iShares MSCI France ETF

for period ending January 31, 2025



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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 January 31, 2025

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 7.7% 7.7% 2.7% 3.7% 7.2% 7.2% 6.1% 5.3%
Peer Group* average
60% Equity / 40% Bonds 2.1% 2.1% 16.1% 6.2% 8.5% 8.5% 9.5% 7.8%
Global Equities (ACWI) 3.1% 3.1% 20.8% 8.2% 11.1% 9.9% 9.8%  
U.S. Equities (SPY) 2.7% 2.7% 26.2% 11.8% 15.1% 13.6% 14.3% 10.5%
U.S. Bonds (BND) 0.6% 0.6% 2.1% -1.6% -0.6% 1.1% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
EIDO -0.974025974025972% -0.974025974025972% -11.9829574155725% -4.36148144122027% -2.86519383320635% -1.60836351991939% 0% 0%
ENZL -0.486941124391316% -0.486941124391316% -0.302789231053591% -2.557021547247% -2.35382274849399% 4.66728855637966% 0% 0%
EPHE -6.83180183779465% -6.83180183779465% -9.82492513050116% -8.44445406090856% -4.14593134121584% -4.39352669696739% 0% 0%
EWA 3.14333612740989% 3.14333612740989% 8.00537879195882% 6.86156039275814% 6.13308179739924% 5.63604251081238% 5.62314585638246% 6.5641310899512%
EWH -0.960384153661464% -0.960384153661464% 9.75433298384376% -8.01820356711952% -3.20400396960788% 0.467250931188379% 3.99536608051982% 4.95548712025391%
EWJ 1.80327868852461% 1.80327868852461% 5.57275187880186% 4.0706407983814% 5.25560894469577% 5.81952287872758% 5.4751548031682% 3.95187582895311%
EWM -4.52507134121484% -4.52507134121484% 14.6720919455156% 1.86221337032713% 0.96650161120948% -1.11754419954354% 1.69027684594965% 4.05198230270101%
EWS 3.34096109839817% 3.34096109839817% 33.1583417546063% 7.02610595191229% 4.25071201156333% 3.01178147362706% 4.44202217880252% 6.31168278594716%
EWT -0.598918083462119% -0.598918083462119% 18.9956100339014% 1.59910626653641% 13.4214857471605% 10.3835083934456% 9.3362217683018% 7.89161718595563%
EWY 6.05226960110041% 6.05226960110041% -7.04921976243456% -7.43632499262932% 0.498409952110346% 1.61243290410094% 2.8092754236493% 4.3095344883133%
INDY -1.63257277734069% -1.63257277734069% 1.51133135179238% 2.92706226830173% 8.32333900570623% 5.92579064016057% 6.2498855391391% 0%
MCHI 3.30772513871105% 3.30772513871105% 35.5790456239568% -5.7973115938635% -2.32525595663126% 1.46789298102021% 0% 0%
THD -4.74851091992058% -4.74851091992058% 0.0865941361787748% -6.42474509164829% -3.42961474818385% -0.572267554735317% 5.27825145214005% 0%
VNM 0.696864111498252% 0.696864111498252% -8.97637795275589% -14.6213892185119% -3.57181121523179% -2.92134954359237% -3.17199471372871% 0%
EPOL 13.2247244849065% 13.2247244849065% 14.2082446140835% 8.79166095453794% 6.31689837572909% 2.6535470029704% 0% 0%
EWD 9.50977765871954% 9.50977765871954% 11.2445516822234% 1.40344444536507% 7.96084640784749% 5.83004243824059% 7.54298011078269% 7.05113140051354%
EWG 8.83092394720302% 8.83092394720302% 22.0646053132192% 5.47748208972225% 6.68244322896683% 4.65156833855502% 6.06329370867282% 5.8162098529013%
EWI 7.17264386989158% 7.17264386989158% 19.7671622386409% 10.2847972545944% 9.59223526974331% 6.91083660481524% 3.71139961235658% 1.87578127929267%
EWK 1.66803390757451% 1.66803390757451% 5.83631807932048% -0.732788078962598% 1.76592891566127% 3.69779121596188% 5.53837654162361% 3.14462116219762%
EWL 7.85465622280244% 7.85465622280244% 6.52461046787045% 2.26838501580642% 6.04659227711515% 6.81500081247461% 8.09211766631659% 7.6804298301723%
EWN 4.18071476736346% 4.18071476736346% 3.81974772809732% 1.89500668896618% 8.89603268052719% 8.84149614060372% 8.00528776516605% 0%
EWO 5.64569204795835% 5.64569204795835% 12.2653332250358% 1.24065812646661% 6.43290127785696% 7.87544327957224% 4.24412949249304% 3.01521745164246%
EWP 6.24798711755234% 6.24798711755234% 16.48705877933% 11.4015455233734% 6.45986962436307% 3.44433544486913% 2.27282083122065% 3.59610151964875%
EWQ 7.66443701226309% 7.66443701226309% 2.71624006151165% 3.74264750847564% 7.20695992670797% 7.23739790382047% 6.12721754272718% 5.28070648924159%
EWU 5.04424778761061% 5.04424778761061% 14.3061610870898% 5.63718755217373% 5.60023214644616% 3.83747754873682% 4.94438860680626% 3.91909712534113%
EZU 7.13983050847458% 7.13983050847458% 10.2168741954581% 5.00370963391028% 7.09213311558758% 5.88129275735338% 5.35232724311596% 4.60225201537598%
GREK 6.65119876256768% 6.65119876256768% 11.0904733855007% 17.2759480713724% 10.9426023956229% 5.37673956233895% 0% 0%
NORW 6.41514097712317% 6.41514097712317% 9.59611737546051% -0.88620070626626% 4.53867606177252% 3.79991036773604% 0% 0%
EIS 4.64633354964308% 4.64633354964308% 39.60172097121% 4.5083347773758% 7.80971502460652% 7.32588621680164% 4.65252476488158% 0%
