iShares MSCI EAFE Value ETF

for period ending April 30, 2025



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  Overview

EFV 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 EAFE Value 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, Int'l Equity: Lg Cap Val

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. The investment seeks to track the investment results of an index composed of developed market equities, excluding the U.S. and Canada, that exhibit value characteristics. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the MSCI EAFE Value Index (the "underlying index"), which is a subset of the MSCI EAFE Index. Constituents of the underlying index include securities from Europe, Australasia and the Far East. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost




  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "EFV" 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 April 30, 2025

5-year graph

EFV Global equities (ACWI) U.S. equities (SPY) U.S. bonds (BND) 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
EFV 16.2% 3.4% 19.3% 13.5% 14.7% 5.0% 5.5% 4.8%
Peer Group* average
60% Equity / 40% Bonds -2.1% -0.3% 10.0% 7.7% 8.7% 7.7% 8.6% 7.6%
Global Equities (ACWI) -0.4% 0.5% 12.0% 10.4% 13.2% 8.8% 9.0%  
U.S. Equities (SPY) -5.1% -0.9% 11.9% 12.0% 15.5% 12.2% 12.9% 10.2%
U.S. Bonds (BND) 3.2% 0.4% 7.9% 1.9% -0.7% 1.5% 2.3% 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 0.827378713802163% 1.78435839028093% 13.276514864446% 9.94325169356309% 16.4611079677369% 3.05282702687213% 1.27462916267882% 0%
DBB -5.67639257294429% -7.34757686294946% -8.30827379218089% -5.27869675823182% 10.1112078355082% 2.29660297040781% -0.276445177583162% 0%
DBO -16.0726764500349% -16.1898115840893% -19.1835085276811% -9.36777285867562% 19.0427141278945% -1.19473039980634% -5.10267446021957% 0%
DBC -3.78858746492047% -8.57777777777777% -7.16730127092895% -6.00620023123062% 15.967280145957% 2.55193549132482% -0.252183441682385% 1.2991603245454%
GLD 25.4573989179366% 5.42444644964253% 43.3756548827111% 19.7468705772549% 13.8515283959042% 10.3484896135594% 6.66762999331112% 10.2244131685888%
FXA 3.99717805770099% 2.62089928697311% 0.379575383402098% -2.33347292016662% 0.0429138369437698% -1.5067953147327% -1.1565525569078% 0%
FXC 4.56700861114305% 4.3778971378118% 1.30709189373435% -1.01467819941617% 0.840866253360906% -0.962000406491181% -1.73579381128067% 0%
FXF 9.89469474542219% 7.1328949990038% 11.1211506379145% 5.28124404318191% 2.49756128459491% 0.304817192138218% 1.02960945408694% 0%
FXE 9.89774046695728% 4.84072986703272% 8.0844337110074% 3.56851543697811% 0.957452119528912% -0.162222294360459% -1.31666600128619% 0%
FXB 7.45568094402729% 3.40799226554946% 9.8887232700235% 4.13777830334401% 2.27598352845342% -0.977543211309018% -0.728353131728721% 0%
FXY 10.0989423404981% 4.94308943089432% 9.94889267461669% -3.65612992399315% -6.078765609327% -2.29177568349308% -3.22614439278409% 0%
UUP -6.83208701563563% -3.9593552908199% -1.16441815631562% 3.69335773943706% 2.78822593692529% 2.33733492969668% 1.81580483326234% 0%
EEM 4.6389287422286% 0.137299771167032% 9.31704770997122% 3.60375862035891% 5.91283344548004% 2.44379984635907% 2.40929891210895% 5.50981678288136%
AMLP 2.09467845042131% -7.12360415864458% 11.3348185156226% 17.2163017144359% 23.8266318744694% 2.74556643559098% 0% 0%
IGIB 3.07157403297407% 0.324923547400613% 9.25266144495811% 4.12341640538818% 1.3983658869249% 2.6438301800574% 3.18053706120363% 0%
EMHY 1.67748596478734% -0.23415506853639% 10.7728498941161% 7.17969471665041% 5.7822478936898% 3.67614735377859% 0% 0%
HYD -1.86392683460308% -1.15902806377596% 2.76536703093935% 0.673062768911015% 1.98360714624499% 1.80010707521818% 3.20779443940131% 0%
IEF 4.88391329553755% 1.05610838785686% 8.99419181083221% 0.728787787938878% -2.5337681191089% 0.926904274095164% 2.52401870890433% 3.23590573558508%
IGOV 9.10983862571577% 6.34195839675291% 10.1800855557288% -0.554833670925825% -3.17836690429715% -0.839642456063416% -0.230093606269965% 0%
IHY 5.52077210639417% 2.26340013424107% 10.978835410099% 6.14032651177987% 4.55215524614365% 3.30938527032643% 0% 0%
ITM -0.952327873208403% -0.11898466419884% 1.71548377482018% 2.05946116268481% 0.922154071428283% 1.7227844500157% 2.73352052648506% 0%
JNK 0.865295552419409% -0.0612020935336854% 8.33902293526341% 5.26929576857418% 4.78202708307993% 3.45246100208931% 4.6581788386884% 0%
MBB 3.39779094111623% 0.364904921400977% 9.03654247981047% 1.84622491162529% -0.807720993921524% 0.988587340455593% 1.75733204519464% 0%
TIP 4.39239264592892% 0.126108888502352% 8.02125454612994% 0.643014990306723% 1.6458309372996% 2.28517084218633% 2.78891528529603% 3.2779606414906%
AGG 3.1807671670339% 0.431056341599478% 7.98084158198822% 1.97747180384524% -0.670299790371631% 1.49530935138344% 2.33074259805885% 3.00767925037593%
BND 3.18728366387853% 0.396120748531636% 7.93104490916654% 1.94644182381722% -0.72469395242758% 1.51096352867668% 2.34813198252843% 3.08913436591012%
EMB 2.40621109056012% -0.255017185940798% 9.06413291982355% 4.16981405462125% 2.03811497772335% 2.27866696911938% 3.63837392169533% 0%
PCY 0.262937641089356% -2.52850768468023% 5.6575755677428% 5.35789235381556% 1.32686694055191% 1.61698835048369% 3.38061635411913% 0%
BIL 1.34824819919581% 0.340668164702218% 4.80220722858826% 4.19528245699832% 2.47385686675419% 1.73637827670898% 1.13686397545536% 0%
TLT 3.50765586072366% -1.36046921855706% 5.64237219100134% -5.99716579495592% -9.32432293640211% -0.878338144056146% 2.60525566703567% 3.05077880473097%
SHY 2.38804689899155% 0.812613705275922% 6.57906114107332% 3.16795416063427% 1.14108142898359% 1.44047379424825% 1.24457691042494% 1.94285487206773%
ACWI -0.434042553191505% 0.515508205172255% 12.046676787164% 10.4112566745454% 13.1934095217393% 8.75660787866259% 8.95208465308897% 0%
EFA 12.0883481021029% 3.69509360088094% 13.1398136288679% 10.4628492172747% 11.5975292273184% 5.47114157804147% 6.09618610262455% 5.42467725549538%
EFG 7.77651554270371% 4.36000000000001% 7.18435751011086% 7.32440245501369% 8.03307967588889% 5.3966825785281% 6.23036357109763% 5.62926830951578%
EFV 16.1806746712407% 3.42721411605023% 19.3165600623817% 13.4551075948684% 14.6732064289698% 4.96799317537715% 5.48267468093222% 4.81593734433567%
