iShares MSCI France ETF

for period ending September 30, 2026


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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 Ingredient 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 September 30, 2026

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 -3.1% -7.1% -0.2% 9.3% 6.3% 8.7% 8.4% 4.5%
Peer Group* average
60% Equity / 40% Bonds 6.5% -1.4% 8.5% 14.9% 7.3% 9.3% 9.9% 8.0%
Global Equities (ACWI) 12.9% -1.2% 16.6% 21.8% 11.6% 12.5% 11.9%  
U.S. Equities (SPY) 12.7% -0.3% 15.7% 22.8% 13.7% 15.2% 15.6% 11.1%
U.S. Bonds (BND) -2.4% -2.2% -1.5% 4.2% -0.6% 1.1% 1.8% 2.9%
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 -36.092037717988845% -7.855459544383347% -31.314234893813254% -16.17311199073391% -8.63219502813022% -5.564646990102451% -3.121757521416868% 0%
ENZL 0.5127485208491489% -6.317539484621781% 0.3420776859758945% 3.081177735464191% -3.9205299369795776% 2.4136550778795174% 6.666779894560282% 0%
EPHE -6.961705109661165% -4.252631578947375% -5.911521711634215% -0.666273087303515% -3.258336675690976% -3.503816381804581% 1.6815289545303758% 0%
EWA 9.613922864250913% -5.696202531645578% 8.142806341760966% 13.395908490698826% 6.991936274648025% 7.428381573303899% 6.933092017401021% 6.139842426452047%
EWH 5.729303078921855% -3.4919249236141425% 7.604594327792014% 13.913925133846439% 2.2423559303682117% 3.5505018377888% 6.3967765983921065% 5.618142549334926%
EWJ 21.364226243011043% 1.647893199833117% 26.73778861562117% 20.824214315050725% 9.342365989890954% 9.020086425751138% 8.48678389919666% 4.763957641049821%
EWM 2.1486075239786073% -3.557590700951041% 9.541882970847837% 13.25248422105405% 5.037305057138375% 2.202011887101718% 1.7725670015032557% 4.490309718170904%
EWS 23.080121200184166% -2.663154814164481% 22.42458904383873% 27.506454859924666% 13.229493244107049% 9.002781138720595% 7.123244292142039% 7.205767131845242%
EWT 77.71131748780095% 4.5080070350828505% 85.61296261220788% 43.79046895160668% 20.948180116941106% 19.21878430124069% 15.583190756866937% 11.87152165016383%
EWY 88.00658300761133% 1.061594603560767% 133.31488485729022% 49.36849154702714% 20.282255178843613% 14.281859172262855% 11.399454767436868% 8.670196471818837%
INDY -16.72719971783645% -6.164069660861593% -12.68921225707742% -0.3981442691371906% -0.7413510080027219% 5.427640228471375% 5.792142257733124% 0%
MCHI -12.550741600272053% -4.623538011695905% -19.251538729341043% 9.182081498093364% -2.8370279394406284% 2.5967625036222186% 4.497547965884419% 0%
THD 20.949777869896092% -2.5701257427110717% 24.20061744070341% 7.7449619829169425% 2.10231668952785% 2.450286100766519% 4.7358793119364195% 0%
VNM -11.16352201257862% -6.146179401993357% -4.792039963656302% 9.77034878191958% -1.1746963329444804% 2.45484641031275% 1.593333661264773% 0%
EPOL 26.88073750930404% 0.4988662131519161% 43.32967439525726% 44.058269352907416% 19.354055916568758% 12.361351369954843% 7.550733377267194% 0%
EWD 3.946729227154089% -6.403295263059339% 9.760516964851917% 18.71864012075932% 5.578812685403944% 8.99557007746774% 8.923728536070396% 6.659447592258738%
EWG -0.8512697174960726% -6.601853945285996% 1.26943131474202% 18.77225682127044% 7.321598188627609% 7.162295107205585% 8.063922572640191% 5.310294331177112%
EWI 10.21285136038783% -5.716120745022479% 16.770394017066614% 28.827435700055837% 17.421989692258478% 13.984653294819726% 9.578424955554986% 3.200220432951295%
EWK 7.524219313002556% -6.245461147421927% 13.217319816744698% 16.791031605120608% 6.966413206331468% 5.776719865760804% 8.782999382006462% 3.3930730178773683%
EWL 0.39459451990782046% -5.8121019108280265% 8.972843725808687% 12.851702641284323% 6.984915287660276% 8.990110061510448% 9.250682269598641% 7.031358397606424%
EWN 19.952284566419685% -0.8343091334894526% 22.428363833722887% 24.83890802336606% 9.209860754061271% 12.879122585502767% 12.310128056608383% 7.694547367053262%
EWO 22.411404489726383% -3.360581289736597% 40.10753524525952% 36.01826474880412% 16.793906820135483% 14.001448080166323% 10.665081802641874% 4.804574856158772%
EWP 11.56893180960543% -5.128205128205121% 23.196641677823713% 33.442866540207405% 20.799202598096265% 11.688890836095634% 8.123226941737549% 5.15846409817815%
EWQ -3.05192737766663% -7.108591365023987% -0.20909415946728238% 9.339929637004651% 6.264840339354261% 8.69836367933039% 8.449471211908467% 4.465620074101495%
EWU 7.313698810836522% -3.804010750465159% 14.624994754675757% 18.223676435836023% 11.904386447321658% 7.955678322461601% 7.20922876066088% 4.312943030828831%
EZU 6.920921708659455% -4.4422367300596015% 11.708843416956816% 20.096243794378754% 10.083356138987586% 9.67257480432857% 9.041744032287014% 4.7854341315024085%
GREK 30.99131642347579% 0.5986618147669986% 34.06269666880881% 41.19953074402347% 29.643400780021256% 17.818078448174624% 0% 0%
NORW 25.566360714550008% -5.378645972705376% 26.642245584990796% 19.704580208746457% 8.597528345508799% 8.893085271632062% 6.717974019227513% 0%
EIS 10.919718319422934% -1.2052117263843698% 22.90147886269922% 32.79660163200142% 12.833854714993453% 11.248739601532186% 9.484599954211692% 0%