EZA 4.39036029587212% 4.39036029587212% 19.3453806903694% -0.462111560393597% 3.91403350013129% 0.188507495078283% 2.73940082787913% 4.64364507868369%
TUR 0.22308979364194% 0.22308979364194% 2.03454286090112% 24.5420893505644% 8.08483974476679% -1.17897341071271% -0.420171292732163% 0%
EWC 2.28287841191068% 2.28287841191068% 16.0075645999045% 4.93571813490805% 9.16432539563061% 6.8274528998298% 5.79293948864719% 6.73985775918766%
EWW 4.61341307133702% 4.61341307133702% -23.5456916466028% 3.6149419968099% 4.09666845203249% 1.0766731191576% 2.54038009635551% 5.45072329380201%
SPTM 2.78594428111436% 2.78594428111436% 25.768185822246% 11.5904179374988% 14.8482524534582% 13.3312047201068% 14.1160296443914% 10.6033993395225%
ARGT 4.60868513366397% 4.60868513366397% 67.5928747890604% 43.6457352391943% 29.4884065176792% 18.1414241052955% 0% 0%
ECH 9.14536741214058% 9.14536741214058% 10.6241474178045% 6.08538778627976% 1.577598933553% -0.427031645917242% -2.34641696834066% 0%
EPU 1.68635766939311% 1.68635766939311% 26.4702737633401% 12.5275104307842% 7.53393816243144% 6.31638356363859% 4.88114226263088% 0%
EWZ 12.5277654375833% 12.5277654375833% -16.9139100063661% 1.09372281011577% -3.61736834686988% 1.88080800963466% -1.94034827507196% 4.86698223673203%
Historical Return
 
EWQ 2.9% 21.5% -12.0% 21.7% -5.6%
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 January 31, 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
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 155° 114° 101° 102° 113° 107°
Risk-Return Magnitude 14.7 6.0 7.1 5.9 8.4 8.8
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -22.8% -7.7% -8.7% -7.4% -9.5% -6.3%
Peer Group* average
60% Equity / 40% Bonds -7.2% -5.4% -4.5% -2.3% -0.8% 0.3%
Global Equities (ACWI) -4.0% -3.5% -3.6% -3.5% -4.6%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.3% -21.9% -22.9% -14.6% -10.3% -4.8%
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 -31.5614925914883% -17.1969395045177% -16.4229767053686% -14.1216970755458% 0% 0%
ENZL -25.5801445302441% -13.154816206104% -16.5989224914938% -9.45650742964485% 0% 0%
EPHE -29.5178516934055% -17.0776399729234% -17.7482502554335% -16.6342857158418% 0% 0%
EWA -19.2981972789296% -5.28151695477666% -9.63925067638742% -8.75383079258169% -9.89595327640471% -5.57619221440001%
EWH -18.8606203574016% -15.528726869726% -16.9833790100425% -12.781815230582% -10.9036109662291% -6.47327213290132%
EWJ -20.7052990209811% -7.82342755236679% -9.49044165516915% -7.44771193854377% -8.71867016331019% -6.64350475972298%
EWM -14.9639167763763% -10.0205052813441% -14.3208999227628% -14.6019170406838% -12.5903689091755% -6.75326904009699%
EWS 6.51050460708136% -4.76871962616703% -10.8818027862499% -10.7679461732644% -10.440103498504% -5.56931214890897%
EWT -8.97800274547947% -9.21768202592567% -3.31196139313792% -4.84717630280831% -6.69279559478887% -4.55301069051917%
EWY -27.9127757881369% -14.4315810374225% -13.7449831284521% -11.8437360106599% -11.9427695541613% -7.32568134086555%
INDY -25.0902813866522% -9.78902465715006% -7.11144799239128% -8.33113044955468% -9.51552081054405% 0%
MCHI -7.69982878978038% -12.0786821575942% -15.3882974132435% -11.8976298187023% 0% 0%
THD -24.0240379283129% -16.9809281476405% -17.0429962207141% -13.6097847948715% -10.2033642592784% 0%
VNM -29.6483109887722% -19.308765790294% -16.3651753150361% -14.8636191894606% -15.5805879640017% 0%
EPOL -16.1364513893642% -4.62817629635586% -10.1636960908098% -11.2059609325584% 0% 0%
EWD -17.7751946107049% -9.01944166994352% -8.39074744999916% -8.73994846092044% -8.65223144659568% -5.32435284586628%
EWG -8.72814000441247% -6.33348568856163% -9.22724344435105% -9.58840269282858% -9.63538971934489% -6.06161760588634%
EWI -11.3630236843713% -2.76057983429519% -7.29401016859017% -8.2092648066483% -11.4626253898334% -8.70494141455667%
EWK -20.5582713781146% -12.2231653497724% -13.1143198615539% -10.1491307796161% -9.5160566205502% -7.77112196344425%
EWL -20.2940839710295% -9.39414676853583% -8.92282312588995% -6.65028228992416% -6.45169565205965% -3.24604033357921%
EWN -22.1120582530448% -8.84402642923989% -7.47151864912597% -6.19090947116378% -7.99390853032378% 0%
EWO -15.6644218615719% -9.44382761225915% -9.68956082966958% -7.66687185889184% -11.0901432725475% -8.0604801602932%
EWP -14.4828720588197% -1.52431771365024% -9.46262998250312% -10.5555471596787% -12.3080245350671% -7.64664893100215%
EWQ -22.7871673100672% -7.70748663766395% -8.69188668620438% -7.38270885751937% -9.45154772389686% -6.26855229699046%
