Global Asset Classes, ranked by Beta
for period ending September 30, 2026
More ways to view this list of Portfolio Ingredients:
Ingredient Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Global Asset Classes, Global Equities, Global Sectors
Beta measures the volatility vs. the S&P 500 equity benchmark, as represented by the SPY exchange-traded fund. A beta of 1.10 means that the asset class is 10% more volatile than the benchmark.
Beta vs. Annual Return
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Portfolio Ingredients: Global Asset Classes
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S&P 500 (SPY)
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U.S. Bonds (BND)
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Balanced (60% Equity / 40% Bonds)
Portfolio Ingredients: Global Asset Classes Peer Group
Sort by any column by clicking on the gray column heading.
| Beta | Total Return, annualized | ||||||||||||||
| Ingredient Name | ID | Category | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Group average | |||||||||||||||
| Agriculture | DBA | Commodities | -0.04 | 0.05 | 0.12 | 0.16 | 0.18 | 8.9% | 14.0% | 10.8% | 5.1% | 0.7% | |||
| Industrial Metals | DBB | Commodities | 0.64 | 0.27 | 0.56 | 0.57 | 0.56 | 26.5% | 15.2% | 7.4% | 7.9% | 3.3% | |||
| Oil | DBO | Commodities | -0.75 | -0.31 | 0.16 | 0.65 | 0.73 | 82.9% | 15.1% | 14.6% | 12.0% | 1.2% | |||
| Invesco Commodity | DBC | Commodities: Broad | -0.24 | -0.17 | 0.13 | 0.39 | 0.44 | 0.55 | 48.3% | 13.9% | 13.0% | 9.8% | 2.7% | 2.7% | |
| SPDR Gold Shares | GLD | Commodities: Prec Metals | 0.49 | -0.02 | 0.18 | 0.14 | 0.13 | 0.10 | 7.1% | 30.5% | 18.3% | 11.7% | 6.0% | 9.7% | |
| AUStralia | FXA | Currency: AUS Dollar | 0.41 | 0.34 | 0.40 | 0.39 | 0.42 | 0.49 | 6.3% | 4.0% | 0.0% | -0.4% | -1.2% | 1.5% | |
| CAN Canada Dollar | FXC | Currency: CAN Dollar | 0.23 | 0.18 | 0.23 | 0.25 | 0.29 | 0.35 | -2.1% | -0.6% | -1.5% | -0.4% | -1.7% | -0.7% | |
| CHF Swiss Franc | FXF | Currency: CHF Franc | 0.35 | 0.20 | 0.20 | 0.14 | 0.15 | 0.18 | -5.2% | 2.8% | 1.7% | 0.7% | -0.2% | 1.5% | |
| EUR Euro | FXE | Currency: EUR Euro | 0.19 | 0.09 | 0.17 | 0.14 | 0.17 | 0.24 | -2.8% | 3.7% | 0.3% | 0.0% | -1.3% | -0.3% | |
| GBP UK Pound | FXB | Currency: GBP Pound | 0.23 | 0.15 | 0.28 | 0.27 | 0.28 | 0.28 | 0.7% | 5.5% | 1.5% | 1.0% | -0.7% | -1.0% | |
| JPY Japan Yen | FXY | Currency: JPY Yen | 0.09 | 0.17 | 0.19 | 0.07 | 0.00 | -6.4% | -2.2% | -7.2% | -4.8% | -5.1% | |||
| USD US Dollar indx | UUP | Currency: USD index | -0.21 | -0.13 | -0.20 | -0.16 | -0.18 | 8.2% | 3.6% | 5.7% | 3.3% | 2.9% | |||