EZA -4.967845917884928% -9.24822695035461% 7.580888483173465% 26.185393299002712% 11.381370188875884% 6.357335831844857% 5.211908374885965% 5.922720471743093%
TUR -0.5946219442386713% -16.19142077857675% 0.9844747759462091% -2.2171554569952456% 12.724496904538762% 1.5659841321088885% 0.2050501083835865% 0%
EWC 8.76130769129151% -4.96500081393455% 17.066965215054243% 22.677584275254013% 12.220017488054701% 10.83208565965803% 7.947115402414262% 6.678335318076889%
EWW 4.0472218709934005% -7.33837330552658% 7.785183183393385% 10.741749276272007% 11.642113733976945% 6.677439068818458% 4.923090094313887% 4.754368638653661%
SPTM 12.523946003568298% -0.6674328385589456% 15.447228729341278% 22.139088366115377% 13.254415564473355% 14.868417242756893% 15.324748574237157% 11.079299374661389%
ARGT -5.380476370860354% -8.852459016393432% 24.932592775914774% 29.40739579558498% 22.872695037182922% 15.029510778521393% 11.574670335291515% 0%
ECH -4.933257707840843% -6.641975308641968% 16.9417343131286% 15.915947934346143% 12.44732637823429% 3.2333796068188425% 0.22725136709698113% 0%
EPU 24.664489038508552% -3.090869375273042% 47.26208408673615% 48.875671253437346% 33.080023830596474% 14.003140102480094% 9.446250261452803% 0%
EWZ 18.36505633381096% 3.3860671662503394% 25.13202429590833% 12.963316747087372% 11.283560596418951% 6.299405734437036% 2.128221452557888% 4.0700849032528685%
Historical Return
 
EWQ 21.5% -12.0% 21.7% -5.6% 28.9%
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% -0.15911599701814438% 2.5698729737980264% -12.94902966157826% 4.797203875238498%
ENZL -11.381134957762162% -16.179593728713403% 2.9601446732332226% -4.866033811675852% 2.481410674057871%
EPHE -2.225395736231517% -15.873719789164053% 1.2713407038612123% -1.3878298569040437% 1.5578796127510675%
EWA 8.950352876525791% -5.920719383197848% 13.837465009371709% 1.6163355294047443% 13.351099963871293%
EWH -3.4796587376399457% -6.806912256172581% -13.824290302645881% 0.03661031792860925% 34.49933399710892%
EWJ 1.1650308394007824% -17.722978665030908% 20.300293704316896% 7.049516284482249% 25.841582202699563%
EWM -7.406188384654411% -6.002120459232641% -3.6019911093708945% 19.48528984187019% 13.314425218884995%
EWS 5.558024275214435% -9.80288556411557% 6.206674582516869% 22.10065477762244% 31.35404103049988%
EWT 28.944544734745637% -28.89826760389288% 24.484812618048313% 16.123553350653697% 28.37859346890641%
EWY -7.559474082807216% -26.589138332616592% 19.05812439479955% -20.459037309289364% 95.33022730216074%
INDY 19.54732575642124% -7.312966918824326% 16.88225924821367% 3.468478252768792% 4.972847423249371%
MCHI -21.732783070148365% -22.76427103014289% -11.23254774958875% 17.70835555844077% 31.03960824648255%
THD 1.8524573511842668% 1.221032484352258% -12.619220364011285% -2.1801298956077186% 2.356609509775942%
VNM 22.04860829784987% -43.742851858627304% 15.057914884820045% -11.145510835913308% 66.54626198433027%
EPOL 12.217688946970306% -24.61723456022512% 50.78980175069143% -2.47137702269683% 77.31904572803705%
EWD 22.86305264594819% -27.84449905856934% 25.099556941986666% -3.897864086707037% 36.54329101895672%
EWG 5.840101855896607% -22.266343304024872% 23.345218336007335% 9.81768114856214% 35.78580470986055%
EWI 14.412102762744139% -14.159301398679325% 30.65480621651431% 10.302435749113336% 55.71783193294158%
EWK 12.851766898146888% -13.960018989979917% 7.484833337556762% 0.1760075192504651% 35.41057694724663%
EWL 20.193801774886655% -18.892299126907485% 17.667837267990684% -2.7882441479094133% 32.92464031838236%
EWN 22.740174580196392% -24.428838146131092% 22.09497116776078% 1.685440881555289% 34.86641941787998%
EWO 31.53725914341714% -21.930440409505902% 20.63046374166668% 4.13368622828687% 74.21013221248177%
EWP 0.2684158476134346% -5.1787255895102025% 30.28655486282046% 5.769943737677097% 78.02712791900403%
EWQ 21.472873994074916% -12.04697539355336% 21.716386759340644% -5.594301651767708% 28.897103233108567%
EWU 18.223591364643333% -4.3940378909933635% 12.418936157977223% 6.775803646446832% 34.94792900111994%
EZU 13.93530351068124% -17.24247533609986% 23.435360871580357% 2.264818317857853% 39.99581636085963%
GREK 6.158714543385968% 3.6364781650553235% 42.75155152627992% 9.5322003197597% 72.48272387857885%
NORW 18.565256497985814% -12.550650756563563% 5.052617579111107% -2.5279785958697287% 32.55315035213966%
EIS 22.842862351541736% -27.05589350571721% 5.485263068939927% 34.47877361798013% 45.12185165989357%
EZA 7.9168791206264855% -5.177615794370993% 1.5220696473627893% 7.295235121809407% 75.20070414864242%
TUR -27.479152374631223% 105.75053689008267% -8.815554248875257% 12.90909752374576% -1.5369051911479192%
EWC 27.00078773153369% -12.953194443860594% 14.745341893341823% 12.397967114924402% 35.9194761707101%
EWW 20.304386399110985% 1.2398075015117804% 40.3579981867868% -28.199073267903294% 53.64533383634631%
SPTM 28.582022463496326% -17.75406157551628% 25.550667198601328% 23.866572402369734% 16.930731873931105%
ARGT 3.824969996777816% 11.802507044630284% 53.68677668311699% 63.47592889891172% 11.50873506446004%
ECH -19.71408341433618% 25.11782325423171% 9.031308879738575% -8.633307530276625% 65.40948061215823%