SCZ 9.46502057613168% 4.67495671336375% 12.4817555770723% 5.41148216785432% 9.05110269014049% 5.36548855774139% 6.78611033768715% 0%
IWB -5.17651574803466% -0.674838625546059% 11.6872612220767% 11.6730336419941% 15.2631845559155% 11.8751648562056% 12.681364402318% 10.1704540164741%
IWV -5.56169165877539% -0.878352852285591% 10.9778380219802% 11.14811930332% 14.9235036683469% 11.4761510996055% 12.3583034771796% 9.98441768063065%
SPY -5.09689481537802% -0.86701585655804% 11.8729899859606% 12.0356351560294% 15.4790634944528% 12.2081099580955% 12.8682395059436% 10.2006227210095%
IWF -8.56551976199105% 1.5785538231466% 14.1524943343396% 15.37894441543% 17.0214742596154% 15.0408427754996% 15.1268182848768% 12.203162733429%
QQQ -6.85625222170361% 1.3968267508317% 12.6674154084075% 15.7058292808952% 17.5158712393417% 16.9267613817551% 17.3653848161524% 14.8172866255974%
IWD -1.12442169230131% -3.13031462585033% 8.30646392601722% 7.42146914598392% 12.8086667156693% 8.17476751211696% 9.80456445900952% 7.75902653771683%
IWC -14.9764686222776% -0.288522225227661% 0.372195919890017% -0.210593769399325% 8.59098152786115% 4.86577649997699% 7.22790997890523% 5.90891265849216%
IWR -4.51834425411857% -1.08146232514399% 7.12185596256718% 6.90910437944099% 12.8036904173856% 8.63842747081958% 10.6978080182255% 9.38336441249721%
IWP -4.22916565476746% 3.23431781428207% 13.3536813380102% 11.5213308530077% 12.1234355849085% 10.3713048982773% 12.0046274739508% 10.3592168857856%
IWS -4.75896188416695% -2.55616416607128% 4.89607177419444% 4.804455482353% 12.9899876092605% 7.24422014266903% 9.56309474028765% 8.42147399395292%
IWM -11.6141974303913% -2.32091834177152% 0.618402775525806% 3.16385259130993% 9.75395654883058% 6.26425654717997% 8.38119488773561% 7.7149020896756%
IWO -11.7794521613048% -0.774860094705121% 2.13133114935604% 4.95576150289472% 7.50343643139786% 6.37210861699964% 9.18393248618494% 8.37680858863723%
IWN -11.5132918061951% -4.0932573850841% -1.08932489266431% 1.13515188916162% 11.5246974361586% 5.69018278953113% 7.24855070681214% 6.71617769818376%
IYR 1.05446069115542% -2.1514360313316% 16.335418157301% -0.654022264653353% 6.98963119321154% 5.36545983056871% 7.36378968012741% 6.11791170911655%
VNQ 0.17657536230935% -2.44091009498565% 15.531593146737% -1.30785208513374% 7.01714082021079% 5.21573773633894% 7.70527282760014% 6.88810606940646%
Historical Return
 
EFV -3.0% 11.1% -5.2% 18.9% 5.4%
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 April 30, 2025

Note: In this Free plan, you can view every risk‑and-return metric for this Portfolio Recipe.Upgrade to an Investor or Pro plan to unlock the interactive scatterplots.

Maximum Drawdown vs. Annual Return
EFV Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
EFV Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
EFV Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
EFV risk vs. 60/40 Worse Worse Worse Worse Worse Worse
EFV return vs. 60/40 Better Better Better Worse Worse Worse
Risk-Return Quadrant
NE NE NE SE SE SE
Risk-Return Direction 13° 28° 22° 122° 120° 114°
Risk-Return Magnitude 9.5 6.5 6.4 5.3 6.3 6.8
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
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
EFV 7.3% 1.3% -1.2% -7.4% -7.9% -5.9%
Peer Group* average
60% Equity / 40% Bonds 0.1% -3.6% -4.8% -2.0% -0.7% 0.4%
Global Equities (ACWI) 2.0% -1.4% -1.8% -3.2% -4.0%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) 0.3% -14.6% -22.7% -12.3% -8.7% -4.1%
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 0.785025674329154% -0.472952850008976% 6.8220020633557% -8.90595500104572% -11.6287490163816% 0%
DBB -18.0226708178045% -14.655738208662% -6.76729191519174% -9.91244645586383% -12.7020055030981% 0%
DBO -20.7231672320428% -17.8647422289431% -2.87729253239407% -11.7846683482335% -14.7962449702729% 0%
DBC -19.9227203732186% -21.4665600763419% 0.572402234602347% -9.67570917900353% -12.8689222160375% -8.80768349493293%
GLD 28.1655885944377% 9.73852244315541% -0.736042530321685% -1.17230090798748% -6.60178836515663% -0.882388811423907%
FXA -12.3059891673236% -19.4018847429177% -17.4340978349789% -15.7661527548331% -14.8303205574482% 0%
FXC -12.7917940570743% -22.8722056815367% -18.7121020330181% -16.9654593586467% -17.5135451292328% 0%
FXF 0.589775549789067% -6.9641290469395% -13.8642008520751% -13.9233113050564% -12.1302920724027% 0%
FXE -2.53693001509917% -10.5427279512244% -17.2973832422639% -15.2639740539722% -16.1976541659127% 0%
FXB 0.952663250414232% -9.30125589294355% -14.3949113926248% -15.9354687045319% -15.3047645022172% 0%
FXY -2.49399494480982% -18.6514435047161% -26.5914303885323% -17.1427309215881% -18.7196303697899% 0%
UUP -15.4782153076024% -10.366065238427% -13.5248373209906% -9.80914650232532% -10.7860886091024% 0%
EEM -0.856126597125474% -8.32336988180379% -9.57686787964678% -9.77933659872989% -10.6257201895179% -5.74357190524804%
AMLP -3.0982718854879% 2.7689009372035% 2.31726728455001% -9.69198916143696% 0% 0%
IGIB 2.98448841571606% -9.16854309716494% -16.3292938254592% -9.10493521943552% -7.14644923251119% 0%
EMHY 5.39510470858688% -4.04615996595175% -8.51010007249077% -7.9139502810557% 0% 0%
HYD -11.5517100837141% -15.5704369959244% -14.9162049931551% -10.6952408040202% -8.56223201145197% 0%
IEF 0.591869643377619% -15.6504321144988% -24.8535389993037% -13.0818745030978% -9.121009515797% -5.13663928944705%
IGOV -0.8534587975427% -14.2922336020957% -21.4771460774735% -15.1324553262102% -14.2435203094075% 0%
IHY 6.9197293570021% -5.49287609581989% -10.2197624279675% -8.20636307367231% 0% 0%
ITM -14.5578731427321% -14.1814459851042% -17.7817218945331% -11.3518836020118% -8.40589378208669% 0%
JNK 2.8983452353235% -6.97387759161544% -9.50655199352926% -7.72323503317922% -5.76960362594039% 0%
MBB 1.71408947671529% -13.748851691288% -22.1585699997283% -13.8638009907109% -10.6106637675425% 0%
TIP 1.51401179584375% -17.6501537030122% -16.7599031637372% -9.93442996149734% -7.7806054139108% -4.57389896732026%
AGG 0.249766935835463% -14.3475437847018% -22.4271342757334% -12.3071500843721% -8.78380413476505% -4.37663862891704%
BND 0.300296285459802% -14.6295468986931% -22.7096152586213% -12.2568230366093% -8.73560806285812% -4.07988762669863%
EMB 0.493422788336273% -8.48299787697705% -14.1243827916081% -9.93575021229658% -8.09137407386432% 0%
PCY -6.1369919683609% -6.68144598335031% -14.3126852073924% -10.7152578424942% -9.05651488151106% 0%
BIL 4.56001654318785% -55.8938764834249% -35.6618859407361% -25.0087742639639% -22.6993606482511% 0%
TLT -6.30591123378502% -18.0364408660763% -25.8242833460088% -13.4751904342665% -10.2149221254661% -7.04922500276019%
SHY 7.00303310606766% -24.0169328543709% -31.024338354708% -18.0334888924948% -14.5107739679736% -6.95802160575649%
ACWI 1.95665891130482% -1.41873748015037% -1.77632766919426% -3.17180502192028% -4.02921009275547% 0%
EFA 1.47112149860973% -1.78433998254021% -3.96201884016003% -6.69914503470154% -7.12091806186829% -5.21255244928693%
EFG -4.90618103819564% -4.96019077547138% -7.89077367709918% -6.87546779126593% -7.05043242279484% -5.00687846346678%
EFV 7.27688741988899% 1.29702823866513% -1.17258687501951% -7.3995308567432% -7.92706181072534% -5.9040925075729%
SCZ -0.0836287089458461% -6.61195403030278% -6.84662190839271% -7.06085593626933% -6.80820640349628% 0%
IWB -0.451994731122232% -0.436729583319542% -0.389343302044809% -0.505093716628268% -0.370846290032382% -0.171562947802556%
IWV -1.29388876446585% -1.03862299192879% -0.836869707255817% -1.0089347362471% -0.828729545502664% -0.489450941010571%
SPY 0% 0% 0% 0% 0% 0%
IWF -0.0569206216896685% 2.00404447261723% -0.753752842113798% 1.35326326449759% 0.948865977274204% 1.21499575151921%
QQQ -0.631281870132573% 1.78278324153671% -0.94905351898889% 2.14660877658445% 1.91583819122782% 2.30269076468797%
IWD -4.14087110370868% -4.65160466711242% -2.54353238879401% -4.1712800730938% -3.28487265381801% -2.66811517645589%
IWC -9.35522868728021% -10.39835492143% -8.54596658602242% -8.16772126081226% -7.45395363308773% -5.54749185621019%
IWR -5.36456392035808% -5.34426153566149% -3.77011779933416% -4.3995608733403% -3.32813064445632% -1.90591336830908%
IWP -2.20887217998378% -1.81320867014765% -5.26634717308782% -3.31749113194522% -2.70739426767598% -1.38940657596617%
IWS -7.03855550348535% -7.10519106112362% -3.5840603856822% -5.70484787743309% -4.39791516532013% -2.84542864525498%
IWM -9.40192222195154% -8.19251151339114% -7.35243567328121% -6.99138833378556% -6.30604831475046% -4.00316812169616%
IWO -8.55690446770873% -6.91733263965644% -9.12580252632088% -6.97888535820504% -5.86419135137875% -3.61321814180464%
IWN -10.2983922459835% -9.54760516416451% -6.12605707399092% -7.47586637498322% -7.19034678429947% -4.79683226243409%
IYR 1.26962084866087% -11.373424633715% -9.05442463002529% -7.26464356469516% -6.32021762056381% -5.35574762648216%
VNQ 0.586807978076924% -11.8296931945786% -9.05751126966265% -7.42270331792918% -6.17176673235558% -4.92745041610128%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
EFV 14.2% 3.3% 2.4% -5.4% -6.4% -5.3%
Peer Group* average
60% Equity / 40% Bonds 0.2% -2.6% -3.3% -1.2% -0.3% 0.4%
Global Equities (ACWI) 1.9% -1.2% -1.4% -2.8% -3.7%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) 1.9% -5.6% -7.2% -2.2% -0.2% 0.7%
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 6.2733774549711% 2.84503625909336% 9.9445473662311% -1.03552538479182% -3.39451159395012% 0%
DBB -13.9641832645977% -14.3036587444692% -0.549746157480222% -5.13061459406967% -9.25863132035772% 0%
DBO -23.3290211962567% -16.7216698414168% 9.4206997143843% -10.771546934704% -16.5038308289845% 0%
DBC -10.7473310408338% -13.1703436696699% 8.88580479227985% -3.86818213792726% -8.01115157356285% -5.28772523276244%
GLD 42.8204007656406% 13.5577134311742% 8.88293443430435% 7.31083721192301% 4.17371945732133% 7.74263560925878%
FXA -6.16719480749625% -10.3001151257263% -8.4146718343017% -7.67546261597214% -8.05128403886019% 0%
FXC -3.50771944326306% -8.10623471482127% -5.66098231890966% -5.75900483449277% -6.87654965981646% 0%
FXF 7.19163672319718% -1.16635997508145% -3.12267875795899% -3.12360815670563% -2.49828059125098% 0%
FXE 5.34995109785505% -2.85660111952471% -4.8101246245999% -3.59142020082165% -5.52510343757546% 0%
FXB 5.96565977782391% -3.34005229441259% -4.76325427632059% -6.06735074671108% -5.64912684003012% 0%
FXY 4.04857751861395% -10.8841411508511% -11.8115483029702% -5.01627332555119% -4.64173327330916% 0%
UUP -6.91110678833356% -0.647566515515028% 1.91001976939988% 1.43187384632341% 2.77329637435685% 0%
EEM 3.84626078032728% -6.28059225989421% -5.03717584935593% -7.32161596434167% -9.02483651949126% -4.94000924443203%
AMLP -0.27720505659382% 6.05171370453822% 11.4538015469364% -12.4627718554977% 0% 0%
IGIB 3.00253652659138% -3.98923586667294% -6.00743255270865% -2.25542887447913% -0.694822884415915% 0%
EMHY 3.77054083574478% -1.67776233716676% -3.69263698397268% -3.36661748370377% 0% 0%
HYD -3.98700593166181% -7.62191714836706% -5.83367164114089% -3.8698050791151% -1.10589313736873% 0%
IEF 2.92293081257926% -6.9722473810485% -8.96004317595012% -1.96953864695691% 1.20157589559839% 1.70500794372307%
IGOV 4.96452470976221% -9.45978668852803% -11.9444083315671% -5.70680815953677% -4.82550389638233% 0%
IHY 5.70214247169763% -2.23441821666619% -4.27215827013443% -3.18825345384352% 0% 0%
ITM -4.56921337069477% -5.66493372633886% -5.99032686503923% -2.0660625182563% 0.189439555825915% 0%
JNK 1.66141303812151% -3.51921141395074% -3.85346579673248% -3.10568477397006% -1.94997904906856% 0%
MBB 2.70223902872911% -5.9876541247415% -7.31533632464405% -2.51993658477015% -0.712858298439558% 0%
TIP 2.38496072701629% -7.10752066457769% -5.07175539853771% -1.74506344233199% -0.138204489621719% 0.448899410154429%
AGG 1.89809262906599% -5.58410213628834% -7.09586378167233% -2.06477495328685% -0.0941687191842281% 0.601615045330722%
BND 1.8633501875034% -5.58166364547454% -7.15215860617802% -2.17894554861337% -0.171679732287863% 0.655237596956643%
EMB 1.83929850541408% -4.96001104198991% -7.81059580268207% -4.50047202599632% -2.41172666975893% 0%
PCY -3.17137239153505% -5.28211507944354% -10.9237379880789% -6.41533626154028% -3.69598937548805% 0%
BIL 0.125355278810116% -1.37467428897807% -1.01500280309724% -0.554608632662824% -0.400419289745327% 0%
TLT -2.74135467990384% -15.5702589657054% -18.7287047648009% -4.54378305868744% 2.03532036382809% 1.93533107188289%