EWU -12.6223748337444% -6.16102396713231% -9.55271108308173% -9.90235970433057% -9.76160050876899% -6.92938774373194%
EZU -17.4455439298386% -6.70158068559797% -8.75908615454636% -8.47372532847956% -10.009768133581% -6.77996951393731%
GREK -17.0801102200731% 2.62206391079064% -7.02592294369343% -9.77751608134824% 0% 0%
NORW -18.2220799313449% -11.1109328437059% -10.9274169493531% -10.3453302272753% 0% 0%
EIS 1.65080817442541% -7.05750501013871% -8.14580815230221% -7.35215550449164% -10.3741404424491% 0%
EZA -12.5120956545932% -10.2465743674023% -11.3756576533673% -12.6570415332555% -12.0436593130539% -7.14883606164621%
TUR -22.6795223803419% 3.43812730259446% -9.322799765688% -13.0242459943156% -13.6430866969541% 0%
EWC -12.2708528936408% -6.82555113634617% -6.68260151894387% -7.47690393296604% -9.15230090409779% -5.07053221963606%
EWW -39.2540003513524% -7.65511750961892% -11.2540012549356% -12.1712291911672% -12.1007862373258% -6.51856534440074%
SPTM -0.983412758644793% -0.234969300731386% -0.356416341475377% -0.493149738504281% -0.383967871216131% -0.181085894610524%
ARGT 5.47992987613662% 13.4425571736242% 1.77866386944396% -3.9461592530333% 0% 0%
ECH -17.26971421406% -5.95942756963372% -12.8559176111903% -12.9814267216523% -15.0078401454859% 0%
EPU -8.04172664749908% -1.31034308959306% -8.97458166998516% -8.92222012643412% -10.745599220902% 0%
EWZ -32.2225690025141% -9.01132937021416% -15.4194390257171% -11.5994457028047% -14.3472277824353% -7.38124971530319%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -11.1% -7.9% -8.2% -6.3% -9.6% -6.6%
Peer Group* average
60% Equity / 40% Bonds -5.2% -4.0% -3.1% -1.4% -0.4% 0.3%
Global Equities (ACWI) -3.0% -3.3% -3.3% -3.1% -4.3%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.0% -9.1% -6.5% -2.7% -0.3% 0.5%
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
EIDO -27.0913756435103% -12.3122872828514% -15.9200844272144% -12.817380033153% 0% 0%
ENZL -20.9499654192309% -13.8572307584173% -16.5371548231081% -7.87343144907316% 0% 0%
EPHE -21.70806041605% -19.0810611457613% -16.3744013725726% -14.4918504354121% 0% 0%
EWA -23.9231560499631% -5.43264128845889% -10.5119603798268% -8.58627039081958% -10.3714986617289% -5.72630085945868%
EWH 3.1944318674951% -15.8476640755854% -12.2127553170968% -8.83937848451551% -6.66042798995568% -4.15864626360564%
EWJ -17.9794845966852% -6.54989399116707% -5.94715777310328% -4.61272096603891% -5.0389018432538% -4.28208740347933%
EWM 4.42323030881237% -6.79126707701599% -8.79084653583431% -9.52122562013238% -7.59691359727963% -3.37944647215157%
EWS 18.8687986162749% -2.71478844497206% -8.19351335745008% -8.75659847060253% -8.34682459142786% -4.5772237938907%
EWT 2.10911055533417% -9.72717071161371% 0.277001989973163% -1.43624114809392% -3.75790417288423% -2.89632859608724%
EWY -36.0629968664306% -20.8567347107222% -15.7270869679754% -12.7476512705336% -13.063321592003% -8.62768149480519%
INDY -11.9043281166433% -6.05264607209725% -4.0302060595265% -4.40194793200903% -5.88332406611653% 0%
MCHI 31.4305925782663% -13.4448840425255% -9.4291672689601% -7.66677730275686% 0% 0%
THD -6.55383515218234% -14.8170429951986% -16.0608060141196% -11.4253628152976% -6.57496590431969% 0%
VNM -40.5727935556927% -26.4801949243765% -19.9517427839558% -16.9002971772315% -17.2712964481671% 0%
EPOL -7.71490606286475% -4.87556796894441% -12.8728335640385% -12.9880888522671% 0% 0%
EWD -14.424425606549% -11.685463571304% -8.74057528779058% -8.6991999200514% -9.15713159787795% -5.70161111762558%
EWG -0.0446719438632925% -7.20368720346488% -9.88699642861959% -10.0194033336438% -10.7250496704766% -6.95335888744876%
EWI 5.01740881767022% -1.59449708230829% -6.30307606776318% -7.03117456069479% -12.781895221894% -10.5829669065752%
EWK -5.69145688684501% -10.8970437158159% -12.28408636219% -8.86109625173994% -8.34591578892452% -8.30290336042164%
EWL -14.9026318216222% -8.44911183878128% -6.47544901138681% -4.11968799994451% -3.80032997511436% -1.54737935763016%
EWN -18.9892167746489% -11.1578212314251% -7.5741770293737% -5.5489635618353% -8.17162403541879% 0%
EWO 5.23596111501048% -10.1207146567631% -9.91746602202296% -6.83490187735678% -12.6772605046225% -10.6101043339004%
EWP 0.794817887925628% 0.731835958765402% -8.05322568067557% -9.27128334977447% -12.9433403808373% -7.95787583113854%
EWQ -11.126881769113% -7.92179955104865% -8.17638154956689% -6.2704230677518% -9.5522972908978% -6.64356784802283%
EWU 0.350340390224193% -4.34235384271169% -7.33533804229433% -7.88245449594961% -8.32747567180404% -6.29288487963666%
EZU -7.56600629942487% -7.05691792378955% -8.70760044305032% -7.98925716149144% -10.6643801439319% -7.6661291020016%
