iShares Global Industrials ETF

for period ending February 28, 2025


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  Overview

EXI 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 Global Industrials ETF gives investors access to equities in a particular global sector. 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 Sectors, Industrials

Peer Group   Global Sectors. 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 an index composed of global equities in the industrials sector. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the S&P Global 1200 Industrials Sector IndexTM (the "underlying index"), which measures the performance of companies that S&P Dow Jones Indices LLC ("S&P"), a subsidiary of McGraw Hill Financial, Inc., deems to be part of the industrials sector of the economy and that S&P believes are important to global markets. 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 "EXI" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.



  How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.



  Compare: Total Return

for period ending February 28, 2025

5-year graph

● EXI ● 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
EXI 4.7% 0.0% 11.7% 11.1% 13.1% 9.1% 10.2%  
Peer Group* average
60% Equity / 40% Bonds 1.8% -0.3% 12.8% 6.8% 9.4% 8.1% 9.3% 7.7%
Global Equities (ACWI) 2.8% -0.3% 15.3% 9.2% 12.8% 9.3% 9.6%  
U.S. Equities (SPY) 1.4% -1.3% 18.4% 12.4% 16.7% 12.9% 13.9% 10.4%
U.S. Bonds (BND) 2.8% 2.2% 5.8% -0.5% -0.6% 1.5% 2.4% 3.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -2.37258347978911% -2.28671943711521% -18.8290041931788% -17.6655328989016% -1.30510321510736% 2.00935897522918% -0.980641131251869% 0%
RXI 2.60374288039058% -1.63295023142128% 15.3395173750827% 7.72696681857379% 11.8116871276672% 8.87745691362911% 11.7520037815699% 0%
KXI 6.51849394592801% 4.90035935968638% 10.19533676183% 3.61543354501694% 7.56688153538647% 5.64587689045004% 8.17067038912649% 0%
IXC 5.13357778941854% 2.68610897927859% 6.28913505694393% 10.6563472770961% 15.4192966781% 4.9819353142136% 4.79231079424509% 4.92951575133689%
IXG 9.01917100872922% 2.54180693704331% 30.4755147193069% 13.3868271150282% 14.7265193941029% 9.11655442466586% 8.78104096203136% 4.99386571718876%
IXJ 8.36338257531697% 1.903303434697% 3.88461007670624% 5.14686319443187% 9.55768571778197% 7.45690674916231% 10.8640230243792% 8.75831552023461%
EXI 4.66373999858389% 0.0247665448639856% 11.6799291500235% 11.0924166506416% 13.0945744092386% 9.08578762243504% 10.2352421297963% 0%
IGF 2.29577195331929% 0.526414739612702% 21.1088103765597% 6.76801038885815% 6.88031168458714% 5.21899009511928% 6.52046201665255% 0%
MXI 5.81724581724581% 0.914638636731846% 0.484495259967965% 0.888908169560443% 10.7804755315128% 6.120552258011% 5.00931450498148% 0%
IXN -2.77286135693215% -1.48254423720707% 12.6980199838753% 14.0695438923214% 20.4768673904117% 18.4498019750545% 16.9704126606255% 13.1186022363082%
IXP 6.1653046446674% -1.1937999422355% 27.5846442267539% 12.8951062762113% 13.5175438888322% 7.42203065222247% 8.61979474745982% 7.1810364140324%
WOOD 1.45402148283993% -3.5491905354919% -0.296446013435181% -2.36820502494645% 7.94344836642862% 5.19017710982919% 6.81603995260531% 0%
JXI 4.69098544520949% 2.31160862001201% 24.0092360556455% 5.92410721678913% 6.31823732114789% 6.9876528596807% 6.58503401646511% 0%
Historical Return
 
EXI 11.3% 17.4% -12.4% 22.0% 12.5%
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
* Peer Group is Global Sectors
ICLN 141.796574727138% -24.1822573368325% -5.42687963748008% -20.3845859561091% -25.7207355531079%
RXI 24.4612007570898% 16.3294838742781% -29.0815003336622% 27.5770459498653% 17.2607552539878%
KXI 7.68721850836935% 13.6861866594652% -6.02371148035987% 2.44605593129426% 4.20211832000483%
IXC -30.938984976883% 40.9677286355949% 48.5074525972638% 3.93967415143586% 1.97803055701364%
IXG -2.99256668981839% 25.0995686817113% -8.96576392729397% 14.9939721679583% 25.7232884798356%
IXJ 12.7458342849344% 19.5854148462114% -4.93781455398783% 3.63079859525788% 0.554113924450639%
EXI 11.3272860090559% 17.3786418149251% -12.3586611327191% 22.0465791745248% 12.4812701691747%
IGF -6.50028441695069% 11.5809977561002% -1.25588804372817% 6.17475148807207% 14.8428765815984%
MXI 22.3054967928019% 15.0758257733935% -9.09192789105235% 14.3844877135156% -8.2315120686694%
IXN 43.6173755666857% 29.5860936543704% -29.8639177530712% 52.9906191433397% 24.8375717205781%
IXP 22.155206165431% 12.7718148187692% -32.9555148594912% 38.8058381951969% 31.3266281756651%
WOOD 20.3452075497758% 17.0339546292697% -19.3922308010803% 13.8435644476862% -4.20339941997292%
JXI 5.18438921706683% 10.8665857750977% -4.16667903018714% 0.662387867172032% 13.1633090698832%