SHY 1.77457197523545% -2.79181033436179% -2.85564960331048% -0.922641815202671% -0.320368514208961% 0.236449813566794%
ACWI 1.87757374777624% -1.19830305826925% -1.40454994756042% -2.79827510216731% -3.67730842441975% 0%
EFA 6.49201921992711% -0.532655433405957% -1.9321168570944% -5.18345757340155% -5.90601305516902% -4.62919043348023%
EFG -1.42852975393934% -4.65277772720873% -6.99165582086268% -5.71953870350205% -6.11037600446765% -4.41496104716056%
EFV 14.1822658881957% 3.33141281677935% 2.41098776685961% -5.39631782386024% -6.38382141124279% -5.32262682672196%
SCZ 5.68933666361979% -5.77926402716094% -5.02582924554907% -5.95505761161418% -5.82931101770473% 0%
IWB -0.437390455583529% -0.431532797073011% -0.369212407967389% -0.497471699074174% -0.356878406621938% -0.15834201354861%
IWV -1.31440485480072% -1.0435138240861% -0.800779391957514% -1.0016412037358% -0.810076113390611% -0.470087033046971%
SPY 0% 0% 0% 0% 0% 0%
IWF 1.07115277574519% 2.72442248912142% -0.122530936881084% 2.03997883560173% 1.55089380080919% 1.64814073507865%
QQQ 0.268280247483892% 2.86454069050085% 0.00361733928204089% 3.59174925697178% 3.39361590987408% 3.71402216797052%
IWD -2.64578738097688% -4.12828259063148% -1.34065031505896% -3.58168293161049% -2.74461106357901% -2.3841778828449%
IWC -14.1881519802105% -13.0889402437505% -7.73165264697227% -8.80295492826391% -7.70360698392609% -5.93709870089811%
IWR -5.37393174350917% -5.82259000385345% -3.2733624906104% -4.44225893016377% -3.1741857832996% -1.75570556141362%
IWP -1.28389329793928% -1.54694240271714% -4.97126608729545% -3.03615372842557% -2.24556849267352% -0.961850300999302%
IWS -6.93255271427857% -7.83208547140541% -2.61835686293938% -5.73299990968386% -4.14461903802003% -2.7261551570883%
IWM -14.2375878024981% -10.0832490784377% -7.09917010277156% -7.66587408790894% -6.69615940192373% -4.11083400456835%
IWO -13.7658572360017% -8.2722044332756% -9.7709531425203% -7.80077036008583% -6.15103914034433% -3.59127569548774%
IWN -14.9107495068611% -12.0408599789676% -4.84084158937737% -7.9739788456766% -7.54777364640481% -4.94709277393743%
IYR 5.32054816770963% -13.1636707323071% -8.54446049784356% -6.11997524551083% -4.24897691338566% -4.83651294104535%
VNQ 4.42754773901798% -13.9125844224656% -8.67485842197283% -6.25417097414496% -3.90414084545692% -4.10206943405609%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
EFV 1.20 0.50 0.68 0.24 0.31 0.25
Peer Group* average
60% Equity / 40% Bonds 0.65 0.21 0.46 0.53 0.73 0.60
Global Equities (ACWI) 0.79 0.35 0.64 0.48 0.55  
U.S. Equities (SPY) 0.64 0.43 0.74 0.67 0.79 0.60
U.S. Bonds (BND) 0.65 -0.41 -0.58 -0.12 0.18 0.29
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 0.704069720629984 0.389210118614461 1.08874930379752 0.12027531181118 0.0427263647313508 0
DBB -0.894366989375111 -0.387565702394216 0.396129327686832 0.0894619284803668 0.00167404248661234 0
DBO -1.16745417329604 -0.590923737334776 0.636273422668588 0.0249697362477118 -0.0988723583163633 0
DBC -1.06791557757234 -0.821991741964577 0.767033640909306 0.0976826580652729 -0.0197470046032165 0.0677118953720404
GLD 2.60564475367531 0.934495795693897 0.711549822246787 0.604757254950532 0.39002294994642 0.557819169193453
FXA -0.388085787184089 -0.682876042967109 -0.269018251071634 -0.322069927430911 -0.182264097517059 0
FXC -0.440226349390463 -0.847479966510127 -0.344670514139203 -0.406678048556491 -0.379631436279984 0
FXF 0.682008523213631 0.0143711583107148 -0.0707705217945417 -0.218556018671994 -0.00882142266466416 0
FXE 0.426514716049121 -0.189744561075783 -0.275657871119142 -0.303974050706105 -0.289498434207907 0
FXB 0.70648082042398 -0.117571073588982 -0.101487014943026 -0.342442886757109 -0.228284071489216 0
FXY 0.44828015020412 -0.658017827903448 -0.842372133091166 -0.41393769647042 -0.458845433508904 0
UUP -0.669798901097429 -0.19522620130879 -0.0589668039059429 0.0394134251126662 0.0729297963598004 0
EEM 0.565301026145891 -0.0237149662362319 0.214771415654928 0.0915817250876998 0.135671395832742 0.275676712157104
AMLP 0.42057515088944 0.599049324338441 0.888228270917286 0.177599846645852 0 0
IGIB 0.872896335809332 -0.10754679200387 -0.213238397333938 0.0806943704558115 0.296265704069074 0
EMHY 1.06582532402355 0.18343730970628 0.249326248777688 0.177544993139352 0 0
HYD -0.344608385481428 -0.459294186806673 -0.127904817918524 0.00118734015932674 0.225941931702562 0
IEF 0.678137528090784 -0.468003983524558 -0.716543219791747 -0.163690912297106 0.173597502852578 0.238311509920418
IGOV 0.569057123290907 -0.38796991277711 -0.514293540338645 -0.283715819932017 -0.152081557712794 0
IHY 1.18647202366171 0.0984029552249419 0.146517787715292 0.150626727738399 0 0
ITM -0.603525717724055 -0.384503881321967 -0.297517472517099 -0.0595535508428459 0.216894249178146 0
JNK 0.868192253427465 0.0153356125538405 0.180282310851988 0.175156541352851 0.403748111149107 0
MBB 0.769443602761105 -0.359177072416226 -0.5492815335421 -0.213225589066763 0.0641865353922795 0
TIP 0.749516308687225 -0.552592440270017 -0.229335919783932 0.0210074344860905 0.245786725173917 0.265990610551375
AGG 0.648709408704359 -0.393710118634906 -0.566925522605299 -0.120793780354429 0.181464628859037 0.270303984762675
BND 0.652738500347095 -0.408018682180823 -0.582285034905509 -0.117670430735609 0.184560708649256 0.288434432718467
EMB 0.671099307114261 -0.0595544722388784 -0.0731742448943813 0.0484275447858769 0.259039126657157 0
PCY 0.142427333000194 0.0631262454558289 -0.0659950467692507 0.0141031571989007 0.208637843572456 0
BIL 1.7987852942729 -0.763657923471788 -0.742706455456295 -0.575568875920841 -0.519314380520855 0
TLT 0.136586769220561 -0.609179237576995 -0.790283360867953 -0.160034180779335 0.140879644629624 0.154602088417787
SHY 1.22365555479397 -0.719100330271917 -0.880206875249021 -0.408867962287297 -0.16991332945139 0.086844036653952
ACWI 0.794343758521799 0.350254484634129 0.642575771875702 0.48333361095894 0.545666864615159 0
EFA 0.75636074391747 0.338395621462969 0.530176247326866 0.273742612062371 0.354200152880461 0.29035166823596
EFG 0.252068044012074 0.17439564295152 0.321090620931782 0.264968120447881 0.359303212920944 0.302324289510902
EFV 1.19726981887838 0.500260845776952 0.682617038723444 0.237653340898384 0.308224693469913 0.251964110174684
SCZ 0.639144363055107 0.0781071703234121 0.376109110578448 0.258556814143707 0.379452536584485 0
IWB 0.609903554963539 0.407923353240175 0.722055524241294 0.643522921073146 0.771071640321998 0.591215998588659
IWV 0.543912080423411 0.377183448021391 0.699028690332523 0.615219912076683 0.743900622613555 0.573296377644033
SPY 0.644643036625024 0.429872065831539 0.741499173878224 0.671354518873704 0.792661868800944 0.60040632010149
IWF 0.65090843729186 0.548711560149822 0.71777433423147 0.756464958863112 0.854896285781033 0.677802624183825
QQQ 0.601965711734076 0.542301144079883 0.711649265303904 0.804643910459059 0.914891065548546 0.748667054357577
IWD 0.319488134481123 0.180649060739269 0.604438841054188 0.429522327830535 0.592965867329897 0.441194744836317
IWC -0.0765519501195568 -0.115677426362548 0.311906663486068 0.220981940549542 0.359712768408731 0.291101536307504
IWR 0.225942705153601 0.155817652009649 0.549907998986962 0.425336963622894 0.597461822349564 0.49672555630696
IWP 0.496300350395326 0.356374965123584 0.481913253425642 0.494193593266424 0.639705082533031 0.531534578153714
IWS 0.0856715501170763 0.0582621377014632 0.5591171372632 0.349955340635148 0.532390055134895 0.441648208082449
IWM -0.0878444854190513 0.009330014122318 0.36930038606242 0.284541256087962 0.425249240823635 0.380242163448467
IWO -0.0119438321834852 0.0819229471120777 0.274584433265652 0.287897606514336 0.455643782405734 0.406328000054216
IWN -0.166538221425961 -0.0671247278014891 0.437654018851733 0.258109882529085 0.370802805303474 0.332891478008559
IYR 0.755273681514862 -0.185301168140611 0.261136828669664 0.252638907907803 0.410378411745919 0.303745685439628
VNQ 0.703485297410175 -0.211739197847854 0.261709137275043 0.243650787614227 0.421674007696894 0.333771750334821
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
EFV 2.06 0.76 1.17 0.34 0.45 0.36
Peer Group* average
60% Equity / 40% Bonds 1.04 0.30 0.67 0.78 1.11 0.87
Global Equities (ACWI) 1.30 0.51 1.00 0.71 0.82  
U.S. Equities (SPY) 1.06 0.64 1.17 1.02 1.24 0.88
U.S. Bonds (BND) 1.04 0.30 0.67 0.78 1.11 0.87
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 1.12359124412537 0.61885471517018 2.04313052205599 0.174840789245194 0.063347959694996 0
DBB -1.06102998549674 -0.535105813304497 0.62461989258953 0.133154393609468 0.00241047207856176 0
DBO -1.23498931749182 -0.744444289350414 1.05198019063273 0.0337153222868994 -0.129146797191034 0
DBC -1.12541235353864 -0.954944317808752 1.2888238768478 0.133730481873027 -0.0264351947676032 0.0918105333686264
GLD 8.30424383580652 1.84101135152904 1.30216940747566 1.07041832014533 0.626353306763606 0.924804240026177
FXA -0.480019882700555 -0.805565859425698 -0.346094469660565 -0.427652628705108 -0.252049725745197 0
FXC -0.642302910365525 -0.961506482413902 -0.424688879586684 -0.521403111618481 -0.479112537303737 0
FXF 1.35415648791793 0.0217624029702661 -0.100582068279137 -0.300471258005258 -0.0125549758747054 0
FXE 0.747264759796967 -0.261681041515759 -0.373570863453323 -0.412607970766609 -0.380168215185534 0
FXB 1.13217759555668 -0.154020604546879 -0.136372954096015 -0.441405181631976 -0.299983068944399 0
FXY 0.688874913137025 -0.839396788548614 -1.00640058472573 -0.538741756746773 -0.583689862488475 0
UUP -0.858033343581983 -0.261337508440534 -0.0813958694102056 0.0552407477044818 0.106876190889458 0
EEM 0.941289964233508 -0.0345678858923164 0.325516435001433 0.13291305621452 0.198131298751144 0.408084065890914
AMLP 0.770684992905199 0.979059458405913 1.56306651174928 0.261105349469966 0 0
IGIB 1.32142372931034 -0.146782991630673 -0.280237332829308 0.10830902754538 0.406419228784895 0
EMHY 2.01248793116357 0.279393479122577 0.386050394016628 0.241334307713149 0 0
HYD -0.447305042276573 -0.58480586353287 -0.172700596646507 0.00139545849997697 0.273753330949474 0
IEF 0.941123357040784 -0.580338129171355 -0.840984402131025 -0.215883212232933 0.249320983319574 0.356086308648231
IGOV 0.92370052089373 -0.506860277435281 -0.647555696513267 -0.364597363715559 -0.19858685833698 0
IHY 2.09195105812955 0.135090200313535 0.209931361527322 0.203178750874945 0 0
ITM -0.725369698080456 -0.511548977504906 -0.398754141585657 -0.0783593492145497 0.303134388678755 0
JNK 1.42763348894049 0.0204668769803739 0.252472128011409 0.235950932065425 0.576574258015963 0
MBB 1.12949965291247 -0.457434121004809 -0.670870600103546 -0.267026502766956 0.0830626606140497 0
TIP 1.08807576839609 -0.63575904937789 -0.275056738894418 0.0266081258142589 0.329079399932267 0.366305887302625
AGG 0.926888508891241 -0.499716348051131 -0.687211939427359 -0.155968920693692 0.244856168496204 0.387723661070268
BND 0.928101553979565 -0.513414110878577 -0.699846951067877 -0.151803910156673 0.24843931319844 0.409218695747261
EMB 1.04522699501447 -0.0840411745978921 -0.101388279144603 0.0633639764051532 0.350260447849441 0
PCY 0.198137489078145 0.0936679178437093 -0.0917879983747 0.0184742654446982 0.280229436513117 0
BIL 4.43495978226791 -0.756577558925031 -0.732762014711951 -0.572514793981674 -0.517242829625757 0
TLT 0.183178883119627 -0.780685999165905 -0.957025705375706 -0.223456707950539 0.218059853922821 0.238987670946235
SHY 1.87255721483536 -0.769654698470026 -0.917484944448325 -0.460399022373832 -0.196335006573316 0.110514708045351
ACWI 1.29630876193612 0.512102941028315 1.00223886104007 0.708745716282073 0.819242098274544 0
EFA 1.21819513192598 0.508038988669073 0.851056263470261 0.395214405367601 0.522991370650422 0.41114742569354
EFG 0.373956073698744 0.260668228138163 0.481580497798925 0.382391114912001 0.52694348493363 0.426205270242778
EFV 2.06458781799064 0.761457750520546 1.16706277694921 0.33843691478072 0.451920376176371 0.358558103024659
SCZ 0.967537392573815 0.109063303553102 0.568106002887043 0.361775872838248 0.55300800603079 0
IWB 0.9840368472936 0.606759152547287 1.14103502925033 0.973271668058073 1.2009977760093 0.866573432560828
IWV 0.871499408153316 0.561954349982396 1.10400403667649 0.92527253927672 1.15362434548806 0.835911026053864
SPY 1.0571032678897 0.638188137854256 1.16592373687853 1.01850203181249 1.23933704601729 0.881947313146246
IWF 0.999435448438191 0.839849347750458 1.12027140445876 1.18702304717075 1.37750840700748 1.03015235787004
QQQ 0.944901469366387 0.843658163788051 1.11011093904742 1.29488982048246 1.52576012117197 1.16493745056535
IWD 0.488401750615061 0.261457388347733 0.982511723554134 0.626111802894437 0.892457062653014 0.626226375682219
IWC -0.127530865777493 -0.172125293736666 0.507643740417623 0.324799703899116 0.538742526130153 0.418323859946962
IWR 0.352896276165786 0.234972206524157 0.881438344222858 0.622576480213455 0.90719731338617 0.71973358139045
IWP 0.833039366746847 0.579246205148722 0.767082656268935 0.760707492100946 1.01443423071089 0.790826322069607
IWS 0.129504058806745 0.0845667043614265 0.898786245659575 0.498637355525617 0.7855207561138 0.626767296487662
IWM -0.140849237198965 0.014314940717517 0.596007379831146 0.415485522998335 0.63939944660512 0.552018364622799
IWO -0.0185671921413184 0.126625696125315 0.427754800157719 0.418283325190339 0.690484644371119 0.594204468664444
IWN -0.273517621984592 -0.101693520397738 0.730817212618526 0.376687518649718 0.54946519122515 0.47717408437954
IYR 1.16779804990739 -0.251265941672818 0.382083961403123 0.355936016133153 0.599154451438252 0.423350324696018
VNQ 1.08331960070939 -0.286265393575057 0.383172462611886 0.345376833764525 0.623858669472968 0.471155170760302
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
EFV 269.6 18.6 19.6 5.7 5.6 4.5
Peer Group* average
60% Equity / 40% Bonds 13.6 10.0 11.8 11.0 12.7 11.2
Global Equities (ACWI) 15.3 10.8 13.9 9.0 8.8  
U.S. Equities (SPY) 11.5 11.7 15.1 11.9 12.5 9.9
U.S. Bonds (BND) 13.6 10.0 11.8 11.0 12.7 11.2
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 39.4048975221499 40.0058420296367 63.7304850555088 14.9441594585087 3.37151077779634 0
DBB -60.7887490959574 -10.479889603871 16.3228103635548 3.76968469921659 -0.944900221940437 0
DBO 295.755197352799 -34.7724918531324 36.5376447572199 -2.09470846250789 -6.25755815488079 0
DBC 52.1499845598641 -25.3924508278995 52.0799579000893 5.30231699459194 -1.08666706204786 1.67562148075933
GLD -76.6621972193165 194.022405921188 109.058321893087 132.853359172364 75.3853470296611 121.45642839458
FXA 0.133373531576699 -7.16672996027179 -0.726526696864036 -4.73379856090287 -3.17618554298863 0
FXC 36.6049132328537 -5.68767871445642 1.973518214846 -5.16884899065851 -6.54880018382274 0
FXF -112.465837101462 35.3183007348955 12.0856545432937 -0.343337544413105 3.91241375579044 0
FXE -29.6922385441346 23.6516026321664 3.21989916728843 -4.41194325088811 -7.05895696030146 0
FXB -98.6880535854811 12.713974356971 6.51613139288219 -4.68319914542341 -3.59689460758134 0
FXY 54.5556255942003 -15.3905139882979 -34.2455092824875 -60.2832548632653 314.812555584206 0
UUP -9.74182108985511 -18.1514444240855 -11.2566769950684 -14.2677808228571 -6.66188508773583 0
EEM 76.8232399893939 4.87348925425724 8.94615566259207 2.78575047547795 2.364545714481 5.01682388051397
AMLP 11.4010684520992 19.484768254438 31.6873496823139 1.84362251644647 0 0
IGIB 39.7148805799835 9.54101563368812 3.22357128806549 8.74327256996107 13.777179128662 0
EMHY 31.787272306536 13.3830871984831 10.8870777299963 6.95378360980476 0 0
HYD 8.24656788906793 0.775309512024365 4.53728810506922 4.27296310718572 11.7082494780437 0
IEF 43.3288932892598 1.15582556056363 -11.7293110642597 9.54243687858692 -111.405294906827 -90.8758360499464
IGOV 120.553363304272 -1.7353601699862 -7.99843782228474 -4.5570804426342 -2.13129998127814 0
IHY 118.132670913112 13.2802160911585 9.45046316486163 6.99025188665058 0 0
ITM 5.98605309824116 5.09986849209796 2.02155748833825 9.12670881674108 27.0555094660665 0
JNK 28.2220217105303 9.84739158664354 10.3319538089237 7.22364553811827 9.64674251474593 0
MBB 36.8439688458989 4.25276048358002 -4.56846963305538 5.2481675350037 17.2782431905806 0
TIP 54.9811207299269 0.877941369174955 4.82712915308262 11.0666257805273 20.0162490391558 23.9140255717818
AGG 37.9516183322483 5.24712271134881 -4.13564723488328 8.99428298023997 25.5377867997962 36.8205088277342
BND 38.0973432632052 5.23406774039653 -4.35457453623675 8.27062903888373 23.255924530293 36.2849886243567
EMB 24.3047897737491 6.92188149499534 3.1921054784529 4.2743706001497 8.27857806100792 0
PCY 9.15994813166531 6.38557368105837 1.34450198685713 2.19848936183149 6.21500332514084 0
BIL 612.943776050351 822.272433916095 4221.36875525742 101263.260606277 -1332.66570557361 0
TLT 10.2153791471156 -10.2128536610629 -19.5870344974661 -8.82022431826739 -26.2859279890534 -33.3056454707027
SHY 250.587113696001 43.6506384273162 18.6011967091974 150.446584240286 487.230701028542 -146.228982442089
ACWI 15.2984719551755 10.7736966207046 13.867772941401 9.00558468467113 8.79335060885051 0
EFA 45.8344851904001 12.0476755589267 13.436845250821 6.07923664688811 6.22830692747582 5.1707896585912
EFG 12.4307748024379 7.04358365584277 7.991538831985 5.67758333400922 6.17374606715362 5.3853048962215
EFV 269.576025261914 18.5791415594569 19.5792660351417 5.67976446571116 5.63713697601159 4.50501040692188
SCZ 40.5773622826753 5.82486970222489 9.85926031084497 5.51485018826958 6.58901264714185 0
IWB 10.9624722331526 11.2098833433163 14.7306997705021 11.342788572415 12.1546934769579 9.67861190804607
IWV 10.0522452362615 10.5505570502226 14.2872527881855 10.8372509463619 11.7039000087537 9.35747601190063
SPY 11.5287897226396 11.6914348927085 15.1348632311319 11.8639096947746 12.5240392426227 9.85642245768854
IWF 11.8353891556999 13.7269693006785 14.6447516781639 13.6087986912851 13.9131433897108 11.3790122616577
QQQ 11.4892863923026 13.6666738576348 14.6830997240549 14.8905427652197 15.5097784241638 13.0691087749354
IWD 9.12076932405657 7.64941566548626 14.0183562544883 8.2042097275026 9.73464120757868 7.46584482116449
IWC 0.0204239274136644 -0.491087388589393 7.70497154022329 3.94112444514681 5.82279430264607 4.65345194962101
IWR 6.24141431491019 5.92955105326414 11.867899070684 7.6234711938019 9.51060812928274 8.1310220710727
IWP 9.41772881409564 9.6440812718083 10.3811211262549 8.94530031766096 10.3922091946794 8.83665874107965
IWS 4.57990207569016 4.08260409533094 12.5109595215467 6.40341764727282 8.58265484860885 7.25911867922271
IWM 0.194261404120866 2.37646274422428 8.4427188194874 5.04418945454332 6.72507534655032 6.17616084558005
IWO 1.14917008304229 3.89639521122265 6.22727901835581 5.03115534377928 7.25860495894551 6.63658299224758
IWN -1.12983475214825 0.672836618899712 10.4111543322331 4.66157085614988 5.89983289149876 5.42722806414699
