iShares MSCI France ETF

for period ending November 30, 2024


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  Overview

EWQ is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Recipe Provider   iShares (www.iShares.com)

Description   iShares MSCI France 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 France Index. The underlying index consists of stocks traded primarily on the Paris Stock Exchange. 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 "EWQ" 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 November 30, 2024

5-year graph ● EWQ ● 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
EWQ -5.3% -4.4% -0.6% 2.3% 5.6% 6.0% 5.1% 5.0%
Peer Group* average
60% Equity / 40% Bonds 17.4% 4.4% 22.8% 5.5% 9.2% 8.4% 9.5% 7.9%
Global Equities (ACWI) 20.7% 4.0% 26.5% 7.8% 11.5% 9.4% 9.5%  
U.S. Equities (SPY) 28.0% 6.0% 33.8% 11.4% 15.7% 13.3% 14.1% 10.6%
U.S. Bonds (BND) 3.1% 1.1% 6.8% -2.0% -0.1% 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
* Peer Group is Global Equities
EIDO -7.75385409199499% -7.31593662628145% -4.57087365662866% -2.14366008046976% -1.38158597456404% -1.23944272650722% 0% 0%
ENZL 1.42079334032159% 3.38911247617031% 8.00804570962002% -3.73190887995485% -0.481627758021996% 5.29050874403105% 0% 0%
EPHE 0.261158882964452% -6.2111801242236% 4.83582221468122% -5.3298699170461% -4.09127291193449% -2.99019546134655% 0% 0%
EWA 10.7026074376002% 4.26035502958579% 22.4952022527585% 7.64680599029313% 7.18268548542615% 5.7581617111226% 5.49709705220125% 7.10478117608724%
EWH 2.60861119577371% -2.40626748740906% 8.77677527052523% -6.03175897456789% -2.88403183921976% 0.907353038130898% 3.77242134019575% 5.00716079722572%
EWJ 9.46497180375423% 2.37990304098723% 13.7205886365521% 3.48675248190291% 4.9942884829989% 5.80955374688781% 5.77244507668466% 4.13035367838699%
EWM 17.6667479318229% -0.121753246753253% 19.8027259162456% 3.48802837486464% 1.2907116167425% -1.73424968578103% 1.79491518504895% 4.24087814351071%
EWS 23.7932035459439% 6.41385767790263% 32.7492134248307% 5.73952136515676% 3.38663542238615% 2.51142399299793% 4.10117947851947% 6.54509558358505%
EWT 15.4681729306974% -1.97344153448912% 18.5341062679162% 2.6404432028142% 13.1173458602098% 10.191337285337% 9.36397713491688% 8.17432661656272%
EWY -12.3607508011597% -4.13954264730428% -6.51622880718694% -6.99182449231447% 1.4175537313301% 1.90007812589117% 3.25071514921289% 5.00703919596017%
INDY 7.55825866845146% -0.638257931293418% 14.5398837926568% 6.03570458603195% 9.41592037512942% 6.72954184662307% 6.30073789757311% 0%
MCHI 16.6623377856081% -3.91878172588832% 14.1778692835528% -8.1208305165115% -2.80843827161801% 1.26668512165307% 0% 0%
THD 1.34546608452004% -4.21450151057403% 7.30321982308106% -1.66815929155705% -3.63485822491284% -0.0777754928561802% 5.75861917402216% 0%
VNM -8.97832817337461% -1.25944584382872% -5.34540060945145% -15.3719117223115% -4.40092608616461% -3.57373491465179% -3.28524755890295% 0%
EPOL -0.641615993468458% -0.763701707097941% 6.59238950623635% 5.55747027757885% 3.60694328480231% 0.293131855775952% 0% 0%
EWD -0.473919785483368% -3.15631262525051% 11.7828622093922% -1.60056709098578% 7.22325879868937% 4.97032529161627% 6.70189261388126% 6.44830015284494%
EWG 11.3707281792615% -0.154702970297016% 16.3944700983769% 3.53718614109271% 4.88729956153937% 3.64527478831624% 4.86180870485542% 5.48379712043661%
EWI 9.75528746261587% -4.41872698579695% 14.3413721633341% 9.19698338887074% 8.04442376696193% 5.32745802823393% 2.52838671648494% 1.76345947066578%
EWK 3.59377869078834% -3.47957639939485% 7.82047318873691% 0.249100253922308% 2.10316784975846% 3.83395227573022% 5.33822587773705% 3.38004251084714%
EWL 1.92851424091043% -2.35055724417428% 8.32429287557785% 1.27620276402658% 6.42866212356692% 6.04243615664095% 7.63708655844342% 7.53975998868981%
EWN 3.25808446335496% -2.3569745018213% 10.079982917731% -0.782241285393437% 8.48837896653361% 8.19227593657807% 7.67680772850772% 0%
EWO 1.96847223739627% -2.26956924502083% 7.35524452256526% 0.55324719179064% 4.62324448892273% 5.85891363942224% 3.08287843156927% 2.81512663823715%
EWP 8.66964123746579% -3.50825471698114% 10.7517904621382% 12.2385517510128% 5.96919236402305% 1.67572593263943% 1.05365134430648% 3.65224502703052%
EWQ -5.32893722181005% -4.37879187549458% -0.628948962610532% 2.33066986258956% 5.56522100583559% 6.00832888710254% 5.0845575354848% 5.00470985449404%
EWU 10.4420174117613% 0.703234880450077% 15.2866406190757% 8.05319657343977% 5.45373208132101% 3.32648753235862% 4.54670746638748% 3.87324516537775%
EZU 2.9971572534649% -2.92089249492901% 7.84316378909036% 3.21656815321554% 5.70040144600723% 4.70025691466083% 4.29090963434087% 4.41847625989542%
