iShares MSCI Singapore ETF

for period ending June 30, 2025



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  Overview

EWS 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 Singapore 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, Asia and Australia

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 Singapore Index. The underlying index consists of stocks traded primarily on the Singapore Stock Exchange. It may include large-, mid- or small-capitalization companies, and components primarily include financials, industrials and telecommunications companies. 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 "EWS" 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 June 30, 2025

5-year graph

EWS 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
EWS 21.1% 2.8% 41.4% 19.1% 11.7% 4.7% 5.2% 7.0%
Peer Group* average
60% Equity / 40% Bonds 5.1% 3.7% 11.6% 12.3% 9.1% 8.6% 9.7% 7.8%
Global Equities (ACWI) 10.3% 4.8% 16.3% 17.3% 13.7% 10.2% 10.7%  
U.S. Equities (SPY) 6.1% 5.1% 14.9% 19.6% 16.6% 13.5% 14.7% 10.6%
U.S. Bonds (BND) 4.0% 1.5% 6.1% 2.5% -0.8% 1.8% 2.2% 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 -2.04804313852507% -4.12329646186143% -4.59051064992253% -4.02704879513592% 2.61367909791452% -0.475925344152428% -0.145204307114699% 0%
ENZL 1.93295950058949% 3.74704010445219% 2.66031903940922% 3.08459127684695% -2.06071724053193% 5.76441199272499% 0% 0%
EPHE 9.64201700854328% 0.746684497938266% 14.5786632762084% 4.31742605846281% 1.87298421842572% -2.30752575400359% 0% 0%
EWA 11.9994641324162% 3.53766812086214% 11.2231831400403% 11.4106660356038% 10.7276815396774% 6.69641036322455% 6.88766686124251% 6.74065879213948%
EWH 21.7914100293968% 7.13014208499208% 35.3464491082709% 0.231653866154535% 1.90320051390089% 2.02113896383389% 5.24709248575574% 5.6481940332439%
EWJ 12.6335392037831% 1.96587264670598% 12.4886531495718% 14.4225169261993% 8.31712886766289% 5.68538301788717% 6.61448140253478% 4.70574890685718%
EWM -0.77456176110885% 1.58597662771285% 10.4041957058638% 6.28922096800422% 2.59000240388683% -0.182291528380485% 1.33995958790964% 4.48132079916292%
EWS 21.0603706784257% 2.76492227364424% 41.3583272786848% 19.0765527331357% 11.7045460495053% 4.6730864104285% 5.18473177449119% 6.97646129549625%
EWT 10.8964451313756% 9.58381061473845% 9.3855022620392% 14.6191115948234% 14.5981108587996% 11.2029049684049% 10.6874662219093% 8.3383010219517%
EWY 41.0493220672037% 18.3902358568365% 11.241352937556% 9.47988589060438% 6.58998969770179% 4.6539025109402% 4.85592319743291% 5.63458267810901%
INDY 6.96302124311565% 1.91154422788606% 1.49606063440937% 11.4004451671571% 14.4998990127599% 7.61348886937163% 6.23447497882967% 0%
MCHI 18.7463532773041% 5.34748418353788% 34.4429500909305% 2.33756396982057% -1.33480134629478% 1.7002563105351% 0% 0%
THD -14.5742181336259% -3.29398284316075% -3.64157702484333% -7.04754208739109% -3.75084508452244% -1.15360948886754% 3.33599938396472% 0%
VNM 19.773519163763% 1.17733627667402% 12.9827444535743% 0.533041429078707% 1.8995040218075% -1.40951699506718% -2.17508730184369% 0%
EPOL 57.2618777131075% 8.06899532013681% 39.0110095968243% 35.4982597387383% 17.6210287817284% 6.15447336523851% 4.89356221316626% 0%
EWD 25.3110048036377% 2.92320812584805% 16.2201194862061% 17.1774919751499% 11.5038220269447% 7.11916947649274% 8.31742575042582% 7.69711572934426%
EWG 35.1787622888047% 2.48721029377568% 40.4764276952895% 25.3294492353015% 12.3201027540335% 6.82628692151888% 8.10531575447875% 6.97252454628494%
EWI 36.1941254034362% 2.55186708732673% 38.7438652738718% 30.6360972869593% 18.8988181629538% 8.41390175021031% 7.0338059441412% 3.20745644352831%
EWK 22.0868728854139% 1.86801917906934% 22.6736597425814% 11.4076280657228% 8.85944977224844% 4.92311897427931% 7.79153007630937% 4.15054704825204%
EWL 21.5076640402025% 1.20500614874421% 15.8368023083946% 11.9560931118032% 9.22676937822424% 7.50703770006267% 9.29903550562796% 8.30449595057765%
EWN 24.1434877845896% 4.5060316279355% 10.910970322437% 18.1062619116571% 12.6331318974716% 9.88190777325912% 10.1930084118614% 0%
EWO 44.3974594600216% 4.33338419881542% 42.3954198248424% 24.930172439751% 20.0908441766637% 10.1866315012079% 7.8531788525448% 4.26520856130905%
EWP 43.4082307529585% 2.86037340908667% 46.285789196886% 27.6642127990838% 18.1455199141657% 6.12800664945732% 6.25752434245377% 5.25763339390615%
EWQ 22.0039629450884% 3.02429255047709% 16.734963453478% 15.8002492376325% 12.795065357308% 8.07142903480167% 8.27087103621813% 5.82293005361159%
EWU 19.5672745312861% 1.53633784094684% 18.647173855316% 14.2427445567115% 13.2835867545399% 4.87962377175646% 6.71077292563067% 4.50021920745249%
EZU 28.6088497213477% 2.90452122135292% 25.1705928272842% 20.9844079412848% 13.4119149708157% 7.39684271603136% 7.84790713820489% 5.55146240930406%