  Compare: Risk vs. Return

for period ending February 28, 2025

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

Maximum Drawdown vs. Annual Return
● EXI ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● EXI ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● EXI ● 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
EXI risk vs. 60/40 Worse Worse Worse Worse Worse
EXI return vs. 60/40 Worse Better Better Better Better
Risk-Return Quadrant
SE NE NE NE NE
Risk-Return Direction 107° 44° 58° 80° 81°
Risk-Return Magnitude 3.8 6.0 6.9 5.5 5.9
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares EXI to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
EXI -8.0% -2.1% -5.0% -4.7% -5.1%  
Peer Group* average
60% Equity / 40% Bonds -3.7% -5.3% -5.0% -2.1% -0.7% 0.4%
Global Equities (ACWI) -2.0% -3.1% -3.5% -3.4% -4.5%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -11.9% -20.1% -24.0% -12.8% -9.6% -4.2%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -23.9357007790959% -21.3224421710762% -15.7923038507486% -10.7805541424015% -13.7381779534826% 0%
RXI -4.60919970885645% -5.1546210810011% -6.41611858734781% -5.03825600304595% -3.85413319327096% 0%
KXI -8.71308829522964% -9.36049280222764% -7.8132776068827% -6.41470415653318% -4.3855382015453% 0%
IXC -12.5455749604491% -3.02294710799525% -6.2418525485692% -9.012121687122% -10.414777513752% -6.56671569693741%
IXG 6.18941546092435% 0.06189334104333% -4.00061111884751% -5.05822364142967% -6.82227827765287% -6.35536338323803%
IXJ -14.309328871586% -7.38775240889072% -5.87001193105131% -4.85384398330892% -2.04512723176855% -0.766614467503565%
EXI -8.02633249465378% -2.09113916690723% -4.95113372590062% -4.72618812544925% -5.1372965697995% 0%
IGF 0.415522187342317% -5.66000305102875% -10.0115483298672% -7.68305539916156% -7.5173397583428% 0%
MXI -16.4424035303546% -10.4400915653006% -7.33250433039268% -7.63934772893685% -9.88834077196956% 0%
IXN -8.05688199275709% -0.668290566857428% 0.254023909464948% 2.21086664320459% 0.000790223362290732% 0.443010560886085%
IXP 7.87914707221856% -0.308078989166709% -3.52596229543951% -5.60519333329025% -5.41876130771853% -3.25655098584083%
WOOD -16.6927620104591% -13.2923726116489% -9.6072532786189% -8.48476150449125% -8.50845918736944% 0%
JXI -1.54552302114638% -6.53020436939555% -10.2609133558979% -5.66571458839248% -7.07328147123891% 0%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
EXI -5.5% -1.9% -4.5% -4.6% -5.1%  
Peer Group* average
60% Equity / 40% Bonds -2.7% -3.9% -3.5% -1.3% -0.3% 0.4%
Global Equities (ACWI) -1.3% -2.8% -3.1% -3.0% -4.1%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -3.8% -8.3% -7.1% -2.3% -0.2% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -36.0498148501314% -30.6940451448175% -20.8611649155933% -11.5796109795189% -17.3155971269133% 0%
RXI -0.72062586210648% -5.49788174781599% -6.44120349869159% -4.93440483008689% -3.4570360138932% 0%
KXI -1.61378261756422% -5.69365777664011% -3.36042903676129% -2.87934788713369% -1.02229927661329% 0%
IXC -5.7067202182058% -0.158506644083305% -0.882031785805884% -8.16157460353795% -10.3776399742319% -5.85109709934011%
IXG 12.7937394281658% 1.38932073089262% -1.82876330205898% -3.94648121967236% -6.43944650687293% -7.49089970806466%
IXJ -11.3711712587829% -4.66109974873752% -2.49865431044854% -2.37124170845009% 0.578164395893296% 0.993376923374692%
EXI -5.53428688240268% -1.8581621460366% -4.50401096151729% -4.57277808652252% -5.13773252293456% 0%
IGF 6.67859057160367% -4.27092358751475% -8.05829459711306% -5.35090120426419% -4.96783388960468% 0%
MXI -14.7508117808349% -11.6979716745216% -6.17671492232093% -7.18229487507443% -10.3888796427648% 0%
IXN -6.22598665928972% -0.0449867733028029% 1.82175918703932% 4.12551874898744% 1.4359026574651% 1.53306809139261%
IXP 12.0365690136565% 1.12718555658222% -1.46659796784823% -3.68890039927971% -2.7745595752547% -1.40572024583279%
WOOD -20.7376897365946% -14.6296149230861% -8.77452446985692% -8.66935670596819% -8.31031563376376% 0%
JXI 9.37730291913611% -4.46090019237638% -5.9080385603706% -1.32302825035831% -2.07922445471451% 0%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
EXI 0.56 0.35 0.53 0.45 0.56  
Peer Group* average
60% Equity / 40% Bonds 0.92 0.14 0.49 0.58 0.80 0.61
Global Equities (ACWI) 1.06 0.28 0.59 0.52 0.59  
U.S. Equities (SPY) 1.22 0.44 0.76 0.72 0.86 0.61
U.S. Bonds (BND) 0.19 -0.67 -0.52 -0.11 0.20 0.30
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -0.940526091305577 -0.759351676590065 0.0280896314554741 0.125131977365441 0.0493950682698 0
