |
0.27 |
0.13 |
0.23 |
0.18 |
0.27 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.72 |
0.42 |
0.44 |
0.59 |
0.81 |
0.61 |
| Global Equities (ACWI) |
1.05 |
0.62 |
0.61 |
0.56 |
0.62 |
|
| U.S. Equities (SPY) |
0.92 |
0.72 |
0.74 |
0.74 |
0.89 |
0.62 |
| U.S. Bonds (BND) |
-0.18 |
-0.47 |
-0.68 |
-0.11 |
0.13 |
0.28 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.820657771139144 |
0.556269327239656 |
0.949801234523744 |
0.114166283363853 |
-0.00465392174164172 |
0 |
| DBB |
0.249262729316917 |
-0.00392130601853983 |
0.310013573766406 |
0.233612920272762 |
0.0444752453650197 |
0 |
| DBO |
-0.185775328796259 |
-0.331523045938842 |
0.565406315950395 |
0.160512129443449 |
-0.0219519588249048 |
0 |
| DBC |
0.0842992774629297 |
-0.499242353040472 |
0.665564755722576 |
0.235354998705835 |
0.0342848091649577 |
0.0574282135389011 |
| GLD |
2.00037352359185 |
1.12607476373449 |
0.503771073717994 |
0.658020531413788 |
0.385298923310871 |
0.561074274188007 |
| FXA |
-0.437373545521622 |
-0.642044298071786 |
-0.459187024943522 |
-0.256052404814449 |
-0.186347988543185 |
0 |
| FXC |
-0.48539174257415 |
-0.889425962965669 |
-0.494039977888085 |
-0.32297169614222 |
-0.385358077403416 |
0 |
| FXF |
0.351114245864361 |
-0.00995931773239452 |
-0.178829228258007 |
-0.162528406907373 |
-0.0334995575248607 |
0 |
| FXE |
0.295795437509702 |
-0.0286187853745598 |
-0.458441698750783 |
-0.268239398937746 |
-0.287154871616447 |
0 |
| FXB |
0.173946415359866 |
-0.0145845361816535 |
-0.228665097501224 |
-0.37442570684956 |
-0.266083177624624 |
0 |
| FXY |
-0.401022158043534 |
-0.746151263345071 |
-0.97738810193847 |
-0.440096769693889 |
-0.56427061490758 |
0 |
| UUP |
-0.287841797946779 |
-0.237980336029116 |
0.124959708500284 |
0.0194133130721934 |
0.0889238650531594 |
0 |
| EEM |
1.04432042339917 |
0.273649905888535 |
0.132090307502036 |
0.23119637972784 |
0.177138076979484 |
0.267797265882903 |
| AMLP |
0.505823355254646 |
0.713394456690689 |
0.993479186886652 |
0.222423142627597 |
0 |
0 |
| IGIB |
0.370498446318512 |
-0.112063893307207 |
-0.348276434501799 |
0.109937336347026 |
0.280245938944176 |
0 |
| EMHY |
1.31080852684937 |
0.512958049153117 |
0.0840802433738208 |
0.232242006070119 |
0 |
0 |
| HYD |
-1.42155710326108 |
-0.575243890078209 |
-0.468487045401975 |
-0.00964328752280829 |
0.192203242299073 |
0 |
| IEF |
-0.261436916831049 |
-0.593275022764041 |
-0.776087343339583 |
-0.174456554834967 |
0.0938083347379073 |
0.233896934773745 |
| IGOV |
0.0530699379156791 |
-0.368731042105883 |
-0.671902428503644 |
-0.261077030435377 |
-0.190388593010981 |
0 |
| IHY |
1.09965623086327 |
0.373676129673047 |
-0.0587318435453978 |
0.199423496241063 |
0 |
0 |
| ITM |
-0.788827572602194 |
-0.51154417555071 |
-0.561778874350596 |
-0.0561394231123182 |
0.186092672599396 |
0 |
| JNK |
0.842597573259669 |
0.149006822211724 |
0.0558751399401642 |
0.238905010865669 |
0.43201067712398 |
0 |
| MBB |
-0.241834894435395 |
-0.487887289649192 |
-0.581837632114427 |
-0.225763439311031 |
0.000764361448180976 |
0 |
| TIP |
-0.0964139860389424 |
-0.606806376154015 |
-0.366862215828919 |
0.0349141768984268 |
0.222404813941751 |
0.277246357973367 |
| AGG |
-0.177660288517352 |
-0.462823347593614 |
-0.659659366731552 |
-0.117055331605315 |
0.124444886133165 |
0.266245467269238 |
| BND |
-0.179761219899169 |
-0.470102431435603 |
-0.680524673753156 |
-0.112614442635143 |
0.131116976386539 |
0.284491432156954 |
| EMB |
0.663243966795376 |
0.113384294547265 |
-0.253646387372218 |
0.10122102557149 |
0.253163520663011 |
0 |
| PCY |
0.0274076301396449 |
0.211771238647452 |
-0.213728848119994 |
0.0503012105035571 |
0.202709506090543 |
0 |
| BIL |
1.81657458884059 |
-0.649366532805689 |
-0.734097984709582 |
-0.571095739127425 |
-0.516860997094186 |
0 |
| TLT |
-0.66470798743967 |
-0.625384687477243 |
-0.870387062196556 |
-0.166999185627528 |
0.0817350194908734 |
0.140783181486586 |
| SHY |
-0.0600477105736706 |
-0.773014349161659 |
-0.938407546635927 |
-0.45136245686401 |
-0.240979046967644 |
0.0772306807234185 |
| ACWI |
1.04849826292955 |
0.624807097081785 |
0.609052535553105 |
0.562115452517417 |
0.623810881716964 |
0 |
| EFA |
0.712281179957 |
0.481219025365135 |
0.450115140881344 |
0.305113045740659 |
0.39090655963998 |
0.293467206765216 |
| EFG |
0.157674652099361 |
0.243590739913997 |
0.20608424962414 |
0.283905450132094 |
0.388541508973728 |
0.300460370679751 |
| EFV |
1.37339050739816 |
0.730144087359439 |