GREK 51.8873811851421% 7.12202756675748% 54.5115772494089% 39.9086854872112% 28.0030167662779% 9.63759008135827% 0% 0%
NORW 27.2390112498174% 4.76060857855076% 19.3154749924085% 9.24067223793232% 12.4242851162876% 5.36657780163623% 0% 0%
EIS 23.8962618862401% 12.6058498549108% 58.3569983123281% 18.6956028808694% 14.2838202277663% 7.85571296121987% 6.89992886486506% 0%
EZA 29.775207861751% 4.17312701562886% 32.2485595469102% 12.7400898242767% 13.3911287665107% 2.63573332213112% 4.2062072877787% 5.92638880093246%
TUR -8.65469794008842% 9.22449255980091% -21.7381378797456% 22.5298864862411% 9.94832510085377% -0.668690187200027% -0.813949200953668% 0%
EWC 15.4097680946802% 3.44781259376357% 27.0810564351708% 13.6432903761796% 14.7015794737328% 7.94875320256929% 6.47613423046045% 6.87569791377911%
EWW 31.6826679502362% 2.46605473541728% 12.3784004388842% 12.8559797470988% 17.1331250546587% 3.19950398181934% 3.81459235456432% 6.26475042891903%
SPTM 5.52173086656451% 5.05038603106205% 14.3613463889593% 18.9820599417315% 16.3719361422968% 13.1195641632031% 14.5085240913491% 10.5783643479539%
ARGT 2.57573270224674% -6.01866538296867% 50.9825456210745% 52.9304804046913% 30.6615750457027% 16.8352534658469% 0% 0%
ECH 28.3077609309781% 1.99448678449814% 24.6036062698574% 13.8627240384428% 9.12144470669907% 1.04613202807817% -1.45267592581788% 0%
EPU 24.9884908637979% 6.15057258829133% 26.9601113822641% 29.6847664914571% 16.0598538159165% 8.67683689554228% 5.62873810595337% 0%
EWZ 30.5546840916865% 8.00389338125187% 12.4221377841772% 9.74921637071988% 7.72540022224182% 3.68920076107857% -0.692415231096544% 4.9029270214767%
Historical Return
 
EWS -8.5% 5.6% -9.8% 6.2% 22.1%
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 June 30, 2025

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
EWS Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
EWS Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
EWS 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
EWS risk vs. 60/40 Worse Worse Worse Worse Worse Worse
EWS return vs. 60/40 Better Better Better Worse Worse Worse
Risk-Return Quadrant
NE NE NE SE SE SE
Risk-Return Direction 22° 37° 125° 124° 96°
Risk-Return Magnitude 29.8 7.3 3.2 6.9 8.0 8.4
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
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
EWS 32.8% -0.6% -4.9% -9.2% -10.3% -5.2%
Peer Group* average
60% Equity / 40% Bonds -0.4% -5.0% -5.3% -2.1% -1.1% 0.3%
Global Equities (ACWI) 3.7% -1.7% -2.3% -3.0% -4.2%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -6.5% -20.7% -24.3% -13.0% -11.1% -4.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
EIDO -15.2585594831237% -22.6837309285459% -13.7910371047217% -13.1854154026721% -14.2397272473957% 0%
ENZL -12.0851994357727% -16.0289567596502% -17.7835241495362% -8.37540196165669% 0% 0%
EPHE -3.76159962058609% -14.9341906800746% -14.3531249242656% -14.8756517280454% 0% 0%
EWA -5.2697104049053% -9.46853337896319% -7.31337247318555% -7.71876709163841% -9.41361627063811% -5.50649201952551%
EWH 8.50267602392073% -17.2556256564279% -14.2281033236624% -11.4503158408597% -10.4522396606038% -6.04388322622068%
EWJ 0.294487026305015% -4.31716127073574% -7.61892018911393% -7.43754984630365% -8.0130477041619% -5.97126896083791%
EWM -6.1046984046292% -13.2663016053876% -14.0031656793423% -13.6621852274405% -13.3817978678521% -6.43418816524708%
EWS 32.8325282289749% -0.622099022282267% -4.90367624146894% -9.21185770244607% -10.3140794316672% -5.15512497163468%
EWT -6.72835578233287% -7.62824866971212% -4.46971668238213% -4.12577388178614% -6.18985040509776% -4.31519597120849%
EWY -7.16159917407755% -11.7671823411304% -11.0783585212963% -9.67895342820706% -11.1129401601976% -6.64300422607882%
INDY -13.395884225259% -6.52656828808527% -0.306986179962699% -6.71824833069129% -9.97646936014915% 0%
MCHI 4.12646390548308% -15.5147505886401% -15.7906401979203% -11.5994226789464% 0% 0%
THD -15.1389491976469% -24.4234366353407% -18.7949717307656% -13.9297134052873% -11.9620515283391% 0%
VNM -4.18389213015771% -16.9950880558789% -14.1371739938163% -13.7642186602509% -15.3871021263656% 0%
EPOL 9.46590263475498% 1.92409991376287% -5.80412858291768% -9.1017569779721% -11.4771088550415% 0%
EWD -1.73270481860086% -6.07770831942609% -7.44498237046471% -7.58271554556971% -8.53164517722876% -4.94898254336671%
EWG 24.5623177000514% 1.02637282272618% -6.39846422230459% -7.77086536870092% -8.67421911216126% -5.34236110303202%
EWI 22.3962334606086% 5.69130480548473% -1.97144806898944% -6.9784063796764% -9.90838084162794% -7.95886253269429%
EWK 6.72857357235784% -8.70305567108399% -8.43371082680206% -8.94642385959929% -8.16302897158763% -7.1073297904977%
EWL -0.503693381363647% -8.03807497206584% -7.49925343279551% -5.71939768083311% -5.64257923920129% -2.67725441205032%