RXI 0.840197445899636 0.191962449557765 0.463493643864098 0.435405409000262 0.637473154402036 0
KXI 0.492394250484428 -0.072820207580926 0.350110160845684 0.322940888075835 0.58085966972374 0
IXC 0.164991553212734 0.311370687676779 0.514920184463555 0.231070698377654 0.252666988225459 0.247291924555595
IXG 1.69060609456385 0.457366229995339 0.587302832514998 0.440488207093701 0.461486732430923 0.253819095858752
IXJ 0.00645112567253212 0.0378644155792662 0.460073304259434 0.428388528222927 0.735014355951756 0.559466183193358
EXI 0.556778809564332 0.345798150639189 0.53253880013354 0.453126953758289 0.559132307391321 0
IGF 1.25612987535136 0.142549108101999 0.270224658209021 0.263603616922246 0.397504883202574 0
MXI -0.183944692099841 -0.0949981877848107 0.419637610872606 0.285820693774911 0.268371871040559 0
IXN 0.559658521507593 0.437347801805458 0.786516666565859 0.857046656127084 0.872273407272198 0.65345368676172
IXP 1.83473620199499 0.433749272224475 0.590968495701127 0.390105891514212 0.529056201654681 0.414413171343903
WOOD -0.202575525550708 -0.260684773301122 0.301880563053286 0.23901661034691 0.355445730635847 0
JXI 1.0978807308817 0.0992141521652548 0.244593551479031 0.380290940766834 0.4191409391843 0
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
EXI 0.84 0.53 0.81 0.67 0.85  
Peer Group* average
60% Equity / 40% Bonds 1.47 0.19 0.72 0.85 1.23 0.89
Global Equities (ACWI) 1.79 0.39 0.88 0.77 0.89  
U.S. Equities (SPY) 2.28 0.64 1.18 1.10 1.36 0.90
U.S. Bonds (BND) 1.47 0.19 0.72 0.85 1.23 0.89
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -1.17190691943778 -0.942975362591208 0.0417772129636969 0.186789812730316 0.0696366256943533 0
RXI 1.5400297961525 0.298906938582969 0.73401587336169 0.672872726464686 1.02121010311774 0
KXI 0.73333744420942 -0.0968961585489504 0.528189244038182 0.468817805365934 0.890139545081424 0
IXC 0.251095342060719 0.485797661230324 0.807109451781617 0.347225878654759 0.37789133630275 0.363317022981672
IXG 3.52033910987516 0.687729839779907 0.87309041059296 0.641768988372006 0.680509573011135 0.353526026530195
IXJ 0.00904023379005469 0.0533380124273758 0.725472587971299 0.637428271988213 1.16001918473339 0.845828606478176
EXI 0.837292798983421 0.527966032031883 0.81259680844561 0.673476610935191 0.852637452009367 0
IGF 2.33796250445096 0.195101206082743 0.358222307033873 0.353741064143931 0.556168672979056 0
MXI -0.241471347748672 -0.133296891737897 0.638372628274192 0.424338610921537 0.400300353795566 0
IXN 1.06952850281285 0.665300787991199 1.27943119412393 1.41291099699234 1.447182611412 1.00992706158514
IXP 4.83013756751597 0.637757577052365 0.882990652852348 0.574899360391027 0.809593709001413 0.600703480276491
WOOD -0.276590206799394 -0.329246686427739 0.433145010170936 0.341410560198357 0.516009374338297 0
JXI 1.82261886216615 0.132703226219454 0.33722148071434 0.539828034337933 0.609742913040635 0
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
EXI 12.5 10.0 11.9 8.1 8.9  
Peer Group* average
60% Equity / 40% Bonds 15.9 8.7 12.7 11.6 13.7 11.3
Global Equities (ACWI) 17.4 9.4 13.3 9.5 9.4  
U.S. Equities (SPY) 18.1 12.1 16.4 12.5 13.6 10.0
U.S. Bonds (BND) 15.9 8.7 12.7 11.6 13.7 11.3
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -21.0630706946731 -16.6100192391061 -1.3588496242591 1.56119168925423 -1.11060333175975 0
RXI 18.1696868252415 6.63353132855838 10.2699553156621 7.84879996936426 10.3434240525229 0
KXI 19.172334165605 6.01961579034351 12.7200683888629 8.96542852731084 12.6448653413231 0
IXC 11.2695162548241 13.5262335523288 15.5350878879845 4.52650819573613 4.04430253664639 4.36969653684927
IXG 31.9155236671184 13.9584309203535 14.5361549231108 8.62602204424968 7.64314239245367 3.7252038595534
IXJ 4.61922752583629 7.79696829939396 14.1226301499058 9.96812116079797 14.8826237827033 12.0637983412684
EXI 12.4586779102737 10.0167318486468 11.943227947509 8.14819899637157 8.862141535993 0
IGF 29.4175844988482 8.08025212711771 7.5270926145696 6.22459027564858 7.68558581113697 0
MXI 0.18268200456581 0.533426592247604 10.2362435754619 5.55689099699767 4.17197690426161 0
IXN 11.9343983398233 11.0482288303754 17.556846458771 15.9488457948152 14.7255925855141 11.174623624539
IXP 34.5796656782275 13.9299941785294 15.1119396133877 8.48791588173923 10.3959552224759 8.61761424159831
WOOD -0.559401500764014 -2.78902931803039 7.58679992961209 4.43879363027786 5.90337725516132 0
JXI 32.839165632812 7.9725264744803 8.98155299702566 11.6305045830917 10.826864326427 0


  Compare: Risk & Volatility

for period ending February 28, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
EXI 6.1% 21.7% 26.4% 27.0% 27.0%  
Peer Group* average
60% Equity / 40% Bonds 3.6% 16.0% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 21.3% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 20.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 10.3% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 24.6% 48.5% 60.8% 60.8% 64.5% 0%
RXI 4.8% 21.5% 31.6% 31.6% 31.6% 0%
KXI 7% 13.4% 16.4% 16.4% 16.4% 0%
IXC 8.3% 16.1% 21.1% 54.4% 59.7% 59.7%
IXG 4.5% 21.2% 23.6% 33.2% 33.2% 74%
IXJ 14.5% 14.5% 16% 16% 16% 36.9%
EXI 6.1% 21.7% 26.4% 27% 27% 0%
IGF 4.6% 17% 17% 29.6% 29.6% 0%
MXI 15.3% 25.9% 25.9% 29% 41.2% 0%
IXN 5.8% 27% 34.3% 34.3% 34.3% 52.3%
IXP 2.8% 29.1% 41% 41% 41% 45%
WOOD 11% 26.1% 27.6% 37.8% 37.8% 0%
JXI 8% 15.7% 15.7% 18.6% 18.6% 0%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EXI 13.8% 21.8% 23.5% 19.4% 19.3%  
Peer Group* average
60% Equity / 40% Bonds 9.1% 13.5% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 10.3% 17.8% 19.2% 16.1% 16.3%  
U.S. Equities (SPY) 11.9% 19.0% 20.7% 17.2% 16.5% 16.6%
U.S. Bonds (BND) 5.9% 7.7% 6.4% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 19.9% 23.7% 35.7% 28.9% 28.7% 0%
RXI 13.5% 23.1% 24.5% 19.8% 19.5% 0%
KXI 12.2% 13.8% 14.5% 13% 13% 0%
IXC 14.6% 25% 36.2% 27.7% 25.6% 25.4%
IXG 16.8% 21.6% 25.1% 20.7% 20.8% 23.4%
IXJ 14.6% 14.8% 16.1% 14.8% 14.5% 14.6%
EXI 13.8% 21.8% 23.5% 19.4% 19.3% 0%
IGF 14.1% 17.8% 20.3% 16.3% 15.9% 0%
MXI 15.9% 22.9% 24.6% 21.2% 21.5% 0%
IXN 16.1% 26.8% 27.1% 22.9% 21.3% 21.5%
IXP 13.4% 21.3% 20.9% 16.9% 16.1% 16.4%
WOOD 17.2% 20.9% 23.9% 22.3% 21.4% 0%
JXI 19.8% 18.3% 18.2% 15.6% 14.8% 0%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EXI 8.7% 13.1% 14.7% 12.6% 12.3%  
Peer Group* average
60% Equity / 40% Bonds 5.1% 8.9% 8.9% 7.2% 6.5% 7.0%
Global Equities (ACWI) 5.6% 11.5% 12.2% 10.5% 10.5%  
U.S. Equities (SPY) 5.8% 12.1% 12.6% 10.8% 10.1% 11.0%
U.S. Bonds (BND) 4.0% 5.4% 4.5% 3.5% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 15.8% 18.2% 23.2% 18.8% 20% 0%
RXI 7% 13.7% 14.8% 12.3% 11.8% 0%
KXI 7.7% 9.3% 8.9% 8.5% 8.2% 0%
IXC 9.3% 15.1% 22.5% 18% 16.8% 16.9%
IXG 7.6% 13.3% 16.3% 13.8% 13.8% 16.5%
IXJ 10% 9.5% 9.6% 9.5% 8.9% 9.4%
EXI 8.7% 13.1% 14.7% 12.6% 12.3% 0%
IGF 7.1% 11.9% 14.8% 11.7% 11% 0%
MXI 11.8% 15.4% 15.5% 13.8% 14.1% 0%
IXN 7.9% 16.5% 15.8% 13.3% 12.4% 13.6%
IXP 4.5% 13.4% 13.3% 11% 10.1% 11%
WOOD 12.2% 15.6% 16% 15.1% 14.4% 0%
JXI 11.6% 12.6% 12.6% 10.5% 9.8% 0%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
EXI 0.91 1.07 1.07 1.07 1.12  
Peer Group* average
60% Equity / 40% Bonds 0.78 0.74 0.71 0.67 0.65 0.65
Global Equities (ACWI) 0.86 0.94 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.78 0.74 0.71 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 0.910303145566638 1.0843038743732 1.21417300422885 1.06622631366285 1.19342019677387 0
RXI 0.825261448027673 1.11285997419169 1.11654933831165 1.08713199870804 1.10284838059142 0
KXI 0.513790410769453 0.543333385959462 0.567772593599829 0.59128256489102 0.618899044189667 0
IXC 0.527472484803844 0.762338748752878 0.970353143240645 1.02444528944124 1.09970395104479 1.04921254764481
IXG 0.944077863741119 0.934349417493359 0.989377462932993 1.016897367546 1.1037692631353 1.24800965987176
IXJ 0.766326131681682 0.615891676682918 0.652350893885645 0.713487659204816 0.706814057957321 0.697420494503675
EXI 0.909819959724757 1.07296885826278 1.06753376472424 1.07275390682688 1.11603575435488 0
IGF 0.70583752591577 0.794930030936398 0.868268361207918 0.783057930529706 0.803541441464224 0
MXI 0.764825987242031 1.02007073136936 1.0194853355243 1.03939000164967 1.11806448035275 0
IXN 1.03509572218482 1.24225962256617 1.14668042021178 1.13519353641664 1.12903010514538 1.14311026035658
IXP 0.787742402276331 0.900957372981595 0.871679540175499 0.833803661034601 0.795984520411823 0.793289291780821
WOOD 1.14626315452137 0.972732815278154 1.00156497093005 1.09160330439857 1.09619703390511 0
JXI 0.72061699145383 0.699819802314079 0.66508119560743 0.571159875029283 0.576368051990722 0


  Compare: Correlation

for period ending February 28, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.86 0.95 0.95 0.95 0.95
to S&P500 (SPY) 0.74 0.93 0.92 0.93 0.93
to U.S. Bonds (BND) 0.74 0.71 0.60 0.39 0.24
to Commodities (DBC) -0.23 0.24 0.43 0.43 0.51
to Gold (GLD) 0.38 0.32 0.22 0.13 0.10


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