EPU -11.824969626458659% 2.0502574606441115% 25.348488638347753% 21.78306583263847% 86.87294167754516%
EWZ -17.275707145831976% 12.091072480781474% 32.710186122041286% -30.472433444764224% 48.30414716059654%


  Compare: Risk vs. Return

for period ending September 30, 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
● 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)
Beta 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 139° 134° 101° 96° 103° 113°
Risk-Return Magnitude 11.6 8.0 5.3 6.0 6.3 9.1
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* 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 -15.5% -14.0% -7.7% -7.6% -8.5% -7.4%
Peer Group* average
60% Equity / 40% Bonds -4.7% -3.9% -5.3% -2.9% -1.8% 0.1%
Global Equities (ACWI) 1.2% 0.4% -1.7% -2.3% -3.5%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -30.2% -18.9% -21.8% -17.4% -14.1% -5.5%
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 -30.313479793160695% -30.154323152890324% -19.974142747170454% -18.278774033396445% -16.83339295585144% 0%
ENZL -14.746610549563071% -19.41718735437223% -16.262291513497093% -12.767686357324108% -9.922999158416602% 0%
EPHE -18.770554893181416% -21.881018018582726% -15.272106553156275% -17.372668165886136% -13.826377386347131% 0%
EWA -8.673196569841199% -11.546766563828289% -7.263486704168146% -8.68897627599258% -10.010916117223747% -6.3735722827191506%
EWH -9.333998347874479% -12.059797601734967% -10.780987380875509% -11.855116366567406% -10.326941443058974% -6.54703181803842%
EWJ 8.295585540236322% -1.6861005860987852% -4.127310380488186% -5.5040970131258184% -6.985517102570819% -6.352593138461993%
EWM -5.771328363451082% -9.768102750923015% -8.640673755727807% -13.07208565807685% -13.784106975253819% -6.893597017103186%
EWS 9.940424922688477% 6.6661017236166025% -0.09429710926306711% -6.790933610320593% -9.4204851354332% -5.415238269878875%
EWT 19.13781891937139% 1.6582455592358585% 0.9396309633834274% -0.8528963254139761% -3.962038697010648% -2.625653286277198%
EWY 14.978111629149653% -5.248371750148314% -2.6730658137918715% -6.728622604661777% -8.818040487108389% -5.818744213690963%
INDY -26.77559417517042% -22.967068268166457% -15.591355527016315% -10.149513412331947% -10.913705455635117% 0%
MCHI -30.776617971904365% -15.539129733586542% -13.25476806029695% -12.564506383959072% -12.080467858534575% 0%
THD 0.20875542715558737% -16.299261071020307% -11.102683238452023% -12.698362870412522% -11.68369490173937% 0%
VNM -17.67565519337445% -15.616756133428668% -12.654688308860644% -12.660414905498884% -13.845515679498341% 0%
EPOL 21.415735270822807% 8.192611709440492% -0.8756934672239787% -7.113081465082147% -10.653935562235656% 0%
EWD -7.650977102148577% -9.251087222303504% -8.439601839580043% -7.861242400765883% -8.61302557554367% -6.09405254117034%
EWG -13.901172024687863% -7.1435458495906925% -7.0351150287756665% -9.059143668004655% -9.19880560806268% -6.9386243735009%
EWI 0.09608243223497048% 2.8076483544496256% 1.0335902067167897% -4.468067707487584% -8.764231786173635% -8.452660145280442%
EWK -4.126997526045931% -7.431903814457241% -6.881880911480229% -9.872924352579837% -7.817255274952874% -8.1490486169631%
EWL -7.541792851026771% -11.341829967039313% -6.850739244914887% -6.022834583455987% -6.36957057617874% -4.369754041621868%
EWN 1.2590469025061761% -3.7152744677478733% -5.852312250613937% -4.621054752933032% -5.757675724579263% -5.104435210542334%
EWO 17.895737573213253% 8.026585167409838% 0.1285151989421358% -4.792216889528974% -7.919000984648852% -7.581914112723174%
EWP 9.124231680813294% 3.9576129074421225% 4.312814680821008% -5.858798831992325% -9.644371813766389% -7.231212503503791%
EWQ -15.462919642011874% -14.044151686844746% -7.692587856215461% -7.595535531406137% -8.545725430916715% -7.387437243513099%
EWU -0.6830307238486739% -3.0253994448429022% -1.228307854527654% -7.385256086771621% -8.784759356371964% -7.128406876090087%
EZU -4.455356291109549% -4.306287063114153% -4.536716369712102% -6.768609835501119% -8.128591371881322% -7.188838177766782%
GREK 6.736204275180912% 7.486821806913657% 9.346779562311731% -3.40460437043593% 0% 0%
NORW 1.01725236504989% -8.012195714398349% -6.233127545496541% -8.214584141481053% -10.56408637981375% 0%
EIS -0.24192926428353445% -2.435397398666053% -3.2010667918060456% -6.021813294249409% -7.973941211784904% 0%
EZA -10.288248001477088% -6.061637107746261% -4.912416266080182% -10.282444072155005% -11.741016315301534% -6.926633272230536%
TUR -13.13553747694743% -21.539854035932983% -5.056339822911465% -13.00422213694376% -14.427256339852796% 0%
EWC 0.6990159948035615% -1.717463098954731% -1.948808818587481% -5.299845391683156% -8.517687603557343% -5.5731475643002675%
EWW -8.888133485840836% -14.503486487398025% -4.148139688594308% -9.971617483476921% -11.75221773675027% -7.452913980739416%
SPTM -0.0018488365427042908% -0.7134249093138045% -0.43025963909174614% -0.4960531461326738% -0.42007309129816583% -0.2623340015316007%
ARGT -5.136776186261941% -9.433783644843205% -0.4971619233641871% -6.830744848178206% -9.306541414872196% 0%