EWN -5.1047276855921% -5.24252790045808% -6.23543503697543% -5.18044329577852% -6.80972968836746% 0%
EWO 20.32641315748% 0.918748442618687% -1.65866244237927% -5.8848624857065% -9.30342818437906% -7.41264856606%
EWP 24.0069258810698% 3.21448973345084% -2.500877299045% -8.47535187196241% -10.353000399989% -6.69537365521997%
EWQ 1.49471023473575% -5.73441176827579% -5.66606169562165% -6.48790782227098% -8.30587088756748% -5.93343168582236%
EWU 5.7220082956905% -5.06385832428586% -3.00307092652251% -8.73768737837633% -8.63784217095942% -6.49434261346477%
EZU 9.95077051121019% -1.59873949965213% -5.16725030815451% -7.07008568431366% -8.62871520462846% -6.17194641345906%
GREK 21.3541659820801% 10.6903351159212% 2.78001382149048% -7.05152933146304% 0% 0%
NORW 2.43374665575765% -11.2970492099822% -6.69270419238086% -9.05751733326168% 0% 0%
EIS 27.3605656185776% -5.05335699594705% -4.70199996722004% -6.87485430171645% -9.17193156317139% 0%
EZA 11.2502031035251% -9.27686575023572% -6.04426518169044% -11.0213766333532% -11.6182068330809% -6.47210429771006%
TUR -26.0143809831341% -5.75216233044005% -9.86912411185778% -12.6086556989361% -14.2435916316454% 0%
EWC 12.0335658058304% -6.47653593697988% -2.72287372640324% -6.26985853947731% -9.02243938515773% -5.00380266335582%
EWW -4.74357367235372% -8.93190042255917% -3.36651038604087% -10.6489641243918% -11.7326895825869% -6.0605750759881%
SPTM -0.819016308448136% -0.692305848764679% -0.221306549502646% -0.610810113275118% -0.455909341740533% -0.279755062726545%
ARGT 14.5331045754458% 11.1821895459064% 1.34969936126975% -4.27774731643753% 0% 0%
ECH 8.70159108183641% -7.67009487614357% -9.50781029002328% -11.9679118850124% -14.9037395835888% 0%
EPU 12.2707380233637% 5.22596338598141% -4.42471939827688% -7.25423086076088% -10.7587089608618% 0%
EWZ -6.33182702693861% -11.1466659103526% -10.6477271909718% -10.5668995104118% -14.1904740463752% -7.41470186521238%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
EWS 31.6% 5.1% -0.5% -6.9% -7.9% -3.9%
Peer Group* average
60% Equity / 40% Bonds -0.0% -3.5% -3.6% -1.3% -0.6% 0.3%
Global Equities (ACWI) 3.4% -1.2% -1.9% -2.6% -3.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) 0.4% -7.3% -7.6% -2.1% -0.6% 0.6%
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 -12.0179629034651% -15.7443385365992% -7.9128132685853% -11.3739657603538% -13.0905634497492% 0%
ENZL -9.67670149360086% -15.6228009170137% -17.1255098423774% -6.44356527749614% 0% 0%
EPHE 14.0493223147732% -10.3577131861826% -9.28113715304622% -11.888312874634% 0% 0%
EWA -2.41847841623114% -8.82152368926976% -6.24011801766355% -7.07266643852908% -9.19454342244767% -5.54230514874204%
EWH 24.9196281447468% -11.5045729614672% -7.73961486406197% -7.34807238645004% -5.84861265161722% -3.54517378368108%
EWJ 4.36344712571578% -1.45608824246189% -3.76450624085307% -4.4478315938958% -3.97996815084774% -3.5031140036698%
EWM 3.99755011617118% -5.9728843898638% -7.81292172984864% -8.30517844809754% -8.0537443068147% -2.92933623227621%
EWS 31.6254130859188% 5.08388798534945% -0.527300815878927% -6.85607572840153% -7.93395085313079% -3.87887211407629%
EWT -4.31708039151762% -4.53169064344033% -0.574396953836658% -0.804354540844646% -3.05433070139807% -2.58568221477603%
EWY -3.59877237589644% -14.6277440023834% -11.9970263655374% -9.72746212277017% -11.512962946807% -7.34680461589082%
INDY -2.329155992964% -0.332871702929403% 4.51774902269992% -2.19715128859261% -5.98216733968243% 0%
MCHI 28.8396772520856% -9.47350461978116% -8.79199593458698% -7.16412673378771% 0% 0%
THD -8.94125933220499% -18.5194096304945% -14.8743610941575% -11.6594834717935% -8.78997210632023% 0%
VNM 3.79055344990763% -18.5032155593892% -13.4740376131092% -14.9393254410626% -16.8494469939118% 0%
EPOL 35.5223825155779% 17.2066990456995% -1.76029035182384% -8.66478803453546% -13.4606746485782% 0%
EWD 7.09894571245735% -3.09935063950331% -6.85493490227116% -6.88353847441974% -8.64184912864221% -4.98782416042769%
EWG 33.5187560615258% 6.39482677504834% -4.69225540346122% -7.26049873666811% -8.88251655128571% -5.67161088947614%
EWI 34.3150173379643% 13.5226229238955% 2.33249650601812% -4.92633453283925% -9.52871896990817% -9.16182637528253%
EWK 18.0171224406076% -2.9253443233964% -5.1720816006184% -7.10568991149815% -6.22520680030701% -7.18830116708038%
EWL 9.20501104542697% -4.05060000024667% -4.73788345826022% -2.98527298822467% -2.71640349148258% -0.834125735901869%
EWN 1.09327993522226% -3.3852844370967% -5.42988059280061% -4.15633138055226% -6.33995313597925% 0%
EWO 37.4926447223004% 9.13446527642747% 4.52379679598563% -3.76261784877532% -8.9473575734538% -9.21727118093907%
EWP 42.6406935622336% 12.5352884583086% 3.67872774937265% -5.93767513507058% -8.8824872507516% -6.14632661927941%
