iShares MSCI Spain Capped ETF

for period ending February 28, 2025



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  Overview

EWP 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 Spain Capped 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 Spain 25/50 Index. The underlying index consists of stocks traded primarily on the Madrid 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 will at all times invest at least 80% of its assets in the securities of its underlying index and in depositary receipts 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 "EWP" 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 February 28, 2025

5-year graph

EWP 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
EWP 16.2% 9.4% 28.6% 16.0% 9.8% 3.7% 3.3% 3.9%
Peer Group* average
60% Equity / 40% Bonds 1.8% -0.3% 12.8% 6.8% 9.4% 8.1% 9.3% 7.7%
Global Equities (ACWI) 2.8% -0.3% 15.3% 9.2% 12.8% 9.3% 9.6%  
U.S. Equities (SPY) 1.4% -1.3% 18.4% 12.4% 16.7% 12.9% 13.9% 10.4%
U.S. Bonds (BND) 2.8% 2.2% 5.8% -0.5% -0.6% 1.5% 2.4% 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
EIDO -13.6363636363636% -12.7868852459016% -24.9876549333159% -10.0880910691321% -3.34788619887975% -3.29221788695739% 0% 0%
ENZL -6.21956617972553% -5.76067615658363% -3.93915063147412% -5.89517752782972% -2.33358785397886% 3.42159657215562% 0% 0%
EPHE -4.11506192568918% 2.91595197255574% -10.5074969781964% -8.20337000990517% -2.33335482861702% -4.33174423865864% 0% 0%
EWA 0.544844928751043% -2.519301097115% 3.96394160121125% 4.14891110868474% 7.7491720571665% 4.55621908743868% 5.1059567426019% 6.1484129024441%
EWH 5.58223289315727% 6.60606060606062% 12.3475079718441% -4.63433920650589% -2.00890861127687% 1.093356424657% 4.06978882299713% 5.1165935599786%
EWJ 2.04172876304025% 0.23422632118284% 1.36493425828983% 4.77688993524048% 7.14434566022475% 5.08305982435129% 5.42052028605313% 3.8572087573328%
EWM -3.50591112922951% 1.06746370623398% 12.7494310888002% 0.281279598492157% 2.23931361698817% -1.45912973312601% 1.67289093472254% 4.15062604752325%
EWS 6.40732265446224% 2.96722763507529% 36.5699553034597% 8.24573165668783% 5.86130470953643% 3.27307016961182% 4.49863948988245% 6.45996015800494%
EWT -1.83539412673879% -1.24392614188533% 13.2540961924924% 1.68529806009345% 13.4625602827794% 9.70301597581875% 9.42848084971573% 7.53061714861105%
EWY 7.42778541953233% 1.29701686121919% -12.6582564810162% -7.04641421740615% 1.72531436635692% 1.56600599574728% 2.87954871328584% 3.84060503585388%
INDY -6.43194335169159% -4.87902419516096% -4.71498533221125% 3.0600068879264% 8.68029236987833% 5.11099504226207% 5.68570527111503% 0%
MCHI 14.3405889884763% 10.6796116504854% 40.6292002403726% -0.393723173181482% -0.979553924221488% 1.97688293162122% 0% 0%
THD -12.0780939774983% -7.69498002431822% -6.97348713190966% -10.1878514690403% -2.74221662222096% -1.58110401366875% 4.3303944272447% 0%
VNM 4.87804878048779% 4.15224913494809% -10.880829015544% -13.0802465767766% -1.20855699037455% -3.21235222600459% -3.08127226149076% 0%
EPOL 21.1308097747963% 6.98264917477784% 14.7922704438026% 16.447769571451% 11.2639439428243% 3.20290030145671% 0% 0%
EWD 15.563889633003% 5.52837573385518% 10.862751318728% 7.08790010430496% 10.2756721564105% 5.68077964582179% 7.58980532605895% 7.04112908866112%
EWG 13.3563796354494% 4.15824429685243% 20.6256517215393% 10.396353612572% 9.38694668459539% 4.47990020160787% 6.45362559335514% 5.81852486352099%
EWI 13.4278565471226% 5.83657587548638% 19.1441889935805% 15.0274338736043% 12.0685312295123% 6.64211683532727% 4.39297003120187% 2.0229178094729%
EWK 5.60568772217662% 3.87305002689617% 9.96391256754507% 1.55708759184709% 4.81311601004535% 3.58983248217399% 5.81450405098771% 3.09358803677988%
EWL 12.5543951261967% 4.35747427879765% 12.8046845362146% 4.72578295132495% 8.52346265754094% 6.75506235478591% 8.19925169920226% 7.58218048013619%
EWN 6.02382557878176% 1.76914778856527% 0.787510632803978% 5.26441724253497% 10.8483775637242% 8.3308401214041% 8.35811629535472% 0%
EWO 14.0298165793917% 7.93607800650054% 24.3022527480231% 8.6818032478198% 10.2148592123121% 7.45514701836785% 4.9379245590055% 2.96272046757198%
EWP 16.1996779388084% 9.36647468929979% 28.6169072605713% 15.9606666694237% 9.76585723436632% 3.65428906336653% 3.3111703969156% 3.91186382856505%
EWQ 10.2006688963211% 2.35568211234791% 1.37078237189474% 7.01754115728579% 9.48676230888861% 6.84148816101469% 6.35782478435927% 5.14556658771954%
EWU 9.26253687315635% 4.01572591968549% 17.7346475727696% 7.45714719625918% 8.75799102389521% 3.6535897392532% 5.27957434434909% 3.85687850587633%
EZU 10.9957627118644% 3.59897172236503% 9.78381527607026% 9.00153106152388% 9.5200585711861% 5.61748413435947% 5.81461260776333% 4.56437481877301%
GREK 9.7705594225316% 2.92482475223592% 11.0337422703849% 20.2022553127823% 17.1921479120602% 3.48769761233108% 0% 0%
NORW 6.18159967270122% -0.219462477122634% 10.8270000641604% -1.80670276365704% 6.51835404521908% 3.36022552545734% 0% 0%
EIS 2.6216742375081% -1.93476373558229% 26.0097039844208% 3.69448198797546% 8.79751708209109% 6.77000100374665% 4.27439190508732% 0%
EZA 5.94130279169651% 1.48571428571429% 27.8672420731565% -1.20884644013375% 6.39495439128903% 0.206646350470607% 2.7537703280617% 4.30580378463234%
TUR -4.40602342442833% -4.61880912632164% -7.06537523126072% 26.1983537737803% 10.546168508232% -0.918155556051459% 0.00520227286484598% 0%
EWC 2.30769230769232% 0.0242600679281946% 14.7103070421396% 4.91673976419109% 10.7681686647014% 6.21179340598295% 5.38350203994449% 6.39726154921207%
EWW 7.90260572404955% 3.14414046549614% -19.4254512711715% 3.43382467613269% 6.79529940859949% 0.702623517516665% 2.37066194235831% 5.25470644506218%
SPTM 1.14797704045917% -1.59357123399619% 17.5271177648678% 11.9680514598372% 16.4735388124083% 12.5503356771924% 13.7190051659448% 10.3567942216816%
ARGT 0.133059150840698% -4.27844588344126% 68.552379666791% 39.5398837376184% 31.1481562670398% 16.5327982107946% 0% 0%
ECH 14.297124600639% 4.72008781558728% 11.8859195171798% 8.12764621708086% 5.19684594153449% -0.770037401985979% -2.15938655375375% 0%
EPU 3.3563061698475% 1.64225422045678% 23.1092923657183% 11.033663957078% 10.0096621166661% 6.4539883521076% 4.77231037513086% 0%
EWZ 7.10795202132386% -4.81642321358073% -21.1313068809435% -1.85288891033301% -2.01695525384724% 1.06827968157532% -2.62235835703247% 3.81977972254035%
Historical Return
 
EWP -4.9% 0.3% -5.2% 30.3% 5.8%
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
EIDO -7.1370120837275% -0.601366323471475% -0.159115997018144% 2.56987297379807% -12.9490296615782%
ENZL 19.2313761504698% -11.3811349577622% -16.1795937287134% 2.96014467323324% -4.86603381167585%
EPHE -3.94077350311066% -2.22539573623151% -15.8737197891641% 1.27134070386119% -1.38782985690403%
EWA 8.26548924547703% 8.95035287652579% -5.92071938319786% 13.8374650093717% 1.61633552940474%
EWH 4.18725441840027% -3.47965873763993% -6.80691225617256% -13.8242903026459% 0.036610317928587%
EWJ 15.409364464848% 1.16503083940074% -17.7229786650309% 20.3002937043169% 7.04951628448225%
EWM 3.16636500777123% -7.40618838465441% -6.00212045923264% -3.60199110937089% 19.4852898418701%
EWS -8.48812202616375% 5.55802427521443% -9.80288556411557% 6.20667458251687% 22.1006547776224%
EWT 31.5022545574496% 28.9445447347456% -28.8982676038929% 24.4848126180483% 16.1235533506537%
EWY 39.4383153551619% -7.55947408280722% -26.5891383326166% 19.0581243947996% -20.4590373092894%
INDY 10.0122442529701% 19.5473257564212% -7.31296691882432% 16.8822592482137% 3.46847825276879%
MCHI 27.7838195270677% -21.7327830701484% -22.7642710301429% -11.2325477495887% 17.7083555584408%
THD -9.86556970117346% 1.85245735118427% 1.22103248435226% -12.6192203640113% -2.18012989560772%
VNM 9.83579943037776% 22.0486082978499% -43.7428518586273% 15.05791488482% -11.1455108359133%
EPOL -8.36886025577675% 12.2176889469703% -24.6172345602251% 50.7898017506914% -2.47137702269681%
EWD 22.2612159226546% 22.8630526459482% -27.8444990585693% 25.0995569419867% -3.89786408670704%
EWG 10.5638043058162% 5.84010185589661% -22.2663433040249% 23.3452183360074% 9.81768114856214%
EWI 1.67356254423512% 14.4121027627441% -14.1593013986793% 30.6548062165143% 10.3024357491133%
EWK -0.862723785695862% 12.8517668981469% -13.9600189899799% 7.48483333755678% 0.176007519250443%
EWL 11.7869941666805% 20.1938017748866% -18.8922991269075% 17.6678372679907% -2.78824414790945%
EWN 23.2257613303791% 22.7401745801964% -24.4288381461311% 22.0949711677608% 1.68544088155527%
EWO -3.68400461617667% 31.5372591434171% -21.9304404095059% 20.6304637416666% 4.13368622828685%
EWP -4.85369000891213% 0.268415847613435% -5.1787255895102% 30.2865548628205% 5.76994373767712%
EWQ 2.85239160526263% 21.4728739940749% -12.0469753935533% 21.7163867593406% -5.59430165176772%
EWU -11.8045068614162% 18.2235913646434% -4.39403789099337% 12.4189361579772% 6.77580364644683%
EZU 6.66561654144979% 13.9353035106812% -17.2424753360999% 23.4353608715804% 2.26481831785785%
GREK -13.9080490845131% 6.15871454338597% 3.63647816505532% 42.7515515262799% 9.5322003197597%
NORW 2.61148640939508% 18.5652564979858% -12.5506507565636% 5.05261757911113% -2.52797859586975%
EIS 12.0114677259749% 22.8428623515418% -27.0558935057172% 5.48526306893995% 34.4787736179802%
EZA -5.19108396411971% 7.91687912062649% -5.17761579437099% 1.52206964736277% 7.29523512180941%
TUR -1.85762849233754% -27.4791523746312% 105.750536890083% -8.81555424887528% 12.9090975237458%
EWC 5.52117105281553% 27.0007877315337% -12.9531944438606% 14.7453418933418% 12.3979671149244%
EWW -3.05421886308641% 20.304386399111% 1.23980750151178% 40.3579981867868% -28.1990732679033%
SPTM 17.9635581485433% 28.5820224634963% -17.7540615755163% 25.5506671986013% 23.8665724023697%
ARGT 14.5712098105721% 3.82496999677782% 11.8025070446303% 53.686776683117% 63.4759288989117%
ECH -8.89018153121168% -19.7140834143362% 25.1178232542317% 9.03130887973857% -8.63330753027664%
EPU -4.30829622016265% -11.8249696264587% 2.05025746064413% 25.3484886383478% 21.7830658326384%
EWZ -20.3272306998449% -17.275707145832% 12.0910724807815% 32.7101861220412% -30.4724334447642%



  Compare: Risk vs. Return

for period ending February 28, 2025

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
EWP Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
EWP Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
EWP 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
EWP risk vs. 60/40 Worse Worse Worse Worse Worse Worse
EWP return vs. 60/40 Better Better Better Worse Worse Worse
Risk-Return Quadrant
NE NE NE SE SE SE
Risk-Return Direction 20° 23° 87° 122° 121° 110°
Risk-Return Magnitude 16.9 10.0 7.9 8.5 11.7 10.9
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
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
EWP -0.8% 1.4% -8.8% -9.6% -11.3% -7.3%
Peer Group* average
60% Equity / 40% Bonds -3.7% -5.3% -5.0% -2.1% -0.7% 0.4%
Global Equities (ACWI) -2.0% -3.1% -3.5% -3.4% -4.5%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -11.9% -20.1% -24.0% -12.8% -9.6% -4.2%
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
EIDO -28.7334069408371% -22.7495145968044% -18.2227425505207% -14.4559286215076% 0% 0%
ENZL -20.1277811040798% -16.5222307102059% -18.0721290142712% -9.69580214310932% 0% 0%
EPHE -22.1028350787203% -17.4230427239918% -17.8162608235567% -15.7957161370079% 0% 0%
EWA -14.1763404985104% -7.95488613146962% -10.0470767221376% -8.8238921144905% -9.91591880330705% -5.66330308600399%
EWH -9.95028944980414% -13.7277444614432% -17.4925937046131% -11.5213478628556% -10.512892283551% -6.17337410903641%
EWJ -17.0247649185085% -7.71953208910925% -8.85783597960737% -7.46951524819354% -8.44218650160422% -6.54956914757581%
EWM -8.51451868480905% -12.3539961559815% -14.5376390306772% -14.1639953973296% -12.2732337149401% -6.4793386606002%
EWS 17.8539427825797% -4.2057862590315% -11.0157342971924% -9.78259493735576% -10.0596794266058% -5.27755239467012%
EWT -6.36084412565088% -9.74982006771976% -5.09293644562112% -4.63376246296505% -6.27902466035048% -4.60930825253672%
EWY -24.2174054837006% -14.7332165931028% -14.4627630036132% -11.0977135460776% -11.5589052507082% -7.39961573862043%
INDY -22.9739307862176% -10.2837470931249% -8.48807858352339% -8.25987767295898% -9.56828077930504% 0%
MCHI 1.40541428411214% -9.8644754978795% -16.0223149047227% -10.8088839583366% 0% 0%
THD -19.6359301006261% -20.7211140705491% -18.0464530575105% -13.5934723658352% -10.5140668818643% 0%
VNM -23.3534793483806% -18.765382877175% -16.3323413057156% -14.2833260366447% -15.1855981290159% 0%
EPOL -8.19610410833516% -1.15081608459341% -9.12913689555522% -10.1294625477215% 0% 0%
EWD -10.2771646633724% -5.85810724326871% -8.42146524150908% -8.08118486221079% -8.28257268194434% -5.14203842585875%
EWG -1.9668968008942% -3.33993790540355% -8.84683995725062% -8.94829062497965% -9.03009091631443% -5.87198132730548%
EWI -4.06666246744868% 0.201530801707231% -7.26537526473876% -7.61778557976967% -10.7192533867652% -8.42725398121739%
EWK -9.56836863900107% -10.6551521459714% -12.0758260371607% -9.47610702519747% -8.96094971358715% -7.62072776542001%
EWL -8.65909959775949% -7.67755896672007% -8.01165712857461% -5.95925975230843% -6.02310416526161% -3.1411498904071%
EWN -16.6338577234175% -7.09483684451457% -7.65112326244052% -5.81707696392202% -7.3900342422101% 0%
EWO 0.165371091202681% -4.51229762579894% -8.84266710641662% -7.15532578543919% -10.3305900686116% -7.90191098094734%
EWP -0.785050104044887% 1.35091828425536% -8.7735415337544% -9.63769690553801% -11.3483187068941% -7.26843706875986%
EWQ -15.9290376999523% -5.71573442221761% -8.54591576275384% -6.92855816191127% -8.94778832736317% -6.17492408498505%
EWU -2.18832420818926% -4.9245872845496% -8.0672598514754% -9.30965689372827% -9.13850489955686% -6.79472116210555%
EZU -10.0342599198583% -4.1651270499023% -8.49387005806867% -7.91596555902197% -9.33929746271823% -6.61842797986108%
GREK -9.42465579301252% 4.29060568902859% -4.35699388462006% -9.97430964052404% 0% 0%
NORW -9.68036223499526% -12.3928841735088% -11.1881417477622% -9.87579764836255% 0% 0%
EIS 0.761935589622817% -8.26836511402443% -9.02674682664965% -7.03689460660323% -10.3234699558992% 0%
EZA 1.69836420979422% -11.3272824762899% -11.3593637305446% -11.8643085936066% -11.6947697620361% -7.14809929902704%
TUR -19.1247448857669% 3.73999560129681% -9.67666500062362% -12.1178540561616% -13.1096881197197% 0%
EWC -5.72124241899345% -7.47179633887818% -6.96290671323206% -7.23167577551368% -9.15037858476458% -5.13022449473716%
EWW -28.0076137355174% -8.38534672287409% -11.0976643990341% -11.6342896005577% -11.8699969638283% -6.44708713156531%
SPTM -1.29183110812748% -0.517595150562243% -0.351151353628568% -0.504084267284984% -0.440383954095244% -0.234960750029924%
ARGT 13.4526985307167% 10.4585955468585% 0.827250076966621% -3.93317581267848% 0% 0%
ECH -8.77709029385027% -5.31103042114327% -12.2030881861859% -12.4028776730032% -14.55740837567% 0%
EPU -2.41213215942059% -2.98480790532083% -8.98001250572308% -8.06823883671464% -10.4694833311437% 0%
EWZ -26.2847695523886% -11.3684323822053% -16.1336122454228% -11.1829843916903% -14.3169366644834% -7.65699382342737%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
EWP 18.4% 5.0% -6.2% -8.2% -11.5% -7.4%
Peer Group* average
60% Equity / 40% Bonds -2.7% -3.9% -3.5% -1.3% -0.3% 0.4%
Global Equities (ACWI) -1.3% -2.8% -3.1% -3.0% -4.1%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -3.8% -8.3% -7.1% -2.3% -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
EIDO -39.221057792547% -18.8097832778507% -17.7571187980246% -14.0264110509569% 0% 0%
ENZL -22.3804649253576% -18.1423707727221% -18.3067990990912% -8.44229418046493% 0% 0%
EPHE -16.3578293180683% -19.4767190931507% -15.7483098889695% -13.8730091360089% 0% 0%
EWA -19.5934474532031% -9.137338610558% -10.7356622488895% -8.8110942760372% -10.4970856666077% -5.914267141028%
EWH 10.1405907094539% -12.5399104372225% -12.0261851672825% -7.72258449206941% -6.25059104517994% -3.80685888024232%
EWJ -13.8737633915215% -6.38853264785514% -4.91119659925226% -4.71545747903673% -4.85888474874586% -4.23463605244088%
EWM 5.12496167804063% -8.96713938426762% -8.35389412786234% -9.3921942316207% -7.39906786307482% -3.16006676667164%
EWS 24.7182370238056% -1.94116106449495% -7.90661411497059% -7.88893018214944% -7.95548495143036% -4.22143324628178%
EWT 0.666619571561846% -10.2941570560454% -1.45363453838011% -1.47481614210745% -3.40525270398271% -3.05832370216659%
EWY -28.5462816522844% -21.33478780875% -16.594205758128% -12.0106095029549% -12.600431642495% -8.82530190896518%
INDY -16.391817821293% -6.29057497323111% -4.99762742347644% -4.7472307060948% -6.20389162757524% 0%
MCHI 41.2015964675727% -7.94791128355564% -8.87190997296698% -6.53233502900964% 0% 0%
THD -16.2231865003514% -19.2784568267534% -16.5072838651644% -11.9570612630932% -7.29250872542737% 0%
VNM -27.9750264955847% -25.5649388220864% -19.4166656170969% -16.2724771236659% -16.7836717386737% 0%
EPOL 3.48426384326136% 2.44394128049966% -9.60133776597108% -11.5237515439621% 0% 0%
EWD -3.53124841743974% -6.3983027679226% -8.4448072558459% -7.9068936949643% -8.62405413994686% -5.43918826494637%
EWG 7.19475521217631% -2.70641978354061% -8.97265958074105% -9.27631193267572% -9.90529469384188% -6.68692565606456%
EWI 11.8040422356305% 2.76153827488187% -5.65568835944175% -6.36471562880541% -11.6811436364634% -10.1728030244088%
EWK 1.72646117171511% -9.00159588025096% -10.3939626175901% -8.20806757779354% -7.71389337587931% -8.117599829709%
EWL -2.58174640567223% -6.43321271519789% -5.10562748209867% -3.52418484754549% -3.36938957800807% -1.45622849683189%
EWN -13.0855747416531% -8.34493020907626% -7.53721131434606% -5.18276469224983% -7.44486743774245% 0%
EWO 18.8250636985626% -2.78453168100869% -7.69138987031442% -6.17332629692798% -11.5186034937882% -10.3513058840763%
EWP 18.4316281123773% 4.96901309172513% -6.18082784319792% -8.18468411557371% -11.5005592363072% -7.3854375531074%
EWQ -6.87623973027455% -5.08640383801532% -7.51915034772077% -5.84484711094962% -8.93715709102388% -6.53881155739329%
EWU 7.90782610824919% -2.94948424832026% -5.11339827964744% -7.33809808708274% -7.6567930953495% -6.14535356873608%
EZU -0.954282995890509% -3.49067927469612% -7.99240917188203% -7.39118353858237% -9.81071847569403% -7.45229231344193%
GREK 8.00272988561366% 9.65033650330619% 0.257928475723327% -10.3411167674779% 0% 0%
NORW -4.95940427415723% -14.0935530460194% -12.3740195636646% -10.2729048229078% 0% 0%
EIS 8.77842124043713% -9.18076076061672% -8.61016888517565% -6.49059304854397% -10.2001636165399% 0%
EZA 17.7013113077958% -13.6218866159237% -10.1938358776303% -12.6869870954785% -11.7864568068072% -7.34872984371154%
TUR -13.5529078302649% 19.2934316596743% -0.0834624458812288% -9.8990058860323% -11.1748651943242% 0%
EWC -3.22456635408508% -7.47077280734065% -6.51344211867363% -6.51886397590914% -8.5857922710675% -4.77111469771467%
EWW -26.2023578808905% -8.38060751375315% -10.5512585254649% -11.5681048303392% -11.6422817554417% -6.33527879547464%
SPTM -1.28823191415136% -0.511957101527655% -0.337669503476821% -0.478686068182878% -0.404284954767501% -0.163477729064468%
ARGT 55.2114053544215% 25.2137405512022% 10.2225572922731% 0.816003335698074% 0% 0%
ECH 3.98545948960464% -4.77720496906906% -10.4384953907832% -12.2990219719572% -14.8442084292337% 0%
EPU 16.2170243562912% -1.25684948363353% -6.24154176752507% -5.69800930399042% -7.75268542033492% 0%
EWZ -30.6571346638641% -14.4050322979285% -20.5628494677141% -12.0418390026412% -18.4245456367632% -8.77992573037588%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
EWP 1.15 0.53 0.36 0.17 0.19 0.21
Peer Group* average
60% Equity / 40% Bonds 0.92 0.14 0.49 0.58 0.80 0.61
Global Equities (ACWI) 1.06 0.28 0.59 0.52 0.59  
U.S. Equities (SPY) 1.22 0.44 0.76 0.72 0.86 0.61
U.S. Bonds (BND) 0.19 -0.67 -0.52 -0.11 0.20 0.30
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
EIDO -1.49865955804734 -0.86950087803696 -0.144042191825399 -0.134397505306607 0 0
ENZL -0.550416301341799 -0.459463356950973 -0.156721844025458 0.153644570093066 0 0
EPHE -0.739976543561088 -0.505680949887867 -0.132843527342163 -0.238610793085814 0 0
EWA 0.0294409005871593 0.0455485966184168 0.291873328504255 0.212495714790481 0.271594712082561 0.300935431395733
EWH 0.420086593890147 -0.279829070341409 -0.120926841630369 0.0417595182181792 0.223388076953979 0.257672597865429
EWJ -0.262605147593984 0.0284172169852051 0.305452243529274 0.265598147507676 0.333705329474949 0.206952690217757
EWM 0.528406424403632 -0.227170837472288 0.01502521492374 -0.147891998864695 0.0894153166482025 0.219427749785359
EWS 2.58197657059832 0.223493989865334 0.21874295683857 0.146422498610599 0.249907950560528 0.318396045196602
EWT 0.697355383948677 -0.0546770854928662 0.524381072105481 0.461137142373993 0.491176678760149 0.358875069216746
EWY -0.964765376430462 -0.326874928815837 0.064062638371376 0.0839761256276355 0.171820967605978 0.206474757219093
INDY -0.843628176636098 -0.129170920218927 0.357006940018797 0.244973210362325 0.296575053388725 0
MCHI 1.296616955974 -0.0158646073441886 -0.0135948793870375 0.112013862679889 0 0
THD -0.484199738733955 -0.72984792227436 -0.151581265159121 -0.0941668754189951 0.233645444636787 0
VNM -0.867583542881924 -0.586431812136347 -0.0289831997976666 -0.121513097075338 -0.0694095244079627 0
EPOL 0.560674946748357 0.455561912658399 0.382999866174023 0.171520741042844 0 0
EWD 0.384491009476167 0.175639221381392 0.379977287267204 0.262772399576036 0.378080384902234 0.33426724963444
EWG 1.05866133979331 0.29902962293384 0.352861971176567 0.20691108842966 0.329995813234454 0.286657628223562
EWI 0.892574389599803 0.48243994357174 0.442547884754083 0.300697720305422 0.236860293641261 0.132502838924028
EWK 0.425274373109813 -0.125291948861877 0.165229872490497 0.160444063396152 0.317993113311908 0.168631908206251
EWL 0.5157010297003 0.0395253418295925 0.361478027375118 0.36405990160103 0.493802195141458 0.425412460236645
EWN -0.21153270821415 0.0992358008589279 0.40914513072812 0.393742558999365 0.427156046582756 0
EWO 1.22807324904002 0.233101777425562 0.370978265446499 0.332196956574293 0.258959794043889 0.179585340824175
EWP 1.15145039042586 0.531684251563675 0.36108549816974 0.169193059821883 0.192099498198737 0.206479147518475
EWQ -0.137524986321721 0.162012913304286 0.361258127777714 0.325052199946909 0.330336701829778 0.260135881492617
EWU 1.04470855173279 0.180620579419395 0.365101241152811 0.165340501829315 0.300843781252586 0.202520428657748
EZU 0.387957153398714 0.246706416383145 0.364093512993409 0.264706011504802 0.305245686150721 0.233899662684686
GREK 0.445098074353522 0.681629268396132 0.592309435864538 0.184761715642537 0 0
NORW 0.422846883431503 -0.199626620907694 0.243855694429701 0.159750484790665 0 0
EIS 1.27064341162644 0.0319230159525042 0.335562196797087 0.320271016103062 0.235740076059362 0
EZA 1.35041934714196 -0.129312661277733 0.246293634479736 0.0517075075891912 0.174303376382205 0.226856057294164
TUR -0.422486591609226 0.694894104601794 0.359689284924059 0.066700388551699 0.111456759473611 0
EWC 0.75317167385867 0.0554098052314738 0.434351992083314 0.302544165063127 0.303510971247193 0.3224258414976
EWW -1.38257949910879 0.0279793675122166 0.261229775033954 0.0598835445025123 0.153656752962033 0.265072733461566
SPTM 1.11771543873658 0.415080281659495 0.74305782909376 0.691887865432467 0.837235358776135 0.600498339513647
ARGT 2.07562143530374 1.0016535401246 0.861828629208512 0.569065006853272 0 0
ECH 0.498891144901264 0.218355232649359 0.201557548671435 0.0162598426807907 -0.0218972581185814 0
EPU 1.02770478567039 0.326288618074831 0.368278251330478 0.287466667742002 0.252044324655632 0
EWZ -1.20882377358962 -0.124059994188544 0.0247482358454842 0.137137284853324 0.0302602954104464 0.229048120273115
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
EWP 2.37 0.93 0.58 0.26 0.30 0.31
Peer Group* average
60% Equity / 40% Bonds 1.47 0.19 0.72 0.85 1.23 0.89
Global Equities (ACWI) 1.79 0.39 0.88 0.77 0.89  
U.S. Equities (SPY) 2.28 0.64 1.18 1.10 1.36 0.90
U.S. Bonds (BND) 1.47 0.19 0.72 0.85 1.23 0.89
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
EIDO -1.57421832734355 -0.975136346949102 -0.181053777896165 -0.174292751507649 0 0
ENZL -0.71502720419839 -0.601487271333361 -0.20978268262793 0.221901524171159 0 0
EPHE -0.94983845709405 -0.611886735011728 -0.165680670565354 -0.304508087526331 0 0
EWA 0.0383344667339466 0.0661764784102955 0.413331155659806 0.29936224959235 0.389346249895766 0.429781993576172
EWH 0.845972360594833 -0.412248704632578 -0.177369169047745 0.0604462962647555 0.327630390530059 0.379777729591022
EWJ -0.328264729791539 0.0393557971166094 0.461066147040902 0.383032962569875 0.485242142075247 0.29434217818332
EWM 0.814655477008858 -0.296893178541043 0.0211562712376938 -0.200861660046047 0.126535215707398 0.322334949033369
EWS 6.34443424677932 0.338135293628501 0.316016607468956 0.210336224969735 0.363628145765012 0.470969176668706
EWT 1.62945534345667 -0.0832795167229004 0.868590233568128 0.725200225828509 0.772089735404515 0.55526257955286
EWY -1.14579030346669 -0.436212685489066 0.0921958888477774 0.121939107318414 0.250077831228481 0.30618108755636
INDY -0.988712264062284 -0.179452689860991 0.486611428021266 0.345364604801523 0.442370363891377 0
MCHI 4.62015351186866 -0.0253356915741744 -0.0209111706730908 0.16929905760965 0 0
THD -0.759391366114688 -0.932324550517687 -0.224465881324031 -0.135503791735953 0.348653318798463 0
VNM -0.954344973446652 -0.710464890408263 -0.038147856664132 -0.158133844891259 -0.0948041051223322 0
EPOL 1.12038098799478 0.721983589669965 0.591232095698838 0.258636037611907 0 0
EWD 0.652482491413743 0.26283713283042 0.568608454835545 0.387372027189105 0.581285030724952 0.497641696589254
EWG 2.06494070423039 0.468458154078715 0.531497210605092 0.307442824265207 0.493982046448664 0.41292272990111
EWI 1.60627229912955 0.787964403406697 0.690121336941157 0.453601596733376 0.350527008628205 0.188767763586161
EWK 0.659671593307151 -0.170547854723298 0.24630337953273 0.232975459954176 0.478118023907117 0.228849264973355
EWL 0.89962738497381 0.0580762213745379 0.548023355771764 0.542424470396302 0.740092210959907 0.621661211008947
EWN -0.290655977043975 0.150614330292026 0.62708058266711 0.597774279309072 0.651208379127806 0
EWO 2.42959734798868 0.350227988934086 0.549096141540106 0.492881146365296 0.380473473110539 0.251927128507316
EWP 2.37189774333982 0.928483962395761 0.578624964419042 0.258002675304201 0.295131310273082 0.307848192404581
EWQ -0.184589284687483 0.241097522699216 0.553277762968384 0.493714804411155 0.497395305997776 0.374028542490429
EWU 1.7741744527417 0.258152246067615 0.522402880204797 0.228798655082548 0.438962919255751 0.286679060674827
EZU 0.613747723150822 0.380396612427471 0.553792314108994 0.396430449683357 0.456546411462781 0.332746222826753
GREK 0.695516735848413 1.09983484015564 0.947610471517491 0.262252593929805 0 0
NORW 0.912396821278759 -0.258661843389619 0.338593110322673 0.225714852132891 0 0
EIS 2.37741538415659 0.0438060759109848 0.475108734992855 0.45071352173752 0.331053386465989 0
EZA 2.42131862202963 -0.173207664850911 0.328440248652652 0.0710178494768049 0.248884510122324 0.326623485414185
TUR -0.59833484522418 1.42659466815068 0.614424853035371 0.100449394081241 0.16829345289256 0
EWC 1.23897293949387 0.0769835741081071 0.623036645986306 0.438232500060911 0.437434303062039 0.466011628203377
EWW -1.46993491974327 0.0445287767629593 0.37143264558107 0.0819147913747896 0.214760074996471 0.371024689766404
SPTM 2.02070526259389 0.603818102794332 1.15705381819912 1.05285653057813 1.31799066334918 0.873343193297673
ARGT 4.83484889795645 1.92779871691618 1.48229558246184 0.910945791637819 0 0
ECH 0.817341904113068 0.309376749752446 0.293756649470761 0.0231723021783226 -0.030789686286206 0
EPU 2.09976108585896 0.497008059736902 0.52910326544618 0.432805637475997 0.37941346601442 0
EWZ -1.55033988296102 -0.178306391862392 0.0337158297346096 0.203299397671976 0.0438840839808852 0.341881658613925
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
EWP 71.6 19.8 10.0 3.7 2.8 3.2
Peer Group* average
60% Equity / 40% Bonds 15.9 8.7 12.7 11.6 13.7 11.3
Global Equities (ACWI) 17.4 9.4 13.3 9.5 9.4  
U.S. Equities (SPY) 18.1 12.1 16.4 12.5 13.6 10.0
U.S. Bonds (BND) 15.9 8.7 12.7 11.6 13.7 11.3
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
EIDO -36.6384352115861 -22.7841972359416 -4.45644379100447 -4.55496259391637 0 0
ENZL -4.28508711173783 -6.42853337634215 -2.83192996185764 3.40196021965281 0 0
EPHE -140.587752487115 -10.311088996309 -3.55129387315365 -6.81132509900695 0 0
EWA 2.63292127141013 3.39112869190513 6.52988344168181 4.02840712614254 4.19656306766873 4.84132100102933
EWH -63.2523101167918 -14.6790510172652 -4.71113896801251 1.21021982841398 5.24952160722056 5.73145681408049
EWJ 1.33341139306628 5.4493627296238 10.4241342866296 6.66698758000871 7.18643852171253 4.77521144267391
EWM 59.8730677863662 -0.118792626149146 3.49066553551495 -3.36711467991383 2.18022457351537 5.90575669814742
EWS 70.0800267819788 11.7748090910095 7.06731480204338 3.4919117485334 4.71368302995637 5.89336932349023
EWT 22.615382086293 1.43875526505061 15.1372541401279 11.1397215061824 9.96269224613568 6.99792555029242
EWY -16.0007692358055 -5.83111001584507 1.23093083841773 1.14662274472726 2.25384594890308 2.75448568532423
INDY -10.0372599996451 4.94246428932474 10.7718051140107 6.65386269996092 6.39002354603008 0
MCHI -102.400953309354 -2.56341365986342 -3.89031598737971 2.76731016765381 0 0
THD -22.4305896221265 -20.5894022035564 -3.95587777925593 -2.51792286888397 4.89411565571933 0
VNM -12.4586874446908 -13.3554656260681 -1.39538252326535 -3.4989595780317 -3.49009052045665 0
EPOL 30.283548365577 13.1328810925643 8.32095271930427 2.43673360581239 0 0
EWD 14.9576505991463 5.8591409440427 8.62373270369467 5.0051409851831 6.1207733581646 5.36785836218418
EWG 32.0586733875832 9.17864531243893 8.04074725738561 3.822051278854 5.11052055943695 4.37751944235147
EWI 100.882098326759 15.0841188025629 10.8861198830557 6.22497061035346 3.45280268235236 1.3819933439598
EWK 38.1567130642799 1.67197017429566 5.02976130573897 3.61269782906966 5.65257334108021 2.50019104285507
EWL 16.0586786529848 5.3927236849326 10.619336018052 8.48148687446755 9.69682881082087 8.55508928174969
EWN 0.66575089560594 4.20919921102382 9.32418528571127 7.54001563354841 6.96432627495559 0
EWO 480.571259506521 9.72709516413704 9.0502938853364 6.64563294455822 3.81744518505904 1.94679425532798
EWP 71.6090631275128 19.8157796176827 9.98222302431705 3.66872238672979 2.77003388552673 3.21508029123668
EWQ 4.05862384728675 7.02521851429628 8.93526750307441 6.61872562961672 5.41832442961508 4.15782208717299
EWU 47.1848062636439 10.117677025705 10.6723278626277 4.02229036584961 5.36374685141996 3.66450670218857
EZU 21.6831378079838 8.60254643573063 8.6470970618036 5.21122659293035 4.81357386521023 3.53576822711147
GREK -82.6178434509049 27.4238146749253 16.5533109468183 2.8867995596268 0 0
NORW 13.018086982588 -2.20340577101701 5.30169149422524 2.81720820289808 0 0
EIS 28.1700818893392 3.15411489598228 8.02551904443807 6.20538767178881 3.76485006414748 0
EZA 69.9614840095392 -1.56176377213659 6.09966200158874 -0.13798978428699 2.29636466685619 3.44090366492552
TUR -59.8173588013526 133.500223012394 18.7019317053083 -1.9919509818944 -0.436050702847272 0
EWC 14.9233319429709 4.61314230126925 9.9861168764193 5.95199701415678 5.02305568657254 5.53017804362236
EWW -136.26938953573 3.4030778083871 6.15124284091318 0.379645750606781 2.0125412661688 4.29328827746177
SPTM 16.7284255830914 11.5708963463736 15.9920401258871 12.0405197224057 13.1699939188265 9.82685537025439
ARGT 108.952806567947 30.7886502748348 23.3931667836204 12.7887546124277 0 0
ECH 50.7516529822006 7.29882717580746 5.27134008962787 -1.27696982034967 -2.78304123961419 0
EPU 148.269791960613 10.9409038873344 9.99886704919572 6.55883142508724 4.9919417075042 0
EWZ -61.9810313927296 -2.16514697915134 -2.07442491951665 0.708405811159633 -2.57885415398564 2.75483986097375



  Compare: Risk & Volatility

for period ending February 28, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
EWP 9.7% 23.4% 32.5% 38.7% 49.1% 58.6%
Peer Group* average
60% Equity / 40% Bonds 3.6% 16.0% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 21.3% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 20.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 10.3% 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
EIDO 28% 30.2% 30.2% 48.6% 0% 0%
ENZL 13.1% 24.3% 37.3% 37.3% 0% 0%
EPHE 19.2% 28.2% 32.2% 43.5% 0% 0%
EWA 10.5% 23.4% 23.4% 31.4% 31.4% 63.8%
EWH 9.8% 27.6% 40.4% 40.4% 40.4% 57.1%
EWJ 5.7% 19.9% 28.9% 28.9% 28.9% 48.8%
EWM 11.8% 19.6% 23.8% 33.7% 41.1% 45.2%
EWS 3.6% 16.7% 24.4% 32.1% 32.1% 60%
EWT 3.2% 32.2% 37.5% 37.5% 37.5% 58.1%
EWY 22.3% 33.5% 48.1% 48.1% 48.1% 70.2%
INDY 15.4% 15.4% 15.4% 34% 38.8% 0%
MCHI 7.1% 36.2% 58.7% 58.7% 0% 0%
THD 22.3% 29% 29% 40% 40% 0%
VNM 17.4% 39.8% 46.5% 46.5% 56.8% 0%
EPOL 12.3% 42.8% 52.8% 60.4% 0% 0%
EWD 14% 27.9% 40.3% 40.3% 40.3% 63.1%
EWG 6% 28.4% 41.7% 41.7% 41.7% 60.7%
EWI 6.7% 25% 32.9% 33.4% 47.9% 66.1%
EWK 11.3% 26.8% 32.4% 33% 33% 70.4%
EWL 13% 22.2% 27.6% 27.6% 27.6% 47.4%
EWN 11.8% 26.9% 41.3% 41.3% 41.3% 0%
EWO 9.4% 26.5% 37.6% 47.6% 47.6% 73.7%
EWP 9.7% 23.4% 32.5% 38.7% 49.1% 58.6%
EWQ 11.3% 22% 29.1% 29.1% 34% 57.8%
EWU 7.8% 20.7% 21.3% 30% 30% 60%
EZU 9% 24.4% 34.7% 34.7% 35.9% 62%
GREK 10% 20% 25.3% 49% 0% 0%
NORW 9.5% 30.1% 30.6% 43.7% 0% 0%
EIS 7.4% 35.6% 38.6% 38.6% 38.6% 0%
EZA 12.4% 33.7% 33.7% 54% 54% 57.1%
TUR 20.2% 21% 30.8% 58.7% 71% 0%
EWC 5.6% 22.9% 22.9% 26.9% 34.1% 56.7%
EWW 29.7% 29.7% 29.7% 46.6% 56.2% 61.2%
SPTM 4.1% 19.9% 23.6% 23.6% 23.6% 50.1%
ARGT 9.1% 29.3% 30.8% 55.9% 0% 0%
ECH 8.7% 21.8% 29.2% 59.6% 68.2% 0%
EPU 6.2% 31.6% 31.6% 45% 56.5% 0%
EWZ 25% 30.5% 30.5% 50.3% 70.5% 73.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWP 24.1% 24.9% 28.0% 22.6% 26.0% 26.3%
Peer Group* average
60% Equity / 40% Bonds 9.1% 13.5% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 10.3% 17.8% 19.2% 16.1% 16.3%  
U.S. Equities (SPY) 11.9% 19.0% 20.7% 17.2% 16.5% 16.6%
U.S. Bonds (BND) 5.9% 7.7% 6.4% 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
EIDO 15.7% 15.3% 24.4% 22.1% 0% 0%
ENZL 13.3% 19.3% 21.4% 19.9% 0% 0%
EPHE 16.9% 20.9% 22.7% 19.1% 0% 0%
EWA 16.8% 23.7% 26.1% 20.6% 22.4% 24.5%
EWH 23.6% 24.9% 23.1% 20.6% 20.6% 22.4%
EWJ 10.5% 16.8% 16.1% 14.4% 15.1% 16.1%
EWM 17.7% 16.5% 17.1% 16% 16.4% 17.9%
EWS 13.6% 18.3% 20.5% 19.1% 19.5% 23.2%
EWT 13.2% 23.8% 25% 21% 20.7% 23.9%
EWY 15% 26.4% 27.2% 24% 24.4% 28.4%
INDY 9.9% 12.8% 21.4% 19.6% 23% 0%
MCHI 34% 35.8% 29.8% 26.8% 0% 0%
THD 19% 17.7% 23% 19.9% 22.9% 0%
VNM 14.9% 24.2% 27.9% 22.9% 24.3% 0%
EPOL 21.5% 39.1% 39.2% 30.4% 0% 0%
EWD 20.4% 27.6% 28.2% 22% 23.4% 25.3%
EWG 16.4% 25.9% 26.6% 21.4% 23% 24.3%
EWI 18% 26.3% 29.2% 24.2% 26.5% 25.9%
EWK 14.1% 18.4% 21.7% 18.5% 19.4% 21.8%
EWL 18.4% 18.8% 18.7% 15.8% 16.5% 17.4%
EWN 13.8% 25.6% 26.4% 21.1% 21.8% 0%
EWO 17.6% 24.5% 30.8% 25.1% 25.7% 28.3%
EWP 24.1% 24.9% 28% 22.6% 26% 26.3%
EWQ 15.6% 22.8% 25.3% 20.4% 22% 22.6%
EWU 13.3% 17.6% 19.9% 16.9% 17.7% 18.4%
EZU 15.4% 23.6% 25.1% 20.2% 21.9% 22.8%
GREK 16.6% 26.8% 32.9% 30.4% 0% 0%
NORW 17.1% 22.8% 28.6% 23.4% 0% 0%
EIS 18.6% 24.2% 24.8% 20.7% 20.3% 0%
EZA 19.3% 26.4% 30% 26.6% 26.4% 28.9%
TUR 21.1% 43% 40.9% 34.9% 34.2% 0%
EWC 14.5% 19.7% 23.1% 19.1% 18.3% 21.8%
EWW 14.2% 25.4% 30.1% 24.8% 23.8% 26.7%
SPTM 12.1% 19% 20.9% 17.5% 16.8% 17.1%
ARGT 39.7% 47.7% 47.8% 39.8% 0% 0%
ECH 16.5% 30.9% 31.4% 27.1% 25.5% 0%
EPU 20.2% 26.8% 30.8% 27.3% 26.2% 0%
EWZ 17.1% 28.6% 36.1% 36.6% 33.1% 37.1%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWP 11.0% 12.9% 16.8% 14.4% 16.6% 17.3%
Peer Group* average
60% Equity / 40% Bonds 5.1% 8.9% 8.9% 7.2% 6.5% 7.0%
Global Equities (ACWI) 5.6% 11.5% 12.2% 10.5% 10.5%  
U.S. Equities (SPY) 5.8% 12.1% 12.6% 10.8% 10.1% 11.0%
U.S. Bonds (BND) 4.0% 5.4% 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
EIDO 14.9% 13% 19.2% 16.8% 0% 0%
ENZL 9.8% 13.8% 15.4% 13.3% 0% 0%
EPHE 12.8% 16.4% 17.7% 14.5% 0% 0%
EWA 12.6% 15.2% 17.8% 14.2% 15.3% 16.8%
EWH 11.1% 15.8% 15% 13.8% 13.7% 14.8%
EWJ 8% 11.1% 9.9% 9.5% 10.1% 11%
EWM 11.3% 11.7% 11.5% 11.4% 11.3% 11.8%
EWS 5.1% 11.1% 13.6% 12.9% 13.1% 15.3%
EWT 5% 14.4% 14.2% 12.8% 12.8% 15%
EWY 12.4% 18.8% 18.1% 15.9% 16.3% 18.7%
INDY 8.1% 8.3% 15.4% 13.6% 15.2% 0%
MCHI 8.8% 21.1% 18.5% 17.1% 0% 0%
THD 11.7% 13% 15% 13.4% 15.1% 0%
VNM 13.5% 19.2% 20.7% 17.2% 17.5% 0%
EPOL 10.4% 23.3% 24.5% 19.5% 0% 0%
EWD 11.6% 17.5% 18.2% 14.4% 14.9% 16.6%
EWG 7.9% 15.4% 17% 13.9% 15% 16.6%
EWI 9.5% 15% 18.1% 15.6% 17.6% 17.8%
EWK 8.6% 12.5% 13.9% 12.3% 12.6% 15.7%
EWL 10.1% 11.7% 11.6% 10.1% 10.7% 11.6%
EWN 9.7% 15.8% 16.5% 13.4% 13.9% 0%
EWO 8.4% 15.2% 20.2% 16.4% 17.2% 19.8%
EWP 11% 12.9% 16.8% 14.4% 16.6% 17.3%
EWQ 11.3% 14.3% 15.8% 13% 14.3% 15.4%
EWU 7.4% 11.2% 13.3% 11.8% 11.9% 12.7%
EZU 9.2% 14.2% 15.9% 13% 14.3% 15.7%
GREK 10.3% 15.5% 19.9% 21% 0% 0%
NORW 7.4% 16.6% 20% 16.1% 0% 0%
EIS 9.7% 16.6% 16.8% 14.2% 14.1% 0%
EZA 10.4% 18.8% 22% 18.9% 18.1% 19.6%
TUR 14.7% 19.7% 23.2% 22.6% 22.1% 0%
EWC 8.3% 13.2% 15.5% 12.7% 12.4% 14.7%
EWW 13.2% 15.1% 20.8% 17.8% 16.7% 18.7%
SPTM 6.2% 12% 12.7% 11% 10.3% 11.5%
ARGT 16.7% 23.7% 27.1% 24.3% 0% 0%
ECH 9.8% 20.8% 20.8% 18.5% 17.7% 0%
EPU 9.4% 16.8% 20.9% 17.7% 17.1% 0%
EWZ 13% 19.1% 26% 24.2% 22.4% 24.3%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
EWP 0.39 0.79 0.94 0.90 1.07 1.11
Peer Group* average
60% Equity / 40% Bonds 0.78 0.74 0.71 0.67 0.65 0.65
Global Equities (ACWI) 0.86 0.94 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.78 0.74 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
EIDO 0.691416816861753 0.457899230618889 0.828611710935996 0.798468291987632 0 0
ENZL 0.999729021894103 0.970665076776009 0.945773096625779 0.904425995020912 0 0
EPHE 0.0771921600686063 0.829024492799902 0.754127999470044 0.686579995251587 0 0
EWA 1.37458203746379 1.12179045351211 1.13392479480229 1.0454364814901 1.13454304161626 1.19877148937978
EWH -0.189759593510611 0.339198665916762 0.499599766156843 0.618549697837512 0.709591042048275 0.832566378722612
EWJ 0.765074415983003 0.813327142946839 0.652291131117872 0.710708464957202 0.706294913014718 0.735555584087691
EWM 0.207182565249317 0.534508908850029 0.542744150717985 0.535742087836088 0.609164594960295 0.644430667664068
EWS 0.516911617352586 0.671005048162178 0.780569360298889 0.838593602878749 0.881235362668484 1.03763815007419
EWT 0.570820374723715 0.931723954158202 0.86658946502922 0.840078511401785 0.91177217059621 1.02685314119071
EWY 0.812650417293279 1.26754417474484 1.12154071357652 1.06506755241734 1.12464358934776 1.26914063812527
INDY 0.504097796397096 0.549367969803339 0.773827317351101 0.716308697926018 0.835823204275767 0
MCHI -0.39339892474632 0.288091812967633 0.34041688232838 0.589781237832978 0 0
THD 0.326262598115797 0.511555735343088 0.780355741495171 0.76486827811248 0.81436962101876 0
VNM 0.901026242198755 1.00520807496575 1.11319461147768 1.01662435994193 0.981650062336222 0
EPOL 0.477074052020614 1.22615853615653 1.31224981029128 1.17293288817645 0 0
EWD 0.703183694092555 1.15087260286621 1.15157753401625 1.06610470037579 1.18367885667914 1.24749077217861
EWG 0.632617456152126 1.09510477362879 1.12454366238354 1.08191245601843 1.19534795072884 1.25042266976343
EWI 0.186350343518968 0.97338523716977 1.0769453248706 1.01162590380409 1.17243731778189 1.2142912998336
EWK 0.252095541769173 0.725080085165532 0.888380267563074 0.898236531322381 0.967652855693488 1.09944107237755
EWL 0.77589878283193 0.812392381254584 0.770169371057031 0.755797554625559 0.810004645535532 0.845976579122436
EWN 0.665016480265418 1.16878334343881 1.126490082125 1.05915759251168 1.15062687523658 0
EWO 0.0498520811609698 0.857093283417555 1.0905815901547 1.06993145155807 1.20319978961529 1.34474670085584
EWP 0.394812202678216 0.78805334209582 0.943785957891509 0.902088901537735 1.07088765120899 1.10948660374463
EWQ 0.252796784088793 0.94983036160828 1.02313523241117 0.981565517154747 1.10976179942622 1.15464086042921
EWU 0.368548133060662 0.702964906145445 0.788320581668219 0.822619483633358 0.920028324522459 0.958410906522345
EZU 0.435317067307491 1.0063015423077 1.06108248700492 1.01179803350673 1.13633600427774 1.19340387498918
GREK -0.129378430959193 0.72409620006163 1.01776452159402 1.08872203696152 0 0
NORW 0.805204694261605 0.976432987256163 1.1644545399273 1.07036824856635 0 0
EIS 0.911070431735555 1.06201162068248 1.05323303325466 1.03542695929905 1.04376443222383 0
EZA 0.393394553407833 0.99478665296664 0.991887595450144 1.00100863058587 1.04904723860132 1.15115936244717
TUR 0.123879601092781 0.193659440223598 0.545472700547928 0.634017043092567 0.778746692511712 0
EWC 0.962622273736361 0.991073795286696 1.0437884393122 0.9857226199129 1.00311982165344 1.09444690315486
EWW 0.145081934057261 0.907722225170687 1.0486537859018 0.942584505345199 1.00663109916764 1.14362950081014
SPTM 1.02713446427144 1.00452685742064 1.00854946398147 1.01370710260995 1.01550767091485 1.01884260314985
ARGT 0.626028888101931 1.27303756651457 1.31676832112929 1.26580135329119 0 0
ECH 0.227404301604774 1.06631801440692 0.920462452348138 0.873014146219427 0.899793302946337 0
EPU 0.15353442362886 0.976965774644752 0.966598190938937 0.93144839997954 0.886936450600084 0
EWZ 0.346494430858039 1.01501849388025 1.13849893871893 1.02131342615105 1.15056280632284 1.26141793441216



  Compare: Correlation

for period ending February 28, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.45 0.73 0.76 0.75 0.76
to S&P500 (SPY) 0.21 0.62 0.67 0.64 0.64 0.68
to U.S. Bonds (BND) 0.62 0.66 0.50 0.33 0.19 0.25
to Commodities (DBC) 0.19 0.35 0.55 0.46 0.49 0.47
to Gold (GLD) 0.58 0.44 0.24 0.16 0.09 0.14