GREK 5.28944404384981% -1.966221325939% 6.41758946929614% 17.5188285004057% 8.16647512514093% -0.178989993467793% 0% 0%
NORW 2.50679812292598% 0.81657040430192% 9.54446301341168% -0.604704084884078% 4.40611656782379% 2.95660322084854% 0% 0%
EIS 28.7146183322045% 8.68769884126943% 38.7870654956236% 1.16763974760492% 6.2339883165716% 5.95591966905662% 4.33903825543684% 0%
EZA 15.3264669087644% -3.86952998379254% 20.663813158238% 5.05339680669719% 4.33896116833636% 0.537974903757621% 2.6455528059294% 4.66049118267879%
TUR 14.4099397538803% 8.83054892601429% 5.82079354343716% 30.6571852346295% 9.53601807973445% -1.83393174807016% 0.965017107526678% 0%
EWC 19.0280960512745% 6.44843711543195% 26.51345393502% 7.37865833612859% 10.2471313471897% 6.0201144560573% 5.69119730671839% 6.74777295669826%
EWW -25.2877955535233% -3.17796610169492% -18.6044460531635% 6.33634268057472% 5.27905789118315% -0.38876683947211% 2.29620824262982% 5.86072881795705%
SPTM 27.451898093842% 6.2833261276841% 33.8931071095347% 11.2152608964155% 15.4754943846222% 13.0298003177251% 14.0667931484582% 10.6743302547267%
ARGT 63.2816553203087% 14.5521876285832% 67.6947684383859% 44.87410538275% 30.3386960217764% 16.1698378046661% 0% 0%
ECH -7.80831496694052% -0.899139953088335% -2.58805348289464% 5.8370653464948% 0.488114833209541% -2.06758948057365% -2.30401283795008% 0%
EPU 27.0740278868246% -2.15695273061036% 45.6686004307289% 19.8387295499654% 8.34804142249852% 5.42332417054621% 4.46485359763429% 0%
EWZ -24.6056699218189% -8.13534917206624% -19.6983838474684% 5.32726462831381% -3.47165064457231% -0.373973710890252% -3.06344810310827% 4.95686534716042%
Historical Return
 
EWQ 26.6% 2.9% 21.5% -12.0% 21.7%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
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
* Peer Group is Global Equities
EIDO 5.30356114192578% -7.1370120837275% -0.601366323471475% -0.159115997018144% 2.56987297379807%
ENZL 30.0686445055321% 19.2313761504698% -11.3811349577622% -16.1795937287134% 2.96014467323324%
EPHE 8.49744770081529% -3.94077350311066% -2.22539573623151% -15.8737197891641% 1.27134070386119%
EWA 22.4123105826793% 8.26548924547703% 8.95035287652579% -5.92071938319786% 13.8374650093717%
EWH 10.713720486068% 4.18725441840027% -3.47965873763993% -6.80691225617256% -13.8242903026459%
EWJ 19.313030397214% 15.409364464848% 1.16503083940074% -17.7229786650309% 20.3002937043169%
EWM -1.416123126067% 3.16636500777123% -7.40618838465441% -6.00212045923264% -3.60199110937089%
EWS 14.4525846479129% -8.48812202616375% 5.55802427521443% -9.80288556411557% 6.20667458251687%
EWT 33.3325718691902% 31.5022545574496% 28.9445447347456% -28.8982676038929% 24.4848126180483%
EWY 7.94832659778564% 39.4383153551619% -7.55947408280722% -26.5891383326166% 19.0581243947996%
INDY 9.99431101794523% 10.0122442529701% 19.5473257564212% -7.31296691882432% 16.8822592482137%
MCHI 23.6682793823023% 27.7838195270677% -21.7327830701484% -22.7642710301429% -11.2325477495887%
THD 8.27566518270222% -9.86556970117346% 1.85245735118427% 1.22103248435226% -12.6192203640113%
VNM 9.25692737973767% 9.83579943037776% 22.0486082978499% -43.7428518586273% 15.05791488482%
EPOL -6.14107458172594% -8.36886025577675% 12.2176889469703% -24.6172345602251% 50.7898017506914%
EWD 21.7384025488355% 22.2612159226546% 22.8630526459482% -27.8444990585693% 25.0995569419867%
EWG 19.1549280384125% 10.5638043058162% 5.84010185589661% -22.2663433040249% 23.3452183360074%
EWI 26.8521503713927% 1.67356254423512% 14.4121027627441% -14.1593013986793% 30.6548062165143%
EWK 25.9170051505092% -0.862723785695862% 12.8517668981469% -13.9600189899799% 7.48483333755678%
EWL 31.5386153526025% 11.7869941666805% 20.1938017748866% -18.8922991269075% 17.6678372679907%
EWN 32.3891369459714% 23.2257613303791% 22.7401745801964% -24.4288381461311% 22.0949711677608%
EWO 17.0682890390888% -3.68400461617667% 31.5372591434171% -21.9304404095059% 20.6304637416666%
EWP 11.8854155528614% -4.85369000891213% 0.268415847613435% -5.1787255895102% 30.2865548628205%
EWQ 26.5863817023299% 2.85239160526263% 21.4728739940749% -12.0469753935533% 21.7163867593406%
EWU 21.2064850243748% -11.8045068614162% 18.2235913646434% -4.39403789099337% 12.4189361579772%
EZU 23.1950352082429% 6.66561654144979% 13.9353035106812% -17.2424753360999% 23.4353608715804%
GREK 50.196061847441% -13.9080490845131% 6.15871454338597% 3.63647816505532% 42.7515515262799%
NORW 12.5183045781489% 2.61148640939508% 18.5652564979858% -12.5506507565636% 5.05261757911113%
EIS 20.9331531138096% 12.0114677259749% 22.8428623515418% -27.0558935057172% 5.48526306893995%
EZA 9.62247473278586% -5.19108396411971% 7.91687912062649% -5.17761579437099% 1.52206964736277%
TUR 14.4133326299973% -1.85762849233754% -27.4791523746312% 105.750536890083% -8.81555424887528%