EWQ 10.6230901851487% -1.96929702466105% -3.36280352936519% -4.93536616844388% -7.54179134487727% -6.01266083562793%
EWU 10.8246019272604% -0.438503759632772% 0.650824337655816% -6.35017942620491% -6.60361507247331% -5.65445676494952%
EZU 18.6385929365274% 2.63542096077812% -3.1468691463597% -5.96403678052284% -8.31567942532637% -6.63156766013556%
GREK 50.2034920151036% 25.6554955784399% 13.2292507472251% -4.08390981175006% 0% 0%
NORW 12.5342999254441% -7.75929781865552% -3.96203996359253% -8.44216894361666% 0% 0%
EIS 41.845386086813% -2.8119946189406% -2.60504537814411% -6.37284926534351% -8.51935943371912% 0%
EZA 27.4530259352231% -3.40665394099188% 0.270230582951111% -10.4863615174477% -10.663786038113% -5.80967873460992%
TUR -35.6832783833491% 13.8979865766607% 1.15651124978799% -10.1071911012618% -12.3051386716924% 0%
EWC 14.6631096486772% -4.74966226708597% -1.09609781076546% -5.20279093021432% -8.1414694078403% -4.4907291450216%
EWW 7.42052245144883% -3.17218985140328% 2.43205644709625% -9.33765015591721% -10.7248609682712% -5.39049060141401%
SPTM -0.819040882181874% -0.679573308501475% -0.204425446270788% -0.588889022637844% -0.416488866472909% -0.209381336047072%
ARGT 39.984272230173% 34.0141411185241% 12.4640301050835% 0.778043311505582% 0% 0%
ECH 20.5392867122837% -2.17842284749583% -4.01668912758291% -10.5413587794708% -15.0674639820495% 0%
EPU 22.1470935068948% 14.8430727617% 2.59155129614867% -3.69743057475426% -7.55369826534367% 0%
EWZ 6.8274485934724% -4.90353728935805% -6.87824499476725% -9.54187022673805% -16.8888536692518% -7.71290343324421%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
EWS 2.95 0.81 0.53 0.21 0.28 0.34
Peer Group* average
60% Equity / 40% Bonds 0.80 0.55 0.48 0.60 0.83 0.62
Global Equities (ACWI) 1.09 0.74 0.66 0.56 0.66  
U.S. Equities (SPY) 0.83 0.83 0.79 0.74 0.91 0.62
U.S. Bonds (BND) 0.33 -0.34 -0.62 -0.09 0.15 0.28
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 -0.27449198093702 -0.45794218395864 0.0436196501013651 -0.0133515603987084 0.0442986602121227 0
ENZL -0.0601683066847681 -0.0322090769273323 -0.196503186582487 0.26441731874999 0 0
EPHE 0.58434330804508 0.0418288796038905 0.0164992265803561 -0.137044884301469 0 0
EWA 0.467125146214312 0.351275789700885 0.416520036820816 0.309776329162698 0.350840212959097 0.324862482905891
EWH 1.38705813544309 -0.081256099682581 0.0266661503604984 0.0807305372360405 0.276422441113396 0.280655048133181
EWJ 0.847533756451153 0.598007547969365 0.368392266292564 0.296622175564882 0.409842249431934 0.258474368769597
EWM 0.408537499009546 0.113498182798536 0.0140362476505582 -0.0782903720660566 0.0618179212352527 0.236927631597092
EWS 2.95239624511577 0.808573434078814 0.529756774676728 0.213007162090799 0.281597608449442 0.340123957219743
EWT 0.355869275958236 0.457911485501346 0.567386028702178 0.517481502681012 0.545820035974891 0.391087838596409
EWY 0.35985538379461 0.257708877642511 0.230688482004456 0.207859754131117 0.249843071715037 0.270700863493264
INDY -0.169827560224164 0.47429397908261 0.760648955282128 0.367045822691657 0.317960726787457 0
MCHI 1.10935507770338 0.0570356817719152 -0.0384365234591753 0.0936071718897761 0 0
THD -0.277086373590601 -0.563827517150519 -0.258377816824819 -0.0781505584221531 0.184737363507803 0
VNM 0.543579908066098 -0.0552524834737834 0.0454117239917688 -0.0505702550143447 -0.033889958579516 0
EPOL 1.43944775893496 0.973401080886917 0.550438934060785 0.267296021806775 0.252933250751477 0
EWD 0.719330870884268 0.550726367011279 0.424338646576618 0.322172549699581 0.408774251948655 0.360042977501797
EWG 2.40792968415403 0.904771986531553 0.473356714900453 0.309904363004717 0.400823026963513 0.334272718959224
EWI 2.27727103193341 1.13640117598698 0.711447094507233 0.368556498131314 0.336780810539275 0.179191788283089
EWK 1.29517365811732 0.379319504355779 0.344998712795445 0.224766119579202 0.417679198417005 0.217159095460785
EWL 0.799715612219804 0.414410035300244 0.388763390350943 0.404468198288256 0.565362897024186 0.466550407917558
EWN 0.471814491083044 0.590468495453737 0.481118937479143 0.458420297893469 0.5115135850726 0
EWO 2.11997959159076 0.896601287304567 0.727721789329041 0.435953122241601 0.37255091957416 0.226783119658484
EWP 2.3375682056363 1.0129746461722 0.681693889445679 0.273132843708229 0.305114665002036 0.258534534438478
EWQ 0.936462638855051 0.550744497880886 0.504264370858035 0.378946936355841 0.41834020521985 0.289826501851524
EWU 1.23021413616631 0.563582271910231 0.624547596496255 0.23030646368276 0.380705806271064 0.236653261597569
EZU 1.50559290630351 0.767642625389653 0.532560137041632 0.345366840234889 0.398320963024219 0.277091718785199
GREK 2.12699075790354 1.36763530019202 0.954800471559023 0.388887685555636 0 0