ECH -4.1640451950626725% -11.080841731762797% -4.212971714965414% -12.183509326899724% -14.629218738322889% 0%
EPU 7.438432585705415% 5.724204090769653% 8.751497204205393% -5.301139418794025% -9.280092906289205% 0%
EWZ 0.3661335879110794% -13.798017269886202% -5.107697465361324% -10.690859083428986% -13.565849294847688% -8.26237857194052%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -11.1% -5.0% -6.0% -5.5% -6.7% -7.8%
Peer Group* average
60% Equity / 40% Bonds -2.8% -2.4% -3.7% -1.8% -1.0% 0.2%
Global Equities (ACWI) 1.6% 0.9% -1.4% -1.9% -3.0%  
U.S. Equities (SPY) -0.0% 0.0% -0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -6.3% -4.2% -7.5% -3.5% -1.7% 0.4%
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
* Peer Group is Global Equities
EIDO -33.98813522400374% -27.830050741244285% -16.2735664034932% -16.819340552085407% -15.528983377881827% 0%
ENZL -13.810384109175182% -17.519829356740555% -16.776422409491552% -10.988310277405311% -7.2384522365118835% 0%
EPHE -9.816812419049343% -7.443815717868892% -12.78197757505492% -13.310450907399614% -9.18315468278541% 0%
EWA -2.87159213490295% -6.293352227057937% -6.529093472253563% -7.437157492412882% -9.0059127427755% -6.537255833537215%
EWH 0.429828542819358% 4.2263165832099965% -5.6960184830591505% -6.025354391839263% -4.437655502019308% -3.7274615130288167%
EWJ 14.635449267511998% 5.339088672579514% -1.7023387674245862% -2.104435168265061% -2.700985165148963% -3.838994217582652%
EWM 2.8272656155698592% 4.713854339474523% -3.6467671238394495% -6.32281590666773% -7.661753969652547% -3.0682490294488254%
EWS 15.914584520978952% 17.20308862023013% 3.465927598296683% -2.891638965117389% -5.907746562163961% -3.823371924596562%
EWT 56.676324693449565% 14.35322863703023% 6.335885885939607% 4.675721517727922% 0.8378793878094708% 0.14206693215806787%
EWY 89.28897594975697% 9.664274602361907% 1.9836779313297797% -3.825564923533628% -6.967017129666612% -5.568352244992352%
INDY -23.518385257672207% -11.725720887990635% -9.362209827919132% -5.101685849685821% -6.401280479933235% 0%
MCHI -27.34107765132281% 0.26263206374970327% -10.442960015752355% -6.517439442228048% -5.930374989297435% 0%
THD 17.194770762345872% -0.8476852093015541% -6.2570819311901245% -9.178916912858025% -7.46024789908946% 0%
VNM -20.1288935684576% -14.603406690783899% -14.542297758569141% -12.740028936518062% -14.364626026589907% 0%
EPOL 32.64408887104307% 34.9530379423591% 5.481588693054233% -4.10239570754557% -9.768591238464962% 0%
EWD -4.10404859302975% -2.635048405955164% -8.967120882866348% -6.751122688666678% -7.674911751105031% -6.467355618760165%
EWG -13.018752193210775% 0.7340844843116638% -5.998019445639729% -8.124534469624258% -8.642705091215564% -7.786419441420314%
EWI 4.216322890626815% 14.30425703856507% 4.8356141577371545% -0.6385781362997722% -6.267677097374471% -9.655744086380752%
EWK 0.04147401202525103% 3.3473334922994553% -3.8586971744931793% -7.687042886205734% -5.047559585805867% -8.387171282619104%
EWL -1.9097972295648242% -1.9982730541930582% -4.422016085099863% -2.593092269562076% -2.9327778735305268% -2.4086651795418117%
EWN 6.643075040016953% 3.689100852970718% -5.585995755927836% -2.9338920247022813% -4.216047291136437% -5.129890525167127%
EWO 25.83671991009922% 22.986325530886113% 4.757938358970307% -1.4019706034238482% -5.430955431809316% -9.23131692040507%
EWP 14.589267679723243% 21.195854021668648% 10.08296705560459% -1.1647605297886177% -6.354855338629339% -6.6072323390466865%
EWQ -11.1047022255583% -4.981838762593463% -6.0253960991752304% -5.546772981382956% -6.709390217574836% -7.760345987935336%
EWU 6.732500553784197% 6.783408037503153% 1.898365439268205% -4.118308382971865% -5.8367834092506135% -6.174850199011212%
EZU -0.852399373511064% 3.9236449350472693% -2.7715226926759424% -4.991331801897404% -6.687104387199169% -7.847910887551011%
GREK 17.690952151018923% 28.067507034513767% 18.904783117433773% 3.0112504287507686% 0% 0%
NORW 26.15337361845616% 12.428063361829832% -2.436023171299361% -5.57902051302935% -9.11766694284401% 0%
EIS 5.5431290313806905% 4.029202987291082% -1.5025296653650386% -4.85487702739769% -6.543201400300739% 0%
EZA -5.41791280919169% 13.732004822409985% -0.16133791621226212% -7.918985493590425% -9.598154274063557% -6.1567795953079765%
TUR -11.450436870679473% -17.110970023272493% 5.446941347211747% -8.569039561381398% -11.12060485843461% 0%
EWC 6.599523128020761% 4.6290882559548105% -0.3074777477893109% -3.8305985537584153% -7.026226039143855% -5.050022922192136%
EWW -0.3805006176990844% -3.615180137365525% 0.0732500182959086% -7.065111404721639% -9.725658483042128% -7.126698806705561%
SPTM 0.021878346514505154% -0.6759226356848558% -0.4175338265216446% -0.4756823942361237% -0.374500969633182% -0.19131515992533998%
ARGT 16.260327455171183% 11.74892340426509% 9.760317536102226% -1.8760542781537506% -6.436968195088639% 0%
ECH 3.5237245783445417% 1.3655679675076726% 1.3772211921473607% -10.006591960743084% -13.838217061356406% 0%
EPU 37.07265131971837% 35.99254984339769% 21.203385356392054% 0.7297364891847185% -4.198799710034451% 0%