| iShares MSCI | EEM | Equity: Emerging Mkts | 1.31 | 0.80 | 0.74 | 0.77 | 0.85 | 1.03 | 27.5% | 23.7% | 8.3% | 8.3% | 6.6% | 5.9% | |
| Alerian US MLP | AMLP | Equity: MLP | -0.02 | 0.39 | 0.54 | 1.18 | 1.10 | 19.6% | 16.0% | 18.3% | 6.5% | 5.5% | |||
| US Corp Med 5-10y | IGIB | Fixed Income | 0.14 | 0.28 | 0.34 | 0.27 | 0.23 | -2.3% | 5.9% | 0.5% | 2.5% | 2.9% | |||
| Emerg Mkt Hi Yld | EMHY | Fixed Income | 0.36 | 0.39 | 0.47 | 0.47 | 4.2% | 11.8% | 4.0% | 3.6% | |||||
| Muni Hi Yield | HYD | Fixed Income | 0.28 | 0.35 | 0.36 | 0.36 | 0.30 | -1.4% | 3.7% | -1.5% | 0.9% | 2.8% | |||
| US Treas 7-10yr | IEF | Fixed Income | 0.09 | 0.22 | 0.26 | 0.08 | 0.03 | -0.03 | -3.7% | 3.0% | -2.1% | 0.1% | 1.1% | 3.0% | |
| Intl Treas | IGOV | Fixed Income | 0.34 | 0.34 | 0.46 | 0.29 | 0.26 | -5.3% | 3.0% | -4.5% | -1.9% | -1.1% | |||
| VanEck Intl Hi Yield | IHY | Fixed Income | 0.33 | 0.29 | 0.42 | 0.42 | 0.4% | 8.2% | 1.8% | 3.3% | |||||
| VanEck Intermed Muni | ITM | Fixed Income | 0.22 | 0.29 | 0.29 | 0.18 | 0.13 | -2.7% | 2.8% | -0.7% | 1.1% | 2.2% | |||
| US Hi Yield | JNK | Fixed Income | 0.18 | 0.29 | 0.42 | 0.41 | 0.42 | 1.2% | 7.8% | 2.8% | 4.1% | 5.0% | |||
| US Mort Backed | MBB | Fixed Income | 0.11 | 0.25 | 0.28 | 0.13 | 0.10 | -1.7% | 4.4% | -0.5% | 0.8% | 1.3% | |||
| US Inflation Prot | TIP | Fixed Income | 0.15 | 0.16 | 0.27 | 0.18 | 0.15 | 0.13 | -2.2% | 3.6% | -0.2% | 2.0% | 1.9% | 3.1% | |
| U.S. Agg Bond Market | AGG | Fixed Income: Aggregate | 0.10 | 0.22 | 0.26 | 0.14 | 0.10 | 0.07 | -1.9% | 4.1% | -0.6% | 1.1% | 1.7% | 2.9% | |
| U.S. Total Bond Market | BND | Benchmark | 0.10 | 0.22 | 0.26 | 0.15 | 0.11 | 0.08 | -1.5% | 4.2% | -0.6% | 1.1% | 1.8% | 2.9% | |
| iShares Emerg | EMB | Fixed Income: Aggregate | 0.35 | 0.43 | 0.52 | 0.46 | 0.43 | -0.1% | 8.6% | 0.7% | 2.0% | 3.6% | |||
| Invesco Emerg Mkt Sov Debt | PCY | Fixed Income: Aggregate | 0.44 | 0.62 | 0.73 | 0.60 | 0.54 | -3.1% | 7.9% | -0.5% | 0.8% | 3.3% | |||
| T-Bill 1-3 Month | BIL | Fixed Income: Cash-like | 0.00 | 0.00 | 0.01 | 0.00 | 0.00 | 3.7% | 4.5% | 3.6% | 2.3% | 1.5% | |||
| iShares Treas 20y+ | TLT | Fixed Income: Long-Term | 0.17 | 0.53 | 0.52 | 0.16 | 0.04 | -0.07 | -9.0% | -0.1% | -8.5% | -2.8% | -0.1% | 2.5% | |
| iSh Treas 1-3y | SHY | Fixed Income: Short-Term | 0.03 | 0.03 | 0.05 | 0.01 | 0.01 | -0.01 | 1.5% | 3.9% | 1.7% | 1.6% | 1.3% | 1.9% | |
| ACWI (Global) | ACWI | Int'l Equity: Core | 0.94 | 0.90 | 0.93 | 0.93 | 0.95 | 16.6% | 21.8% | 11.6% | 12.5% | 11.9% | |||
| Intl Dev Core | EFA | Int'l Equity: Lg Cap | 0.63 | 0.60 | 0.78 | 0.81 | 0.85 | 0.97 | 15.1% | 18.3% | 9.3% | 9.0% | 8.5% | 5.3% | |