GREK 6.26749433683438% 7.07336696486977% -5.3515267516337% -9.73867628756022% 0% 0%
NORW -9.68314490496133% -12.3839355664623% -12.4586152019239% -10.6493291317359% 0% 0%
EIS 14.1735153963224% -7.56786962936974% -7.72362155323785% -6.67922330910876% -10.177411141179% 0%
EZA 11.6449727895572% -12.070139283085% -11.2265525079041% -13.4358586821068% -12.1752497417675% -7.25340804697023%
TUR -5.9688318606149% 17.668347423794% -2.29499137408395% -10.361894909237% -11.72413823921% 0%
EWC -7.97386482722149% -6.73976675010722% -6.35275669848136% -6.69655289249363% -8.55498466584788% -4.64957805862076%
EWW -34.3268113818832% -7.4841825305173% -11.6748280375766% -12.0284400318543% -11.8844121166321% -6.38445383405721%
SPTM -0.947490524905344% -0.227516666489499% -0.346119154591387% -0.464947314501272% -0.345110086211216% -0.105819653856154%
ARGT 61.9381894247882% 30.3743912338495% 10.6969890344791% 1.4322461250338% 0% 0%
ECH -3.07155538936201% -6.18353494227975% -12.9725933342249% -12.7914887001934% -15.3951032896805% 0%
EPU 16.8755677760849% 1.07634368462606% -7.30470647103909% -6.47968431559873% -7.97366550608823% 0%
EWZ -28.2989068307732% -10.5253284344254% -20.4283392844295% -11.929419393374% -18.1297699019993% -7.98735771101256%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -0.06 0.03 0.27 0.35 0.32 0.27
Peer Group* average
60% Equity / 40% Bonds 1.25 0.11 0.43 0.61 0.82 0.62
Global Equities (ACWI) 1.51 0.23 0.50 0.56 0.60  
U.S. Equities (SPY) 1.80 0.41 0.67 0.76 0.88 0.62
U.S. Bonds (BND) -0.43 -0.80 -0.53 -0.17 0.18 0.27
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 -0.910518070984673 -0.550876077547629 -0.125513809769803 -0.0598351838942001 0 0
ENZL -0.32895040050407 -0.287778552106852 -0.155648359516264 0.218110847862142 0 0
EPHE -0.697051146393297 -0.513402462502459 -0.209697620502617 -0.240288154771422 0 0
EWA 0.257863446093531 0.16326204191558 0.230700527170148 0.266579832955129 0.296203088148244 0.318677672272146
EWH 0.310064054336053 -0.421630953470365 -0.17500413298776 0.0117101605460215 0.220830028693267 0.250669809291852
EWJ 0.110872238622469 -0.00564365021323086 0.19152356193147 0.316100441943063 0.338866595796717 0.213305338168547
EWM 0.626173335148241 -0.12289183709714 -0.054341686082666 -0.123264554553637 0.0918676561713387 0.214214197260304
EWS 2.28094468462405 0.164113853980085 0.141589049889543 0.13435784012684 0.248154944682165 0.312130502173411
EWT 1.10378288211722 -0.0537353582850352 0.524769388071798 0.494890893165731 0.487746318159433 0.374521620816472
EWY -0.532883538058943 -0.338438860618377 0.0203655547998449 0.0874433585434014 0.169817798665985 0.224017142089543
INDY -0.298371442050434 -0.130389297870202 0.341970589074142 0.28933231043129 0.323022145452206 0
MCHI 1.18392353185287 -0.180416645668262 -0.0632791137095274 0.0927105176747837 0 0
THD -0.160834141606836 -0.524034620246735 -0.175515226924529 -0.0430291239379332 0.277020523297302 0
VNM -0.708051533683347 -0.653698727012478 -0.113115284049675 -0.105864814711359 -0.0725085149643169 0
EPOL 0.533632517242934 0.251097009055134 0.249572386847203 0.153397570936025 0 0
EWD 0.397759762625761 -0.0267081825000481 0.296759799843156 0.271061577735477 0.377070752432501 0.334940637751093
EWG 1.1187034211516 0.112556473674032 0.249813272273828 0.216641607563882 0.313673924934688 0.286849654934813
EWI 0.913946530310332 0.301810275758355 0.355843655121705 0.313140488523832 0.210954221284128 0.126736342168535
EWK 0.129943533680108 -0.243855489533422 0.0293343243893532 0.168182456828677 0.304870640627139 0.171369427680526
EWL 0.169048833881221 -0.08511033955764 0.231020376638684 0.369683864263883 0.489030698229394 0.431045002865379
EWN -0.000448908896028224 -0.0254792427254031 0.334412264755696 0.4187645474925 0.411504803240995 0
EWO 0.556788665166033 -0.0623293313946926 0.24410308998606 0.349579430821623 0.231912575331577 0.181814196393096
EWP 0.667564670192274 0.354333160560568 0.24003622579863 0.161054949932061 0.151194247799934 0.194108313673417
EWQ -0.0560109681014426 0.0259656476361767 0.270514068200388 0.345675554840565 0.320694681186093 0.266532302488744
EWU 0.806392023648107 0.0853540559976027 0.207254945358523 0.178172049011848 0.283190732141208 0.206292129421967
EZU 0.408432803101023 0.0830378983123879 0.266774441608928 0.279293897487762 0.284672447036573 0.23590463483507
GREK 0.443345908857603 0.572958250791442 0.388176270937398 0.250430760159028 0 0
NORW 0.345446834277204 -0.154578259975394 0.175872173976049 0.180367910478823 0 0
EIS 1.86920861218333 0.069547016980485 0.296782660372411 0.349045884737132 0.2557753386638 0