EWZ 23.05630434346121% 3.8197847736745176% 1.497204964363247% -6.860084494528053% -13.403345136812074% -8.626893051197502%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -0.19 0.40 0.17 0.39 0.43 0.23
Peer Group* average
60% Equity / 40% Bonds 0.57 1.12 0.27 0.62 0.83 0.63
Global Equities (ACWI) 0.98 1.41 0.50 0.68 0.74  
U.S. Equities (SPY) 0.90 1.38 0.60 0.81 0.96 0.65
U.S. Bonds (BND) -1.34 -0.01 -0.71 -0.27 -0.01 0.26
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 -1.488861836406164 -0.8970598699705425 -0.6071075799611014 -0.27064974341531034 -0.11040739850066458 0
ENZL -0.12573973253870036 -0.004154823452618961 -0.3548270390970007 0.06733042525699184 0.342043424068478 0
EPHE -0.4288469444309532 -0.1884749940972731 -0.2828143781312963 -0.2209297251387367 0.085411428943692 0
EWA 0.3211381399152139 0.5894863780787831 0.2092685256992804 0.3252839135612829 0.3454645376716445 0.30079204953605393
EWH 0.2802922125863686 0.5591878658987388 0.0028752178550876966 0.13133808640085629 0.31966507615970996 0.2800128576799053
EWJ 1.4259792979326085 1.2655632799448409 0.3649500834368512 0.4888637830084356 0.5177587829408998 0.2645818541411869
EWM 0.5027774043495129 0.705527647622521 0.10064377842364919 0.03018396889148195 0.06639928938115344 0.2388815556776401
EWS 1.5401566806951927 1.8185949978729172 0.5953992160787157 0.4303167755106298 0.3754054445262273 0.35241264512577913
EWT 1.8743257057928644 1.4426871723215011 0.6859479894669732 0.783239297473894 0.7312653031617921 0.5239722038341917
EWY 1.613444146118319 1.0537803440308429 0.5460811886774934 0.4901525938836017 0.45619985512678307 0.365616509762758
INDY -1.0991671588007583 -0.2990958724943702 -0.3365924212916433 0.23215100841631173 0.2882854839898825 0
MCHI -1.464908441237988 0.313849535434236 -0.12811234103149285 0.10756118158498061 0.2203979973060395 0
THD 0.9191183060895634 0.25262196874692194 -0.027989813586951667 0.08222160581073275 0.23462728518024475 0
VNM -0.3390665748989192 0.3261721417915699 -0.09447562817963566 0.1031021798876443 0.10769160320577495 0
EPOL 2.174528260746556 1.8535190430941975 0.6077171007972988 0.45858403149644045 0.3348599918577906 0
EWD 0.3988159363650569 0.7602025869463226 0.15344125927520366 0.3830431961669182 0.437515528660179 0.31876881355045145
EWG -0.05853283350053436 0.8975562461190727 0.2245940252652862 0.30621010079935096 0.39839737981360024 0.26513560866938424
EWI 0.9061541598706971 1.5557544605697151 0.679089628152697 0.5866869082714576 0.44058277274673596 0.1802673556867649
EWK 0.6297971392504429 0.8729570457703747 0.2138260107628411 0.24567119815452726 0.4746895080229381 0.1832518575163616
EWL 0.394530330696348 0.598955978027844 0.21521223411333995 0.4630850779622084 0.5589831404816764 0.39109469274662256
EWN 0.9859207897003096 1.1274898900355712 0.3006433997623668 0.5671667199580681 0.6160199257789561 0.3719544702748788
EWO 1.9753602265289985 1.8721928584999883 0.6314012539785154 0.5721094885531315 0.4930211038608847 0.24759450785610318
EWP 1.485790727893025 1.6167202597338195 0.8488385223382119 0.5014974607402168 0.38034195762394507 0.25578183680215993
EWQ -0.18547852741084234 0.3991455818715447 0.17471659325731276 0.3877763939511243 0.4339601352139511 0.22942490875769614
EWU 0.8519766469347682 1.1765455001115392 0.5244903277867096 0.3872504737492455 0.4069882706626945 0.22776386639945975
EZU 0.6014153625373507 1.088289604565987 0.36085631355889863 0.43742118775716504 0.46276324838364186 0.24403457047372365
GREK 1.3167554591831858 1.8194249462244938 1.1115557913522214 0.6637177329493067 0 0
NORW 0.9771073255747956 0.8400900077564751 0.2764105777950278 0.36825649340834943 0.31968570013753844 0
EIS 0.8968194362819845 1.2094845488139145 0.44947443506818974 0.48837734671230787 0.47541983496060136 0
EZA 0.2654388358723801 0.9819896177055762 0.3730972812269343 0.2632679590639232 0.2550972847737892 0.2858355657076728
TUR 0.0634246310541248 -0.12536470644988942 0.38870206762961135 0.12691609055527134 0.10169398147405545 0
EWC 0.9447419271467975 1.2621401422290233 0.49692793890744424 0.5189861590057846 0.4310401936921771 0.3371818330341747
EWW 0.3047761189013337 0.3895240925447371 0.4016406608563351 0.27818649414428853 0.24605385622331924 0.24562533748816415
SPTM 0.8957948614361639 1.3332087746553345 0.5757983081680832 0.7857446475036571 0.9344106818555146 0.6354979011972892
ARGT 0.62530455204501 0.7796606418782817 0.6425552502986904 0.5028120710981455 0.44682762617924715 0
ECH 0.6460318825126561 0.632901479769238 0.4091813946030524 0.14575529012875924 0.05358299725436353 0
EPU 1.3413792513205947 1.6838767312275142 1.0905980871609888 0.5527909622522996 0.4176413397825036 0
EWZ 0.9335797866881282 0.4520728040560866 0.3657966125217795 0.26735825392379664 0.16586173798479206 0.23504167498905526
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -0.23 0.56 0.25 0.58 0.67 0.33
Peer Group* average
60% Equity / 40% Bonds 1.08 2.08 0.39 0.92 1.28 0.93
Global Equities (ACWI) 1.89 2.80 0.75 1.01 1.14  
U.S. Equities (SPY) 2.12 2.88 0.92 1.26 1.55 0.97
U.S. Bonds (BND) 1.08 2.08 0.39 0.92 1.28 0.93
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 -1.5424495180043118 -1.015800471472622 -0.7211312268841614 -0.33984577667621246 -0.14325819732107756 0