| iSh EAFE Growth | EFG | Int'l Equity: Lg Cap Gro | 0.88 | 0.84 | 0.96 | 0.87 | 0.90 | 0.98 | 7.8% | 13.7% | 4.2% | 7.5% | 8.0% | 5.2% | |
| iSh EAFE Value | EFV | Int'l Equity: Lg Cap Val | 0.44 | 0.40 | 0.62 | 0.76 | 0.82 | 0.97 | 22.5% | 22.8% | 14.3% | 9.9% | 8.6% | 5.0% | |
| Intl Dev Sm Cap | SCZ | Int'l Equity: Small Cap | 0.80 | 0.73 | 0.85 | 0.91 | 0.92 | 13.8% | 18.1% | 5.7% | 7.9% | 9.1% | |||
| US Large Core | IWB | U.S. Equity: Lg / Mid | 0.98 | 1.01 | 1.00 | 1.01 | 1.01 | 1.01 | 15.0% | 22.4% | 12.9% | 14.9% | 15.3% | 11.0% | |
| iSh Russell 3000 | IWV | U.S. Equity: Lg Cap | 0.96 | 1.02 | 1.01 | 1.02 | 1.02 | 1.03 | 15.0% | 22.1% | 12.5% | 14.5% | 15.1% | 10.8% | |
| S&P 500 | SPY | Benchmark | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 15.7% | 22.8% | 13.7% | 15.2% | 15.6% | 11.1% | |
| iSh Russ 1000 Gro | IWF | U.S. Equity: Lg Cap Gro | 1.24 | 1.21 | 1.16 | 1.10 | 1.08 | 1.05 | 7.4% | 24.1% | 13.5% | 18.0% | 17.4% | 13.2% | |
| Invecso QQQ | QQQ | U.S. Equity: Lg Cap Gro | 1.50 | 1.26 | 1.22 | 1.13 | 1.13 | 1.11 | 23.8% | 28.1% | 16.3% | 20.9% | 20.3% | 16.5% | |
| iSh Russ 1000 Val | IWD | U.S. Equity: Lg Cap Val | 0.68 | 0.79 | 0.84 | 0.93 | 0.94 | 0.98 | 23.7% | 19.9% | 11.7% | 11.2% | 12.8% | 8.4% | |
| iSh Russell | IWC | U.S. Equity: Micro Cap | 1.13 | 1.36 | 1.12 | 1.17 | 1.16 | 1.19 | 25.3% | 24.1% | 6.3% | 10.2% | 12.3% | 7.7% | |
| iSh US Mid Core | IWR | U.S. Equity: Mid Cap | 0.66 | 0.97 | 1.00 | 1.06 | 1.06 | 1.09 | 11.9% | 17.0% | 7.9% | 11.0% | 12.8% | 9.6% | |
| iSh US Mid Growth | IWP | U.S. Equity: Mid Cap Gro | 0.80 | 1.19 | 1.12 | 1.11 | 1.10 | 1.12 | -2.9% | 15.1% | 4.8% | 11.7% | 13.0% | 10.0% | |
| iSh US Mid Value | IWS | U.S. Equity: Mid Cap Val | 0.61 | 0.90 | 0.96 | 1.05 | 1.04 | 1.09 | 16.7% | 17.3% | 9.1% | 9.7% | 12.1% | 8.7% | |
| iSh Russ 2000 | IWM | U.S. Equity: Sm Cap | 1.04 | 1.27 | 1.13 | 1.17 | 1.17 | 1.18 | 16.0% | 17.6% | 6.2% | 9.8% | 11.8% | 8.4% | |
| iSh Russell 2000 | IWO | U.S. Equity: Sm Cap Gro | 1.35 | 1.46 | 1.21 | 1.21 | 1.22 | 1.20 | 12.1% | 17.5% | 4.7% | 9.9% | 12.0% | 9.1% | |
| iSh Russ 2000 Val | IWN | U.S. Equity: Sm Cap Val | 0.74 | 1.07 | 1.04 | 1.14 | 1.13 | 1.15 | 20.4% | 17.7% | 7.5% | 9.2% | 11.2% | 7.4% | |
| iShares Real Estate | IYR | U.S. Real Estate | 0.63 | 0.86 | 0.96 | 0.89 | 0.86 | 1.06 | 0.3% | 9.4% | 1.2% | 4.6% | 7.6% | 4.7% | |
| Vanguard Real Estate | VNQ | U.S. Real Estate | 0.64 | 0.87 | 0.97 | 0.89 | 0.86 | 1.06 | 1.7% | 10.0% | 1.4% | 4.4% | 8.0% | 5.4% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 0.63 | 0.70 | 0.71 | 0.67 | 0.66 | 0.65 | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | |