iShares MSCI Austria ETF

for period ending October 31, 2026


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  Overview

EWO 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 Austria ETF gives investors access to an equity portfolio that uses stocks from a specific country or region. 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 Equities, Europe

Peer Group   Global Equities. 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 the MSCI Austria Investable Market Index (IMI) 25/50. The underlying index consists of stocks traded primarily on the Vienna Stock Exchange. It is a free float-adjusted market capitalization-weighted index with a capping methodology applied to issuer weights so that no single issuer of a component exceeds 25% of the underlying index weight, and all issuers with weight above 5% do not exceed 50% of the underlying index weight. The fund generally invests at least 90% of its assets in the securities of its underlying index and in DRs representing securities in its underlying index. It is non-diversified. 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 "EWO" 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 October 31, 2026

5-year graph

● EWO ● 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
EWO 13.7% -7.1% 28.3% 33.4% 14.5% 13.1% 9.7% 4.1%
Peer Group* average
60% Equity / 40% Bonds 7.1% 0.5% 7.4% 15.9% 6.6% 9.6% 9.4% 7.9%
Global Equities (ACWI) 11.0% -1.7% 12.0% 22.1% 10.1% 12.5% 11.0%  
U.S. Equities (SPY) 11.7% -0.9% 12.0% 23.3% 12.0% 15.3% 14.7% 10.9%
U.S. Bonds (BND) -0.1% 2.4% 0.2% 5.5% -0.2% 1.5% 1.9% 3.0%
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
* Peer Group is Global Equities
EIDO -45.735438676144% -15.0895140664962% -44.0076112185403% -18.1861407016336% -13.2940647127435% -7.02975919528046% -5.08541437894753% 0%
ENZL -0.0892577369287717% -0.598935226264408% -0.171967079992652% 5.01258942244094% -4.67262829380307% 3.2602686680371% 6.34780684739047% 0%
EPHE -8.63917656546762% -1.80299032541776% -6.51653475979863% 0.855865825117452% -4.80788300993217% -3.17103120399876% 0.766041577321985% 0%
EWA 14.3763787145875% 4.34475450370895% 13.8108455864684% 16.4210408054947% 6.53383540519779% 8.21162779056033% 6.03929909595673% 5.933267945191%
EWH 7.68990978459161% 1.85436454093171% 9.65085783802238% 15.4500381039483% 2.1460790278568% 3.95063855264706% 5.66400565028646% 5.56476479434107%
EWJ 15.6982378436092% -4.66858198235173% 16.1299805828558% 19.8014094089751% 8.88140624498672% 8.42253253520695% 8.18742659847853% 4.4220392830759%
EWM 0.245912497052792% -1.8626734842951% 7.79258187223817% 12.4721117816059% 3.91517383097055% 2.17500414363561% 0.766323572732386% 4.15479684877826%
EWS 13.3476882850764% -7.90739627179795% 12.3080746388397% 25.9817807192286% 10.1676550414742% 8.62980511305656% 5.7748632881828% 6.33780811175457%
EWT 59.1531559892963% -10.4428697962799% 58.6726160887265% 39.6849977045265% 17.9277568729743% 17.8661364033224% 14.0366751684828% 11.1458449150377%
EWY 57.2618802715487% -16.3529926687822% 61.1586556618157% 44.0643802146718% 16.402091852303% 12.8107809169882% 8.81435489191678% 7.6916945865251%
INDY -13.5142320879019% 3.85836385836384% -12.8805326322783% 1.71406532668614% -0.0218119162080366% 5.87737024360047% 5.33789493837669% 0%
MCHI -17.7785953310088% -5.9781567350067% -21.3558207786361% 8.20901014949012% -4.50635311851086% 2.27189077042129% 3.05215345892873% 0%
THD 17.433297304965% -2.90738902283366% 16.9937867973309% 8.24874532310447% 0.963363395684169% 2.35642141503327% 3.82838045664127% 0%
VNM -12.7358490566038% -1.76991150442478% -4.27722988928193% 15.0235681155265% -2.54722807234946% 2.8087400680507% 1.08088651571632% 0%
EPOL 24.246931586277% -2.07581227436824% 34.0674074567613% 36.1438458533745% 17.4522509201476% 11.9007115086654% 6.38741780365322% 0%
EWD 8.45891971370989% 4.34086817363473% 12.6397916643763% 22.3086398278984% 5.0835945824109% 10.0531309129142% 8.18661246495975% 6.55429476154383%
EWG 0.51679555147095% 1.37981118373276% 4.88494502670063% 20.9058617736023% 7.06885975937277% 7.45742223324131% 7.09544636673187% 5.1406254548771%
EWI 4.86362407194938% -4.85354223433243% 11.403113759579% 27.4388689598918% 14.9596977961158% 13.1547770034677% 8.28876675111907% 2.75173916758082%
EWK 9.18997019314203% 1.54918667699457% 14.2825221607159% 18.796901049501% 6.42361966589682% 6.49435979978252% 8.50343532067241% 3.36697701317423%
EWL 9.25443870239167% 8.82502113271344% 18.3326615714488% 17.5817172826987% 7.35197070572347% 10.4857625216282% 9.27281090552496% 7.34647447603212%
EWN 13.8971286517753% -5.0479704797048% 14.6863778901551% 23.3213131681782% 6.87506889868474% 12.5592051324242% 11.043048971263% 7.46112142275808%
EWO 13.7252568967054% -7.09586466165414% 28.2618398132317% 33.3812091984878% 14.5398366011727% 13.0825799830264% 9.66462043786443% 4.13093399682947%
EWP 6.16010014924111% -4.84797297297298% 15.6586214548692% 32.4494747641439% 18.4837263578037% 10.8775003084767% 7.14819387533108% 4.52578314357432%
EWQ -3.87120686461593% -0.84507042253521% -1.83450375088998% 10.2206967447234% 4.94307393577043% 8.65572731224622% 7.51741842538927% 4.32605514783573%
EWU 10.3119323903355% 2.79389641091767% 15.8945419862399% 20.7829897890338% 11.550649189314% 8.8450329287542% 6.53908350734511% 4.2304520007143%
EZU 3.47493329179043% -3.22293182830834% 7.70859236493842% 19.8802394882695% 8.39098276447461% 9.42542822221109% 7.944660987995% 4.4387898814678%
GREK 21.2090010779653% -7.4679113185531% 28.3973844591561% 37.0049064442277% 26.7040089343434% 16.7455881331713% 0% 0%
NORW 36.1130827542054% 8.39932126696832% 44.1504588049394% 24.975254404881% 8.91163216688728% 9.85640733356028% 6.15628110773729% 0%
EIS 5.37007530756259% -5.0032970656116% 14.3022057935579% 37.1231242595141% 10.4038121042047% 11.0466579009723% 8.31135104435294% 0%
EZA -8.23559738679166% -3.43857455454829% 4.4192110274675% 24.9773816152863% 10.6046255569068% 6.13249108190317% 4.16846067666197% 5.17831545767824%
TUR -13.1526386394488% -12.6331360946745% -11.5663503177105% -2.65947484158315% 9.67922766069742% 0.336819851403725% -0.727796149286586% 0%
EWC 12.9344034300461% 3.83693045563549% 21.1035567921803% 26.4315628448596% 11.3548513369543% 11.3984897823548% 7.48177788837361% 6.72990634820958%
EWW 8.9941850152325% 4.75453650302433% 15.7610426689723% 14.768946779687% 12.6421123432201% 6.66799093381172% 4.40292005425593% 4.60994812300533%
SPTM 11.8638381182676% -0.586637696903847% 12.3734153562506% 22.9230722290918% 11.6478318432861% 15.0707830291488% 14.4647493560671% 10.851319775634%
ARGT -13.0659795665435% -8.12253423067997% -15.1669177314327% 28.8291660753801% 21.1813335942286% 14.0974427515092% 10.1778365734938% 0%
ECH -12.6773879977073% -8.14599312351231% 0.238404292447569% 15.6546251221058% 11.8468915042711% 1.54239558197891% -1.44237275915784% 0%
EPU 12.6518509084596% -9.63597430406852% 30.3587889698455% 46.1100398143158% 27.067285076264% 12.9803957862807% 7.86965420695587% 0%
EWZ 3.14442224417455% -12.8590604026846% 8.44651501336091% 8.97406626211836% 10.2617324440735% 3.66961754939537% -0.0227183041454637% 2.92080376030557%
Historical Return
 
EWO 31.5% -21.9% 20.6% 4.1% 74.2%
Peer Group* average
60% Equity / 40% Bonds 14.0% -16.7% 17.5% 14.4% 13.2%
Global Equities (ACWI) 18.7% -18.4% 22.3% 17.5% 22.4%
U.S. Equities (SPY) 28.7% -18.2% 26.2% 24.9% 17.7%
U.S. Bonds (BND) -1.9% -13.1% 5.4% 1.4% 7.1%
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
* Peer Group is Global Equities
EIDO -0.601366323471475% -0.159115997018144% 2.56987297379803% -12.9490296615783% 4.7972038752385%
ENZL -11.3811349577622% -16.1795937287134% 2.96014467323322% -4.86603381167585% 2.48141067405787%
EPHE -2.22539573623152% -15.8737197891641% 1.27134070386121% -1.38782985690404% 1.55787961275107%
EWA 8.95035287652579% -5.92071938319785% 13.8374650093717% 1.61633552940474% 13.3510999638713%
EWH -3.47965873763995% -6.80691225617258% -13.8242903026459% 0.0366103179286093% 34.4993339971089%
EWJ 1.16503083940078% -17.7229786650309% 20.3002937043169% 7.04951628448225% 25.8415822026996%
EWM -7.40618838465441% -6.00212045923264% -3.60199110937089% 19.4852898418702% 13.314425218885%
EWS 5.55802427521444% -9.80288556411557% 6.20667458251687% 22.1006547776224% 31.3540410304999%
EWT 28.9445447347456% -28.8982676038929% 24.4848126180483% 16.1235533506537% 28.3785934689064%
EWY -7.55947408280722% -26.5891383326166% 19.0581243947996% -20.4590373092894% 95.3302273021607%
INDY 19.5473257564212% -7.31296691882433% 16.8822592482137% 3.46847825276879% 4.97284742324937%
MCHI -21.7327830701484% -22.7642710301429% -11.2325477495888% 17.7083555584408% 31.0396082464826%
THD 1.85245735118427% 1.22103248435226% -12.6192203640113% -2.18012989560772% 2.35660950977594%
VNM 22.0486082978499% -43.7428518586273% 15.05791488482% -11.1455108359133% 66.5462619843303%
EPOL 12.2176889469703% -24.6172345602251% 50.7898017506914% -2.47137702269683% 77.3190457280371%
EWD 22.8630526459482% -27.8444990585693% 25.0995569419867% -3.89786408670704% 36.5432910189567%
EWG 5.84010185589661% -22.2663433040249% 23.3452183360073% 9.81768114856214% 35.7858047098606%
EWI 14.4121027627441% -14.1593013986793% 30.6548062165143% 10.3024357491133% 55.7178319329416%
EWK 12.8517668981469% -13.9600189899799% 7.48483333755676% 0.176007519250465% 35.4105769472466%
EWL 20.1938017748867% -18.8922991269075% 17.6678372679907% -2.78824414790941% 32.9246403183824%
EWN 22.7401745801964% -24.4288381461311% 22.0949711677608% 1.68544088155529% 34.86641941788%
EWO 31.5372591434171% -21.9304404095059% 20.6304637416667% 4.13368622828687% 74.2101322124818%
EWP 0.268415847613435% -5.1787255895102% 30.2865548628205% 5.7699437376771% 78.027127919004%
EWQ 21.4728739940749% -12.0469753935534% 21.7163867593406% -5.59430165176771% 28.8971032331086%
EWU 18.2235913646433% -4.39403789099336% 12.4189361579772% 6.77580364644683% 34.9479290011199%
EZU 13.9353035106812% -17.2424753360999% 23.4353608715804% 2.26481831785785% 39.9958163608596%
GREK 6.15871454338597% 3.63647816505532% 42.7515515262799% 9.5322003197597% 72.4827238785789%
NORW 18.5652564979858% -12.5506507565636% 5.05261757911111% -2.52797859586973% 32.5531503521397%
EIS 22.8428623515417% -27.0558935057172% 5.48526306893993% 34.4787736179801% 45.1218516598936%
EZA 7.91687912062649% -5.17761579437099% 1.52206964736279% 7.29523512180941% 75.2007041486424%
TUR -27.4791523746312% 105.750536890083% -8.81555424887526% 12.9090975237458% -1.53690519114792%
EWC 27.0007877315337% -12.9531944438606% 14.7453418933418% 12.3979671149244% 35.9194761707101%
EWW 20.304386399111% 1.23980750151178% 40.3579981867868% -28.1990732679033% 53.6453338363463%
SPTM 28.5820224634963% -17.7540615755163% 25.5506671986013% 23.8665724023697% 16.9307318739311%
ARGT 3.82496999677782% 11.8025070446303% 53.686776683117% 63.4759288989117% 11.50873506446%
ECH -19.7140834143362% 25.1178232542317% 9.03130887973858% -8.63330753027663% 65.4094806121582%
EPU -11.8249696264587% 2.05025746064411% 25.3484886383478% 21.7830658326385% 86.8729416775452%
EWZ -17.275707145832% 12.0910724807815% 32.7101861220413% -30.4724334447642% 48.3041471605965%


  Compare: Risk vs. Return

for period ending October 31, 2026

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
● EWO ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● EWO ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● EWO ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Beta vs. Annual Return
● EWO ● 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
EWO risk vs. 60/40 Worse Worse Worse Worse Worse Worse
EWO return vs. 60/40 Better Better Better Better Better Worse
Risk-Return Quadrant
NE NE NE NE NE SE
Risk-Return Direction 23° 16° 43° 70° 89° 106°
Risk-Return Magnitude 22.6 18.1 10.9 10.1 9.3 13.4
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
* compares EWO to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
EWO 9.0% 3.7% -0.3% -5.7% -7.9% -7.8%
Peer Group* average
60% Equity / 40% Bonds -2.6% -2.8% -4.4% -2.5% -1.5% 0.3%
Global Equities (ACWI) 0.1% 0.2% -1.6% -2.4% -3.6%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -18.6% -16.3% -17.6% -15.7% -12.3% -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
* Peer Group is Global Equities
EIDO -32.0357045658844% -31.1420513136932% -21.7175543723014% -19.3561763056429% -17.2353666051946% 0%
ENZL -11.4665312781303% -18.3981195050818% -15.2104165591563% -12.1885614684597% -9.41187899612832% 0%
EPHE -15.5170004669165% -21.3877645288645% -14.8945984368272% -17.2964572299011% -13.6933138198603% 0%
EWA -0.72573460166325% -9.79274229770682% -6.06464478173234% -8.22363474711545% -9.82102570730616% -6.34819708611113%
EWH -4.17067528815018% -11.6078294695032% -9.31137809563542% -11.72290858225% -10.0701549942628% -6.41709273583115%
EWJ 1.91210366570064% -3.82271049286162% -2.95035850031967% -6.28367163634723% -6.55218856682378% -6.4796567860413%
EWM -3.97491227486377% -11.1911586537226% -8.04514676488005% -13.1765387371343% -13.8818078889706% -6.99069042657646%
EWS -0.574156069908767% 2.74515900876212% -1.77179766223544% -7.31018620265635% -9.73127315777877% -5.87842788047431%
EWT 10.8118588922689% -1.88811703968728% 0.232429759029834% -2.18428810586912% -4.44712477031267% -2.99263710738334%
EWY 3.22180476521848% -7.76896070118492% -3.14185524863814% -7.81793600460364% -9.44254222663262% -6.21905222966511%
INDY -23.4427158659636% -21.4248635113516% -12.7200802888479% -9.90857331322951% -10.4586689585602% 0%
MCHI -28.3351978513425% -16.7029508203773% -12.6962835515053% -12.9996904126807% -12.1935452761248% 0%
THD -0.468360318609292% -16.5382830397417% -10.3924256368708% -12.9570328336375% -11.536533443124% 0%
VNM -13.667222986822% -13.0861704180119% -12.0082620014529% -12.6543682683857% -13.3733001772409% 0%
EPOL 16.4119921129175% 3.85776249135866% -0.618536445308981% -7.63565565377468% -10.5343782331592% 0%
EWD -1.90773231792505% -7.44144360988342% -7.28099878294568% -7.25912708609547% -8.33124576126712% -6.00516931345086%
EWG -7.35783338255016% -5.86286313018208% -5.69666820313576% -9.0106491593899% -9.07769496264683% -6.89317274272073%
EWI -1.68206524871661% 0.340683154774418% 0.510560298581158% -5.29727936759842% -8.83529791619141% -8.58452092141206%
EWK 0.555179797953644% -6.03653399152095% -5.72195888988827% -9.3866291492076% -7.29829726463519% -7.99796272423361%
EWL 2.85883741739052% -8.30090700894587% -4.88474257470691% -4.61736948049328% -5.60540493047686% -3.89292297820145%
EWN -0.929472619209085% -5.74366934746608% -6.01293259052141% -5.08123057084318% -5.95421100218829% -5.1129906642781%
EWO 8.95644742231027% 3.74441371265774% -0.256813687290274% -5.68803763167604% -7.88511020403588% -7.83526681607558%
EWP 3.16534461142594% 2.08559344497098% 3.74080256338649% -6.68042141696439% -9.53887341992376% -7.47654962086885%
EWQ -13.2165843577187% -13.7941949213182% -7.19463475848658% -7.79776771545865% -8.46201765601863% -7.32069285102427%
EWU 4.36425576896635% -0.234360091292313% 0.109754236200832% -6.58005747237322% -8.52720679184981% -7.00139263701008%
EZU -4.64261652544253% -5.21963861295428% -4.38534721159929% -7.14923319842497% -8.18002347441781% -7.2713928698573%
GREK 6.02645994339664% 2.57924616861805% 8.17063045331448% -4.35326965099486% 0% 0%
NORW 15.4806232970089% -5.11542135785227% -4.54018567988326% -7.78744375155628% -10.1448359909195% 0%
EIS -2.04744761236729% 0.784659258995646% -3.49039827238993% -6.37988434578529% -8.08538541044935% 0%
EZA -7.9711598288753% -7.49093815587571% -4.00328035798691% -10.6628194639311% -11.595027147233% -7.21313379187864%
TUR -14.1392615799606% -22.2410545734845% -5.30172213500291% -13.8553469511413% -14.0892542385135% 0%
EWC 8.21440786783877% 1.88488851906602% -1.0578159060683% -4.94431517303745% -8.10343345439051% -5.35860468600327%
EWW 0.994149679993914% -12.5501085299179% -2.01934125221726% -10.2088451389613% -11.314565868032% -7.391936650255%
SPTM 0.588176124264436% -0.378674243695176% -0.306260556654717% -0.382954585395648% -0.395263182994873% -0.26399648217723%
ARGT -20.4683414001379% -10.3033439455385% -0.118438175078859% -7.5777588555407% -9.25938884408321% 0%
ECH -10.2744004371774% -11.8894867571257% -3.22348840321196% -13.4149315618112% -14.8238798569593% 0%
EPU 2.66193625623451% 2.7066877872348% 6.21705047213713% -6.25265158330879% -9.48240697797887% 0%
EWZ -5.97941106846525% -16.6238494989681% -4.38160363298046% -12.2827804528585% -13.790627772282% -8.68570439591082%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
EWO 16.3% 19.5% 3.8% -2.5% -5.8% -9.7%
Peer Group* average
60% Equity / 40% Bonds -1.5% -1.5% -3.0% -1.5% -0.8% 0.3%
Global Equities (ACWI) 0.4% 0.8% -1.3% -1.9% -3.0%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -4.0% -2.5% -6.1% -2.9% -1.3% 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
* Peer Group is Global Equities
EIDO -47.7406566955953% -30.5230861459825% -19.681565578361% -18.4231974027447% -16.544463911642% 0%
ENZL -11.0578472086934% -15.3967163277586% -15.9369090153266% -10.0547556217081% -6.99042607075522% 0%
EPHE -10.5673792621288% -5.15684189572725% -12.9222672730391% -12.8235446411106% -9.19627615079743% 0%
EWA 5.3754759719419% -2.82035988731538% -5.18883467718834% -6.6538037747673% -8.61719583876802% -6.47220053416121%
EWH 3.63328027635862% 6.18260404106763% -4.66768814839454% -5.46732377063286% -4.23002211880259% -3.55030001119845%
EWJ 6.19562248102577% 3.71424825061051% -1.08801949028324% -2.72783563261197% -2.72584939281777% -3.98017855238658%
EWM 1.69496485757672% 3.56851893920037% -3.58642320712492% -6.20384092568938% -7.72255186288365% -3.1823286887149%
EWS 5.64649584519448% 15.3790034742329% 1.64951133300828% -3.26887696310399% -6.44868002306093% -4.47049931182074%
EWT 36.202157831045% 8.37769749313129% 4.74221022588734% 3.10345256521644% -0.0120406641510424% -0.401569649723744%
EWY 28.5053453299904% 2.08937664084498% -0.372233775553093% -5.64106845855659% -8.43131744400773% -6.38806860141287%
INDY -20.5880280451415% -9.05158824258677% -7.50078080167349% -4.53180327845081% -5.96918817656955% 0%
MCHI -28.5940785229788% -0.968437860213999% -11.0969909460627% -6.74601454467506% -6.38605055617533% 0%
THD 10.6325205793913% -0.0903502323927663% -6.28152357685644% -9.25292230459817% -7.54956218232641% 0%
VNM -16.1699088525486% -7.97152043418125% -14.233410192612% -12.439035888322% -14.1833672962905% 0%
EPOL 25.2155280918977% 24.0298701650399% 5.242804285262% -4.78474748258273% -9.83504247578642% 0%
EWD 2.42582107365397% 1.51307989072891% -7.5628891592872% -5.68855524521217% -7.2519452314195% -6.30930126375408%
EWG -6.0554049596288% 3.1266432873156% -4.67759325122143% -7.90865841750652% -8.45198759829123% -7.71063132203452%
EWI 0.960918202719656% 12.2861508122508% 3.89036714428947% -1.65795372397346% -6.58805527232027% -9.88554854890121%
EWK 4.14835720344534% 5.788167087782% -2.9719123267092% -6.91390913514449% -4.67834902949253% -8.18036786734688%
EWL 10.4937717280324% 3.97835672804461% -2.36085249573804% -0.879951997389526% -2.08740815023286% -1.83821403620072%
EWN 2.07324778378285% 1.13785065150638% -6.18363531043219% -3.41405626302956% -4.55989999618041% -5.16818706464118%
EWO 16.2952953823116% 19.518253864886% 3.8055369428348% -2.54067322262986% -5.80163788488479% -9.68506477080069%
EWP 7.93260291135663% 19.8731814312159% 9.0706997361192% -2.09743452632632% -6.58163160785167% -7.00945382016493%
EWQ -10.4651850372589% -4.07201421023837% -5.76386636207757% -5.67015657458275% -6.67021061391327% -7.67659552887515%
EWU 9.52614245193034% 10.0439088706313% 2.91195705662781% -3.09999755055891% -5.52429194808302% -6.01255228016254%
EZU -2.47064094310368% 3.32231437696811% -2.92096403908916% -5.35477825659425% -6.83980204413595% -7.97258239050134%
GREK 14.6803636190736% 22.5391209618494% 17.157078382475% 1.72810876383743% 0% 0%
NORW 42.7329035264052% 19.4694224074633% -0.482876685532243% -4.58744089479983% -8.40534937666651% 0%
EIS 0.668939253465963% 9.06588949747807% -2.24387863454179% -5.21261064918359% -6.82988953985847% 0%
EZA -6.13177560965085% 11.9727932508096% 0.287527620546594% -8.24224181334382% -9.72604560498065% -6.64876720376706%
TUR -22.5359808801776% -17.5622883180704% 3.12973841577559% -9.84945722343431% -11.7848283607858% 0%
EWC 12.9702227226955% 9.15512286767932% 0.568671673733894% -3.28887401933539% -6.56627485437013% -4.75568032927569%
EWW 9.1889739928207% 1.56311334029998% 2.42191258440202% -7.15669399340528% -9.21737816279246% -7.0027708849306%
SPTM 0.590935555664993% -0.334269801457218% -0.294648852341403% -0.360426891862417% -0.349617134827602% -0.193124022983103%
ARGT -20.98418720851% 10.9074058392156% 9.25012876500197% -3.07945655142284% -6.99737733180863% 0%
ECH -10.6125564462603% 1.0381288820122% 1.6606548611203% -11.9772853310565% -14.3608140133481% 0%
EPU 20.840432543133% 32.6563165528376% 16.8521786269335% -0.429776200105142% -4.94786503684626% 0%
EWZ 4.25999687315426% -1.30738296896589% 1.06062574220304% -9.88262083054376% -14.3697152636219% -9.56808223627763%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
EWO 1.22 1.65 0.58 0.55 0.46 0.23
Peer Group* average
60% Equity / 40% Bonds 0.45 1.25 0.29 0.70 0.84 0.65
Global Equities (ACWI) 0.65 1.45 0.47 0.72 0.72  
U.S. Equities (SPY) 0.64 1.43 0.57 0.86 0.95 0.65
U.S. Bonds (BND) -0.74 0.23 -0.58 -0.16 0.08 0.33
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
* Peer Group is Global Equities
EIDO -2.12602043761619 -0.949141813850231 -0.821075513399235 -0.312961130282799 -0.191315635667468 0
ENZL -0.158278941960054 0.116852544646383 -0.369399772819009 0.133371967968634 0.341808098277835 0
EPHE -0.4626588853729 -0.107214196622858 -0.341352592224779 -0.189167132118249 0.0498169870920628 0
EWA 0.608026030805529 0.759943260655125 0.227116507170459 0.386183366031375 0.320574090790034 0.302111334711279
EWH 0.378181333552246 0.636028507271186 0.0308802081610954 0.170359246588692 0.299686232908683 0.288223528250015
EWJ 0.777840107408151 1.16982040341887 0.3935869355987 0.480986396267851 0.519193569394612 0.257640556657032
EWM 0.364752246973181 0.649429063489575 0.0792989207216442 0.0536185728308616 0.0134808437190373 0.232987241031473
EWS 0.607499012532369 1.61311070331386 0.465037276507146 0.432867217139765 0.3183847297167 0.323900632585113
EWT 1.29994426056329 1.2782426444631 0.616551324391811 0.747361399654131 0.678231488983294 0.504812701830796
EWY 0.974299272703945 0.953444161282903 0.480649426899894 0.460654212560137 0.38189206567368 0.342831570884971
INDY -1.12311731768775 -0.131630615097013 -0.229118521360132 0.278247661874229 0.280391200869302 0
MCHI -1.57316798409719 0.271906508708332 -0.164405395006796 0.110481445858181 0.170941311696368 0
THD 0.633892505176534 0.278198757205841 -0.0491508215893452 0.0957688702063511 0.204209159347112 0
VNM -0.314163117359082 0.544733652289842 -0.124339141873099 0.133599714640241 0.0969371109824124 0
EPOL 1.66372437998069 1.65237987694808 0.583562814051667 0.459517974479852 0.304505520596603 0
EWD 0.534368300509601 0.928562292672297 0.165889437584665 0.451182186038021 0.422038019087875 0.324189431745699
EWG 0.147111413937162 1.03232249573153 0.251833001326754 0.34132229702702 0.370766313572039 0.267688056733254
EWI 0.53546824685472 1.44539221064998 0.61555248361118 0.571440127056619 0.400702006490436 0.170943085461442
EWK 0.688355183033836 1.01749300846644 0.231846680484059 0.307472334859758 0.478529802668376 0.192290400566875
EWL 0.84394827873729 0.862170543174699 0.283001396147768 0.583973213634699 0.583190416563203 0.42245301567036
EWN 0.600422598867394 1.04004306202019 0.239481878420102 0.575473241394665 0.575824850989255 0.372357902876582
EWO 1.22015443733625 1.65435527234081 0.576423479568305 0.553929342375876 0.463500393848024 0.231172877733464
EWP 0.85424421675203 1.54833731087798 0.794075031541183 0.485959286314605 0.351327539634449 0.239697556529464
EWQ -0.296324368661013 0.462489809847819 0.148613517592711 0.408768983844983 0.40574659446719 0.233321547503501
EWU 0.932291355404028 1.42053915026953 0.571373405405804 0.470586916558285 0.390783914862737 0.235790022993265
EZU 0.328326867765686 1.07445091581407 0.323016105603062 0.448505073740908 0.426400696868606 0.238594311634417
GREK 1.04639781351175 1.56920329942002 1.03784341879621 0.64268799621092 0 0
NORW 1.58330577516069 1.08048290088271 0.329737569826818 0.428347941016766 0.311093572034602 0
EIS 0.536779014892408 1.45477249971017 0.390754216101965 0.502405540346839 0.436805190719868 0
EZA 0.164197709900481 0.933208752942397 0.377349544574396 0.270488743801626 0.224504652221194 0.267103894872775
TUR -0.298592447906861 -0.138467143264977 0.323982714541658 0.102884697964882 0.0808321438871021 0
EWC 1.18016473547934 1.55273706049641 0.510732324809484 0.575257249812472 0.42580222561412 0.350918190269815
EWW 0.720530383158421 0.57398469347608 0.474627179213552 0.293031840249737 0.234773402632863 0.248190410395579
SPTM 0.67882387302221 1.40715846039974 0.551895503914377 0.833593691906047 0.922329269070079 0.639656093418932
ARGT -0.872753718788883 0.766201858363859 0.621570124891208 0.489119803989858 0.41419717095409 0
ECH -0.0409874545598341 0.621397584417362 0.420059428893856 0.097472067869846 -0.00849214839874375 0
EPU 0.860867395849225 1.55562133026342 0.939180462341018 0.529030693332886 0.368095673043976 0
EWZ 0.288592288600677 0.2954360689066 0.357524439613925 0.19806013829287 0.104452879636134 0.207336533848454
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
EWO 2.17 3.32 0.90 0.84 0.70 0.33
Peer Group* average
60% Equity / 40% Bonds 0.84 2.40 0.42 1.06 1.31 0.97
Global Equities (ACWI) 1.23 2.92 0.72 1.09 1.10  
U.S. Equities (SPY) 1.49 3.04 0.90 1.35 1.53 0.98
U.S. Bonds (BND) 0.84 2.40 0.42 1.06 1.31 0.97
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
* Peer Group is Global Equities
EIDO -1.97154866237681 -1.05401114580814 -0.918440587155289 -0.387933954353892 -0.241843840557077 0
ENZL -0.198412191292879 0.168863931659711 -0.472719628473735 0.188021188306046 0.5086012177894 0
EPHE -0.587386437406925 -0.143711547012892 -0.424948666963797 -0.240570026451315 0.0670975475640578 0
EWA 0.973849222600096 1.21830947337692 0.337091017917575 0.556079532114142 0.454440585113393 0.431304138609163
EWH 0.663063445248119 1.11732539724203 0.0480323756595074 0.257637588611454 0.454551558193657 0.431201250944318
EWJ 1.22466581446558 1.88152996009786 0.586144272013839 0.726170794083518 0.794950510689902 0.365609380566102
EWM 0.62326541291287 1.04852962337248 0.113086365358889 0.0770131038315901 0.0189001828559871 0.345129549699484
EWS 0.991011724561207 2.96633538876951 0.729585713129104 0.645003241901815 0.472763706302965 0.480266938664434
EWT 2.86598784922506 2.86889794318417 1.14872613168261 1.33178471117286 1.17784880096107 0.82531261879289
EWY 1.87181827560693 1.86330998584039 0.844027336590194 0.78239431299743 0.635294122101726 0.545460218272571
INDY -1.18759677917172 -0.169752637948632 -0.300121894110404 0.388775173322559 0.412578383540981 0
MCHI -1.7996171606475 0.483687652632234 -0.257083407276218 0.169774603129546 0.259124397234256 0
THD 1.50112773737141 0.516348586045479 -0.0762588686557672 0.147649623471035 0.310744892655225 0
VNM -0.426690633918354 0.962716691447154 -0.171631588771993 0.188104979857689 0.141082663278609 0
EPOL 3.96170631072713 3.9044000818862 0.927779916272373 0.715476454050884 0.474316806517879 0
EWD 0.735775598979471 1.60729701292619 0.238393736004136 0.673361747907743 0.636998009749972 0.480073207031979
EWG 0.187409939061611 1.75483722476786 0.379196571120814 0.507613379552582 0.55693308256275 0.383968267232704
EWI 0.778573022711174 2.64683491945518 1.00457967070523 0.899371977810813 0.610866384161118 0.244915659548805
EWK 0.998255296089276 1.66143717482727 0.333550711039849 0.455077071000719 0.734649682576921 0.261681382747549
EWL 1.25826888006485 1.42896280758215 0.425810213073165 0.902966311525502 0.887839404647535 0.618289481188116
EWN 1.0214928910924 1.89392729149987 0.370606654239912 0.904824397136679 0.900572152448253 0.543052721081463
EWO 2.16687078495189 3.32071203585994 0.89523474966139 0.843172041536101 0.703475932054661 0.32637003792175
EWP 1.28239183083036 3.17646682397803 1.36939228562292 0.776599707175923 0.552659014117115 0.358835253798113
EWQ -0.358209590258444 0.649145122576257 0.216180638339896 0.618579127533297 0.619705635319578 0.33361638352683
EWU 1.50552930007018 2.456931343406 0.873367901910613 0.674477551185336 0.558753463448068 0.334982403670107
EZU 0.446579799085384 1.79607707300944 0.49217032831006 0.680798127328681 0.649272045047835 0.339702083566217
GREK 1.79419773274616 2.9721460002716 1.77729681982231 0.995889231340824 0 0
NORW 2.90842442105155 2.05832702122272 0.477804241942333 0.627111363250727 0.456528707778711 0
EIS 0.888608642410109 2.93530070275456 0.588916662351797 0.741939811134185 0.644626598617898 0
EZA 0.229983667664207 1.4497304482658 0.542927306365848 0.375652907656041 0.3166770748729 0.384645347327065
TUR -0.427463857662955 -0.19870105273506 0.55368040068117 0.15488750870193 0.120761483235248 0
EWC 2.05490671514461 3.04234279422142 0.767578395409656 0.854074568817101 0.626194519069474 0.509556017548291
EWW 1.13033452180405 0.972844473548367 0.808785719856215 0.410890307554495 0.332258073445175 0.346834124857202
SPTM 1.57174028784243 2.93627433322619 0.865775642216562 1.30980572974156 1.48242775171981 0.945510255703094
ARGT -1.05830562522475 1.78080593964949 1.18671678693874 0.793819565643953 0.660940957098353 0
ECH -0.0620325696032231 0.991143315070447 0.63658971225282 0.141115678656799 -0.0120811035389751 0
EPU 1.55740414201198 3.21091775745844 1.62573654927837 0.805241464969672 0.569503018397041 0
EWZ 0.459107886247978 0.4795358181135 0.552116809840469 0.28717156761485 0.152409636305424 0.305634211654941
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
EWO 2.5 5.8 1.3 1.0 0.8 0.2
Peer Group* average
60% Equity / 40% Bonds 0.6 1.7 0.4 1.1 1.2 1.0
Global Equities (ACWI) 0.9 2.0 0.7 1.1 1.0 n/m
U.S. Equities (SPY) 0.8 1.9 0.8 1.3 1.3 0.9
U.S. Bonds (BND) n/m n/m -1.5 n/m n/m n/m
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
* Peer Group is Global Equities
Treynor ratio is shown as n/m ("not meaningful") when a portfolio ingredient's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so near-zero beta creates extreme results that are not meaningful for comparison.
EIDO 0 -5.3 -5.5 -1.4 -0.9 0
ENZL -0.4 0.1 -0.9 0.1 0.5 0
EPHE 0 0 -1.6 -1 -0.1 0
EWA 1.8 1.5 0.3 0.6 0.4 0.4
EWH 2.1 4.3 -0.5 0.3 0.6 0.5
EWJ 1.7 2.5 0.7 0.9 0.9 0.4
EWM 1.4 3.4 0 -0.1 -0.2 0.4
EWS 2.4 6.5 1.1 0.8 0.5 0.5
EWT 2.4 2.5 1.2 1.6 1.3 0.9
EWY 1.6 2 0.8 0.8 0.6 0.5
INDY -3.4 -0.8 -0.9 0.6 0.5 0
MCHI -5.9 1.5 -2.5 -0 0.2 0
THD 4.1 1.9 -0.7 -0 0.3 0
VNM -0.8 1.1 -0.7 0 -0.1 0
EPOL 4.9 7.7 1.3 0.9 0.4 0
EWD 1.1 2.1 0.1 0.7 0.6 0.4
EWG 0.1 2.3 0.3 0.5 0.5 0.3
EWI 0.9 4 1.2 1.1 0.7 0.1
EWK 1.4 3.2 0.4 0.5 0.8 0.2
EWL 2.9 2.7 0.5 1.2 1 0.7
EWN 1 2 0.3 1 0.9 0.5
EWO 2.5 5.8 1.3 1 0.8 0.2
EWP 2.5 6.5 2.1 1 0.6 0.3
EWQ -0.9 1.1 0.1 0.7 0.6 0.2
EWU 3.8 4.9 1.3 0.9 0.6 0.3
EZU 0.5 2.4 0.5 0.7 0.6 0.2
GREK 2 6.1 3.3 1.5 0 0
NORW -14.7 0 0.7 0.8 0.5 0
EIS 0.9 2.6 0.6 0.8 0.6 0
EZA 0.1 4.5 0.8 0.4 0.3 0.3
TUR -1.7 -1.3 1.7 -0.4 -0.3 0
EWC 3.3 3.2 0.9 0.9 0.6 0.5
EWW 3.5 2.2 1.1 0.5 0.3 0.3
SPTM 0.9 1.9 0.8 1.3 1.3 0.9
ARGT -7.4 3.4 1.7 1 0.7 0
ECH -0.4 2.1 1 -0.1 -0.4 0
EPU 3.8 8.7 3 1.2 0.7 0
EWZ 0 1.5 1 0.1 -0.2 0.1


  Compare: Risk & Volatility

for period ending October 31, 2026

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
EWO 10.2% 10.2% 37.6% 47.6% 47.6% 73.7%
Peer Group* average
60% Equity / 40% Bonds 3.7% 4.5% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 6.1% 6.1% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 5.8% 7.6% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 4.1% 4.1% 15.8% 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
* Peer Group is Global Equities
EIDO 45.7% 52.6% 54.1% 58.1% 62.4% 0%
ENZL 10.2% 13.7% 29.3% 37.3% 37.3% 0%
EPHE 18.4% 19.6% 32.2% 40.7% 43.7% 0%
EWA 7.7% 12.1% 23.4% 31.4% 31.4% 63.8%
EWH 12.2% 12.2% 31.1% 40.4% 40.4% 57.1%
EWJ 8.6% 8.6% 26.3% 28.9% 28.9% 48.8%
EWM 6.6% 13.1% 20.6% 33.7% 41.1% 45.2%
EWS 10.4% 10.4% 19.1% 32.1% 32.1% 60%
EWT 11.1% 11.1% 37.5% 37.5% 37.5% 58.1%
EWY 25.7% 25.7% 39.2% 48.1% 48.1% 70.2%
INDY 17.3% 20.9% 20.9% 34% 34% 0%
MCHI 20.8% 24.1% 44.7% 58.7% 58.7% 0%
THD 7.6% 24.5% 31.1% 40% 40% 0%
VNM 12.7% 17.4% 46.5% 46.5% 49.2% 0%
EPOL 4.5% 12.3% 48.4% 60.4% 60.4% 0%
EWD 11% 14% 39.5% 40.3% 40.3% 63.1%
EWG 10.5% 10.5% 38% 41.7% 41.7% 60.7%
EWI 10.3% 10.3% 32.5% 33.4% 35.5% 66.1%
EWK 8.5% 11.3% 30.7% 33% 33% 70.4%
EWL 9.6% 13% 27.6% 27.6% 27.6% 47.4%
EWN 8.5% 11.8% 38.4% 41.3% 41.3% 60.8%
EWO 10.2% 10.2% 37.6% 47.6% 47.6% 73.7%
EWP 9.7% 9.7% 23.8% 38.7% 41.6% 58.6%
EWQ 9.7% 11.3% 29.1% 29.1% 29.1% 57.8%
EWU 6.4% 7.8% 21.3% 30% 30% 60%
EZU 8.7% 9% 33.3% 34.7% 34.7% 62%
GREK 13.4% 13.4% 25% 47.1% 0% 0%
NORW 11.7% 11.7% 30.1% 43.7% 44.2% 0%
EIS 15.8% 15.8% 38.6% 38.6% 38.6% 0%
EZA 22.6% 22.6% 33.7% 54% 54% 57.1%
TUR 29.6% 29.6% 29.6% 58.7% 71% 0%
EWC 5.5% 5.6% 22.9% 26.9% 34.1% 56.7%
EWW 10.9% 29.7% 29.7% 46.6% 56.2% 61.2%
SPTM 5.4% 8.1% 23.6% 23.6% 23.6% 50.1%
ARGT 19.1% 22.6% 29.3% 55.9% 55.9% 0%
ECH 22% 22% 22% 59.6% 63.5% 0%
EPU 15.4% 15.4% 31.6% 45% 55.7% 0%
EWZ 17.5% 30.5% 30.5% 50.3% 67.6% 73.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWO 23.3% 20.6% 24.3% 26.1% 24.0% 28.7%
Peer Group* average
60% Equity / 40% Bonds 8.7% 10.0% 11.9% 11.5% 10.2% 10.9%
Global Equities (ACWI) 14.2% 13.7% 16.3% 16.4% 15.1%  
U.S. Equities (SPY) 14.3% 14.9% 17.3% 17.7% 15.8% 17.0%
U.S. Bonds (BND) 4.3% 5.6% 6.4% 5.3% 4.7% 4.7%
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
* Peer Group is Global Equities
EIDO 15.8% 19.3% 17.4% 21.7% 21.9% 0%
ENZL 15.8% 15.8% 18.1% 18.6% 19.3% 0%
EPHE 17.3% 17.8% 19.2% 19.4% 19.5% 0%
EWA 19.5% 18.7% 21.8% 20.8% 20.3% 24.4%
EWH 20.5% 21.4% 23.1% 20.9% 20% 22.7%
EWJ 18.1% 14.8% 16.4% 15% 15.1% 16.2%
EWM 13.1% 14.3% 15.6% 15% 15% 17.9%
EWS 16% 15.1% 17% 18.6% 18.4% 23%
EWT 60.9% 35.6% 31.4% 26.4% 23% 26.3%
EWY 127.2% 67.9% 49% 37.1% 31.1% 34.3%
INDY 12.5% 13.2% 13% 18.9% 21.2% 0%
MCHI 13% 23.2% 28.3% 25.7% 24.1% 0%
THD 25.8% 21.7% 20.1% 21.5% 21.1% 0%
VNM 18.6% 26% 25.7% 25% 25.3% 0%
EPOL 20.8% 22.9% 33.9% 32% 28.8% 0%
EWD 20.3% 23.4% 24.5% 23.2% 21.1% 25.2%
EWG 17.2% 18.6% 22.3% 21.6% 20.6% 24.3%
EWI 16.6% 18.4% 23% 24.9% 24.1% 26.2%
EWK 17.5% 16.1% 17.8% 19.1% 18% 22%
EWL 19.9% 17.8% 18.1% 16.5% 15.5% 17.6%
EWN 22.1% 21.6% 24.2% 22.6% 20.6% 23.5%
EWO 23.3% 20.6% 24.3% 26.1% 24% 28.7%
EWP 15.4% 21.4% 22.6% 23.4% 23.8% 26.5%
EWQ 14.3% 15.4% 19.5% 20.5% 19.3% 22.5%
EWU 14.2% 12.8% 16.1% 17% 16% 18.5%
EZU 15.2% 16.4% 20.6% 20.6% 19.5% 22.9%
GREK 28.5% 25.1% 27.6% 30.8% 0% 0%
NORW 31.3% 22.7% 24.2% 25% 23.3% 0%
EIS 25.2% 27.7% 24.6% 22.8% 20.4% 0%
EZA 31.5% 27.7% 28.8% 27.9% 25.8% 28.7%
TUR 32.1% 26.4% 36.9% 36.1% 33.4% 0%
EWC 16.2% 16.1% 18.3% 19.4% 17.7% 21.7%
EWW 19.3% 23.1% 25.5% 26.5% 23.6% 26.1%
SPTM 14% 14.8% 17.2% 17.8% 16% 17.5%
ARGT 17.4% 46.7% 42.5% 40.7% 36.2% 0%
ECH 23.1% 22.8% 29% 27.9% 24.7% 0%
EPU 42.1% 34.4% 32.2% 28.2% 26.8% 0%
EWZ 29.5% 27.2% 30.2% 33.9% 33.1% 36.1%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWO 13.0% 9.6% 15.1% 16.8% 15.5% 20.0%
Peer Group* average
60% Equity / 40% Bonds 4.3% 4.7% 7.7% 7.2% 6.3% 7.1%
Global Equities (ACWI) 7.2% 6.2% 10.1% 10.5% 9.6%  
U.S. Equities (SPY) 5.8% 6.4% 10.5% 10.9% 9.6% 11.1%
U.S. Bonds (BND) 3.1% 3.1% 4.5% 3.6% 3.1% 2.9%
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
* Peer Group is Global Equities
EIDO 17.4% 17% 15.1% 17.2% 17.1% 0%
ENZL 12.6% 10.4% 13.6% 12.9% 12.7% 0%
EPHE 13.6% 12.7% 14.9% 14.9% 14.2% 0%
EWA 12% 11.1% 14.1% 14.1% 14% 16.8%
EWH 11.4% 11.6% 14.2% 13.4% 12.9% 14.9%
EWJ 11.4% 8.7% 10.5% 9.6% 9.6% 11.2%
EWM 7.2% 8.3% 10.4% 10% 10.4% 11.8%
EWS 9.7% 7.7% 10.2% 12.1% 12.1% 15.3%
EWT 27.3% 15.2% 16.2% 14.3% 12.9% 15.8%
EWY 64% 33.4% 26.8% 21.1% 18.2% 21%
INDY 11.8% 9.8% 9.4% 13.3% 14.2% 0%
MCHI 11.2% 12.3% 17.4% 16.2% 15.5% 0%
THD 10.6% 11% 12.3% 13.5% 13.6% 0%
VNM 13.7% 14.1% 18% 17.3% 17% 0%
EPOL 8.4% 9% 20.7% 20.1% 18.1% 0%
EWD 14.8% 12.9% 16.5% 15.1% 13.6% 16.7%
EWG 13.5% 10.4% 14.3% 14.1% 13.4% 16.7%
EWI 11.3% 9.5% 13.5% 15.4% 15.5% 18%
EWK 12.1% 9.3% 11.8% 12.5% 11.5% 15.9%
EWL 13.4% 10.2% 11.4% 10.3% 9.9% 11.8%
EWN 12.8% 11.2% 15.1% 14% 12.8% 15.9%
EWO 13% 9.6% 15.1% 16.8% 15.5% 20%
EWP 10.1% 9.7% 12.5% 14.3% 14.8% 17.4%
EWQ 11.8% 10.4% 12.8% 13.2% 12.3% 15.5%
EWU 8.6% 6.9% 10% 11.5% 11% 12.8%
EZU 11.1% 9.3% 12.9% 13.2% 12.6% 15.8%
GREK 16.6% 12.7% 15.5% 19.4% 0% 0%
NORW 17% 11.3% 16.2% 16.7% 15.6% 0%
EIS 15.2% 13.1% 15.7% 15% 13.5% 0%
EZA 22.7% 17.3% 19.4% 19.6% 18% 19.6%
TUR 22.5% 17.8% 20.7% 23.3% 21.9% 0%
EWC 9.1% 7.6% 11.6% 12.7% 11.8% 14.7%
EWW 12.2% 12.9% 14.3% 18.5% 16.4% 18.4%
SPTM 5.8% 6.5% 10.5% 11% 9.7% 11.6%
ARGT 14.4% 19.1% 21.4% 24.4% 22.2% 0%
ECH 15.1% 13.7% 18.6% 18.8% 17% 0%
EPU 23.3% 16% 18% 18.1% 17% 0%
EWZ 18.6% 16.1% 18.9% 22.9% 22.3% 24%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
EWO 1.00 0.50 0.85 1.02 1.06 1.31
Peer Group* average
60% Equity / 40% Bonds 0.62 0.69 0.71 0.67 0.66 0.65
Global Equities (ACWI) 0.95 0.90 0.93 0.93 0.95  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.62 0.69 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
* Peer Group is Global Equities
EIDO 0.00327402109746442 0.422375266881168 0.314094505156855 0.694081115068096 0.751510146578008 0
ENZL 0.86620337658907 0.848303178739451 0.914051066684631 0.843163358304602 0.895578620682884 0
EPHE 0.0416138012562884 0.0886848386039214 0.52654104896843 0.559015102432305 0.636762501990049 0
EWA 0.57056988838377 0.786680141177302 0.970443545514895 0.963448468977161 0.996643795412148 1.16236350573349
EWH 0.278883607419684 0.260416369656717 0.366535106861134 0.540817944092058 0.631527020306696 0.808992582357419
EWJ 0.751410245002454 0.620250669807761 0.754753996038934 0.675223033659175 0.709668162488115 0.732436810782414
EWM 0.288539694405184 0.241218746481664 0.45115406671194 0.460200201991497 0.523800358749527 0.618051864093474
EWS 0.356576940918133 0.33087406872154 0.576212786401611 0.733279405491458 0.810120420056889 0.990837354838392
EWT 2.26378531792241 1.42332211352807 1.1504111511132 0.955477001134574 0.950048125979893 1.0702133216942
EWY 3.49226079727458 1.98619002889986 1.59191385597241 1.24169320506301 1.19514429316325 1.34217337887622
INDY 0.482757986346338 0.339468032576233 0.448370281294768 0.617718994946135 0.739859570008596 0
MCHI 0.426148407264891 0.255668369038101 0.339085043340312 0.50978035657389 0.596581078784547 0
THD 0.320346753863542 0.211433758999349 0.419572799402253 0.710831693341858 0.745292048595094 0
VNM 0.987665190224273 0.984738747344506 0.965954683409239 0.993111860084906 1.04323791429996 0
EPOL 0.620818287503635 0.410610548881913 1.03032830457702 1.10465149595064 1.11669926177102 0
EWD 0.785143140641492 0.868683393827642 1.08409396298493 1.03143085162726 1.05660100320683 1.21156383796728
EWG 0.872774706897453 0.709529940940393 0.973369395000083 1.00229028273559 1.06494805331976 1.21023867180887
EWI 0.812676563756536 0.570945962729753 0.890067705339442 0.959359784527888 1.0135352748286 1.18725959326611
EWK 0.775515262018117 0.457821340838795 0.684151810436073 0.850397549372946 0.883584417967289 1.07020583799713
EWL 0.498609619551126 0.489196063158942 0.723185957617721 0.691930230596925 0.743933261789887 0.816469778459188
EWN 1.07458156266415 0.941914323215386 1.13480660155616 1.04939713280359 1.0692041369732 1.18640266875826
EWO 0.99657643779249 0.502893254307157 0.848851154911165 1.02224247834012 1.05872468469729 1.31384655761118
EWP 0.484992646305835 0.4350041563915 0.686304053887128 0.816778228171018 0.925600248030423 1.06890551555723
EWQ 0.594132599296448 0.525568767723297 0.845485321650261 0.92158878910888 0.960697972010206 1.11910313011315
EWU 0.321207328502465 0.338065960162594 0.591043026894254 0.736875249558049 0.797841076398015 0.930126963857311
EZU 0.780952379577574 0.645089936125838 0.919915095721687 0.956836458619714 1.0064545295162 1.16299753999046
GREK 1.20775669752549 0.534700826906154 0.702777330086159 0.975244780320927 0 0
NORW -0.276070401354268 0.0619401802548088 0.68402594056161 0.930740806194945 0.989370967911465 0
EIS 1.19765244548691 1.25183650859974 1.08424245149997 1.07158640061618 1.03380704759456 0
EZA 0.825801292810569 0.45760260362813 0.797525706976894 0.925378637412836 0.938225578550141 1.10024810871761
TUR 0.876307162200196 0.557760057899542 0.334022817265756 0.600426039576396 0.720689300418594 0
EWC 0.534131839566512 0.683001466938099 0.855233593787032 0.949633453404367 0.949997289883003 1.06357335292956
EWW 0.345778297896103 0.468221046224921 0.785604993076698 0.882704314509616 0.917203288890074 1.0772266530884
SPTM 0.974370587866008 0.998576221545368 0.997485327921357 1.00734320115582 1.00874709218353 1.01619707880032
ARGT 0.254718121322202 0.717050976619896 0.996098135914749 1.14277886622994 1.18974256459001 0
ECH 0.861990645809141 0.542652889982643 0.781426745401683 0.859041215026532 0.863395096213569 0
EPU 0.701223140885632 0.481300640085185 0.784978398369282 0.850545193646129 0.8556578630341 0
EWZ 0.0579816848425608 0.313919601279386 0.660233009024019 0.861567118104648 0.972915988228567 1.171322079821


  Compare: Correlation

for period ending October 31, 2026

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.80 0.55 0.73 0.79 0.80
to S&P500 (SPY) 0.70 0.39 0.62 0.69 0.68 0.76
to U.S. Bonds (BND) 0.12 0.37 0.53 0.34 0.26 0.20
to Commodities (DBC) -0.36 -0.25 0.10 0.39 0.41 0.52
to Gold (GLD) 0.45 0.32 0.27 0.19 0.19 0.16


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