ENZL -0.15779070142688514 -0.005837969927797431 -0.4489758203054751 0.09283601960866199 0.5044212388027579 0
EPHE -0.5461884544002532 -0.2485168791684345 -0.35128451794237087 -0.27796100180787225 0.11574006275119447 0
EWA 0.5047503530778943 0.9299988859545109 0.3058760878040903 0.4621277243528426 0.49991737827578264 0.4286939527586784
EWH 0.49102106152245373 0.978496699091291 0.004381249047901168 0.19610004615186338 0.48751045481125604 0.4168456934947641
EWJ 2.3695465004451375 2.0870262435634337 0.5302530162649822 0.7275304872272181 0.7848699563861162 0.37373089052272174
EWM 0.8782963286597688 1.1444738460959707 0.14040578173454432 0.04266238541615869 0.09489345614308768 0.35202550582449893
EWS 4.467458724317341 3.8071057942719255 0.9524930102893795 0.6407024352332384 0.5660287702969485 0.52461319085028
EWT 4.770249571930161 3.656958927463993 1.2810853757684943 1.3975668354864603 1.2790581854878773 0.8570815693661995
EWY 3.374468017083252 2.174499704152465 0.977877278516027 0.8427417973804479 0.7788194094537425 0.5852668021815605
INDY -1.1696463502448355 -0.37774982126498335 -0.42917010992125126 0.3219615880579614 0.42604106342752923 0
MCHI -1.7334349872745662 0.5693478233122515 -0.19835668186712135 0.1639546978708362 0.3374105376184036 0
THD 2.2632379477580957 0.4638398138539077 -0.04283559936936827 0.12579125087441795 0.35841768536864616 0
VNM -0.4591076600617909 0.5152272062021971 -0.12938212412714423 0.143724323057736 0.15611159279007986 0
EPOL 5.283477769799944 4.8174894931081775 0.9510258771470851 0.7075125098221603 0.5233650452558901 0
EWD 0.5400748097068233 1.2930097719010416 0.21873500431227946 0.564119700065621 0.6676220090048062 0.4706766737569853
EWG -0.07407444128340522 1.5040914250297657 0.3316421765738958 0.4504857597514518 0.6064651234151737 0.37916416140293013
EWI 1.3811559199268544 2.947229088837085 1.0988236596071348 0.9184809203085077 0.6772996117812315 0.2579902177611016
EWK 0.9137751002594787 1.4074463562564175 0.301833245042519 0.3577831843167938 0.7231727274914971 0.24859090961370994
EWL 0.5245037414382373 0.9379343586993262 0.31348323388950794 0.6905204766331654 0.840843726626468 0.5657085064059638
EWN 1.7709502044708074 2.1081509127671834 0.46125426069417635 0.8828204410356233 0.9689714995207278 0.5407101514795563
EWO 4.135105329209795 4.18374183108765 0.9713020100752164 0.8672781579096438 0.7478193930085941 0.34946172639039996
EWP 2.3561723669110597 3.4164718049941154 1.4367761995387716 0.7956769160845345 0.5986608748422229 0.38275108278171854
EWQ -0.22514969970111604 0.5563111643413786 0.25079560926245914 0.5798304682554636 0.6669099215986488 0.3267615300226386
EWU 1.36611056709886 1.9772010537509992 0.7769313920056404 0.5449440195869281 0.5889792616363649 0.32210140409633947
EZU 0.8292288368119168 1.8253693336866208 0.5407864598056871 0.6568187932304437 0.7093022435146266 0.34641478891901006
GREK 2.446687853672264 3.6687363371086583 1.892653393360079 1.0268153827972542 0 0
NORW 1.7028073241187398 1.5293067617678535 0.38850373337428684 0.5288226151590116 0.4716740949552499 0
EIS 1.535422493485381 2.1194540148899685 0.6691792209754539 0.7136134121846567 0.7041299300660842 0
EZA 0.3735808908571112 1.5298900708217584 0.5314153499285941 0.3639697105751459 0.36134301987693856 0.4121577445023546
TUR 0.0993400442343899 -0.18118377015426415 0.6814498399416737 0.19249037019847795 0.1527647623683549 0
EWC 1.627702541879711 2.3298178932171183 0.738022239568585 0.7601958983046181 0.6354817601620444 0.4872512262698005
EWW 0.4625904867960916 0.6410319380050543 0.6778855041550591 0.3894665593194387 0.350993308955467 0.34338191946102015
SPTM 2.0875561343885574 2.7253906657144666 0.8833152120833777 1.210975676672071 1.5018049779005298 0.9326423032860633
ARGT 1.7218121918789635 1.830744993907253 1.233955800353366 0.8173439212261709 0.7162472827774516 0
ECH 1.1213890999202833 1.0147097487198293 0.6115052194371604 0.21124495086618203 0.07745864621539438 0
EPU 2.6632348009267646 3.7351807156833225 1.9563153120671588 0.8456399439239233 0.6536324164742692 0
EWZ 1.9376900073613623 0.7964726706031878 0.5705644545488813 0.39294257027752855 0.24639446714794278 0.34808802688483576
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -0.6 0.9 0.2 0.6 0.7 0.2
Peer Group* average
60% Equity / 40% Bonds 0.8 1.5 0.4 1.0 1.2 1.0
Global Equities (ACWI) 1.4 1.9 0.8 1.0 1.1 n/m
U.S. Equities (SPY) 1.2 1.8 0.9 1.2 1.4 0.9
U.S. Bonds (BND) n/m -0.1 -2.0 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 -5.2 -3.9 -1.2 -0.7 0
ENZL -0.4 -0.1 -0.9 -0 0.5 0
EPHE 0 0 -1.4 -1.1 -0 0
EWA 0.7 1.1 0.2 0.5 0.5 0.4
EWH 1.4 3.3 -0.6 0.1 0.7 0.5
EWJ 3.3 2.7 0.7 0.9 1 0.4
EWM 2.3 3.9 0.1 -0.1 -0 0.4
EWS 8 7.2 1.5 0.8 0.6 0.5
EWT 3.9 2.9 1.5 1.7 1.5 0.9
EWY 3.9 2.3 1 0.9 0.8 0.5
INDY -2.8 -1.3 -1.2 0.4 0.5 0
MCHI -6.3 1.9 -2.2 -0 0.4 0
THD 7.4 1.5 -0.6 -0.1 0.4 0
VNM -0.9 0.5 -0.6 -0 -0 0
EPOL 6.8 15.4 1.5 0.9 0.5 0
EWD 0.7 1.6 0.1 0.6 0.7 0.4
EWG -0.3 1.9 0.3 0.4 0.6 0.3
EWI 1.8 4.4 1.5 1.2 0.8 0.1
EWK 1.2 2.5 0.4 0.3 0.8 0.2
EWL 0.9 1.5 0.3 0.9 1 0.6
EWN 1.9 2.2 0.4 1 1 0.5
EWO 4.1 6.7 1.5 1.1 0.8 0.2
EWP 4.8 6.8 2.4 1.1 0.7 0.3
EWQ -0.6 0.9 0.2 0.6 0.7 0.2
EWU 3.1 3.6 1.2 0.7 0.7 0.3
EZU 1.1 2.5 0.6 0.7 0.7 0.3
GREK 2.9 7.7 3.7 1.6 0 0
NORW -8.6 0 0.6 0.6 0.5 0
EIS 1.7 2.1 0.8 0.8 0.7 0
EZA 0.5 5 0.9 0.4 0.4 0.4
TUR -0.4 -1.2 2.7 -0.2 -0.2 0
EWC 2.4 2.5 0.9 0.8 0.6 0.5
EWW 1.1 1.2 0.9 0.4 0.3 0.3
SPTM 1.2 1.8 0.9 1.2 1.3 0.9
ARGT 5.1 3.5 2 1.1 0.8 0
ECH 1.6 2.1 1.1 0.1 -0.2 0
EPU 8.1 9.6 3.6 1.3 0.9 0
EWZ 0 3.3 1.2 0.4 0 0.2


  Compare: Risk & Volatility

for period ending September 30, 2026

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 9.4% 11.3% 29.1% 29.1% 29.1% 57.8%
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 38.4% 46.1% 47.8% 52.4% 57.3% 0%
ENZL 10.2% 13.7% 33.8% 37.3% 37.3% 0%
EPHE 16.9% 19.2% 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% 32.7% 40.4% 40.4% 57.1%
EWJ 8.6% 8.6% 26.9% 28.9% 28.9% 48.8%
EWM 6.3% 13.1% 20.6% 33.7% 41.1% 45.2%
EWS 2.7% 5.2% 24.4% 32.1% 32.1% 60%
EWT 11.1% 11.1% 37.5% 37.5% 37.5% 58.1%
EWY 23.7% 23.7% 39.2% 48.1% 48.1% 70.2%
INDY 17.3% 20.9% 20.9% 34% 34% 0%
MCHI 18.2% 21% 47.9% 58.7% 58.7% 0%
THD 7.6% 24.5% 31.1% 40% 40% 0%
VNM 11.2% 17.4% 46.5% 46.5% 49.2% 0%
EPOL 4.5% 12.3% 52.8% 60.4% 60.4% 0%
EWD 11% 14% 39.7% 40.3% 40.3% 63.1%
EWG 10.5% 10.5% 39.3% 41.7% 41.7% 60.7%
EWI 6.8% 6.8% 32.9% 33.4% 35.5% 66.1%
EWK 8.5% 11.3% 30.9% 33% 33% 70.4%
EWL 9.6% 13% 27.6% 27.6% 27.6% 47.4%
EWN 8.4% 11.8% 40.4% 41.3% 41.3% 60.8%
EWO 6.4% 9.4% 37.6% 47.6% 47.6% 73.7%
EWP 5.1% 9.7% 27.6% 38.7% 41.6% 58.6%
EWQ 9.4% 11.3% 29.1% 29.1% 29.1% 57.8%
EWU 6.4% 7.8% 21.3% 30% 30% 60%
EZU 8.7% 9% 34% 34.7% 34.7% 62%
GREK 13.4% 13.4% 25% 47.1% 0% 0%
NORW 11.7% 11.7% 30.6% 43.7% 44.2% 0%
EIS 12.8% 12.8% 38.6% 38.6% 38.6% 0%
EZA 20.9% 20.9% 33.7% 54% 54% 57.1%
TUR 19.5% 28.3% 28.3% 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 11.9% 22.6% 29.3% 55.9% 55.9% 0%
ECH 15.1% 15.1% 21.8% 59.6% 63.5% 0%
EPU 15.4% 15.4% 31.6% 45% 55.7% 0%
EWZ 12.3% 30.5% 30.5% 50.3% 67.6% 73.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 14.5% 15.4% 19.8% 20.5% 19.7% 22.6%
Peer Group* average
60% Equity / 40% Bonds 8.9% 10.2% 12.1% 11.5% 10.4% 10.9%
Global Equities (ACWI) 14.3% 13.7% 16.6% 16.4% 15.5%  
U.S. Equities (SPY) 14.6% 14.9% 17.8% 17.7% 16.2% 17.1%
U.S. Bonds (BND) 3.6% 5.6% 6.3% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO 17.9% 18.8% 17.9% 21.5% 22.3% 0%
ENZL 15.8% 16% 18.3% 18.7% 19.3% 0%
EPHE 17.4% 18% 19.7% 19.4% 20% 0%
EWA 18.4% 18.5% 22.1% 20.6% 21% 24.5%
EWH 20.1% 21.3% 23.1% 20.8% 20.4% 22.7%
EWJ 18.1% 14.5% 16.3% 15% 15.1% 16.2%
EWM 13% 14.3% 15.8% 15% 15.5% 18%
EWS 13.1% 14.3% 16.9% 18.5% 18.7% 23.2%
EWT 62.6% 34.9% 31.4% 26.2% 23.1% 26.3%
EWY 165.1% 67.8% 49.2% 36.9% 31.8% 34.2%
INDY 12.6% 12.9% 12.8% 18.8% 21.4% 0%
MCHI 12.9% 23.1% 28.6% 25.7% 24.7% 0%
THD 26.6% 21.8% 20.3% 21.5% 21.5% 0%
VNM 18.6% 27% 26.2% 25% 25.5% 0%
EPOL 21.1% 26.1% 34.5% 32.1% 29.4% 0%
EWD 19.5% 23.1% 24.7% 23% 21.6% 25.2%
EWG 16.8% 18.7% 22.4% 21.6% 21.3% 24.4%
EWI 15.9% 18.1% 23.4% 24.9% 24.6% 26.3%
EWK 17.3% 16.2% 18% 19% 18.1% 22%
EWL 16.4% 16.7% 17.8% 16.2% 15.5% 17.5%
EWN 21.9% 21.4% 24.6% 22.6% 21% 23.5%
EWO 21.3% 19.7% 24.3% 26.1% 24.2% 28.8%
EWP 14.2% 21.1% 22.8% 23.5% 24% 26.7%
EWQ 14.5% 15.4% 19.8% 20.5% 19.7% 22.6%
EWU 13.9% 13% 16.2% 17% 16.5% 18.6%
EZU 15% 16.4% 20.9% 20.6% 20% 23%
GREK 27.5% 24.4% 27.5% 30.8% 0% 0%
NORW 28.5% 21.8% 24.1% 24.6% 23.8% 0%
EIS 25.6% 29.2% 25% 22.8% 20.8% 0%
EZA 32% 27.7% 28.9% 27.9% 26.3% 29%
TUR 33.1% 26.3% 37% 36.1% 33.5% 0%
EWC 15.5% 16.4% 18.7% 19.3% 18% 21.6%
EWW 18% 22.7% 25.2% 26.5% 23.9% 26.2%
SPTM 14.2% 15% 17.7% 17.8% 16.4% 17.5%
ARGT 52.4% 46.7% 42.7% 40.8% 36.7% 0%
ECH 25.3% 22.7% 28.9% 28.3% 25.4% 0%
EPU 42.5% 33.7% 33.5% 28.1% 27.2% 0%
EWZ 27.7% 26.6% 29.9% 34.6% 34.1% 36.3%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 12.0% 10.6% 13.0% 13.2% 12.4% 15.5%
Peer Group* average
60% Equity / 40% Bonds 4.4% 4.9% 7.8% 7.2% 6.3% 7.1%
Global Equities (ACWI) 7.2% 6.3% 10.2% 10.5% 9.6%  
U.S. Equities (SPY) 5.9% 6.6% 10.6% 10.9% 9.6% 11.1%
U.S. Bonds (BND) 3.1% 3.2% 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 17.5% 16.1% 14.5% 16.7% 17% 0%
ENZL 12.7% 10.8% 13.7% 13.1% 12.7% 0%
EPHE 13.6% 13% 15.1% 14.9% 14.3% 0%
EWA 11.5% 11.1% 14.2% 14% 14.2% 16.9%
EWH 11.3% 11.5% 14.2% 13.3% 13% 14.9%
EWJ 10.9% 8.3% 10.4% 9.5% 9.5% 11.2%
EWM 7.1% 8.3% 10.5% 10% 10.5% 11.8%
EWS 4.1% 6.2% 9.7% 12% 12.1% 15.3%
EWT 24.3% 13.1% 15.5% 13.9% 12.7% 15.6%
EWY 76.8% 31.5% 25.9% 20.5% 17.9% 20.8%
INDY 11.8% 9.7% 9.4% 13.2% 14.2% 0%
MCHI 10.7% 12% 17.4% 16.2% 15.6% 0%
THD 10.6% 11.1% 12.4% 13.5% 13.7% 0%
VNM 13.7% 16.5% 18.2% 17.3% 17.1% 0%
EPOL 8.5% 9.3% 21% 20.1% 18.3% 0%
EWD 14.5% 12.9% 16.6% 15.1% 13.7% 16.7%
EWG 13.3% 10.6% 14.3% 14.1% 13.6% 16.7%
EWI 10.4% 8.9% 13.6% 15.4% 15.7% 18%
EWK 12% 9.5% 11.9% 12.6% 11.5% 15.9%
EWL 12.4% 10.1% 11.4% 10.3% 9.9% 11.8%
EWN 12.1% 10.8% 15.1% 13.9% 12.9% 15.8%
EWO 10% 8.2% 14.9% 16.7% 15.5% 20%
EWP 8.8% 9.2% 12.5% 14.2% 14.9% 17.5%
EWQ 12% 10.6% 13% 13.2% 12.4% 15.5%
EWU 8.5% 7.2% 10.1% 11.6% 11.1% 12.8%
EZU 10.9% 9.2% 13% 13.2% 12.6% 15.9%
GREK 14.7% 11.6% 15.2% 19.4% 0% 0%
NORW 16.3% 11.4% 16.2% 16.6% 15.7% 0%
EIS 15% 16.1% 15.8% 15% 13.6% 0%
EZA 23% 17.3% 19.5% 19.6% 18.1% 19.7%
TUR 21.2% 17.5% 20.1% 23.1% 21.8% 0%