EZA 0.827214152899109 -0.0954277777746863 0.163258066343166 0.0523286057776465 0.17463143015791 0.239393103925403
TUR -0.0162308581556312 0.654918458094867 0.297175802705208 0.0601104752602485 0.0995359305520555 0
EWC 0.836691019907193 0.061885119358314 0.364265718378517 0.336148811799037 0.326785025612671 0.338551107494655
EWW -1.76314448296986 0.0398220648332383 0.169745814049631 0.0774123039554668 0.162069981385154 0.272952973358661
SPTM 1.72808608059013 0.401486524981371 0.65674542499514 0.737090719298342 0.862549566881107 0.615649344233682
ARGT 2.02963832108886 1.10082114568673 0.821479849634038 0.612679887470257 0 0
ECH 0.424551158090842 0.15375181012472 0.0852372472886998 0.0314196648281895 -0.0289095418532649 0
EPU 1.17256190172909 0.385607097053836 0.285308134173248 0.283611067966456 0.257255334603498 0
EWZ -0.985021239315907 -0.0157161932170594 -0.0177086109783211 0.161846051336176 0.0530257623773726 0.259851662226891
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ -0.08 0.04 0.41 0.53 0.48 0.38
Peer Group* average
60% Equity / 40% Bonds 2.02 0.15 0.62 0.90 1.26 0.90
Global Equities (ACWI) 2.65 0.32 0.73 0.83 0.91  
U.S. Equities (SPY) 3.57 0.60 1.03 1.17 1.40 0.92
U.S. Bonds (BND) 2.02 0.15 0.62 0.90 1.26 0.90
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 -1.08807711425476 -0.665039735368783 -0.158677108497655 -0.078720898121777 0 0
ENZL -0.457852822611749 -0.386054595241758 -0.208399224255894 0.318134824758612 0 0
EPHE -0.902411941959147 -0.620567792474842 -0.259847265103152 -0.306577299532933 0 0
EWA 0.338426749451873 0.239793092525583 0.322475957389385 0.378725073795439 0.425439313318746 0.455708549402699
EWH 0.607932015691968 -0.608994809387854 -0.254619007059768 0.0168691134684771 0.323629442798079 0.368895334132559
EWJ 0.148984218099868 -0.0078027129925691 0.27996408597667 0.461885714197127 0.492757029882713 0.303455014410215
EWM 0.970337864983575 -0.164091741246506 -0.075820441451222 -0.168129935792091 0.130023607951512 0.314657726474812
EWS 5.72955681857093 0.247532009117486 0.203113172197784 0.192838121258975 0.361006766378556 0.461602158558199
EWT 2.70456369489814 -0.0818521204096585 0.869258050550303 0.780314128038743 0.766410345638062 0.580180947460211
EWY -0.706441182756866 -0.45140755290767 0.0292086971806744 0.126996666154354 0.247156401845387 0.333430009698977
INDY -0.383144838270817 -0.181057865301529 0.464742608401201 0.409588835379169 0.483007460396884 0
MCHI 4.04390281056485 -0.280832236101522 -0.0961789944619705 0.139285327455353 0 0
THD -0.293214631015307 -0.69582968190357 -0.256718368500249 -0.0625275953141608 0.416361787398956 0
VNM -0.815822179202642 -0.786474587130262 -0.147677302773162 -0.138299373492024 -0.0989942169162627 0
EPOL 1.05567206387764 0.383980450546238 0.375439001765923 0.230749618289827 0 0
EWD 0.677711902147985 -0.0385519639465811 0.440947317366622 0.40058173393087 0.579603682221184 0.498718260361359
EWG 2.22342717420672 0.170386344101003 0.371018985284114 0.322637486086106 0.469162294431752 0.413211668271834
EWI 1.66008229608292 0.480286984059052 0.550415415473229 0.474260906671956 0.311480894233101 0.180387172619817
EWK 0.195097511486526 -0.328091898824152 0.0424257634710173 0.244657284092583 0.457968985880544 0.23268634407894
EWL 0.285643598835943 -0.123459362159273 0.342568077694958 0.551741852593934 0.732238308358215 0.631016585814905
EWN -0.000646669619786383 -0.0378896634112111 0.507713261131449 0.638775828201254 0.626905927548011 0
EWO 0.957234260464266 -0.0872861028736923 0.354817788800288 0.522936075588287 0.339649867057251 0.2552328228957
EWP 1.26024978147069 0.601039805696331 0.377215877579935 0.244810812010886 0.23072231154464 0.288564229180394
EWQ -0.0763309583483524 0.0379184349620897 0.408579308969276 0.527230696095968 0.482803492057417 0.383583252284162
EWU 1.32879108859636 0.12104276664226 0.287885443329271 0.247487345112969 0.41268464224827 0.292287558630309
EZU 0.649331774886286 0.124804935561427 0.400495074474932 0.419763189697699 0.4252493610805 0.335706195905799
GREK 0.692597852429754 0.918496447132498 0.576931372287528 0.366969683955117 0 0
NORW 0.733474028254302 -0.200854094651238 0.241877254719636 0.255209723496365 0 0
EIS 3.78680552166494 0.0955520950207313 0.417789523438035 0.491857583849518 0.359606836124466 0
EZA 1.37803282978966 -0.128275156475425 0.215884968926391 0.0718728491508514 0.249355733450043 0.345365828709139
TUR -0.0242032727004069 1.31906067013299 0.493810701099606 0.0903923233005539 0.149774611337453 0
EWC 1.37139271063803 0.0859809669431573 0.517582871139337 0.489185865547939 0.472579775985983 0.490356829959505