NORW 0.999793518511988 0.253726029101712 0.45765924538902 0.240385816586248 0 0
EIS 2.47631711451019 0.602815927504127 0.558093795066694 0.360785842283419 0.3600354843346 0
EZA 1.57668755260734 0.383282543586074 0.499202545866708 0.140029672435948 0.227593233902958 0.284484521292918
TUR -1.26609438312223 0.60602317402496 0.334164660700125 0.0713768072949522 0.0808786160407983 0
EWC 1.64728859529364 0.498714245987966 0.649249695431586 0.387755454955574 0.36024836132403 0.344008051966695
EWW 0.503794146144875 0.398190177622948 0.642632400183681 0.15820960622225 0.212083188041619 0.30366682852074
SPTM 0.774514320078139 0.796577719425682 0.773991977963809 0.706677170059512 0.88535486306678 0.609194529982741
ARGT 1.72586518965381 1.38999479008197 0.904066839484094 0.572720426265998 0 0
ECH 1.4207406688826 0.45038124580977 0.32323915532064 0.0795742458794675 0.00340180616163116 0
EPU 1.65746360126692 1.1230961449601 0.593214473593932 0.36572658480721 0.282212096213963 0
EWZ 0.418058202250256 0.273990071895091 0.273551974111557 0.207219973579427 0.0886146124840148 0.259665267177139
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
EWS 7.28 1.32 0.91 0.31 0.41 0.50
Peer Group* average
60% Equity / 40% Bonds 1.35 0.81 0.71 0.88 1.28 0.90
Global Equities (ACWI) 2.02 1.16 1.04 0.83 1.01  
U.S. Equities (SPY) 1.49 1.32 1.25 1.13 1.46 0.92
U.S. Bonds (BND) 1.35 0.81 0.71 0.88 1.28 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 -0.364933402220063 -0.566786017605526 0.0637370994548638 -0.0177242625248235 0.0588277248762067 0
ENZL -0.0817197861181464 -0.0452531722053801 -0.262496373667836 0.387435551354345 0 0
EPHE 0.924441845010396 0.0548647074587661 0.0216427586834088 -0.176839432220097 0 0
EWA 0.647516923475723 0.539659964458002 0.643070513705393 0.440338794319376 0.510748556589551 0.46459907874766
EWH 4.43930817620569 -0.124164329873334 0.0409592408640436 0.117496482455754 0.409421243201177 0.415629326801065
EWJ 1.33157238704053 0.916246136272579 0.558714463002649 0.42965471289488 0.603744417139787 0.369118715853354
EWM 0.629590286355611 0.15534991211942 0.0200374809550488 -0.107530033947499 0.0870234760482824 0.349257461055011
EWS 7.28092508334011 1.32118652477604 0.911320509518195 0.30721962234401 0.412412718459552 0.503861548076311
EWT 0.737710043467493 0.808423726478274 0.965514280783813 0.824247485367705 0.875378283732025 0.61002193645027
EWY 0.700495896792263 0.396122767090997 0.35587361750807 0.312746349571272 0.37580926767453 0.407551389093251
INDY -0.236513801453925 0.734175194320602 1.37753767461121 0.525138753612325 0.474721587833845 0
MCHI 3.53365158001396 0.0925388647805217 -0.0590417539324119 0.13953524688321 0 0
THD -0.448572134921999 -0.748879910475729 -0.394987992086408 -0.112717329090521 0.271636215338359 0
VNM 1.04879527930528 -0.0728803608898696 0.0607472200720576 -0.0672437089253789 -0.046760714482528 0
EPOL 3.2448085799315 1.74622547089216 0.891982497075803 0.406844358635895 0.387652094124415 0
EWD 1.17349636967479 0.910231073829407 0.653832505725041 0.476917476812173 0.638513989598401 0.536656805967507
EWG 5.94362283522593 1.64718614350791 0.754118420419419 0.464850143665384 0.605372585307344 0.483517339601247
EWI 5.34999530968854 2.2313465394279 1.30334174895437 0.559874598920678 0.508340456147542 0.256419332545199
EWK 2.26003107482235 0.5555862989791 0.560423836444935 0.328933240876152 0.638654918610546 0.295799590656662
EWL 1.38233071255446 0.646306530684238 0.59527997968753 0.60609192629953 0.864520144650468 0.683621805652927
EWN 0.741068100483556 0.991940481162545 0.763405971803749 0.702472257497037 0.794822621677729 0
EWO 4.80131699466744 1.56620123105154 1.28374353794145 0.653339687901462 0.561139035677615 0.319829420370746
EWP 5.43935512095477 1.94547380554177 1.31332626951496 0.421178715309915 0.48084561507482 0.387330911688881
EWQ 1.47676883748673 0.881012623144051 0.852028983652125 0.576345801242936 0.641654338427201 0.417401911844033
EWU 2.05584669689577 0.85511159598855 1.02232090759522 0.319704514218211 0.56399590557562 0.335684547315795
EZU 2.75608866559216 1.32121875202862 0.888792037139451 0.52060445181767 0.606229769246475 0.395488695679478
GREK 4.48729936026141 2.45653547407328 1.79591710238929 0.575583445602888 0 0
NORW 2.22926558928042 0.358895263703176 0.699796753812747 0.339836830331516 0 0
EIS 6.55124555084833 0.909170725920319 0.851962157879432 0.517361301693197 0.519950278258194 0
EZA 2.85187984149636 0.562509539764172 0.741278007131721 0.194275037852705 0.324812570307364 0.412114101612471
TUR -1.50314382448597 1.24647283773175 0.603481510592107 0.107675614131294 0.12170869691348 0
EWC 3.1083979757291 0.765435831685281 1.04136845089505 0.564453369285349 0.52256087629838 0.498832548340416
EWW 0.926394023678229 0.714467122318676 1.16321799416226 0.219613393868179 0.298700003450747 0.427577485918633
SPTM 1.3658714903614 1.27290821310945 1.23278550767691 1.07619497412634 1.41099606009711 0.886927111239096
ARGT 4.78139208410698 3.32854422170821 1.73405337645096 0.91677817592707 0 0
ECH 2.72289977797319 0.634700850274583 0.483734890905997 0.113899033648125 0.00479107837628063 0
EPU 3.79923840906159 2.25208467897009 0.956078273807738 0.55357858349833 0.425783721260628 0
EWZ 0.695901285178728 0.453494734426265 0.437466548912903 0.309243952955057 0.129493346829114 0.388772744050444
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
EWS 81.5 31.1 17.1 5.3 5.5 6.5
Peer Group* average
60% Equity / 40% Bonds 16.5 16.3 12.5 12.3 14.2 11.5
Global Equities (ACWI) 19.8 18.3 14.5 10.5 10.6  
U.S. Equities (SPY) 14.6 19.2 16.2 13.2 14.4 10.3
U.S. Bonds (BND) 16.5 16.3 12.5 12.3 14.2 11.5
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 -17.4209525834707 -9.96970345747797 4.25148017365262 -1.0773024277866 -0.569037792276791 0
ENZL 3.07893798483542 2.91549376570392 -2.72295305935791 6.15629025435114 0 0
EPHE -37.9995166853241 6.10512227612922 2.62423455572473 -4.11224836279184 0 0
EWA 12.4158899539052 10.5527711355506 10.0705390179232 6.22784930733152 5.93671009519094 5.3856687539774
EWH 61.4643697929985 -0.260101298838628 3.34783058424469 2.67413401822882 6.78090159627146 6.33399485269459
EWJ 34.7008195000304 19.1077626266041 12.1977957887465 7.68600895736393 9.15554458985666 6.00933303890282
EWM 54.0726098485855 12.4420434490363 4.28374510344344 -1.02603040246312 1.67496440998414 6.51222727936898
EWS 81.4933031763658 31.133838666201 17.0782276678507 5.28034865162754 5.51996383083004 6.46555827529603
EWT 10.2502439754611 14.6985733163434 15.9736715788772 12.5921942208407 11.1926270129713 7.73484938294582
EWY 11.0012301110902 6.88788309836359 5.40150425248875 4.00952566988994 4.01344161675436 4.1756562467027
INDY -19.103384781678 25.1354227550732 28.8078286765387 10.9145734275986 7.2876999047299 0
MCHI 311.705468705334 4.47158297895259 -5.67313157907503 2.32968353770491 0 0
THD -49.577829616145 -17.5593385020245 -7.07007714427147 -2.06007908649633 3.73226900937165 0
VNM 27.9765802569845 0.194157190323 1.71127646463927 -1.75864566293764 -2.53424556549249 0
EPOL -418.906964486648 38.6496948567041 14.1911181706009 5.21616586043716 3.56768806875233 0
EWD 35.6789160696168 16.0040344345679 9.80189154605769 6.50914728114965 6.8214553129604 5.96238976920054
EWG 168.214863115418 26.1451287455903 11.5766001723803 6.18302137085786 6.62762825735953 5.39491693816535
EWI -14630.3894348621 36.7093746883759 18.5550103210711 8.22127620053663 5.87464297131752 2.39021300484166
EWK 1169.49052192689 17.6706162035556 10.5875550325484 5.29679324294581 7.88003017684641 3.52165313741037
EWL 74.6595509965464 15.5659212258587 11.1157792970268 9.85305820706979 11.2943592973797 9.57828221433815
EWN 20.6609653522856 15.5969238743879 11.0150157814834 9.13634533057152 8.66687434059878 0
EWO 987.606373803861 33.6423175545292 21.3990409884366 9.50070930065538 6.49121667396098 2.96159936248135
EWP -593.71945139232 39.9976998465131 21.2477188368153 6.66573495985553 5.73785685199068 4.51559359270698
EWQ 103.794929705033 17.7202307340417 12.8561490864612 8.11886894247209 7.328314379203 4.81855126866993
EWU 57.0025601309305 21.348955085283 18.5870083529905 5.71914181025683 7.13969494595915 4.39096247125945
EZU 125.397258688244 22.5896035717962 13.0750428784306 7.17138560532769 6.77014916545532 4.4263291030015
GREK -3829.99315353663 63.7828288578974 32.1061838082783 9.15047283359009 0 0
NORW 85.5508175235379 10.8868662053602 12.250009107119 4.90659931813128 0 0
EIS 50.4535817851904 16.0982287778918 13.6005676326889 7.07963733450437 6.23294001584747 0
EZA 986.205835403317 16.3965431917791 17.7784922589128 2.38048892231972 3.82294777808181 4.95879663342324
TUR -24.4022987449278 101.918737276001 24.0430267028499 -1.60420715696817 -1.5409101985465 0
EWC 35.2077826718813 14.5044125992627 15.2635593690854 7.88275937817254 6.18863261624437 6.02679422626165
EWW 251.550626325674 16.7379116470547 19.6154768280975 3.13716342296988 3.52278055817542 5.30264911422844
SPTM 13.7025565178765 18.4947666297856 16.0153951672475 12.594064177954 13.9682167522308 10.0530430589414
ARGT 81.1553775741558 55.1051801095767 26.9262299557509 13.469482735015 0 0
ECH -648.735736249194 18.0624482188597 11.9378702591829 0.848870431332994 -1.96740397373079 0
EPU 782.390632465049 44.2901254655655 20.6600412656031 9.30819084361747 5.99334964228663 0
EWZ 111.228791405569 14.4911310786382 8.69913206504591 3.44091161478103 -0.935118449042788 3.71966751734391



  Compare: Risk & Volatility

for period ending June 30, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
EWS 3.6% 12.7% 24.4% 32.1% 32.1% 60.0%
Peer Group* average
60% Equity / 40% Bonds 4.5% 10.3% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 4.0% 13.3% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 7.6% 12.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 7.9% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
EIDO 28% 30.2% 30.2% 48.6% 53.8% 0%
ENZL 13.7% 19.3% 37.3% 37.3% 0% 0%
EPHE 19.2% 19.2% 32.2% 41.5% 0% 0%
EWA 12.1% 15% 23.4% 31.4% 31.4% 63.8%
EWH 9.8% 26.5% 40.4% 40.4% 40.4% 57.1%
EWJ 5.4% 13% 28.9% 28.9% 28.9% 48.8%
EWM 13.1% 14.3% 23.8% 33.7% 41.1% 45.2%
EWS 3.6% 12.7% 24.4% 32.1% 32.1% 60%
EWT 9.6% 18.8% 37.5% 37.5% 37.5% 58.1%
EWY 21.7% 22.3% 48.1% 48.1% 48.1% 70.2%
INDY 15.4% 15.4% 15.4% 34% 38.8% 0%
MCHI 7.1% 29.4% 58.7% 58.7% 0% 0%
THD 24.5% 31.1% 31.1% 40% 40% 0%
VNM 10.2% 25.9% 46.5% 46.5% 56.8% 0%
EPOL 11.7% 25.3% 52.8% 60.4% 63.6% 0%
EWD 14% 19.9% 40.3% 40.3% 40.3% 63.1%
EWG 6% 16.3% 41.7% 41.7% 41.7% 60.7%
EWI 6.7% 12.7% 32.9% 33.4% 47.9% 66.1%
EWK 11.3% 16.2% 32.4% 33% 33% 70.4%
EWL 13% 13.9% 27.6% 27.6% 27.6% 47.4%
EWN 11.8% 19.7% 41.3% 41.3% 41.3% 0%
EWO 9.4% 16.5% 37.6% 47.6% 47.6% 73.7%
EWP 9.7% 13.6% 32.5% 38.7% 49.1% 58.6%
EWQ 10.5% 16.2% 29.1% 29.1% 34% 57.8%
EWU 7.8% 15.2% 21.3% 30% 30% 60%
EZU 9% 16.2% 34.7% 34.7% 35.9% 62%
GREK 10% 14.9% 25.3% 47.1% 0% 0%
NORW 7.7% 22.2% 30.6% 43.7% 0% 0%
EIS 7.8% 28.6% 38.6% 38.6% 38.6% 0%
EZA 12.4% 18% 33.7% 54% 54% 57.1%
TUR 27.9% 28.3% 30.8% 58.7% 71% 0%
EWC 5.6% 12.9% 22.9% 26.9% 34.1% 56.7%
EWW 14.5% 29.7% 29.7% 46.6% 56.2% 61.2%
SPTM 8.1% 12.8% 23.6% 23.6% 23.6% 50.1%
ARGT 6.6% 19% 30.8% 55.9% 0% 0%
ECH 7.9% 21.8% 29.2% 59.6% 68.2% 0%
EPU 6.2% 14.8% 31.6% 45% 56.5% 0%
EWZ 21.2% 30.5% 30.5% 50.3% 70.5% 73.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWS 14.0% 18.8% 18.3% 19.2% 19.5% 23.3%
Peer Group* average
60% Equity / 40% Bonds 9.3% 13.1% 12.7% 11.5% 10.5% 10.8%
Global Equities (ACWI) 11.6% 17.5% 17.5% 16.4% 16.2%  
U.S. Equities (SPY) 13.7% 18.7% 18.9% 17.6% 16.5% 16.8%
U.S. Bonds (BND) 5.2% 7.3% 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
EIDO 22.4% 16.9% 20.3% 22.5% 23.7% 0%
ENZL 13.9% 19.9% 19.1% 20.1% 0% 0%
EPHE 20.8% 21.9% 21% 19.6% 0% 0%
EWA 17.3% 22.9% 23% 21% 22.2% 24.6%
EWH 26.2% 26.5% 22.8% 20.9% 20.9% 22.6%
EWJ 9.9% 16.4% 15.5% 14.6% 15.1% 16.2%
EWM 18% 16.8% 16.4% 16.1% 16.1% 17.9%
EWS 14% 18.8% 18.3% 19.2% 19.5% 23.3%
EWT 17.3% 26% 24.4% 21.8% 21.1% 24.3%
EWY 27.9% 31.6% 28.5% 25.3% 24.9% 29.2%
INDY 12.4% 13.6% 16% 19.8% 22.8% 0%
MCHI 33.3% 35.8% 29.3% 26.2% 0% 0%
THD 20.6% 18% 20.2% 20.1% 22.3% 0%
VNM 18.3% 27.4% 24.7% 23.1% 24.7% 0%
EPOL 28.7% 41% 39.3% 31.2% 31.2% 0%
EWD 18.7% 27.4% 26.5% 22.3% 23.1% 25.4%
EWG 16.9% 26% 24.6% 22% 23.1% 24.6%
EWI 16.9% 26% 27.3% 24.7% 26.6% 26.2%
EWK 15.4% 19.4% 20.8% 18.8% 19.5% 22%
EWL 15.7% 18.9% 18.4% 15.7% 16.2% 17.4%
EWN 15.9% 26.9% 25% 21.6% 21.8% 0%
EWO 20.6% 25.5% 28.9% 25.8% 26% 28.6%
EWP 20.8% 25.7% 27.1% 23.3% 26.3% 26.7%
EWQ 14.2% 22.7% 23.4% 20.6% 21.8% 22.7%
EWU 12.3% 17.4% 17.9% 16.8% 17.6% 18.5%
EZU 15% 23.7% 23.5% 20.6% 21.8% 23.1%
GREK 28.6% 30.4% 32.7% 31% 0% 0%
NORW 16.3% 23.9% 26.2% 23.6% 0% 0%
EIS 26.3% 27.8% 24.3% 21.6% 20.9% 0%
EZA 20% 27.6% 26.6% 27.2% 26.5% 29.2%
TUR 16.5% 41.4% 39% 35.2% 33.6% 0%
EWC 15.1% 19.2% 20.3% 19.2% 18.3% 21.8%
EWW 18.6% 26% 27.3% 25.7% 24.1% 26.8%
SPTM 13.9% 18.8% 18.9% 17.8% 16.8% 17.2%
ARGT 33.4% 45.7% 41.5% 40% 0% 0%
ECH 15.5% 23.7% 29.3% 27.5% 25.7% 0%
EPU 14.8% 25.5% 28.1% 27.8% 26.5% 0%
EWZ 26.4% 26% 32.7% 36.7% 33.6% 37.4%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EWS 5.3% 10.4% 9.8% 12.9% 13.0% 15.4%
Peer Group* average
60% Equity / 40% Bonds 5.1% 7.6% 7.9% 7.3% 6.4% 7.1%
Global Equities (ACWI) 5.8% 9.8% 10.3% 10.6% 10.2%  
U.S. Equities (SPY) 7.2% 10.4% 11.1% 11.0% 9.9% 11.1%
U.S. Bonds (BND) 3.2% 4.7% 4.5% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
EIDO 16.8% 13% 13.4% 16.7% 17.6% 0%
ENZL 9.9% 13.1% 13.6% 13.2% 0% 0%
EPHE 12.9% 15.7% 15.3% 14.8% 0% 0%
EWA 12.3% 13.7% 14.1% 14.3% 14.9% 16.9%
EWH 7.5% 16.3% 14% 13.8% 13.7% 14.8%
EWJ 6% 9.4% 9.4% 9.6% 9.9% 11.1%
EWM 11.5% 11.3% 10.8% 11.3% 11.1% 11.8%
EWS 5.3% 10.4% 9.8% 12.9% 13% 15.4%
EWT 8% 13.1% 13.3% 13.1% 12.7% 15.1%
EWY 14% 19.1% 17.5% 16.2% 16.1% 18.9%
INDY 8.6% 7.7% 8.1% 13.6% 15.1% 0%
MCHI 9.9% 20.8% 18.2% 17% 0% 0%
THD 12.3% 12.6% 12.5% 13.5% 14.9% 0%
VNM 9.1% 19.9% 17.8% 16.9% 17.5% 0%
EPOL 12.3% 21.2% 23.3% 19.9% 19.8% 0%
EWD 11.2% 15.4% 16.5% 14.6% 14.4% 16.7%
EWG 6.5% 12.7% 14.7% 14.2% 14.9% 16.7%
EWI 6.8% 11.7% 14% 15.8% 17.3% 18%
EWK 8.4% 12.1% 12% 12.4% 12.4% 15.9%
EWL 8.7% 10.9% 11.2% 10% 10.2% 11.6%
EWN 9.9% 14.7% 14.9% 13.5% 13.7% 0%
EWO 8.7% 13.1% 15.5% 16.7% 16.9% 19.9%
EWP 8.4% 11.7% 13.1% 14.6% 16.3% 17.5%
EWQ 8.8% 12.9% 13% 13% 13.9% 15.5%
EWU 7% 10.2% 10.1% 11.7% 11.6% 12.8%
EZU 7.9% 12.3% 13.2% 13.2% 14% 15.8%
GREK 13.2% 15.5% 16.5% 20.5% 0% 0%
NORW 6.9% 15.7% 16.2% 16.2% 0% 0%
EIS 9.7% 17.2% 15% 14.5% 14.1% 0%
EZA 10.8% 17.8% 17.2% 19.1% 18.2% 19.7%
TUR 13.8% 18.9% 20.8% 22.7% 21.8% 0%
EWC 7.6% 11.3% 11.8% 12.7% 12.3% 14.7%
EWW 9.7% 13.6% 14.4% 18.1% 16.8% 18.7%
SPTM 7.5% 10.4% 11.1% 11.2% 10.1% 11.5%
ARGT 11.6% 17.7% 20.8% 24.3% 0% 0%
ECH 7.8% 15.8% 18.8% 18.7% 17.8% 0%
EPU 6% 11.4% 16.8% 18% 17.2% 0%
EWZ 15.6% 14.7% 19.8% 24.1% 22.5% 24.4%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
EWS 0.50 0.60 0.67 0.82 0.88 1.03
Peer Group* average
60% Equity / 40% Bonds 0.68 0.74 0.71 0.67 0.66 0.65
Global Equities (ACWI) 0.81 0.93 0.92 0.93 0.98  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.68 0.74 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
EIDO 0.283371937183353 0.438643661270653 0.533362634673056 0.763039007603686 0.863392106847304 0
ENZL 0.751629496785082 0.939289556309808 0.883899068144188 0.880126397169227 0 0
EPHE -0.374545943908552 0.650491087255639 0.581840439475939 0.645297645261126 0 0
EWA 0.876061623386427 1.04849877461041 1.03088653844305 1.01966371031392 1.10188443180115 1.18732893778179
EWH 0.569441300625244 0.439999975361009 0.465107789502227 0.626386157604933 0.722764367678732 0.83708555584844
EWJ 0.349921266796775 0.736685857472687 0.653481216973802 0.694675821518101 0.684654299892173 0.725479923878251
EWM 0.186010945334314 0.477664505924038 0.523818275473065 0.514984700596506 0.593362551914852 0.634993557584913
EWS 0.503258884459404 0.601610822960763 0.665083510957777 0.819451188674806 0.876569755082743 1.02548961465478
EWT 0.881872065918091 0.971047519810529 0.892218946482589 0.86218544177166 0.923944644871099 1.03327190938435
EWY 0.990366931361402 1.32606598122135 1.15595415176985 1.07439244299028 1.1236801719929 1.26650373843636
INDY -0.0601967774986868 0.439791558058877 0.49131785461679 0.665842828063292 0.807988339883901 0
MCHI 0.109388044429623 0.445360300358811 0.296291343519964 0.581262586692032 0 0
THD 0.0804326346464276 0.421066005292484 0.579476493983787 0.727985604986191 0.80109470813123 0
VNM 0.45168658593234 0.962843547193952 0.90774671578274 0.998276948734236 0.994846658669655 0
EPOL -0.0922995186126149 0.909506826323777 1.21730579245554 1.11353340545748 1.27462482546062 0
EWD 0.444913209358652 1.05169690884694 1.13832351064906 1.04054659584559 1.16856696312967 1.23289781155904
EWG 0.238565894361664 0.95556426771394 1.03432822629277 1.04806179723504 1.17073816181947 1.22827212930242
EWI -0.00262452117310976 0.825129796212948 0.99987655143745 0.98133223141789 1.1384023753543 1.19711423479723
EWK 0.0190916992422982 0.625984374685368 0.804090398098679 0.864111611141329 0.944848113266254 1.08030191179326
EWL 0.207484557171745 0.745859786395508 0.798924727604545 0.726773263522349 0.792691009614877 0.830879414622956
EWN 0.511344543251623 1.13869655474735 1.11548033248319 1.04372251671749 1.13615469587462 0
EWO 0.0425770048765992 0.730748527317386 0.922693019565609 1.03576825251291 1.15649820339906 1.32330867561728
EWP -0.0773760917853017 0.682992133864678 0.837709761675228 0.867407458148881 1.03024980645308 1.08768312777389
EWQ 0.157896585785233 0.872119050724845 0.96832782836838 0.951527935517396 1.08139091678066 1.1366137490301
EWU 0.321057078524981 0.650928631868092 0.696050062366466 0.792693290519749 0.891449080467785 0.946061553340054
EZU 0.197966802908879 0.913619818269738 0.999294354983339 0.983177404316176 1.10807140635068 1.17600021528887
GREK -0.0141424479488057 0.62027018500729 0.861420295236456 1.01541109613654 0 0
NORW 0.221732265223 0.817000378154566 0.98597369025902 1.02320956835608 0 0
EIS 1.14978754388695 1.13984617207294 1.02478971267582 1.0607343533524 1.05148299469701 0
EZA 0.0323486841898766 0.755890509851854 0.733753467127451 0.961833877666203 1.00972052997298 1.12533156372765
TUR 0.905006390661081 0.217661527682897 0.399376783476295 0.632579535646007 0.752832730475021 0
EWC 0.759347961588273 0.91676873185617 0.940506777965128 0.964466173150767 0.990531540543382 1.08342830987851
EWW 0.0478325265311466 0.747397977696054 0.855805177235245 0.909549540738682 0.984589833527945 1.11616889411045
SPTM 1.02281993432685 1.00763431534647 1.00065203160493 1.01424492931585 1.01390362931277 1.01782772208642
ARGT 0.62394444710174 0.954254788186743 1.12587156331527 1.22418621108196 0 0
ECH -0.0373919710032818 0.748327438419711 0.735084741661853 0.824664838123766 0.914288260606572 0
EPU 0.0340162724944411 0.662420071106648 0.760586834395313 0.894990079626449 0.88141690206864 0
EWZ 0.108569365901945 0.64888778442881 0.848280234836046 0.971574601184987 1.11056910853859 1.22506341467199



  Compare: Correlation

for period ending June 30, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.70 0.72 0.76 0.79 0.79
to S&P500 (SPY) 0.59 0.60 0.66 0.70 0.69 0.73
to U.S. Bonds (BND) 0.66 0.71 0.59 0.35 0.28 0.26
to Commodities (DBC) -0.14 0.34 0.33 0.47 0.52 0.55
to Gold (GLD) -0.12 0.42 0.24 0.24 0.26 0.28