EWC 8.8% 8.3% 11.7% 12.6% 11.8% 14.7%
EWW 11.7% 13.1% 14.2% 18.5% 16.4% 18.4%
SPTM 5.9% 6.7% 10.6% 11% 9.8% 11.6%
ARGT 18.5% 18.8% 21.2% 24.4% 22.3% 0%
ECH 14.4% 13.6% 18.4% 18.9% 17.1% 0%
EPU 21.4% 14.6% 17.8% 17.9% 17% 0%
EWZ 13.2% 14.3% 18.4% 23% 22.4% 24%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 0.60 0.54 0.85 0.92 0.97 1.12
Peer Group* average
60% Equity / 40% Bonds 0.63 0.70 0.71 0.67 0.66 0.65
Global Equities (ACWI) 0.94 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) 0.63 0.70 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 -0.08417949474011466 0.3963867693479091 0.33671750312837934 0.6793877236498923 0.76899230469549 0
ENZL 0.8702411129452128 0.8827338999449913 0.9077278860005307 0.8521384291600292 0.8785706860610218 0
EPHE 0.01820827882508482 0.13106228709644324 0.5428333518409314 0.5628895602889883 0.656156142105528 0
EWA 0.609317101819936 0.8331563233763998 0.9805630098088135 0.9698847674819356 1.0273400981392278 1.1671765517720134
EWH 0.2900589283912325 0.28930148608346756 0.3692404933166939 0.5443231572984207 0.653943257884686 0.8103255339091854
EWJ 0.6997773211444708 0.6045501732001889 0.709395772381679 0.6689152257695372 0.6797896733776211 0.7307767851800226
EWM 0.2517984594957818 0.22682404768911557 0.45089730509730036 0.45976660308289846 0.5515258555838005 0.6189072387826569
EWS 0.23478529068948809 0.32278423395341094 0.5691060466438689 0.7308545252833639 0.8146203904882668 0.9906563826534631
EWT 2.099517307797089 1.3632173341953349 1.1000607238407616 0.9439411466348667 0.9400220462306289 1.0656702778697589
EWY 3.354161561835119 1.921499587101851 1.5037230808278028 1.2306984790372142 1.2049080590960173 1.3344303879805302
INDY 0.5939159549106869 0.3784772094542354 0.44397519569744615 0.621031000958385 0.7533527175415602 0
MCHI 0.3661205791463036 0.2475316820325058 0.3328367617634553 0.5071824918860756 0.6242073249319209 0
THD 0.27601362516422107 0.2297613199715025 0.41534428488729436 0.7095174781565698 0.7535505483639044 0
VNM 0.9687210447863729 1.0878827515885767 0.9637620106674603 0.9963802838343618 1.0287266412592944 0
EPOL 0.5819769286763018 0.2576338556286742 1.0190467831674241 1.0984626039946708 1.1283097790427015 0
EWD 0.8463030870380672 0.9236620818352205 1.0927939726419769 1.0407746864408882 1.075592094519345 1.2153464299087544
EWG 0.8815261158616261 0.7433759163305427 0.9585075985049353 1.003778116822494 1.0834913150667642 1.2121234176233726
EWI 0.7373379614478043 0.5522428633593814 0.8782147308928229 0.9503908147565535 1.02054431333033 1.1863357046690175
EWK 0.789037346261705 0.49354448949595286 0.6853493323231292 0.8571101071324015 0.8731083829317492 1.0711105737650828
EWL 0.5983617139064792 0.5700129422200397 0.7490609984912424 0.7058166656233835 0.7526239589227935 0.8204392240308658
EWN 1.006007579933512 0.9125757272994642 1.1201615087935555 1.0461103618731618 1.070291321816881 1.1829587487725925
EWO 0.8800819852463398 0.4711544820202236 0.8179430112397047 1.0131578565044803 1.038826942116136 1.31272291046015
EWP 0.4091775832437842 0.428472915490532 0.6734271132039767 0.8080258818777063 0.9204743771127689 1.069552288050549
EWQ 0.5994399045603085 0.5412908782892693 0.8457863457285242 0.9199726168641856 0.9702730184750298 1.1188537949307256
EWU 0.3497366844380526 0.38460499398112724 0.5956558537391983 0.7453008833123943 0.8157191919271742 0.9326704466802536
EZU 0.7379342717050337 0.6419325604549581 0.9076168883771277 0.9536631835448508 1.0119672709108578 1.162489949413864
GREK 1.054770260716236 0.4765967263595225 0.6758780425850823 0.965161390264399 0 0
NORW -0.2658604575520563 0.15819475848343906 0.7081744490782088 0.9382325671943458 1.0197790899644728 0
EIS 1.136804620662647 1.3267936887525693 1.0698475198823003 1.0694896582966427 1.0338355229201768 0
EZA 0.7743164309637081 0.43969491773707986 0.7639290798485379 0.92248146220394 0.9447585687420439 1.1031651770636395
TUR 0.7274300767809996 0.5723967465703195 0.296878253141407 0.5893088801965807 0.6898759555662802 0
EWC 0.5638387157554464 0.7439372820414973 0.8717671087114224 0.9535648405121172 0.9567023276625862 1.0655528293096812
EWW 0.37245188137566454 0.5432028111629524 0.7667932211456298 0.8795389285511093 0.9329585281438595 1.0819101849107506
SPTM 0.9760793839753995 1.0031236831427461 0.9970892990214172 1.0083855649008684 1.009802128524472 1.0165218847534958
ARGT 0.41457317360409257 0.7227291623037999 0.9358139962368228 1.1340074138541312 1.1789521825158478 0
ECH 0.8091728175920861 0.5537219751348001 0.7121772183261201 0.8391058260192976 0.8902918880350551 0
EPU 0.5407227682596268 0.46306229051649994 0.800495756705205 0.841795475976567 0.8595384961491479 0
EWZ -0.13391705822958438 0.2597165061784901 0.571601638957939 0.8326310015157702 0.9975362074477667 1.169305953410565


  Compare: Correlation

for period ending September 30, 2026

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.69 0.64 0.82 0.85 0.86
to S&P500 (SPY) 0.53 0.47 0.72 0.76 0.76 0.81
to U.S. Bonds (BND) 0.76 0.62 0.68 0.46 0.36 0.29
to Commodities (DBC) -0.35 -0.26 0.08 0.39 0.41 0.48
to Gold (GLD) 0.49 0.36 0.36 0.23 0.21 0.17


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