EWW -1.76932123163223 0.0634780530452082 0.238732238118563 0.10627374151552 0.226865686126127 0.382609587103716
SPTM 3.33916108176581 0.583265921718375 1.00026598879863 1.12639798063778 1.35929660900366 0.895762413340237
ARGT 4.6504058219486 2.12607021219042 1.39757995060519 0.984665982337659 0 0
ECH 0.682586639110398 0.217113485014213 0.121810694132128 0.0449426270106351 -0.040614139853287 0
EPU 2.42118705301738 0.591767756153754 0.405726129538492 0.426985786587686 0.387406946023752 0
EWZ -1.31630865223167 -0.022816142561481 -0.0239112279912373 0.24029379010139 0.0770502594553339 0.390180323893292
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 5.7 3.5 6.7 7.0 5.2 4.3
Peer Group* average
60% Equity / 40% Bonds 20.5 7.8 11.6 12.1 14.0 11.4
Global Equities (ACWI) 23.1 8.3 11.5 10.1 9.6  
U.S. Equities (SPY) 25.9 11.5 14.7 13.3 13.9 10.2
U.S. Bonds (BND) 20.5 7.8 11.6 12.1 14.0 11.4
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
EIDO -25.732123941786 -11.9958777011842 -3.87649627053435 -2.48023232282388 0 0
ENZL -0.876162015969014 -3.15293464230182 -2.92086165420813 4.78484884905762 0 0
EPHE -31.0065608367845 -10.7758075960557 -5.92556491902339 -6.86269849196678 0 0
EWA 6.04659117012536 6.05213071178442 5.11047614660925 5.03879744380703 4.64862288360787 5.18613114519148
EWH 119.722875121489 -22.4101563716178 -7.32483586758313 0.197926693223383 5.08522485758464 5.50987613071013
EWJ 5.9780111414758 4.58309981874996 7.32281970572707 7.60971829967598 7.25834964762885 4.89850722559574
EWM 56.9896608788917 3.0175659009452 1.13549496041389 -2.6945709403746 2.20319591476034 5.7492959521067
EWS 74.4590482613479 9.90747329578585 5.03349793585719 3.19045049726637 4.63114067518803 5.74116879186939
EWT 33.1664218144866 1.3575963346219 15.6512370197158 11.9433388338822 9.8953697946052 7.34258474268277
EWY -6.540216919639 -6.20283855692159 0.140486356351721 1.1938648897684 2.1891027559292 3.11458619844522
INDY 2.91936622037484 4.65827745421525 10.3841506799942 7.85698679248218 7.08496524265318 0
MCHI -1025.23622437534 -17.8281705191285 -8.27252414214253 1.85326295875574 0 0
THD -3.12836201557561 -14.6558067424923 -4.76525950479618 -1.21200069920003 6.07901508741183 0
VNM -7.44787083149863 -14.8434628727647 -3.52729672664598 -3.17369172540671 -3.56141524302513 0
EPOL 17.3668278252079 6.53182993334846 4.4281825933248 1.96693309777467 0 0
EWD 11.1938006316896 0.881085086769708 6.695771167647 5.09363350552665 6.04548284758051 5.35658935191194
EWG 26.9142101378771 4.51132370108289 5.62735119863118 3.95399662562421 4.77516339807013 4.36359815308344
EWI 42.0173745712549 9.82786663835596 8.65037939253684 6.40173664827926 2.86665831142747 1.25684370856744
EWK 17.6409993305029 -1.45323971822994 1.55811273980446 3.70527600682089 5.35193785394641 2.53850527511336
EWL 7.97389631939127 2.32282155138174 7.28549929807145 8.47677818725244 9.50995131731874 8.63209249168293
EWN 4.13845581969716 1.29613167172341 7.64991060121657 7.97954462150412 6.66271389377822 0
EWO 118.509737240263 0.96402191803646 5.49656063464098 6.89170944069797 3.22817857228664 1.97607295695361
EWP 31.8769033044989 13.4710630217952 6.42574726282763 3.37424975046964 1.79451791610136 2.91566760726803
EWQ 5.65039494274824 3.47623608578433 6.69128181508461 6.9778180622889 5.205505004554 4.26456836216507
EWU 32.8463852533938 7.43347591385472 6.42692789001097 4.19925126761731 4.98600319564425 3.71538328570667
EZU 16.3359570780313 4.48003601944898 6.36010041581295 5.43104810808104 4.40344536292555 3.55777402232581
GREK -3881.19011890728 22.6604406997869 9.60915465361245 4.46088688700628 0 0
NORW 13.7176725063225 -1.29344128404103 3.60765424996871 3.22955005716879 0 0
EIS 40.7870202714728 3.99430472459408 7.18971258097072 6.77003136098261 4.12479648908689 0
EZA 143.918829477746 -0.832441508157069 3.55197412208546 -0.156080423642008 2.27867840530543 3.72420541979841
TUR 11.5597829743198 108.743274896936 12.8832886508305 -2.49509717710462 -0.994501593252728 0
EWC 17.506292977292 4.68830119855115 8.50559707304048 6.55346736172903 5.41200813533971 5.83262726280183
EWW -86.4498884871026 3.68111527919442 3.54477386399848 0.768735528398446 2.16837766209673 4.4505328512808
SPTM 24.8568972676169 11.2260290746174 14.3664605389254 12.8200161468275 13.5598401660516 10.068792755254
ARGT 1858.04948349271 35.1796261123949 22.1635490111921 14.0445624122961 0 0
ECH 24.8979198265006 5.35115371222697 1.29159321491141 -0.868497998856667 -2.9726613169398 0
EPU 118.342302676457 12.9061846236088 7.3410985900246 6.45103782786541 5.09769611549065 0
EWZ -56.6522485301483 0.772266940090083 -3.45446596776647 1.5149434104755 -1.98523310853794 3.57902844847668



  Compare: Risk & Volatility

for period ending January 31, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 11.3% 22.0% 29.1% 29.1% 34.0% 57.8%
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% 12.7% 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 17.4% 20% 31.9% 48.6% 0% 0%
ENZL 7.8% 24.3% 37.3% 37.3% 0% 0%
EPHE 19.2% 32.2% 32.2% 43.7% 0% 0%
EWA 10.5% 23.4% 23.4% 31.4% 31.4% 63.8%
EWH 9.8% 27.9% 40.4% 40.4% 40.4% 57.1%
EWJ 5.7% 21.6% 28.9% 28.9% 28.9% 48.8%
EWM 11.8% 20.6% 23.8% 33.7% 41.1% 45.2%
EWS 3.6% 17.3% 24.4% 32.1% 32.1% 60%
EWT 3.1% 34.8% 37.5% 37.5% 37.5% 58.1%
EWY 22.3% 34.6% 48.1% 48.1% 48.1% 70.2%
INDY 11% 11.1% 27% 34% 38.8% 0%
MCHI 7.1% 39% 58.7% 58.7% 0% 0%
THD 15.9% 28.4% 28.4% 40% 40% 0%
VNM 17.4% 41.8% 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% 30.1% 41.7% 41.7% 41.7% 60.7%
EWI 6.7% 26.8% 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% 27.7% 41.3% 41.3% 41.3% 0%
EWO 9.4% 28.4% 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% 25.4% 34.7% 34.7% 35.9% 62%
GREK 10% 21.5% 25.3% 51.3% 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% 31.9% 47.4% 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 26.4% 30.5% 38.6% 50.3% 70.5% 73.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 16.0% 22.6% 25.2% 20.6% 21.9% 22.7%
Peer Group* average
60% Equity / 40% Bonds 9.3% 13.6% 14.1% 11.3% 10.5% 10.7%
Global Equities (ACWI) 11.2% 17.8% 19.4% 16.3% 16.3%  
U.S. Equities (SPY) 12.8% 19.0% 21.0% 17.4% 16.6% 16.6%
U.S. Bonds (BND) 5.7% 7.5% 6.4% 5.1% 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 15.3% 14.9% 24.3% 22.1% 0% 0%
ENZL 12.6% 19.9% 21.4% 20.1% 0% 0%
EPHE 17.2% 20.8% 22.4% 19.1% 0% 0%
EWA 17% 24.3% 26.2% 20.9% 22.5% 24.6%
EWH 22.4% 23.8% 22.6% 20.4% 20.6% 22.3%
EWJ 11.7% 16.7% 16.4% 14.7% 15.1% 16.1%
EWM 18.1% 17.1% 17% 16.1% 16.4% 17.9%
EWS 13.6% 18.1% 20.3% 19.1% 19.5% 23.1%
EWT 13.8% 23.8% 24.9% 21.1% 20.7% 24%
EWY 17.8% 26.3% 27% 24% 24.3% 28.6%
INDY 9.4% 12.9% 21.4% 19.6% 23% 0%
MCHI 31.5% 33.6% 29% 26.4% 0% 0%
THD 18.8% 18.1% 23.2% 19.9% 23% 0%
VNM 16% 23.7% 27.5% 23.1% 24.3% 0%
EPOL 21.2% 37.9% 38.4% 30.1% 0% 0%
EWD 20.6% 27% 27.7% 22.1% 23.4% 25.3%
EWG 17% 25.6% 26.3% 21.5% 22.9% 24.3%
EWI 18.3% 25.6% 28.7% 24.3% 26.3% 25.8%
EWK 13.2% 18% 21.7% 18.5% 19.3% 21.8%
EWL 17.2% 18.4% 18.7% 15.8% 16.5% 17.4%
EWN 14.9% 25.4% 26.3% 21.3% 21.7% 0%
EWO 15% 24% 30.1% 25.3% 25.5% 28.3%
EWP 20.3% 23.6% 27.1% 22.5% 25.7% 26.1%
EWQ 16% 22.6% 25.2% 20.6% 21.9% 22.7%
EWU 12.6% 17.2% 20% 17% 17.7% 18.4%
EZU 15.5% 23.3% 24.9% 20.3% 21.8% 22.9%
GREK 16.7% 26.5% 33.8% 32% 0% 0%
NORW 17.1% 23% 28.6% 23.6% 0% 0%
EIS 21.3% 24.3% 24.8% 20.8% 20.4% 0%
EZA 20.1% 26.6% 29.9% 26.6% 26.4% 29%
TUR 23% 43% 40.9% 34.9% 34.1% 0%
EWC 14.5% 19.7% 23.2% 19.2% 18.5% 21.9%
EWW 12.9% 25.5% 29.8% 25% 23.9% 26.8%
SPTM 13.1% 19% 21.2% 17.6% 16.9% 17.1%
ARGT 39.8% 48.4% 47.8% 40.4% 0% 0%
ECH 16% 30.3% 31% 27.3% 25.4% 0%
EPU 21% 27.3% 30.6% 27.3% 26.3% 0%
EWZ 17.8% 29.3% 36.1% 36.9% 33.3% 37.6%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 11.4% 14.5% 16.0% 13.0% 14.2% 15.4%
Peer Group* average
60% Equity / 40% Bonds 5.3% 9.0% 9.0% 7.2% 6.5% 7.0%
Global Equities (ACWI) 5.9% 11.6% 12.6% 10.5% 10.5%  
U.S. Equities (SPY) 6.0% 12.1% 13.1% 10.8% 10.1% 11.0%
U.S. Bonds (BND) 4.2% 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 12.6% 11.7% 19% 16.6% 0% 0%
ENZL 8.6% 13.8% 15.4% 13.3% 0% 0%
EPHE 12.9% 16.4% 17.6% 14.5% 0% 0%
EWA 12.8% 15.5% 18.2% 14.3% 15.3% 16.9%
EWH 10.9% 15.5% 14.9% 13.7% 13.7% 14.8%
EWJ 8.3% 11.1% 10.5% 9.6% 10.1% 11%
EWM 11.5% 11.9% 11.6% 11.4% 11.3% 11.8%
EWS 5% 11% 13.6% 12.9% 13.1% 15.3%
EWT 5% 14.4% 14.2% 12.8% 12.8% 15.1%
EWY 13.1% 18.7% 18% 15.9% 16.3% 18.8%
INDY 6.9% 8.3% 15.5% 13.6% 15.2% 0%
MCHI 8.5% 20.4% 18.2% 17% 0% 0%
THD 9.7% 12.7% 15.3% 13.3% 15% 0%
VNM 13.8% 18.9% 20.5% 17.2% 17.5% 0%
EPOL 10.3% 23.6% 24.7% 19.4% 0% 0%
EWD 11.7% 17.8% 18% 14.5% 14.9% 16.6%
EWG 8% 15.8% 17.1% 13.9% 15% 16.6%
EWI 9.6% 15.1% 18% 15.6% 17.5% 17.8%
EWK 8.3% 12.4% 14.4% 12.3% 12.5% 15.8%
EWL 9.7% 11.5% 11.9% 10.1% 10.7% 11.6%
EWN 10% 16.1% 16.6% 13.4% 13.9% 0%
EWO 8.1% 16.2% 20.1% 16.5% 17.1% 19.8%
EWP 10.1% 12.6% 16.6% 14.3% 16.5% 17.2%
EWQ 11.4% 14.5% 16% 13% 14.2% 15.4%
EWU 7.2% 11.1% 13.9% 11.8% 11.8% 12.7%
EZU 9.3% 14.5% 16% 13% 14.3% 15.7%
GREK 10.3% 15.4% 22.1% 21.4% 0% 0%
NORW 7.5% 16.8% 20.2% 16.2% 0% 0%
EIS 10.3% 16.7% 17% 14.3% 14.1% 0%
EZA 11.7% 18.9% 22.1% 18.9% 18.1% 19.7%
TUR 15.2% 20.2% 23.9% 22.6% 22.2% 0%
EWC 8.4% 13.2% 15.7% 12.8% 12.5% 14.8%