EWC 27.5634151158971% 5.52117105281553% 27.0007877315337% -12.9531944438606% 14.7453418933418%
EWW 12.5996456117044% -3.05421886308641% 20.304386399111% 1.23980750151178% 40.3579981867868%
SPTM 31.3427591323392% 17.9635581485433% 28.5820224634963% -17.7540615755163% 25.5506671986013%
ARGT 14.495440408037% 14.5712098105721% 3.82496999677782% 11.8025070446303% 53.686776683117%
ECH -17.790750805735% -8.89018153121168% -19.7140834143362% 25.1178232542317% 9.03130887973857%
EPU 7.29498897005725% -4.30829622016265% -11.8249696264587% 2.05025746064413% 25.3484886383478%
EWZ 27.6532692353031% -20.3272306998449% -17.275707145832% 12.0910724807815% 32.7101861220412%


  Compare: Risk vs. Return

for period ending November 30, 2024

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
● EWQ ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● EWQ ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● EWQ ● 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
EWQ risk vs. 60/40 Worse Worse Worse Worse Worse Worse
EWQ return vs. 60/40 Worse Worse Worse Worse Worse Worse
Risk-Return Quadrant
SE SE SE SE SE SE
Risk-Return Direction 165° 121° 117° 113° 119° 109°
Risk-Return Magnitude 24.3 6.1 7.8 6.3 9.0 8.9
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
* compares EWQ 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
EWQ -32.5% -8.5% -10.6% -8.0% -10.1% -6.5%
Peer Group* average
60% Equity / 40% Bonds -7.2% -5.8% -4.1% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.9% -3.5% -3.9% -3.6% -4.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.1% -22.5% -21.6% -13.0% -9.8% -4.3%
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 -34.1900822663809% -14.6696335197259% -15.8900679556535% -13.4977945288711% 0% 0%
ENZL -26.6865055609263% -13.6326141972732% -15.6094765208999% -8.56113891868306% 0% 0%
EPHE -28.8769261407965% -14.6090477886132% -18.2634289045301% -15.1533513283526% 0% 0%
EWA -18.4936546772098% -4.29739968192642% -9.43801574823048% -8.25061351966815% -9.83626259408073% -5.23482681860267%
EWH -27.2343969511004% -14.0043290224784% -17.2882724293506% -12.0616634165069% -10.9314070175475% -6.47032078196632%
EWJ -21.5065478243272% -8.03871159152649% -10.3911948611015% -7.05826127280692% -8.25269677183702% -6.50504755555733%
EWM -19.2877929327323% -7.99039256536236% -14.5305941027186% -14.7864331121607% -12.3438928163701% -6.6109436800046%
EWS -9.02291876192668% -5.63916647170196% -12.3086637261932% -10.8044587201512% -10.5710457363262% -5.43712463391264%
EWT -18.4874020025379% -8.11269338494697% -4.39860263838683% -4.62496150636769% -6.58136149615378% -4.40330235316997%
EWY -34.5492002152977% -14.0860640927968% -13.7251073144081% -11.2827081753811% -11.5217075341436% -6.95737779805291%
INDY -19.5310845048664% -5.02223938657371% -6.70539735636161% -7.31032563675546% -9.3418514111589% 0%
MCHI -25.511166449713% -13.123946196725% -16.2726813837606% -11.6540077585544% 0% 0%
THD -27.6714553615604% -12.4510957624007% -17.743123011669% -12.8441257378313% -9.73989395812134% 0%
VNM -34.3369977259748% -19.6133344550413% -17.5040267454172% -14.9203767639921% -15.5151998330629% 0%
EPOL -27.8166545331315% -5.99203913042982% -12.2588331648485% -12.1360838090381% 0% 0%
EWD -25.6294530512421% -10.7482395056649% -9.53440757949305% -8.98745497429054% -9.06355578246943% -5.74287794193921%
EWG -20.1698423579841% -7.4289107603875% -11.1991303237328% -9.9682919360111% -10.3227133840222% -6.31363285003464%
EWI -22.7802595304902% -3.14300394893804% -9.02569450890156% -8.93225299924518% -12.0282989890233% -8.80738142685935%
EWK -26.7519520762761% -10.9324961078614% -13.4301056047572% -9.64352667682235% -9.52800754339727% -7.63251436087249%
EWL -26.644852509464% -10.0129407959397% -9.06117662469198% -7.000873700962% -6.68001546196814% -3.37993492186387%
EWN -25.5849109100332% -10.4144135302128% -8.43344462319196% -6.32402706706673% -8.08917310513292% 0%
EWO -27.1457197170208% -9.677846712352% -11.5335785229527% -8.65175981557926% -11.6650549118725% -8.20926182400329%
EWP -25.5648559174652% -0.30152131328482% -10.4517922844132% -11.4517372567908% -12.9016499456863% -7.64565691404848%
EWQ -32.4984991318792% -8.53013307641195% -10.6113114985944% -7.98658837221205% -10.0587756555283% -6.49213831152278%
EWU -19.4285720065889% -3.14048073229353% -10.314781104184% -9.98874961930388% -9.95395917459708% -6.99556817949115%
EZU -26.7495739928784% -7.77863919926583% -10.4884257342414% -9.0448491032269% -10.6308955540787% -6.93935705904691%
GREK -27.8436859010617% 3.34715970355298% -9.40806614587549% -12.2957287343827% 0% 0%
NORW -26.0813916668798% -10.7099298627339% -11.6588487922821% -10.554512550175% 0% 0%
EIS -9.13158761389061% -9.25721744200811% -10.0329256635041% -8.05805753609043% -10.4644686095539% 0%
EZA -19.7954133941548% -6.28589809076099% -11.7399491587081% -12.0853986000712% -11.9617427535793% -7.17317939565075%
TUR -28.4786286884977% 7.08074069450002% -9.23516932968103% -12.9700903742434% -12.8857016164603% 0%
EWC -11.206388650274% -4.13148186263554% -6.31985770764982% -7.80860707485132% -9.09574214099074% -5.09221059432844%
EWW -40.9461934648003% -5.39752629516257% -11.1065870355375% -12.7324064573689% -12.1198515901855% -6.30465949151946%
SPTM -0.650571518526732% -0.189725912226908% -0.328962172406408% -0.390428311693672% -0.266797765376484% -0.141382296254426%
ARGT -3.89241343735308% 14.7325151109229% 1.37022490962734% -4.55242166442229% 0% 0%
ECH -33.2003604612167% -5.79633062426659% -14.1441749324543% -13.5806976414671% -14.8553210870731% 0%
EPU -9.45624083840607% 4.22416366765117% -9.12500475618998% -9.1111388055343% -10.8613834335273% 0%
EWZ -43.0195966834251% -6.10647160251837% -15.969410402903% -12.2691999981647% -14.7369136304971% -7.37309022713354%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -22.0% -8.8% -10.5% -7.1% -10.5% -6.9%
Peer Group* average
60% Equity / 40% Bonds -4.7% -4.3% -2.8% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.3% -3.3% -3.5% -3.2% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -9.2% -9.2% -5.9% -2.1% -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
* Peer Group is Global Equities
EIDO -21.7147550798499% -9.50024142413382% -14.984640277258% -12.0802309805543% 0% 0%
ENZL -18.0720460617411% -14.8092492691992% -15.2174882451879% -6.82940931590016% 0% 0%
EPHE -13.0513812392613% -15.3039131966926% -16.9591370166339% -12.6706727317485% 0% 0%
EWA -18.9591468946579% -4.1921132104189% -10.003397487986% -7.92434711859617% -10.3066335530617% -5.16484626938861%
EWH -0.107222369887645% -13.3280417631426% -12.2328961887012% -8.0049415203213% -6.83621560933766% -4.1521555998092%
EWJ -18.1361533114909% -6.71520161477348% -6.58650821819535% -4.23844314902387% -4.54412273776345% -4.14055845397825%
EWM 4.48687600966748% -4.99382608366073% -9.01166467901048% -10.0523887720691% -7.42084488230599% -3.21225148377769%
EWS 13.4057406310901% -3.45558856354906% -9.58280230931771% -8.90903572168684% -8.60949862400174% -4.35127663974218%
EWT -6.33369649662989% -8.32444585660124% -0.752953351841137% -1.30196241675471% -3.73083469789458% -2.6925405831755%
EWY -42.9765450085579% -19.7666983126723% -15.420209956998% -11.8272682851667% -12.3599725839802% -7.86353426084889%
INDY -2.12689814940148% -2.40273607418458% -3.39498201522681% -3.12213184716738% -5.75023512418346% 0%
MCHI 12.7825827037003% -15.2993405385726% -10.2313309840308% -7.56804375049473% 0% 0%
THD -1.00574895667234% -9.71662764585257% -16.8624882896887% -10.5597214377631% -6.05824978415463% 0%
VNM -53.5201575114967% -26.8561568015758% -21.5691371433837% -17.2020851876217% -17.2399825547129% 0%
EPOL -25.3102627723219% -7.33029537749214% -16.4250635320063% -14.8844550746581% 0% 0%
EWD -28.1854463410806% -14.2768507305181% -10.1505296529542% -8.98584811976617% -9.73813226513322% -6.32210132681055%
EWG -13.604218113046% -8.47865917508191% -12.3763648526363% -10.4881243613939% -11.8230937648027% -7.33206376900585%
EWI -6.87560520809432% -2.13285347432663% -8.57652616929092% -8.19832622529782% -13.9000779838258% -10.7479881297464%
EWK -5.2745293803712% -9.54727714052774% -12.5295691405733% -8.25937905177186% -8.33038084050811% -8.10614910325522%
EWL -18.6851061373063% -9.09417791919792% -6.43793960110119% -4.46053803446498% -4.07213836565919% -1.69016139037571%
EWN -23.9108364554796% -13.3873551284505% -8.74791939763747% -5.73834343465329% -8.32907263186529% 0%
EWO -6.28538390659389% -10.3049445176627% -12.5682245739155% -8.54613440874813% -13.6825043256464% -10.8959051595362%
EWP -6.51562582791117% 2.17981720341044% -9.12601943562081% -10.7357527606646% -14.0800023371294% -7.93412779268288%
EWQ -22.0457036176766% -8.8311138545208% -10.5121876823498% -7.0540655814747% -10.4987859208364% -6.94829646312981%
EWU 0.125365613864409% -1.30138763179734% -7.98059563726581% -7.97282656302961% -8.56760373342542% -6.35421232685114%
EZU -17.793612648289% -8.31413575194724% -10.8038141631734% -8.71605630054417% -11.6216730732365% -7.8897720921373%
GREK -1.8874768829831% 8.05940193179585% -9.03692199959786% -15.4146407322863% 0% 0%
NORW -14.7484328470802% -11.4582035936475% -13.363654643897% -10.9782319447218% 0% 0%
EIS -5.258545490975% -10.610209027402% -10.0531400680689% -7.72288773287084% -10.3666720519344% 0%
EZA 20.625131604742% -5.37956890933333% -11.4386860437822% -12.467625058763% -12.0709219615988% -7.26669000417375%
TUR 6.83699366845577% 24.4730519716305% -1.17166777102916% -10.7921117545753% -10.1532835282259% 0%
EWC -1.92865297009567% -3.60539268216082% -5.82083329738078% -7.17472777923625% -8.52416846065809% -4.65924317087517%
EWW -37.0896007733121% -4.50252743974834% -11.088880506421% -13.1617508969512% -11.9801366481705% -6.00384545423338%
SPTM -0.535431676149312% -0.182882889940028% -0.317580122660861% -0.359987370787705% -0.224864471210099% -0.0642993025255905%
ARGT 69.1277171305362% 32.1599895101517% 10.5121272898869% -0.144664889367894% 0% 0%
ECH -24.5833795102751% -4.84837074038666% -14.8107282436071% -14.093985964898% -15.095249232198% 0%
EPU 33.3860520577204% 9.49193297180058% -7.19081538132167% -7.0758695407344% -8.29361419363753% 0%
EWZ -30.6210892847145% -4.85242656657445% -20.9730398512059% -13.7507250589301% -19.1169943970498% -7.89787249993774%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -0.30 -0.03 0.21 0.29 0.27 0.25
Peer Group* average
60% Equity / 40% Bonds 1.99 0.08 0.48 0.62 0.82 0.63
Global Equities (ACWI) 2.09 0.22 0.52 0.54 0.59  
U.S. Equities (SPY) 2.54 0.40 0.71 0.75 0.88 0.63
U.S. Bonds (BND) 0.29 -0.82 -0.43 -0.09 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
* Peer Group is Global Equities
EIDO -0.470821765430479 -0.401012071716686 -0.0570638472609196 -0.0402506988084332 0 0
ENZL 0.263142292274318 -0.314762346607735 -0.0643323750908601 0.253148245931409 0 0
EPHE 0.0744934907637508 -0.364286579796124 -0.200530434771312 -0.162902779047541 0 0
EWA 1.00589838464902 0.205305265941487 0.275444773692303 0.276775047056882 0.29284679227661 0.342463581402191
EWH 0.253758978399924 -0.328426694969308 -0.153613420143509 0.0377443725389717 0.212198835810508 0.253791198749802
EWJ 0.736360323762902 -0.0241038957513781 0.181428192347126 0.320216465422668 0.361790530824187 0.225244014366588
EWM 0.939211646032309 -0.0189342021075903 -0.0281367898464119 -0.156396882770889 0.100949028666855 0.226005107705768
EWS 1.78081157194709 0.106903396002292 0.103794787352551 0.111415749913262 0.232647144756159 0.323254107281026
EWT 1.00461026767681 0.0018773047211299 0.510408775312508 0.489059418335219 0.488571886772899 0.386831980584377
EWY -0.503263053486537 -0.319436211064336 0.0581672507193861 0.101121116106998 0.190174968642316 0.249900354984292
INDY 0.912864832167561 0.116788630157202 0.398306717030538 0.333041407974232 0.327384814408368 0
MCHI 0.422457008089208 -0.247766715033739 -0.073269199101675 0.0874668065479925 0 0
THD 0.195530499040263 -0.256058640910219 -0.175853742604373 -0.0140484941095667 0.300385454772009 0
VNM -0.480777451619665 -0.667979853637466 -0.138804067503356 -0.131042328779725 -0.0752557963287031 0
EPOL 0.16521848246051 0.164142670667494 0.174584815117815 0.0722315891701389 0 0
EWD 0.391568273403592 -0.13094498210891 0.273265364445425 0.234956792067926 0.342939864818101 0.311150750494191
EWG 0.857404871026819 0.0418730332445944 0.182822103106673 0.172066504271592 0.261868730385701 0.273504255818382
EWI 0.630455794128968 0.268537430867849 0.303577288979036 0.248887606034335 0.166203870090785 0.122853300860011
EWK 0.255914090608805 -0.173679612392788 0.0494429831617898 0.179476543012476 0.296948445827227 0.18323944286072
EWL 0.272487415299021 -0.125054994394643 0.258023644471716 0.327705760567256 0.466748607941054 0.425109549251528
EWN 0.37534941234858 -0.119197981026849 0.322098291928133 0.391355801902755 0.398302480206214 0
EWO 0.220077950166755 -0.0816904792128751 0.184569180615334 0.270155464026102 0.186595673791591 0.175078365018214
EWP 0.382847694545496 0.401279744072868 0.224913925144157 0.084160410191962 0.104342092931686 0.19699417606146
EWQ -0.30332590061423 -0.0276505229799847 0.207620159122391 0.288810282669911 0.274093692236646 0.25485447437003
EWU 0.922112505375848 0.232638115658676 0.204509702223832 0.152148499350612 0.263300788766543 0.204722351245185
EZU 0.256894835626897 0.0149520534706179 0.213577385591349 0.223860850535029 0.236926412539793 0.228384110758092
GREK 0.156782965024417 0.59003334571629 0.304159006597683 0.0773472657736952 0 0
NORW 0.328756618114355 -0.137722114175429 0.175102372396059 0.146882304967697 0 0
EIS 1.74852673101751 -0.0585882268822599 0.23612079962328 0.286011002618493 0.242437698088117 0
EZA 0.896525087537577 0.119222682028046 0.182244601510145 0.0680339349561177 0.172680332678482 0.240604488955391
TUR 0.149028962614022 0.804529002618459 0.33777531174005 0.0424541423239558 0.145656655528781 0
EWC 1.61772188523326 0.194219764978883 0.417204052661174 0.296983591442047 0.323597865669375 0.339879211666136
EWW -1.23883721449043 0.159454629855832 0.213964766591873 0.0204165867917976 0.153571910647656 0.289483845945337
SPTM 2.48388593823004 0.391237329518604 0.693046691698696 0.724599984855063 0.862663066583214 0.620802961266882
ARGT 2.04035899435278 1.13014732726975 0.837440873068445 0.560835490451616 0 0
ECH -0.366836512607884 0.156364775776987 0.0544914108511353 -0.0297542542103079 -0.0257945844776596 0