IYR 18.1384472127052 -0.930336890506886 6.61508677089758 5.41591994165534 7.89486254948658 5.29837739598988
VNQ 16.9896176107237 -1.51898062288951 6.5565604039851 5.26331786962305 8.28168307937071 5.98180736233515



  Compare: Risk & Volatility

for period ending April 30, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
EFV 7.2% 19.8% 23.5% 33.2% 33.2% 59.7%
Peer Group* average
60% Equity / 40% Bonds 4.5% 10.3% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 4.0% 14.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 7.6% 12.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 7.9% 17.3% 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 5.5% 9.8% 10.1% 40.6% 60.4% 0%
DBB 10.7% 23.5% 32% 35.7% 54.6% 0%
DBO 20.6% 31.9% 31.9% 61.8% 83.5% 0%
DBC 8.6% 23% 23% 37.8% 64.8% 74.5%
GLD 4.5% 11.2% 18.1% 18.1% 42.9% 42.9%
FXA 10.1% 11.7% 18.3% 22.7% 36.6% 0%
FXC 6.7% 9.5% 13.9% 13.9% 32.2% 0%
FXF 7.2% 8.5% 13.4% 14.2% 29% 0%
FXE 6.6% 9% 21.2% 24.4% 38.6% 0%
FXB 6.4% 11.4% 21.6% 30.3% 36.3% 0%
FXY 8.8% 20.9% 37.1% 39.6% 55.5% 0%
UUP 7.1% 8% 8.9% 12% 17.3% 0%
EEM 7.3% 19.1% 36.5% 36.5% 36.5% 60.4%
AMLP 7.1% 14.5% 23.3% 69.2% 0% 0%
IGIB 2.7% 8.6% 18.7% 18.7% 18.7% 0%
EMHY 1.5% 11.5% 24.7% 24.7% 0% 0%
HYD 3.4% 11% 20.1% 20.1% 20.1% 0%
IEF 4.6% 12.2% 23.3% 23.3% 23.3% 23.3%
IGOV 7.6% 14.7% 33.9% 33.9% 33.9% 0%
IHY 3.5% 12.1% 26.7% 26.7% 0% 0%
ITM 2.4% 6.8% 15% 15% 15% 0%
JNK 1.4% 9.2% 16.2% 16.2% 16.2% 0%
MBB 3% 10.5% 17% 17% 17% 0%
TIP 3% 9.3% 13.9% 13.9% 13.9% 13.9%
AGG 3.1% 8.2% 17.1% 17.1% 17.1% 17.1%
BND 3.1% 7.9% 17.3% 17.3% 17.3% 17.3%
EMB 2.9% 11.8% 26.7% 26.7% 26.7% 0%
PCY 6.3% 15.4% 35.4% 35.4% 35.4% 0%
BIL 0% 0% 0.1% 0.2% 0.4% 0%
TLT 9.7% 26.1% 47.6% 47.6% 47.6% 47.6%
SHY 0.6% 2.3% 5.3% 5.3% 5.3% 5.3%
ACWI 4% 14.7% 25.7% 25.7% 25.7% 0%
EFA 8.4% 18.2% 27.6% 27.6% 27.6% 57.4%
EFG 9.4% 17.2% 33.6% 33.6% 33.6% 55.4%
EFV 7.2% 19.8% 23.5% 33.2% 33.2% 59.7%
SCZ 8.5% 19.8% 34.6% 34.6% 34.6% 0%
IWB 8% 12.7% 24.6% 24.6% 24.6% 50.9%
IWV 8.6% 12.6% 24.6% 24.6% 24.6% 51.2%
SPY 7.6% 12.9% 23.9% 23.9% 23.9% 50.8%
IWF 11.7% 14% 30.8% 30.8% 30.8% 48%
QQQ 10.1% 15.2% 32.6% 32.6% 32.6% 49.7%
IWD 7.9% 13.8% 17.8% 26.7% 26.7% 55.4%
IWC 19.7% 20.5% 37.4% 37.7% 37.7% 59.5%
IWR 11.3% 13% 24.3% 27.1% 27.1% 54.1%
IWP 13% 13% 34.2% 34.2% 34.2% 52.9%
IWS 11.7% 15.4% 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% 21.6% 31.9% 31.9% 31.9% 69.6%
VNQ 8.4% 22.1% 32.8% 32.8% 32.8% 68.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EFV 13.2% 18.8% 19.1% 17.3% 18.0% 19.3%
Peer Group* average
60% Equity / 40% Bonds 8.8% 13.0% 12.6% 11.3% 10.5% 10.7%
Global Equities (ACWI) 9.9% 17.3% 17.3% 16.1% 16.2%  
U.S. Equities (SPY) 12.3% 18.2% 18.6% 17.3% 16.5% 16.7%
U.S. Bonds (BND) 5.2% 7.3% 6.3% 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 13.4% 13% 12.8% 12% 13.1% 0%
DBB 12.3% 21% 22.8% 19.1% 19.6% 0%
DBO 16.4% 20% 33.7% 29.9% 28% 0%
DBC 9.6% 11.9% 18.5% 17.3% 17.2% 19.1%
GLD 16.9% 16.9% 16.8% 15.6% 17% 18.7%
FXA 9.3% 9.7% 10.2% 9.9% 11.2% 0%
FXC 6.7% 6.4% 6.4% 7% 7.6% 0%
FXF 10.1% 9.4% 8.7% 7.6% 9.4% 0%
FXE 8.7% 8.2% 7.7% 7% 8.5% 0%
FXB 7.7% 8.4% 8.3% 8.3% 8.3% 0%
FXY 13.5% 11.9% 10% 9.6% 9.1% 0%
UUP 7.7% 8% 7.5% 6.7% 7.5% 0%
EEM 8.8% 18% 17.2% 17.7% 18.8% 22.7%
AMLP 20% 24.2% 28.6% 33.9% 0% 0%
IGIB 5.4% 8.9% 7.8% 6.8% 5.9% 0%
EMHY 5.9% 11.6% 11.2% 11% 0% 0%
HYD 4.9% 8.8% 8.4% 9.9% 9.1% 0%
IEF 6.6% 8.6% 7.3% 6.7% 6.6% 6.8%
IGOV 10.5% 12.7% 11% 9.2% 8.9% 0%
IHY 5.4% 10.3% 10.1% 9.4% 0% 0%
ITM 4.4% 7.5% 7.2% 6.2% 6.1% 0%
JNK 4.3% 9.6% 8.8% 8.4% 8.5% 0%
MBB 5.9% 8.4% 6.7% 5.1% 4.4% 0%
TIP 4.6% 7.2% 6.3% 5.2% 5.2% 6%
AGG 5.3% 7.5% 6.3% 5.2% 4.6% 4.6%
BND 5.2% 7.3% 6.3% 5.2% 4.6% 4.6%
EMB 6.8% 11.7% 11.2% 10.4% 9.8% 0%
PCY 10.8% 16.9% 15.3% 13.3% 12.2% 0%
BIL 0.2% 0.5% 0.7% 0.6% 0.5% 0%
TLT 12.6% 15.5% 13.8% 13.7% 14.4% 14.5%
SHY 1.6% 2.3% 2% 1.6% 1.4% 1.5%
ACWI 9.9% 17.3% 17.3% 16.1% 16.2% 0%
EFA 12.1% 18.9% 18.2% 16.1% 16.9% 18.3%
EFG 12.9% 20.5% 19.4% 16.7% 17.1% 18.1%
EFV 13.2% 18.8% 19.1% 17.3% 18% 19.3%
SCZ 13.5% 19.2% 19.1% 17.6% 18.3% 0%
IWB 12.7% 18.4% 18.8% 17.6% 16.7% 16.9%
IWV 13% 18.6% 19% 17.7% 16.9% 17.2%
SPY 12.3% 18.2% 18.6% 17.3% 16.5% 16.7%
IWF 16.7% 21.8% 22.8% 20.1% 18.6% 18.4%
QQQ 15.1% 23.3% 24.2% 21.9% 20.5% 21.2%
IWD 14.1% 17.9% 17.9% 17.1% 16.5% 17%
IWC 23% 24.7% 26.5% 24.4% 23.5% 23.5%
IWR 15.7% 20.9% 20.7% 19.4% 18.6% 19.4%
IWP 21.8% 23.5% 23.5% 21% 20% 20.5%
IWS 15% 20.9% 20.7% 19.6% 18.6% 19.7%
IWM 21.1% 24.1% 24.3% 22.6% 21.9% 22.2%
IWO 22% 24.2% 24.8% 23.2% 22.7% 22.8%
IWN 20.9% 24.4% 25% 23.1% 22% 22.4%
IYR 17.6% 21% 20.8% 19% 18.4% 23.2%
VNQ 17.7% 21.1% 21% 19.2% 19% 24.2%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EFV 7.2% 11.2% 10.3% 11.7% 12.0% 13.3%
Peer Group* average
60% Equity / 40% Bonds 5.0% 8.1% 7.9% 7.3% 6.5% 7.1%
Global Equities (ACWI) 5.6% 10.7% 10.3% 10.5% 10.5%  
U.S. Equities (SPY) 7.1% 11.2% 11.0% 10.9% 10.2% 11.0%
U.S. Bonds (BND) 3.2% 4.7% 4.5% 3.5% 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 8% 7.2% 6.1% 7.9% 8.6% 0%
DBB 10% 14.3% 13.7% 12.3% 13.3% 0%
DBO 15.5% 15% 19.6% 21.7% 21.1% 0%
DBC 8.9% 9.4% 10.3% 12.3% 12.6% 13.8%
GLD 4.8% 7.3% 8.5% 8.4% 10.3% 11%
FXA 7.2% 7.3% 7.3% 7% 7.8% 0%
FXC 4% 4.7% 4.5% 5.1% 5.8% 0%
FXF 4.6% 5.2% 5.4% 5.1% 6.4% 0%
FXE 4.4% 4.9% 5% 4.7% 6.2% 0%
FXB 4.2% 5.4% 5.5% 6% 6% 0%
FXY 8.5% 8.4% 7.7% 6.9% 6.9% 0%
UUP 5.4% 5.1% 4.8% 4.4% 4.9% 0%
EEM 4.8% 11.2% 10.5% 11.7% 12.5% 14.9%
AMLP 10.7% 13.9% 15.7% 22.6% 0% 0%
IGIB 3.1% 5.4% 5.2% 4.6% 3.9% 0%
EMHY 2.4% 6.5% 6.5% 7.8% 0% 0%
HYD 3.1% 5.8% 5.4% 8.2% 7.3% 0%
IEF 4.4% 5.9% 5.5% 4.5% 4.2% 4.2%
IGOV 6.1% 8.8% 8.1% 6.6% 6.4% 0%
IHY 2.5% 6.5% 6.4% 6.6% 0% 0%
ITM 3.1% 4.5% 4.6% 4.2% 4% 0%
JNK 2% 6.4% 5.6% 5.9% 5.7% 0%
MBB 3.6% 5.5% 4.7% 3.5% 2.9% 0%
TIP 2.7% 5.3% 4.6% 3.6% 3.5% 4%
AGG 3.3% 4.8% 4.5% 3.4% 3% 2.8%
BND 3.2% 4.7% 4.5% 3.5% 3% 2.8%
EMB 3.8% 7.1% 7.3% 7.5% 6.9% 0%
PCY 7.3% 10.2% 10.3% 9.7% 8.8% 0%
BIL 0% 0% 0% 0% 0% 0%
TLT 9.1% 11.1% 10.7% 9.3% 8.9% 9%
SHY 0.7% 1.2% 1.2% 0.9% 0.8% 0.7%
ACWI 5.6% 10.7% 10.3% 10.5% 10.5% 0%
EFA 7.1% 11.4% 10.5% 10.7% 11.1% 12.6%
EFG 8.4% 12.6% 12.2% 11.1% 11.3% 12.6%
EFV 7.2% 11.2% 10.3% 11.7% 12% 13.3%
SCZ 8.6% 12.7% 11.9% 12.1% 12.2% 0%
IWB 7.5% 11.3% 11.1% 11.1% 10.4% 11.3%
IWV 7.7% 11.4% 11.2% 11.3% 10.5% 11.5%
SPY 7.1% 11.2% 11% 10.9% 10.2% 11%