EWW 12.7% 15.2% 20.8% 17.8% 16.8% 18.8%
SPTM 6.3% 12.1% 13.3% 11.1% 10.4% 11.5%
ARGT 17% 24% 27.4% 24.5% 0% 0%
ECH 9.7% 20.5% 21% 18.6% 17.7% 0%
EPU 9.7% 17% 21.1% 17.7% 17.1% 0%
EWZ 13% 19.4% 26.2% 24.3% 22.5% 24.5%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
EWQ 0.42 0.98 1.03 0.99 1.11 1.16
Peer Group* average
60% Equity / 40% Bonds 0.77 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.89 0.95 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) 0.77 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
EIDO 0.479060257474007 0.392281587372991 0.827931749331076 0.787282710286085 0 0
ENZL 0.738527492167642 0.92019099084827 0.923735381283584 0.903478497946392 0 0
EPHE 0.327969480051768 0.815598690668724 0.757769412353082 0.690370880761531 0 0
EWA 1.26701112595106 1.07685709344239 1.13273227894968 1.05020335992742 1.13557616593603 1.1993238139351
EWH 0.0785986175905179 0.373155989355034 0.484418291288103 0.62129278195459 0.717979180358497 0.836898417592384
EWJ 0.874617201228326 0.813065488515852 0.670688155209138 0.719506578006726 0.706892688686029 0.736468307073247
EWM 0.251410715895133 0.503032216966366 0.54797346317603 0.542507411095611 0.610929028871002 0.64489666704492
EWS 0.44069944507077 0.674422756145288 0.77608683981024 0.836089126153208 0.884823407637815 1.03940547594866
EWT 0.562355795656625 0.92429960895065 0.835538125539511 0.840571303196438 0.908701892866249 1.0278855396452
EWY 1.13046713260624 1.25436208383655 1.09711327690724 1.06222438538618 1.12602979080826 1.2731238534866
INDY 0.399761714825206 0.554449963179422 0.76838816637608 0.710388127439464 0.833540438314842 0
MCHI -0.0343674601822543 0.344488072548247 0.322699144311281 0.606288746224142 0 0
THD 0.0823710196808415 0.461866461254233 0.791960070530894 0.756227336067404 0.811639858737077 0
VNM 1.25145275327136 1.00823304185332 1.11022463491129 1.02896888906449 0.98732525670735 0
EPOL 0.798301465776464 1.2932639911638 1.34877407255064 1.17404425206454 0 0
EWD 0.973777498415703 1.2021131170381 1.13751884761491 1.07698402858312 1.19075676615825 1.25207486603152
EWG 0.807020703807279 1.13784820698136 1.12631369536275 1.08935040695501 1.19765811692467 1.25399478952986
EWI 0.462258337925664 1.01146231578543 1.06908082810674 1.02574605302574 1.17457985613477 1.21852921212115
EWK 0.31132236168116 0.741149977380902 0.91241690925853 0.905063672572835 0.970507539145105 1.10314549444457
EWL 0.775070268660041 0.828347967294045 0.782693338985299 0.763346658860659 0.8147083936039 0.849869175047437
EWN 0.839798073045297 1.19642642600632 1.11788916511451 1.06487475643309 1.14983284318834 0
EWO 0.100591335339264 0.929831162926067 1.10771465598907 1.09278588121628 1.20806482659913 1.35163883343029
EWP 0.506409864214107 0.820816070725156 0.951731972779049 0.918739029055304 1.07468435315369 1.11529208823744
EWQ 0.419786506998647 0.977599598899604 1.02561506315642 0.987861439916478 1.11092718810864 1.157544108732
EWU 0.425065969178898 0.712036617617353 0.8178015579236 0.831861877459489 0.922604322735362 0.962166308321712
EZU 0.604347430821931 1.04004278277004 1.06096636359357 1.01951080930072 1.13730189091212 1.1968077464515
GREK -0.00276878806524265 0.747190568372267 1.1029400891478 1.12812971601342 0 0
NORW 0.674446548119865 0.951323594492427 1.16263789870561 1.07000349932117 0 0
EIS 0.962498368465883 1.042497896168 1.0383495077443 1.03125160567288 1.04447438096582 0
EZA 0.132026505871318 0.968707179813038 1.00500534973009 0.998030416752035 1.05110063665414 1.15443808510001
TUR 0.14621921184191 0.222522347870854 0.600821688407584 0.610498833481464 0.768678304038119 0
EWC 0.894723064151235 0.979339303326847 1.03696951719642 0.989273622137452 1.00677213467874 1.09651739528146
EWW 0.276344742254924 0.888497437166134 1.05856906270102 0.95272377400182 1.01278464052218 1.14737784420576
SPTM 1.02281089402237 1.00179122621322 1.00957169713638 1.01301933367596 1.01562768959016 1.0189025718934
ARGT 0.0361931126599039 1.23086739454019 1.31495754572652 1.267191036467 0 0
ECH 0.412880553239245 1.07287280270593 0.954881470405562 0.888098938932715 0.90514767300943 0
EPU 0.22076630813442 0.94398385586127 0.979370807915386 0.925758493076789 0.889982779379868 0
EWZ 0.304633813475462 0.970444629800934 1.14681947634409 1.01424745880101 1.15081134330218 1.26366744397476



  Compare: Correlation

for period ending January 31, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.49 0.86 0.88 0.88 0.89
to S&P500 (SPY) 0.28 0.77 0.81 0.80 0.80 0.83
to U.S. Bonds (BND) 0.37 0.70 0.56 0.40 0.24 0.26
to Commodities (DBC) 0.09 0.24 0.53 0.48 0.54 0.54
to Gold (GLD) 0.44 0.36 0.24 0.13 0.13 0.16