0.653507285607394 |
0.280509802420203 |
0.348202801130571 |
0.254667319162191 |
| SCZ |
0.923206779729511 |
0.329931800299235 |
0.339277273282544 |
0.306071480617301 |
0.437026297753479 |
0 |
| IWB |
0.90157512346572 |
0.702415374424752 |
0.715154973484225 |
0.710272036310894 |
0.872960650173616 |
0.607496461311151 |
| IWV |
0.821050615446265 |
0.66355155154847 |
0.691826617808757 |
0.680739997493764 |
0.843984600522611 |
0.587294968125206 |
| SPY |
0.922311720122642 |
0.717379612234587 |
0.744686465622122 |
0.738316296905848 |
0.894468839497506 |
0.618877161018405 |
| IWF |
1.13179328915517 |
0.892408360252551 |
0.710021298426891 |
0.832350409048673 |
0.962653931460789 |
0.701866579681614 |
| QQQ |
1.04032657556651 |
0.848690188625243 |
0.682136893311366 |
0.865030898090961 |
1.01332021693966 |
0.762384853796721 |
| IWD |
0.369802703426272 |
0.345500171960436 |
0.603258108938377 |
0.471675996132365 |
0.667868599176807 |
0.443143540982205 |
| IWC |
0.036498932074912 |
0.115978871971986 |
0.329579493386627 |
0.283044590630291 |
0.449047259925919 |
0.292118426141677 |
| IWR |
0.518804945149242 |
0.366853788289021 |
0.508054864536093 |
0.480616074213161 |
0.673869227125231 |
0.491261340669379 |
| IWP |
1.05091961660882 |
0.620851526447022 |
0.436274979451811 |
0.560760434826053 |
0.725791903181862 |
0.5360396430698 |
| IWS |
0.232979342727685 |
0.238969294131849 |
0.543377378642348 |
0.402665530854641 |
0.602182904192214 |
0.434287150190021 |
| IWM |
-0.178253526198005 |
0.154281487356985 |
0.356322962888261 |
0.328183050568947 |
0.497689684596878 |
0.368742456457668 |
| IWO |
0.0353421456233376 |
0.242173329880683 |
0.243610283103385 |
0.320938139552372 |
0.523600682773783 |
0.397753038024057 |
| IWN |
-0.426668791885727 |
0.0593164003000353 |
0.452752901104885 |
0.311855065075319 |
0.442982659882688 |
0.31914835954181 |
| IYR |
-0.0416534001438892 |
-0.131143713090681 |
0.185041247315697 |
0.257315741314635 |
0.424085592519779 |
0.273446554937131 |
| VNQ |
-0.0783571901095898 |
-0.141134048683684 |
0.193251490387932 |
0.246071314251665 |
0.435660769643107 |
0.303861200328469 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
2.24 |
0.42 |
0.20 |
0.34 |
0.26 |
0.40 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.21 |
0.60 |
0.63 |
0.87 |
1.24 |
0.89 |
| Global Equities (ACWI) |
1.94 |
0.96 |
0.95 |
0.83 |
0.95 |
|
| U.S. Equities (SPY) |
1.66 |
1.10 |
1.17 |
1.13 |
1.42 |
0.91 |
| U.S. Bonds (BND) |
1.21 |
0.60 |
0.63 |
0.87 |
1.24 |
0.89 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
1.53567497202427 |
0.972822701149038 |
1.74801035152703 |
0.167284377583729 |
-0.0068330722617505 |
0 |
| DBB |
0.375004246461061 |
-0.0061391783658517 |
0.482656106374978 |
0.356719848752602 |
0.0643915263475862 |
0 |
| DBO |
-0.233079429748332 |
-0.431276295562784 |
0.906344996687748 |
0.22156017953426 |
-0.029045323468939 |
0 |
| DBC |
0.104569054454969 |
-0.610876662218852 |
1.0902186112551 |
0.332259460512417 |
0.0462860361022758 |
0.077585249982356 |
| GLD |
6.40331267535778 |
2.31234559827358 |
0.876383276413402 |
1.19108749777063 |
0.620948095115534 |
0.931521320185986 |
| FXA |
-0.53134791335315 |
-0.764779310242121 |
-0.571719894556229 |
-0.34485195126246 |
-0.257370930126199 |
0 |
| FXC |
-0.687324686285199 |
-1.0027102880686 |
-0.597549846477423 |
-0.422261117559018 |
-0.484622459964564 |
0 |
| FXF |
0.657196821484768 |
-0.0151016665616715 |
-0.250316582177403 |
-0.226389529369717 |
-0.0474349753822567 |
0 |
| FXE |
0.495543688542243 |
-0.0407020802824585 |
-0.595953161397028 |
-0.366459708275197 |
-0.378042172322965 |
0 |
| FXB |
0.243516513923262 |
-0.0192031568753229 |
-0.291458632006575 |
-0.477753820714805 |
-0.345860558835769 |
0 |
| FXY |
-0.497388585254302 |
-0.94646762959672 |
-1.14234576889874 |
-0.570046401947518 |
-0.704666314523759 |
0 |
| UUP |
-0.40341005404997 |
-0.319919621787391 |
0.180434111067679 |
0.0272609047593472 |
0.13076025377104 |
0 |
| EEM |
2.23521099628961 |
0.416794132735302 |
0.195872204464294 |
0.34246864404118 |
0.259643630761194 |
0.396054325524178 |
| AMLP |
0.912574923241456 |
1.26958961107676 |
1.77546273018371 |
0.327717279187995 |
0 |
0 |
| IGIB |
0.513719767229121 |
-0.151775767745711 |
-0.447604413110755 |
0.147946279894824 |
0.383481761463343 |
0 |
| EMHY |
2.39318342387474 |
0.872101447012543 |
0.123731882138397 |
0.316704045426909 |
0 |
0 |
| HYD |
-1.52464974028566 |
-0.723699292299673 |
-0.583519806947392 |