IWF 10.6% 13.1% 13.9% 12.3% 11.2% 11.7%
QQQ 9.3% 13.8% 14.8% 13.1% 11.9% 13.2%
IWD 8.9% 11.3% 10.1% 11.3% 10.6% 11.7%
IWC 13.5% 15.5% 15.4% 16.1% 15.3% 16%
IWR 9.7% 12.7% 12.1% 12.8% 11.9% 13.1%
IWP 12.8% 13.3% 14% 13.2% 12.2% 13.5%
IWS 9.5% 13.3% 12% 13.3% 12.3% 13.6%
IWM 12.8% 14.5% 14.2% 15% 14.2% 15%
IWO 13.9% 14.5% 15.1% 15.5% 14.6% 15.3%
IWN 12.4% 14.9% 14% 15.3% 14.4% 15.2%
IYR 11.1% 14.4% 13.4% 13% 12.2% 16.3%
VNQ 11.2% 14.5% 13.5% 13.1% 12.4% 16.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
EFV 0.07 0.71 0.73 0.81 0.91 0.99
Peer Group* average
60% Equity / 40% Bonds 0.71 0.73 0.71 0.67 0.65 0.65
Global Equities (ACWI) 0.76 0.93 0.93 0.93 0.98  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.71 0.73 0.71 0.67 0.65 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 0.328190540118921 0.239941242159861 0.252891652878183 0.181249856913766 0.275967944544447 0
DBB 0.142336767645005 0.536541627258725 0.598365560503897 0.517922018118026 0.656837014631584 0
DBO -0.0660265955282871 0.279300464373296 0.511760240399149 0.73467534536275 0.870447319661267 0
DBC -0.144036505430356 0.250090097154945 0.299982575112821 0.416371791851688 0.548819160745883 0.569913952637879
GLD -0.561312565778477 0.100002214805105 0.123854171768982 0.0753032472235715 0.0838814170013993 0.0813477971966182
FXA 0.265233436222235 0.373625516564879 0.414694226210284 0.391016971727791 0.47250162180909 0
FXC 0.0263049832761034 0.23891617845488 0.251665267796247 0.252706293446133 0.317614527274739 0
FXF -0.0958242133997639 0.139787126705761 0.178174960533592 0.114706567410266 0.175188319423428 0
FXE -0.260682044440044 0.136325441611813 0.190456851083456 0.114784467723929 0.235284939963167 0
FXB -0.0967140667987272 0.298378613446164 0.296461680813045 0.282230892513206 0.298188718899066 0
FXY 0.176053199036486 0.259921805753576 0.187556441916677 0.0437265033680236 -0.0113411761785658 0
UUP 0.154860000581161 -0.184511898770551 -0.217117864772625 -0.139694791441059 -0.220899122479696 0
EEM 0.116798607399129 0.668834624841044 0.622461020373712 0.753692623054451 0.873359578603581 1.02965873281388
AMLP 0.963998970664724 0.865912349112599 0.741066445965819 1.30252595140714 0 0
IGIB 0.224310410897398 0.396102080445538 0.327017934272707 0.263017068075544 0.205872099897576 0
EMHY 0.328076266822393 0.510756176953272 0.499495619048064 0.479155992970455 0 0
HYD 0.293596899969508 0.42416931624046 0.361318665458443 0.340725341028316 0.244579190206909 0
IEF 0.19963564473629 0.332738380028923 0.245365509249665 0.061064486796012 -0.0195665605248519 -0.0318204002071007
IGOV 0.0815894722703211 0.518067632181444 0.44040689518192 0.259780957191095 0.269457080014836 0
IHY 0.0900228113406492 0.436448187941597 0.44526441820001 0.424188577906353 0 0
ITM 0.2290797440307 0.336334339213181 0.285895311630467 0.151049432426951 0.0883117823436617 0
JNK 0.28328313095158 0.500142140374858 0.429524454118841 0.430289764685503 0.447195368672189 0
MBB 0.235923069331796 0.353188159573934 0.252145980988394 0.122783252027838 0.0817867746325101 0
TIP 0.139630734712003 0.340358408291682 0.269649025890981 0.175389555710894 0.122136521043117 0.122679486536615
AGG 0.201220439450359 0.311269934090122 0.245306235293828 0.127982307271348 0.077788351446093 0.0723368327014756
BND 0.199143667143138 0.306117849436722 0.245464673265701 0.141073098535833 0.0861686542109825 0.0756493031045526
EMB 0.358774247285232 0.552684092333324 0.530657500460609 0.452573463267485 0.39791539490217 0
PCY 0.580066090773365 0.785159226236296 0.730877817092738 0.578937569250942 0.488562263275926 0
BIL 0.00727310911613064 0.00468346260294355 0.000504494330371147 1.37481057300833e-05 -0.000594795610646607 0
TLT 0.518646625972409 0.620920094297803 0.493618531226553 0.138606271593919 -0.0860177127722618 -0.081264857748843
SHY 0.0248810115803329 0.0646898647774707 0.0428403171108156 0.00728679575188245 0.00184794727672812 -0.0109325427972525
ACWI 0.764944143319106 0.93441060813592 0.926551747905985 0.934132308994981 0.978908356173608 0
EFA 0.279170002944138 0.839883918226562 0.837497846699541 0.843352810972571 0.923523183150958 0.982534066867972
EFG 0.550259927920862 0.991001531713559 0.962127516892532 0.889900159622912 0.953418434083815 0.981386968433865
EFV 0.0703785130025108 0.705678854407241 0.731845930278008 0.814081805675246 0.911539747832579 0.99261415115579
SCZ 0.29912134823346 0.869939099684562 0.883119235348942 0.91050311848925 0.97767456512025 0
IWB 1.03471741752305 1.01061117513126 1.0127817771746 1.01658992577251 1.01501236229322 1.01525444418164
IWV 1.0578370810434 1.02401408651415 1.020441341745 1.02719323298697 1.02650425968036 1.03021556294128
SPY 1 1 1 1 1 1
IWF 1.16669539880474 1.0952704725118 1.13878844536239 1.07993680012258 1.06249304039288 1.04217854743576
QQQ 1.07258316350637 1.12402104400791 1.16948541511905 1.11363040151676 1.09744859580411 1.10742718662146
IWD 0.872981585193187 0.925203857674417 0.889153209268569 0.954457224873957 0.971824640883884 0.993166406750921
IWC 1.3707283619884 1.12972567736638 1.07031949715693 1.14728075694845 1.18220039345304 1.1958246169544
IWR 1.08591664601644 1.10715028121837 1.04984800425561 1.08798564284497 1.08863782569553 1.11168855159482
IWP 1.38138200106355 1.15896271243171 1.13467853600097 1.12093549449196 1.12203545869726 1.13334880478151
IWS 0.99387965848322 1.0925025093991 1.01077677728561 1.07755268505511 1.07413086505057 1.11270721523689
IWM 1.41151307664948 1.186491281987 1.11454100115121 1.17363876539705 1.19507874785928 1.19341157243816
IWO 1.55514915712383 1.18354555674724 1.14965720131924 1.19811612677233 1.21782798111501 1.21035302876488
IWN 1.2687918770949 1.17554782784289 1.07389601729586 1.14681996502475 1.17026203461456 1.17407585595251
IYR 0.881620003435517 1.07296887628566 1.00458711428043 0.927129577493917 0.889133835175255 1.08971313560365
VNQ 0.893921995856454 1.08760594016796 1.01775018389734 0.925563987144655 0.888837751183128 1.09396799490563



  Compare: Correlation

for period ending April 30, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.36 0.82 0.82 0.86 0.89
to S&P500 (SPY) 0.07 0.69 0.71 0.77 0.79 0.82
to U.S. Bonds (BND) 0.73 0.74 0.58 0.34 0.21 0.24
to Commodities (DBC) -0.24 0.45 0.45 0.53 0.59 0.56
to Gold (GLD) 0.41 0.41 0.22 0.12 0.12 0.14