EPU 1.70087951687389 0.646716238301174 0.315577826281165 0.252408787052566 0.242722217737355 0
EWZ -1.48676750043858 0.136905558515454 -0.0102246502717753 0.0972442298825024 0.0180430088779887 0.262737958775834
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -0.38 -0.04 0.31 0.44 0.41 0.37
Peer Group* average
60% Equity / 40% Bonds 3.66 0.10 0.70 0.91 1.27 0.92
Global Equities (ACWI) 4.10 0.30 0.76 0.79 0.88  
U.S. Equities (SPY) 5.39 0.58 1.08 1.14 1.39 0.92
U.S. Bonds (BND) 3.66 0.10 0.70 0.91 1.27 0.92
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 -0.601367311681447 -0.493281555085525 -0.0727808449926658 -0.0530738553326474 0 0
ENZL 0.427519441345674 -0.411858465486191 -0.0872769268429461 0.371127676041938 0 0
EPHE 0.10792505576396 -0.447080705668258 -0.247847791529363 -0.210347107149402 0 0
EWA 1.75195477499381 0.304190951779991 0.388640303868765 0.396013603940686 0.420932662989412 0.491413020232947
EWH 0.422501565111208 -0.477762578807645 -0.223105949378001 0.0545066318553488 0.310003749545056 0.373208916145728
EWJ 1.05854761040608 -0.033177811904857 0.265028547227232 0.468076241792947 0.52692316739369 0.321359007848799
EWM 1.52652933658973 -0.0257134016607171 -0.0393676217011414 -0.21252662252132 0.143256182568831 0.332664310593189
EWS 3.55813661439849 0.160617078937822 0.147939725565896 0.159657433275673 0.337352684696054 0.478271299609754
EWT 2.17435853875772 0.00288288150630138 0.836206889233608 0.770495617958134 0.766989275662193 0.60057469932735
EWY -0.673075382585374 -0.428624679594259 0.0843777974630953 0.147776382083789 0.278517242916011 0.373458078918143
INDY 1.57250743415032 0.166647605823471 0.542526191786142 0.474700426277748 0.488841983408672 0
MCHI 0.89116086200442 -0.383957601599762 -0.111471124065811 0.131354810640759 0 0
THD 0.357553740822118 -0.353790945397189 -0.254212663369126 -0.0204431489568486 0.452051617304568 0
VNM -0.572898124487535 -0.801118687138493 -0.180517299746747 -0.170838200131974 -0.102699313708227 0
EPOL 0.260456697311505 0.245568020877754 0.258765712279017 0.106906365448199 0 0
EWD 0.687681854398823 -0.18376737451437 0.402865446866225 0.343844595962321 0.524234464510734 0.461228025319653
EWG 1.47298194969854 0.0622998121763786 0.268249302898187 0.253609021759671 0.387142824540712 0.392853952159253
EWI 1.07513993135716 0.425615557100809 0.466775702393066 0.372756119899526 0.243600246295438 0.174843318509418
EWK 0.391627563958125 -0.236798554571637 0.0716702911191951 0.261495121055177 0.446206255685192 0.249197783272378
EWL 0.472485425358769 -0.17879550790688 0.381324750695747 0.484023202900845 0.69472006980922 0.620659262226047
EWN 0.576306661798426 -0.173818030358002 0.488383798492384 0.595315097089195 0.605746258824959 0
EWO 0.364758340083956 -0.114496262722697 0.267131261532426 0.400924786934132 0.272242561925088 0.245863556315239
EWP 0.677240010499934 0.682250240171282 0.35243978174512 0.126087610164589 0.157707819476681 0.29299815906181
EWQ -0.381202514030678 -0.0399873187742442 0.310336958880309 0.43571269476895 0.408861182764055 0.365930304869719
EWU 1.55473702145371 0.336381488971184 0.284082728910858 0.210609928484439 0.382427310599506 0.289921378885768
EZU 0.38049886422975 0.0221891328175081 0.317891199194916 0.332892782250692 0.350838202837668 0.324561318302052
GREK 0.229547201812102 0.949604296038837 0.448832324144103 0.10816906625428 0 0
NORW 0.68008965880033 -0.178778697864118 0.241084152857358 0.20679676141764 0 0
EIS 3.70523815028387 -0.079593990308898 0.330840531381489 0.40135407076879 0.340701495399958 0
EZA 1.53676822833387 0.165576246747808 0.242138734478168 0.0937067798183489 0.246651020891132 0.347216269129809
TUR 0.23059644555481 1.63470437477806 0.561555614266198 0.0637196628121577 0.221427103150252 0
EWC 3.52604509961365 0.275244602813781 0.596542700349865 0.429427149161011 0.467221885012056 0.492658696230647
EWW -1.42986710874119 0.26560982150708 0.301537583398121 0.0278255898120634 0.214648132638411 0.40691007736719
SPTM 5.3333395929788 0.56672402874203 1.05789445210883 1.10673366927188 1.35946370052515 0.903956081413543
ARGT 4.63822466764917 2.1924355694009 1.43483915731352 0.896674591246997 0 0
ECH -0.447935940867199 0.224807846634421 0.0777477086386612 -0.0422128080492274 -0.0361910505048808 0
EPU 4.69256491623064 1.03381783868848 0.450976452707144 0.378629719012722 0.364666448374113 0
EWZ -1.66989244102803 0.203037786692629 -0.0138411365218205 0.142747087751222 0.0259877133133338 0.394484041453439


  Compare: Risk & Volatility

for period ending November 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 11.1% 29.1% 29.1% 29.1% 34.0% 57.8%
Peer Group* average
60% Equity / 40% Bonds 3.6% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 15.5% 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
* Peer Group is Global Equities
EIDO 12.3% 17.9% 42.6% 48.6% 0% 0%
ENZL 8.7% 29.3% 37.3% 37.3% 0% 0%
EPHE 11.9% 32.2% 33.7% 43.7% 0% 0%
EWA 6.5% 23.4% 31.4% 31.4% 31.4% 63.8%
EWH 10.5% 31.1% 40.4% 40.4% 40.4% 57.1%
EWJ 5.7% 26.3% 28.9% 28.9% 28.9% 48.8%
EWM 9% 20.6% 23.8% 33.7% 41.1% 45.2%
EWS 5.2% 18.8% 28.1% 32.1% 32.1% 60%
EWT 3.1% 37.5% 37.5% 37.5% 37.5% 58.1%
EWY 14.4% 39.2% 48.1% 48.1% 48.1% 70.2%
INDY 6% 14.2% 33.6% 34% 38.8% 0%
MCHI 10.3% 43% 58.7% 58.7% 0% 0%
THD 13.3% 28.4% 34.4% 40% 40% 0%
VNM 15.4% 46.5% 46.5% 46.5% 56.8% 0%
EPOL 10.6% 48.4% 52.8% 60.4% 0% 0%
EWD 10.9% 39.5% 40.3% 40.3% 40.3% 63.1%
EWG 4.6% 38% 41.7% 41.7% 41.7% 60.7%
EWI 6.7% 32.5% 32.9% 33.4% 47.9% 66.1%
EWK 8.3% 30.7% 32.4% 33% 33% 70.4%
EWL 8.8% 27.6% 27.6% 27.6% 27.6% 47.4%
EWN 10.4% 38.4% 41.3% 41.3% 41.3% 0%
EWO 9.4% 37.6% 37.6% 47.6% 47.6% 73.7%
EWP 7.3% 23.8% 32.5% 38.7% 49.1% 58.6%
EWQ 11.1% 29.1% 29.1% 29.1% 34% 57.8%
EWU 5.3% 21.3% 30% 30% 30% 60%
EZU 8.4% 33.3% 34.7% 34.7% 35.9% 62%
GREK 10% 25% 43.8% 53% 0% 0%
NORW 6.6% 30.1% 37% 43.7% 0% 0%
EIS 7.4% 38.6% 38.6% 38.6% 38.6% 0%
EZA 11.1% 33.7% 42.1% 54% 54% 57.1%
TUR 20.2% 21% 36.1% 62.2% 71% 0%
EWC 3.6% 22.9% 26.9% 26.9% 34.1% 56.7%
EWW 26.9% 26.9% 38.2% 47.4% 56.2% 61.2%
SPTM 4.1% 23.6% 23.6% 23.6% 23.6% 50.1%
ARGT 9.1% 29.3% 38.2% 55.9% 0% 0%
ECH 9.9% 21.8% 35% 59.6% 68.2% 0%
EPU 6% 31.6% 37.7% 45% 56.5% 0%
EWZ 24.6% 24.6% 50.3% 50.3% 70.5% 73.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 14.4% 22.2% 24.7% 20.3% 21.8% 22.5%
Peer Group* average
60% Equity / 40% Bonds 9.4% 13.7% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 11.0% 18.0% 19.4% 16.2% 16.4%  
U.S. Equities (SPY) 12.4% 19.4% 21.0% 17.3% 16.6% 16.6%
U.S. Bonds (BND) 6.5% 7.5% 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
* Peer Group is Global Equities
EIDO 16.3% 14.9% 24.9% 22.1% 0% 0%
ENZL 14.6% 20.5% 21.7% 20.2% 0% 0%
EPHE 19% 21.1% 22.6% 19.3% 0% 0%
EWA 19.6% 24.6% 26% 20.8% 22.4% 24.6%
EWH 25.7% 24.3% 22.9% 20.6% 20.6% 22.3%
EWJ 12.8% 16.8% 16.4% 14.7% 15.2% 16.2%
EWM 17.6% 17.3% 17.3% 16.1% 16.4% 17.9%
EWS 17.3% 17.8% 20.3% 19% 19.5% 23.2%
EWT 14.6% 24.3% 25.5% 21.1% 21% 24.1%
EWY 18.1% 26.1% 27.3% 23.7% 24.4% 28.7%
INDY 11% 12.9% 21.6% 20% 23.1% 0%
MCHI 31.2% 32.9% 29.3% 26.4% 0% 0%
THD 21.3% 19.1% 23.4% 20.1% 23.2% 0%
VNM 17.1% 23.8% 27.5% 23% 24.3% 0%
EPOL 16.5% 36% 37.1% 29.4% 0% 0%
EWD 23% 26.4% 27.2% 21.7% 23.1% 25.1%
EWG 14.4% 24.7% 25.7% 21.2% 22.7% 24.2%
EWI 16.8% 25.3% 28.2% 24.1% 26.1% 25.8%
EWK 14.1% 18.4% 21.8% 18.5% 19.3% 21.8%
EWL 15.9% 18.3% 18.3% 15.5% 16.3% 17.3%
EWN 16.5% 25.2% 26.3% 21.2% 21.7% 0%
EWO 14.5% 23.9% 29.6% 25.1% 25.3% 28.3%
EWP 18.8% 23.5% 26.9% 22.3% 25.5% 26.1%
EWQ 14.4% 22.2% 24.7% 20.3% 21.8% 22.5%
EWU 11.9% 17.5% 20.1% 16.8% 17.6% 18.4%
EZU 14.2% 22.8% 24.5% 20.1% 21.6% 22.8%
GREK 15% 26.6% 33.1% 32.1% 0% 0%
NORW 17.4% 22.7% 28.8% 23.3% 0% 0%
EIS 22.2% 23.7% 24.3% 20.5% 20.3% 0%
EZA 19.8% 28.1% 30.4% 26.6% 26.3% 29%
TUR 28% 45.2% 41.4% 34.7% 35% 0%
EWC 14.4% 19.8% 23.1% 19.3% 18.5% 21.9%
EWW 15.5% 27.2% 30% 24.8% 23.8% 26.9%
SPTM 12.7% 19.4% 21.2% 17.6% 16.9% 17.1%
ARGT 39.5% 49.1% 48.7% 40.1% 0% 0%
ECH 16.1% 31.2% 31.2% 26.8% 25.4% 0%
EPU 28.7% 29.7% 31.3% 27.2% 26.2% 0%
EWZ 13.6% 30.1% 36.2% 36.1% 32.9% 37.5%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 11.1% 14.4% 15.9% 13.0% 14.3% 15.4%
Peer Group* average
60% Equity / 40% Bonds 4.7% 9.2% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.1% 11.8% 12.6% 10.5% 10.5%  
U.S. Equities (SPY) 5.4% 12.5% 13.1% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 3.9% 5.4% 4.5% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO 12.5% 11.4% 19.3% 16.5% 0% 0%
ENZL 8.4% 14.8% 15.4% 13.3% 0% 0%
EPHE 12.8% 16.4% 17.8% 14.5% 0% 0%
EWA 10.9% 15.6% 17.9% 14.1% 15.3% 16.8%
EWH 15% 15.7% 15.1% 13.8% 13.8% 14.8%
EWJ 8.5% 11.2% 10.5% 9.6% 10.1% 11.1%
EWM 10.7% 11.8% 11.8% 11.5% 11.3% 11.8%
EWS 8.3% 10.9% 13.7% 12.9% 13.2% 15.4%
EWT 6% 14.6% 14.7% 12.9% 13% 15.1%
EWY 13.2% 18.4% 18% 15.7% 16.2% 18.7%
INDY 6.2% 8.2% 15.6% 13.7% 15.2% 0%
MCHI 14.3% 20% 18.4% 17% 0% 0%
THD 11.1% 12.9% 15.7% 13.4% 15.1% 0%
VNM 14.2% 19.1% 20.6% 17.2% 17.5% 0%
EPOL 10.1% 22.9% 24.2% 19.3% 0% 0%
EWD 12.7% 18% 17.9% 14.4% 14.8% 16.5%
EWG 7.8% 15.6% 16.9% 13.9% 15.1% 16.5%
EWI 9.3% 15% 17.8% 15.6% 17.5% 17.8%
EWK 8.6% 12.5% 14.5% 12.3% 12.5% 15.8%
EWL 8.6% 11.8% 11.7% 10% 10.6% 11.5%
EWN 10.4% 16.3% 16.6% 13.4% 13.9% 0%
EWO 8.1% 16.1% 19.9% 16.4% 17% 19.8%
EWP 10% 12.5% 16.6% 14.4% 16.6% 17.2%
EWQ 11.1% 14.4% 15.9% 13% 14.3% 15.4%
EWU 6.5% 11.1% 13.9% 11.8% 11.8% 12.7%
EZU 9.1% 14.4% 15.9% 13.1% 14.3% 15.7%
GREK 9.9% 15.5% 21.9% 22.5% 0% 0%
NORW 7.8% 16.6% 20.3% 16.1% 0% 0%
EIS 10.2% 16.5% 16.7% 14.2% 14.1% 0%
EZA 11.1% 19.4% 22.3% 18.9% 18% 19.6%
TUR 17.8% 21.1% 24.2% 22.6% 22.5% 0%
EWC 5.9% 13% 15.6% 12.9% 12.5% 14.8%
EWW 13.2% 15.6% 20.9% 17.9% 16.8% 18.8%
SPTM 5.5% 12.4% 13.2% 11.1% 10.4% 11.5%
ARGT 17.1% 24.2% 27.7% 24.5% 0% 0%
ECH 13% 20.8% 21.2% 18.4% 17.7% 0%
EPU 9.8% 17.8% 21.4% 17.7% 17.1% 0%
EWZ 11.8% 19.5% 26.3% 24.1% 22.5% 24.5%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 0.57 0.96 1.03 0.98 1.12 1.16
Peer Group* average
60% Equity / 40% Bonds 0.78 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.90 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 0.70 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
* Peer Group is Global Equities
EIDO 0.420520854232816 0.345411900016432 0.833138631245652 0.783427384401449 0 0
ENZL 0.731184076650168 0.948351045419576 0.923967386056934 0.898282926037062 0 0
EPHE 0.446362101065792 0.769564671930308 0.774190850814504 0.679240814845129 0 0
EWA 1.26566302831375 1.07176287405947 1.12042699272839 1.03859097639533 1.13381971569626 1.1928873455245
EWH 0.133369812259616 0.335640678921698 0.492036347838654 0.610264201955466 0.724010401711166 0.83974334345592
EWJ 0.932006650062323 0.806497015993646 0.670993383126721 0.712241113529016 0.700970845580446 0.738874127292635
EWM 0.356970183476835 0.527759426934504 0.568489234453053 0.5569138318388 0.614134823448641 0.646023289493224
EWS 0.496988631573039 0.643340586148659 0.782335056053619 0.835477207082447 0.889827632344593 1.03696826300887
EWT 0.689039409650844 0.930128605354017 0.85456641181331 0.842017650568225 0.920129603958746 1.03361826940724
EWY 1.0920477811973 1.22343184041613 1.09249864331203 1.04261702962827 1.11859173864422 1.26111861762693
INDY 0.403934711286598 0.520724335940873 0.769623642710745 0.69461287313344 0.837787514399372 0
MCHI -0.126971766462331 0.31655591414021 0.337611338516926 0.603299428816846 0 0
THD 0.113379199698372 0.457530356975154 0.803036998218312 0.751206238753467 0.819320469904237 0
VNM 1.49929489771644 1.01428887236717 1.11899401688825 1.03372797473515 0.987963707607606 0
EPOL 0.933602701482829 1.24172566313109 1.34861405820061 1.17283693349466 0 0
EWD 1.21400151381218 1.20745556282226 1.13547727678643 1.06316384899112 1.18401309758672 1.24974511434825
EWG 0.867412270705176 1.1004332823148 1.12664749695728 1.07907729114043 1.20333000004936 1.25490656529442
EWI 0.562120152278492 0.989267430049049 1.07511444873674 1.0245183732844 1.18310118546 1.2203435503751
EWK 0.279763452270129 0.740774385949582 0.915698911769256 0.89589565186096 0.965392789562416 1.10393622116868
EWL 0.763491013373902 0.833790098107391 0.774089632788054 0.75309440568987 0.810829087326393 0.847759816899232
EWN 1.00619686537308 1.19592268586365 1.12445327849335 1.06086930225393 1.14976607931427 0
EWO 0.298731883105352 0.912838582481034 1.12085885106619 1.10346917163906 1.20967860002059 1.35654406462484
EWP 0.424815486780015 0.783288667518005 0.952780286886381 0.924462719762146 1.0809614261892 1.11531077224429
EWQ 0.569065317206662 0.962034862972615 1.0315331411598 0.982909707381589 1.11643471509683 1.15693825538923
EWU 0.351596458475673 0.6691829701428 0.819610080865118 0.824599307390737 0.921667790321409 0.961019838075258
EZU 0.715772423965598 1.02181740201408 1.06575465381592 1.01468875681968 1.1424063954236 1.19727235438458
GREK 0.113243533610943 0.686172397353647 1.12181524680677 1.17805059525967 0 0
NORW 0.66905303685461 0.912078223790946 1.16722729856206 1.06124784658931 0 0
EIS 1.3557470484661 1.06186657337647 1.0483485321327 1.03825861802807 1.04720357846369 0
EZA -0.17413351317784 0.843931836858228 1.00749817208498 0.977810018729932 1.0480527211981 1.15400607597293
TUR -0.210805987162811 0.155419794877163 0.60098708156879 0.614384345169294 0.76421466739986 0
EWC 0.813298441046648 0.933233750021054 1.03077591478366 0.994802448770813 1.00852328261763 1.09494665461308
EWW 0.467149600461084 0.909707570153893 1.05482790429219 0.956922986277326 1.01333355446137 1.14689770126166
SPTM 1.02141397843285 1.00033638597163 1.00873513744508 1.01230697842519 1.01454148242735 1.01905819693281
ARGT -0.225294058477053 1.21358617595633 1.33214196818221 1.27492280095052 0 0
ECH 0.589179083548233 0.884843991549165 0.969107506493555 0.88988544270775 0.896182385589885 0
EPU 0.251518857660812 0.829968356367171 0.988351882327807 0.932338821040479 0.893597469976076 0
EWZ 0.204244546521376 0.802889371743132 1.14570834530247 1.01113642017607 1.15352615465278 1.25932064613745


  Compare: Correlation

for period ending November 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.60 0.86 0.89 0.88 0.89
to S&P500 (SPY) 0.37 0.78 0.82 0.80 0.80 0.83
to U.S. Bonds (BND) 0.52 0.70 0.54 0.40 0.23 0.26
to Commodities (DBC) -0.26 0.22 0.54 0.48 0.55 0.53
to Gold (GLD) 0.28 0.34 0.22 0.11 0.12 0.16


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