-0.0113233269091427 |
0.232664874167339 |
0 |
| IEF |
-0.325686157566215 |
-0.720960056626299 |
-0.90672025591457 |
-0.229771502173087 |
0.132797204942143 |
0.349929469569446 |
| IGOV |
0.0781423731220821 |
-0.484774389059626 |
-0.823344559103261 |
-0.336530473682415 |
-0.245669283072414 |
0 |
| IHY |
1.94581455783541 |
0.561142901489547 |
-0.0794238912213083 |
0.269996553620458 |
0 |
0 |
| ITM |
-0.921298482244112 |
-0.664364187411491 |
-0.696110012112745 |
-0.0738753822652477 |
0.259309870707764 |
0 |
| JNK |
1.39779385955123 |
0.201012217096502 |
0.0745277072861229 |
0.323469876601881 |
0.618575502376711 |
0 |
| MBB |
-0.312957358780657 |
-0.608174963669899 |
-0.709712535608439 |
-0.282567706780573 |
0.000983044197909752 |
0 |
| TIP |
-0.127471014753215 |
-0.671391159410487 |
-0.432367223051375 |
0.0442678261244549 |
0.297218921036813 |
0.383223945831124 |
| AGG |
-0.229365497798988 |
-0.580541030887236 |
-0.792606891500798 |
-0.151284640731273 |
0.166880610727937 |
0.382323470478769 |
| BND |
-0.231563674503533 |
-0.585914455784748 |
-0.809930645290052 |
-0.145446851603916 |
0.175654693602656 |
0.403995251612415 |
| EMB |
0.994368005465785 |
0.167179991323272 |
-0.334645264447903 |
0.132934662623865 |
0.340750912283404 |
0 |
| PCY |
0.0368190438424007 |
0.33321236878521 |
-0.288948198943092 |
0.0660774606717869 |
0.271613650121058 |
0 |
| BIL |
5.37614414898974 |
-0.647654495234666 |
-0.724655441284885 |
-0.568195147352438 |
-0.514835985345011 |
0 |
| TLT |
-0.812367117371257 |
-0.799205439586472 |
-1.03970140652295 |
-0.232646074445877 |
0.125034340321501 |
0.217416226527439 |
| SHY |
-0.0775402639066712 |
-0.824205767670622 |
-0.973710553867718 |
-0.506877566634211 |
-0.276482675728298 |
0.098238322785477 |
| ACWI |
1.94345087799754 |
0.955010217928019 |
0.94635139839652 |
0.831664382824354 |
0.946594630632888 |
0 |
| EFA |
1.13319481673141 |
0.758094553543724 |
0.71702458304258 |
0.442397537495163 |
0.579544069954687 |
0.415888006658525 |
| EFG |
0.228393889645753 |
0.368034666008659 |
0.304318818224607 |
0.410649933739329 |
0.57278367322982 |
0.423725049000122 |
| EFV |
2.39736577236986 |
1.19879422308344 |
1.11397054259529 |
0.401114429484262 |
0.511685720226153 |
0.362606708992513 |
| SCZ |
1.46581497074782 |
0.487543654181639 |
0.508898782021921 |
0.431550612575485 |
0.644993169398573 |
0 |
| IWB |
1.60449483156878 |
1.07687670288098 |
1.1288523940337 |
1.0830004958971 |
1.38324743817168 |
0.893116254558486 |
| IWV |
1.44804871876797 |
1.01774951438726 |
1.09149353932027 |
1.03208243742919 |
1.33076629986633 |
0.858611617197173 |
| SPY |
1.65699663892356 |
1.09660393714541 |
1.17145055379946 |
1.12937691547514 |
1.4227485151622 |
0.912136050973537 |
| IWF |
1.89375766611796 |
1.39110708245057 |
1.10802967658456 |
1.32241171086901 |
1.58247292617432 |
1.07256483222528 |
| QQQ |
1.82076961763968 |
1.3488369111602 |
1.06161792487396 |
1.40573058384612 |
1.7216181477879 |
1.18638124304863 |
| IWD |
0.550467943691356 |
0.518131477621961 |
0.977849814495429 |
0.689476286655049 |
1.01737564535646 |
0.629332655500388 |
| IWC |
0.0578132603378581 |
0.179155826530535 |
0.538585570972034 |
0.419859315122383 |
0.683383575522259 |
0.420235239593901 |
| IWR |
0.838843316472109 |
0.571769169853927 |
0.804935686510579 |
0.706914114647524 |
1.03340163197505 |
0.711439262932547 |
| IWP |
1.92311402632386 |
1.03304000153927 |
0.685595638269125 |
0.872939310775438 |
1.169795289698 |
0.79956903733653 |
| IWS |
0.344055563387605 |
0.361385494667443 |
0.870248822593613 |
0.575563341843841 |
0.89520674616257 |
0.615701829303713 |
| IWM |
-0.262297415685352 |
0.23956431507175 |
0.574001844629338 |
0.481274556992422 |
0.756340208110205 |
0.534197180645503 |
| IWO |
0.0541539747622099 |
0.374698692972196 |
0.376564997047673 |
0.468687846948429 |
0.800546880150657 |
0.580708007991609 |
| IWN |
-0.590064069303018 |
0.0920203438450023 |
0.758074627856558 |
0.456842723754623 |
0.664001772563745 |
0.456399120491947 |
| IYR |
-0.0548248308694042 |
-0.176700042581855 |
0.269317278002535 |
0.362205314105521 |
0.617050754340129 |
0.379944200624803 |
| VNQ |
-0.102413089450142 |
-0.190616696208525 |
0.281774163157714 |
0.34822758194858 |
0.642553560051254 |
0.427605491657094 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
49.6 |
11.7 |
7.0 |
6.2 |
3.3 |
4.9 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
15.2 |
13.7 |
11.6 |
12.3 |
13.9 |
11.4 |
| Global Equities (ACWI) |
19.3 |
15.6 |
13.5 |
10.5 |
10.0 |
|
| U.S. Equities (SPY) |
15.8 |
16.6 |
15.4 |
13.2 |
14.1 |
10.2 |
| U.S. Bonds (BND) |
15.2 |
13.7 |
11.6 |
12.3 |
13.9 |
11.4 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
66.2752575218052 |
75.7202074979874 |
64.444951123747 |
14.7706910784708 |
1.6113461852324 |
0 |
| DBB |
17.7012931811935 |
7.39948036148316 |
13.7224931542361 |
9.24037506375186 |
0.540271464011604 |
0 |
| DBO |
-9.14808400234885 |
-12.1281365321268 |
33.9714237752851 |
3.3990090237873 |
-3.80227641105035 |
0 |
| DBC |
46.3423774462073 |
-7.02045875239551 |
49.4176268117478 |
10.8981435178767 |
0.794959740935157 |
1.3720715696162 |
| GLD |
-56.6363409613208 |
248.63248221902 |
130.375381868112 |
152.989293009177 |
59.1585821448652 |
119.423047366016 |
| FXA |
-3.1620539778853 |
-5.37802633271234 |
-4.99143053767999 |
-2.63969039840466 |
-3.03991201528732 |
0 |
| FXC |
17.9135807781825 |
-5.91433227749823 |
-1.33055252567013 |
-2.09554292334792 |
-6.47255495309314 |
0 |
| FXF |
-108.634885589212 |
26.371723802833 |
7.97793588352121 |
4.00547280604179 |
3.2567815358166 |
0 |
| FXE |
-37.1617490971699 |
27.8183428497018 |
-3.46866381214787 |
-1.52423228866204 |
-6.88263869934093 |
0 |
| FXB |
-68.4292165821795 |
15.7300257128473 |
3.7960693175269 |
-5.2922960386445 |
-4.28230141467799 |
0 |
| FXY |
-13.7098395893407 |
-24.028195997196 |
-44.0104706398575 |
-65.9367197591688 |
2617.65815227349 |
0 |
| UUP |
9.29055600148495 |
-15.0823014805741 |
-19.7875711878407 |
-13.6780598755674 |
-7.99658952431597 |
0 |
| EEM |
49.5789224073837 |
11.740409692462 |
7.0253333980017 |
6.16667386503566 |
3.34554127927054 |
4.87289053641555 |
| AMLP |
14.8696743888807 |
26.4426369061708 |
35.091333232409 |
3.08143944068962 |
0 |
0 |
| IGIB |
33.6204279389223 |
10.1066594822198 |
0.652723100403289 |
10.0060238184633 |
13.1399123868515 |
0 |
| EMHY |
33.7641283755014 |
22.5491541820959 |
7.80495047381668 |
8.50736943261067 |
0 |
0 |
| HYD |
-14.2061444582518 |
-1.12129129464148 |
-2.663892063648 |
4.40062086276957 |
10.3087932062373 |
0 |
| IEF |
27.4892114562642 |
-1.74900497432271 |
-13.2115820404547 |
10.7759760771871 |
-200.213032115539 |
-90.8610655491532 |
| IGOV |
65.3249569345325 |
-1.01642476440746 |
-11.9456174381234 |
-3.4698932160359 |
-3.19168002329474 |
0 |
| IHY |
83.6532047142263 |
22.9166749231816 |
5.51901179760333 |
8.36543152204037 |
0 |
0 |
| ITM |
2.50101529084041 |
2.75821399245693 |
-3.36411273639758 |
10.1123482250329 |
25.0242964994587 |
0 |
| JNK |
26.3353089909014 |
15.1846026703843 |
8.53219566400992 |
8.79378213690779 |
10.262160197711 |
0 |
| MBB |
23.010343103498 |
1.5031927212079 |
-4.92466812852617 |
5.62537395386948 |
13.2777562876637 |
0 |
| TIP |
76.6820865331431 |
1.25497064396453 |
2.19184192475678 |
12.4520778181176 |
18.4580319673603 |
24.5207045718026 |
| AGG |
27.0883951217444 |
3.98694223712792 |
-5.98276393243853 |
10.2109412692178 |
20.7303678110921 |
36.7016832734156 |
| BND |
27.7597678596544 |
4.16767892430245 |
-6.33030052258264 |
9.42606111122442 |
19.3050440485886 |
36.3116971492339 |
| EMB |
24.3868467213366 |
11.4396946484775 |
0.0183546032904388 |
5.77145718740961 |
8.06468790073584 |
0 |
| PCY |
7.57775776501925 |
10.3648235368275 |
-1.34383730667337 |
3.24150252835087 |
6.02735771177647 |
0 |
| BIL |
2609.20688033693 |
868.952674072522 |
792.078923312687 |
1894.37329315835 |
5183.20636709909 |
0 |
| TLT |
-17.3689126305292 |
-9.72941610491462 |
-22.1333863002481 |
-9.45790651869158 |
-23.0156276536078 |
-30.7852343511048 |
| SHY |
-282.270924487673 |
46.301684217341 |
19.3666527526861 |
158.513641259075 |
246.767783513414 |
-147.780200086811 |
| ACWI |
19.2664168454761 |
15.5999242034607 |
13.4698728137729 |
10.5355220330658 |
10.0342290475804 |
0 |
| EFA |
37.5273057211132 |
15.4522556143013 |
11.9804778480615 |
6.86649227170333 |
6.97713758257691 |
5.25588445992028 |
| EFG |
9.63654035045382 |
8.6685499261165 |
5.95241188517192 |
6.20754306498376 |
6.75592974150325 |
5.38619609543298 |
| EFV |
142.878738409504 |
24.7951997751564 |
18.9637261684242 |
6.77435264077564 |
6.55385712511092 |
4.58330687613672 |
| SCZ |
33.1617609333023 |
11.8662775197381 |
9.2690840983418 |
6.55384392162538 |
7.68206827976608 |
0 |
| IWB |
15.379737559696 |
16.3049671222165 |
14.8243610601498 |
12.6735525649451 |
13.7041932034468 |
9.98771513664781 |
| IWV |
14.1477081529328 |
15.5273868340847 |
14.371505711711 |
12.1381869341618 |
13.2282377687849 |
9.62782545824709 |
| SPY |
15.834242470494 |
16.6327388223634 |
15.420161095643 |
13.2066977365347 |
14.0641069965314 |
10.2014741151468 |
| IWF |
19.4087736448371 |
20.0387632972193 |
14.6635850056816 |
15.1851514712791 |
15.6317982307083 |
11.8368325000137 |
| QQQ |
18.1437587452472 |
19.6291343403924 |
14.2112957209937 |
16.238296695988 |
17.1595681640245 |
13.3483090573375 |
| IWD |
9.57009019119099 |
11.0158470451531 |
14.2957494711412 |
9.1470170350315 |
10.9910181170661 |
7.54491129293138 |
| IWC |
1.74733917730526 |
4.70157061901257 |
8.17694444949421 |
5.26226728431868 |
7.54645653243166 |
4.68373481470333 |
| IWR |
10.0465543194123 |
10.1011346619565 |
11.3086035908243 |
8.75197680526635 |
10.7438227109963 |
8.07367807565665 |
| IWP |
17.9263356784312 |
14.6108033477757 |
9.66566090703346 |
10.3083184002571 |
11.8066145656978 |
8.94759396809234 |
| IWS |
6.40831393724746 |
7.89667300730731 |
12.4626675052787 |
7.50617410043988 |
9.76234902930947 |
7.17091768501169 |
| IWM |
-0.858270043083173 |
5.42661768838664 |
8.33244576140191 |
5.95974325117975 |
8.0096397663051 |
5.99629452190435 |
| IWO |
1.69604615862014 |
7.03684488438348 |
5.74984619524314 |
5.73095512442891 |
8.43871318001303 |
6.50638637470517 |
| IWN |
-3.89606370505793 |
3.58629955088353 |
10.8921697348041 |
5.82503518016128 |
7.25861460328946 |
5.20306771309547 |
| IYR |
4.28233785078556 |
0.628917295360836 |
5.35198021901993 |
5.74319110925592 |
8.29416133872371 |
4.73520858197914 |
| VNQ |
3.26166953489814 |
0.370045722409953 |
5.4412927794423 |
5.54245508525988 |
8.70313591254979 |
5.41150066582324 |
Compare: Risk & Volatility
for period ending July 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
7.3% |
13.3% |
36.5% |
36.5% |
36.5% |
60.4% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.5% |
7.3% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
4.0% |
9.4% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
7.6% |
9.2% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
3.1% |
6.0% |
17.1% |
17.3% |
17.3% |
17.3% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
6.2% |
6.2% |
10.1% |
37.2% |
60.4% |
0% |
| DBB |
10.4% |
19.6% |
32% |
35.7% |
54.6% |
0% |
| DBO |
18.4% |
25.5% |
31.9% |
58.2% |
83.5% |
0% |
| DBC |
8.6% |
13.8% |
23% |
37.8% |
64.8% |
74.5% |
| GLD |
4.5% |
7.2% |
17.8% |
18.1% |
42.9% |
42.9% |
| FXA |
10.1% |
10.3% |
18.3% |
22.7% |
36.6% |
0% |
| FXC |
6.7% |
6.8% |
13.9% |
13.9% |
32.2% |
0% |
| FXF |
7.2% |
8.5% |
13.4% |
13.4% |
29% |
0% |
| FXE |
6.6% |
6.6% |
21.2% |
24.4% |
38.6% |
0% |
| FXB |
6.4% |
6.4% |
21.6% |
29% |
36.3% |
0% |
| FXY |
8.8% |
19.7% |
37.1% |
39.6% |
55.5% |
0% |
| UUP |
8.9% |
8.9% |
8.9% |
12% |
13.1% |
0% |
| EEM |
7.3% |
13.3% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
7.1% |
7.5% |
14.5% |
66% |
0% |
0% |
| IGIB |
2.7% |
5.6% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
1.5% |
5.8% |
24.7% |
24.7% |
0% |
0% |
| HYD |
4.8% |
7.6% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
4.6% |
8.8% |
22.8% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.6% |
9.5% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
3.5% |
5.4% |
26.7% |
26.7% |
0% |
0% |
| ITM |
2.5% |
6% |
15% |
15% |
15% |
0% |
| JNK |
1.4% |
3.9% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
3% |
7.3% |
17% |
17% |
17% |
0% |
| TIP |
3% |
6.7% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
3.1% |
6.2% |
17% |
17.1% |
17.1% |
17.1% |
| BND |
3.1% |
6% |
17.1% |
17.3% |
17.3% |
17.3% |
| EMB |
2.9% |
7% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
6.3% |
9% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0.1% |
0.2% |
0.4% |
0% |
| TLT |
9.7% |
22.5% |
45.3% |
47.6% |
47.6% |
47.6% |
| SHY |
0.6% |
1.3% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
4% |
9.4% |
25.7% |
25.7% |
25.7% |
0% |
| EFA |
8.4% |
10.1% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
9.4% |
13% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
7.2% |
8.9% |
23.5% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
12.2% |
34.6% |
34.6% |
34.6% |
0% |
| IWB |
8% |
9.2% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
8.6% |
9.2% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
7.6% |
9.2% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
11.7% |
11.7% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
10.1% |
10.7% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
7.9% |
9.8% |
17.8% |
26.7% |
26.7% |
55.4% |
| IWC |
19.7% |
20.5% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
11.3% |
12.9% |
24.3% |
27.1% |
27.1% |
54.1% |
| IWP |
13% |
13% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
11.7% |
13.1% |
20.5% |
31.7% |
31.7% |
57.3% |
| IWM |
19% |
19% |
27% |
32.3% |
32.3% |
52.5% |
| IWO |
19.2% |
19.2% |
33.6% |
33.6% |
33.6% |
52.2% |
| IWN |
19% |
19% |
21.3% |
37.9% |
37.9% |
55.1% |
| IYR |
8.3% |
16.9% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
8.4% |
17.4% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
11.9% |
19.1% |
16.7% |
18.0% |
18.6% |
22.6% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
9.2% |
12.4% |
12.5% |
11.5% |
10.4% |
10.7% |
| Global Equities (ACWI) |
11.5% |
16.8% |
17.2% |
16.4% |
15.9% |
|
| U.S. Equities (SPY) |
13.9% |
17.5% |
18.7% |
17.6% |
16.4% |
16.8% |
| U.S. Bonds (BND) |
4.7% |
7.1% |
6.2% |
5.2% |
4.6% |
4.6% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
12% |
12.2% |
12.6% |
11.4% |
12.8% |
0% |
| DBB |
13.4% |
20.8% |
22.2% |
19.3% |
19.3% |
0% |
| DBO |
22.7% |
21.1% |
32% |
30.6% |
28.3% |
0% |
| DBC |
11.9% |
11.8% |
17.8% |
17.1% |
17.1% |
19% |
| GLD |
16.3% |
16.6% |
15.6% |
15.5% |
16.9% |
18.7% |
| FXA |
9.2% |
9.6% |
9.8% |
9.8% |
10.8% |
0% |
| FXC |
6.8% |
6.4% |
6.3% |
6.9% |
7.5% |
0% |
| FXF |
10.7% |
9.7% |
8.7% |
7.7% |
9% |
0% |
| FXE |
9.8% |
8.4% |
7.6% |
7.2% |
8.2% |
0% |
| FXB |
8.5% |
8.6% |
8% |
8.3% |
8.1% |
0% |
| FXY |
11.1% |
11.7% |
9.9% |
9.6% |
9% |
0% |
| UUP |
8.7% |
8.2% |
7.5% |
6.8% |
7.3% |
0% |
| EEM |
11.9% |
19.1% |
16.7% |
18% |
18.6% |
22.6% |
| AMLP |
19.8% |
19.6% |
28.1% |
34.3% |
0% |
0% |
| IGIB |
4.8% |
8.5% |
7.6% |
6.9% |
5.9% |
0% |
| EMHY |
5.2% |
10.8% |
10.5% |
11.1% |
0% |
0% |
| HYD |
4.5% |
8.4% |
7.7% |
9.8% |
9.1% |
0% |
| IEF |
6% |
8.4% |
7.4% |
6.7% |
6.5% |
6.8% |
| IGOV |
10.9% |
12.7% |
10.8% |
9.3% |
8.8% |
0% |
| IHY |
5.6% |
9.2% |
9.4% |
9.5% |
0% |
0% |
| ITM |
4.1% |
7.1% |
6.5% |
6.2% |
6.1% |
0% |
| JNK |
4.3% |
7.5% |
8.3% |
8.4% |
8.3% |
0% |
| MBB |
5.4% |
8.2% |
6.8% |
5.1% |
4.4% |
0% |
| TIP |
4.2% |
6.5% |
6.2% |
5.2% |
5.2% |
6% |
| AGG |
4.8% |
7.3% |
6.3% |
5.2% |
4.6% |
4.6% |
| BND |
4.7% |
7.1% |
6.2% |
5.2% |
4.6% |
4.6% |
| EMB |
6.4% |
11.1% |
10.5% |
10.4% |
9.7% |
0% |
| PCY |
10.2% |
15.9% |
14.6% |
13.3% |
12.2% |
0% |
| BIL |
0.1% |
0.3% |
0.7% |
0.6% |
0.5% |
0% |
| TLT |
11.3% |
15.6% |
13.6% |
13.6% |
14.2% |
14.4% |
| SHY |
1.6% |
2.2% |
2% |
1.6% |
1.4% |
1.5% |
| ACWI |
11.5% |
16.8% |
17.2% |
16.4% |
15.9% |
0% |
| EFA |
12% |
18.2% |
18% |
16.3% |
16.4% |
18.3% |
| EFG |
13.9% |
19.9% |
19.1% |
16.9% |
16.8% |
18.2% |
| EFV |
11.5% |
17.9% |
19% |
17.5% |
17.5% |
19.4% |
| SCZ |
13.2% |
18.7% |
18.9% |
17.9% |
17.9% |
0% |
| IWB |
14.5% |
17.7% |
18.9% |
17.9% |
16.6% |
17% |
| IWV |
14.8% |
17.9% |
19% |
18.1% |
16.8% |
17.3% |
| SPY |
13.9% |
17.5% |
18.7% |
17.6% |
16.4% |
16.8% |
| IWF |
19% |
21.4% |
22.9% |
20.6% |
18.7% |
18.5% |
| QQQ |
17.3% |
22.7% |
24.1% |
22.4% |
20.6% |
21.2% |
| IWD |
13.6% |
17% |
17.9% |
17.3% |
16.3% |
17% |
| IWC |
21.6% |
25.3% |
26.8% |
24.9% |
23.7% |
23.5% |
| IWR |
16.8% |
19.9% |
20.4% |
19.7% |
18.5% |
19.4% |
| IWP |
26.7% |
23.1% |
23% |
21.5% |
20.1% |
20.6% |
| IWS |
14.5% |
19.7% |
20.6% |
19.8% |
18.5% |
19.6% |
| IWM |
18.9% |
23.7% |
24.2% |
23% |
21.9% |
22.1% |
| IWO |
21.7% |
24.1% |
24.5% |
23.5% |
22.8% |
22.8% |
| IWN |
16.6% |
23.9% |
25.2% |
23.4% |
21.9% |
22.2% |
| IYR |
13.3% |
20% |
20.5% |
18.9% |
18.1% |
23% |
| VNQ |
13.4% |
20.1% |
20.7% |
19.1% |
18.7% |
23.9% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
5.1% |
11.3% |
10.4% |
11.7% |
12.4% |
14.9% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
5.0% |
7.5% |
7.9% |
7.3% |
6.4% |
7.1% |
| Global Equities (ACWI) |
5.7% |
9.7% |
10.2% |
10.6% |
10.2% |
|
| U.S. Equities (SPY) |
7.3% |
10.2% |
11.0% |
11.0% |
9.9% |
11.1% |
| U.S. Bonds (BND) |
3.2% |
4.6% |
4.4% |
3.4% |
3.0% |
2.8% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
5.9% |
5.8% |
6.1% |
7.4% |
8.5% |
0% |
| DBB |
8.6% |
12.1% |
13.5% |
12.1% |
13% |
0% |
| DBO |
18.2% |
15.4% |
19.2% |
21.7% |
21.1% |
0% |
| DBC |
9.5% |
8.8% |
10.2% |
11.7% |
12.4% |
13.8% |
| GLD |
4.6% |
6.8% |
8.3% |
8.1% |
10.2% |
11% |
| FXA |
7.2% |
7.1% |
7.2% |
6.8% |
7.5% |
0% |
| FXC |
4.2% |
4.7% |
4.5% |
4.8% |
5.7% |
0% |
| FXF |
5.2% |
5.4% |
5.5% |
5.1% |
6.1% |
0% |
| FXE |
5.4% |
4.8% |
5.1% |
4.8% |
5.9% |
0% |
| FXB |
5.6% |
5.5% |
5.6% |
6.1% |
5.9% |
0% |
| FXY |
8.7% |
8.2% |
7.8% |
6.9% |
6.9% |
0% |
| UUP |
5.7% |
5.2% |
4.6% |
4.4% |
4.7% |
0% |
| EEM |
5.1% |
11.3% |
10.4% |
11.7% |
12.4% |
14.9% |
| AMLP |
10.8% |
9.7% |
15.1% |
22.8% |
0% |
0% |
| IGIB |
3% |
5.2% |
5.1% |
4.6% |
3.9% |
0% |
| EMHY |
2.3% |
4.8% |
6.4% |
7.8% |
0% |
0% |
| HYD |
3.5% |
5.5% |
5.4% |
8.1% |
7.3% |
0% |
| IEF |
4.4% |
5.9% |
5.6% |
4.5% |
4.2% |
4.1% |
| IGOV |
7% |
8.7% |
8.1% |
6.7% |
6.4% |
0% |
| IHY |
2.6% |
4.8% |
6.3% |
6.7% |
0% |
0% |
| ITM |
3% |
4.3% |
4.5% |
4.2% |
4% |
0% |
| JNK |
2% |
4.5% |
5.6% |
5.9% |
5.6% |
0% |
| MBB |
3.6% |
5.5% |
4.7% |
3.5% |
3% |
0% |
| TIP |
2.7% |
5% |
4.5% |
3.5% |
3.5% |
4% |
| AGG |
3.2% |
4.7% |
4.5% |
3.4% |
3% |
2.8% |
| BND |
3.2% |
4.6% |
4.4% |
3.4% |
3% |
2.8% |
| EMB |
3.8% |
6.2% |
7.2% |
7.6% |
6.9% |
0% |
| PCY |
7.2% |
8.8% |
10.1% |
9.7% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
8.9% |
11.2% |
10.7% |
9.2% |
8.9% |
9% |
| SHY |
0.7% |
1.2% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
5.7% |
9.7% |
10.2% |
10.6% |
10.2% |
0% |
| EFA |
7.2% |
10.2% |
10.4% |
10.7% |
10.7% |
12.6% |
| EFG |
9.3% |
11.9% |
12.2% |
11.2% |
11% |
12.6% |
| EFV |
6.2% |
9.5% |
10.3% |
11.8% |
11.6% |
13.3% |
| SCZ |
8.1% |
11.4% |
11.8% |
12.2% |
11.8% |
0% |
| IWB |
7.8% |
10.3% |
11.1% |
11.2% |
10.1% |
11.3% |
| IWV |
8% |
10.4% |
11.2% |
11.4% |
10.3% |
11.5% |
| SPY |
7.3% |
10.2% |
11% |
11% |
9.9% |
11.1% |
| IWF |
11.2% |
12.5% |
13.9% |
12.4% |
11% |
11.8% |
| QQQ |
9.7% |
13% |
14.7% |
13.2% |
11.7% |
13.2% |
| IWD |
8.8% |
10.1% |
10.1% |
11.4% |
10.3% |
11.7% |
| IWC |
13.5% |
15.2% |
15.5% |
16.3% |
15.2% |
16% |
| IWR |
10.1% |
11.5% |
12% |
12.9% |
11.7% |
13.1% |
| IWP |
14.4% |
12.6% |
13.9% |
13.3% |
12.1% |
13.5% |
| IWS |
9.5% |
11.8% |
11.9% |
13.4% |
12.1% |
13.6% |
| IWM |
12.6% |
14% |
14.2% |
15.1% |
14% |
14.9% |
| IWO |
14% |
14.4% |
15.1% |
15.6% |
14.5% |
15.2% |
| IWN |
11.7% |
14.1% |
14.1% |
15.5% |
14.2% |
15.2% |
| IYR |
9.9% |
13.8% |
13.2% |
12.9% |
12.1% |
16.2% |
| VNQ |
10% |
13.8% |
13.4% |
13% |
12.3% |
16.7% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
0.32 |
0.77 |
0.62 |
0.76 |
0.87 |
1.03 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.68 |
0.74 |
0.71 |
0.67 |
0.66 |
0.65 |
| Global Equities (ACWI) |
0.80 |
0.95 |
0.92 |
0.93 |
0.97 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.68 |
0.74 |
0.71 |
0.67 |
0.66 |
0.65 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.199666559214562 |
0.15334747827627 |
0.225023568514711 |
0.185552145674363 |
0.253730653876387 |
0 |
| DBB |
0.373592852653836 |
0.441875506009916 |
0.582520246643159 |
0.520944916403895 |
0.625975215703752 |
0 |
| DBO |
0.331784841998398 |
0.359001619919013 |
0.479586399683622 |
0.752136635318672 |
0.85411949531819 |
0 |
| DBC |
0.0945141872497761 |
0.263450086880091 |
0.276938507124948 |
0.429173035056946 |
0.532110061422966 |
0.570033155200623 |
| GLD |
-0.589380540162771 |
0.0898052732986692 |
0.0764665022587191 |
0.070843584715422 |
0.106380835171873 |
0.0831515382218523 |
| FXA |
0.209660941251047 |
0.386339018858801 |
0.400286912291133 |
0.393968662644481 |
0.453273109359599 |
0 |
| FXC |
0.0186981359334976 |
0.258454978782706 |
0.245262517342889 |
0.252848429326809 |
0.311886060484304 |
0 |
| FXF |
-0.0677460630603165 |
0.180925229620365 |
0.17327535314754 |
0.120503086667861 |
0.172910008540596 |
0 |
| FXE |
-0.176941281966162 |
0.1698346592654 |
0.178917667125933 |
0.121469782872061 |
0.212299948258257 |
0 |
| FXB |
-0.0762264442240292 |
0.306977047080315 |
0.288358847323607 |
0.287086491066909 |
0.294170182779653 |
0 |
| FXY |
0.0962855435480283 |
0.202534534743561 |
0.174714125808977 |
0.0425079129987981 |
-0.00170213622433694 |
0 |
| UUP |
0.110294537845714 |
-0.203403825831331 |
-0.202636832547201 |
-0.143290797376044 |
-0.206532425939035 |
0 |
| EEM |
0.317522118929592 |
0.773389543453011 |
0.615637785975509 |
0.761412707418339 |
0.867818275627945 |
1.02662684957028 |
| AMLP |
0.830726816455911 |
0.663254532278194 |
0.742502032094732 |
1.28068797207536 |
0 |
0 |
| IGIB |
0.171034753862299 |
0.387663945455101 |
0.317989706257176 |
0.261014366948152 |
0.213102195907192 |
0 |
| EMHY |
0.320955532919606 |
0.472055912333443 |
0.479948373308621 |
0.475864369050153 |
0 |
0 |
| HYD |
0.201082992130461 |
0.414497719296678 |
0.332935013602281 |
0.329971996298448 |
0.25415581432774 |
0 |
| IEF |
0.0798063348859805 |
0.340239970717976 |
0.239787963038578 |
0.0565766411523547 |
-0.00846960066641278 |
-0.0315974524662285 |
| IGOV |
0.0622930937516744 |
0.516925474227023 |
0.423495746022993 |
0.25848254948937 |
0.262907000251857 |
0 |
| IHY |
0.120545228018769 |
0.377747585103056 |
0.424938064671114 |
0.423569170238307 |
0 |
0 |
| ITM |
0.210434071716759 |
0.342083664173559 |
0.264086346085726 |
0.148742113518354 |
0.0902337353790694 |
0 |
| JNK |
0.291094748425665 |
0.413963534141898 |
0.411322046436208 |
0.42759518935422 |
0.443499606982416 |
0 |
| MBB |
0.109919055186545 |
0.352344749051102 |
0.249290537848919 |
0.11890348736323 |
0.0885998781613577 |
0 |
| TIP |
0.0459050292593356 |
0.300006499584461 |
0.258026527535898 |
0.170556277653942 |
0.128887977647824 |
0.12275392014968 |
| AGG |
0.111961994253997 |
0.312855220864773 |
0.238998447606668 |
0.124682673755667 |
0.0854575800689021 |
0.0723717197537936 |
| BND |
0.109386603378998 |
0.307135765439725 |
0.238663162081827 |
0.13748999309811 |
0.0935609486285377 |
0.0754240504059814 |
| EMB |
0.336094380995796 |
0.533388251848356 |
0.509004536295335 |
0.449915623645858 |
0.407989497617859 |
0 |
| PCY |
0.504638539492271 |
0.742399738636169 |
0.707862955230584 |
0.573667168100929 |
0.501796879614524 |
0 |
| BIL |
0.00160671085328402 |
0.00479119606382676 |
0.00295915352468588 |
0.00079102777591773 |
0.000165751431088708 |
0 |
| TLT |
0.273425968580855 |
0.672150817066989 |
0.475123604399466 |
0.126196019422317 |
-0.0642209159352411 |
-0.0818448938186927 |
| SHY |
-0.0138767888913906 |
0.0596512255942973 |
0.0430526725414984 |
0.0069722730550529 |
0.00340990431889861 |
-0.0107867234181334 |
| ACWI |
0.800112396836225 |
0.94532288239882 |
0.923552135764422 |
0.934002917465416 |
0.972695251431275 |
0 |
| EFA |
0.318731493272556 |
0.82566091998652 |
0.833158014390403 |
0.836998431068177 |
0.90440854549552 |
0.980338030284338 |
| EFG |
0.558859812940995 |
0.981107119882999 |
0.949590190490139 |
0.884333325194341 |
0.941658475329725 |
0.978927155084769 |
| EFV |
0.132267906264013 |
0.68763776084913 |
0.736266082575982 |
0.80765896300007 |
0.886323345674808 |
0.989721419054174 |
| SCZ |
0.4631963310057 |
0.850345196028467 |
0.882331354994933 |
0.912933620440033 |
0.967504607125588 |
0 |
| IWB |
1.04449015630058 |
1.00950328191619 |
1.01140158493264 |
1.01682212045537 |
1.0142654599101 |
1.01488789424901 |
| IWV |
1.0686705160265 |
1.02227995420523 |
1.01921666848158 |
1.02772110938928 |
1.02687596617521 |
1.02953204343929 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.1936555420551 |
1.09891544547964 |
1.14003037558971 |
1.08587900058463 |
1.06959814141798 |
1.0444972615898 |
| QQQ |
1.11713310689244 |
1.11520883680454 |
1.17162156502855 |
1.11668848732705 |
1.10388470188299 |
1.1052710197975 |
| IWD |
0.866176804702685 |
0.913184886817374 |
0.883796377096997 |
0.947768912131938 |
0.962856038349917 |
0.989127334549577 |
| IWC |
1.54315320895855 |
1.16111934283089 |
1.09169971741134 |
1.16338884210222 |
1.19002918138867 |
1.19607570931836 |
| IWR |
1.14584649539593 |
1.08625498141751 |
1.03638259894245 |
1.08479838277472 |
1.08836314249371 |
1.10779838742402 |
| IWP |
1.5400839702346 |
1.17329263531609 |
1.12281727834092 |
1.12641881128537 |
1.13168677086237 |
1.13296860416454 |
| IWS |
1.0174299116012 |
1.06310261654994 |
1.00340507475258 |
1.0715972607632 |
1.06999537897457 |
1.10755454552384 |
| IWM |
1.41607308686922 |
1.20497651302902 |
1.11593992350204 |
1.17649155474425 |
1.19846789003745 |
1.18833476391962 |
| IWO |
1.56509687474334 |
1.22734093089062 |
1.14745124732508 |
1.20397019571943 |
1.22970135018201 |
1.20598528169215 |
| IWN |
1.27513636508705 |
1.17657393243851 |
1.08229084028059 |
1.14725358279606 |
1.16590038070558 |
1.16821505443393 |
| IYR |
0.60512071381166 |
1.0517505731592 |
0.983814820709252 |
0.906379006264395 |
0.875429010049829 |
1.07700308625426 |
| VNQ |
0.632163355563467 |
1.06525539716232 |
0.99936728954189 |
0.90443873720677 |
0.874717342071416 |
1.08108226036253 |
Compare: Correlation
for period ending July 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.53 |
0.80 |
0.76 |
0.81 |
0.83 |
|
| to S&P500 (SPY) |
0.37 |
0.67 |
0.63 |
0.69 |
0.70 |
0.74 |
| to U.S. Bonds (BND) |
0.50 |
0.73 |
0.65 |
0.46 |
0.30 |
0.27 |
| to Commodities (DBC) |
0.34 |
0.40 |
0.29 |
0.43 |
0.53 |
0.58 |
| to Gold (GLD) |
0.16 |
0.50 |
0.34 |
0.31 |
0.33 |
0.32 |
