Global Asset Classes, ranked by Beta

for period ending April 30, 2025

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.

Note: Access to the sortable list for all years (including 3-, 5-, 10-, 15-, and 20-year metrics) is only available to paid subscribers. Subscribe to view the complete version of this Ingredient Summary page.

Portfolio Ingredients: Global Asset Classes Peer Group
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      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 0.33 * * * * *   13.3% * * * * *
Industrial Metals DBB Commodities 0.14 * * * * *   -8.3% * * * * *
Oil DBO Commodities -0.07 * * * * *   -19.2% * * * * *
PowerSh Commodity DBC Commodities: Broad -0.14 * * * * *   -7.2% * * * * *
SPDR Gold Trust GLD Commodities: Prec Metals -0.56 * * * * *   43.4% * * * * *
AUStralia FXA Currency: AUS Dollar 0.27 * * * * *   0.4% * * * * *
CAN Canada Dollar FXC Currency: CAN Dollar 0.03 * * * * *   1.3% * * * * *
CHF Swiss Franc FXF Currency: CHF Franc -0.10 * * * * *   11.1% * * * * *
EUR Euro FXE Currency: EUR Euro -0.26 * * * * *   8.1% * * * * *
GBP UK Pound FXB Currency: GBP Pound -0.10 * * * * *   9.9% * * * * *
JPY Japan Yen FXY Currency: JPY Yen 0.18 * * * * *   9.9% * * * * *
USD US Dollar indx UUP Currency: USD index 0.15 * * * * *   -1.2% * * * * *
iShares MSCI EEM Equity: Emerging Mkts 0.12 * * * * *   9.3% * * * * *
Alerian US MLP AMLP Equity: MLP 0.96 * * * * *   11.3% * * * * *
US Corp Med 5-10y IGIB Fixed Income 0.22 * * * * *   9.3% * * * * *
Emerg Mkt Hi Yld EMHY Fixed Income 0.33 * * * * *   10.8% * * * * *
Muni Hi Yield HYD Fixed Income 0.29 * * * * *   2.8% * * * * *
US Treas 7-10yr IEF Fixed Income 0.20 * * * * *   9.0% * * * * *
Intl Treas IGOV Fixed Income 0.08 * * * * *   10.2% * * * * *
MktVectors Intl Hi Yield IHY Fixed Income 0.09 * * * * *   11.0% * * * * *
MktVectors Intermed Muni ITM Fixed Income 0.23 * * * * *   1.7% * * * * *
US Hi Yield JNK Fixed Income 0.28 * * * * *   8.3% * * * * *
US Mort Backed MBB Fixed Income 0.24 * * * * *   9.0% * * * * *
US Inflation Prot TIP Fixed Income 0.14 * * * * *   8.0% * * * * *
U.S. Total Bond Market AGG Fixed Income: Aggregate 0.20 * * * * *   8.0% * * * * *
U.S. Total Bond Market BND Benchmark 0.20 * * * * *   7.9% * * * * *
iShares Emerg EMB Fixed Income: Aggregate 0.36 * * * * *   9.1% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Fixed Income: Aggregate 0.58 * * * * *   5.7% * * * * *
T-Bill 1-3 Month BIL Fixed Income: Cash-like 0.01 * * * * *   4.8% * * * * *
iShares Treas 20y+ TLT Fixed Income: Long-Term 0.52 * * * * *   5.6% * * * * *
iSh Treas 1-3y SHY Fixed Income: Short-Term 0.02 * * * * *   6.6% * * * * *
ACWI (Global) ACWI Int'l Equity: Core 0.76 * * * * *   12.0% * * * * *
Intl Dev Core EFA Int'l Equity: Lg Cap 0.28 * * * * *   13.1% * * * * *
iSh EAFE Growth EFG Int'l Equity: Lg Cap Gro 0.55 * * * * *   7.2% * * * * *
iSh EAFE Value EFV Int'l Equity: Lg Cap Val 0.07 * * * * *   19.3% * * * * *
Intl Dev Sm Cap SCZ Int'l Equity: Small Cap 0.30 * * * * *   12.5% * * * * *
US Large Core IWB U.S. Equity: Lg / Mid 1.03 * * * * *   11.7% * * * * *
iSh Russell 3000 IWV U.S. Equity: Lg Cap 1.06 * * * * *   11.0% * * * * *
S&P 500 SPY Benchmark 1.00 * * * * *   11.9% * * * * *
iSh Russ 1000 Gro IWF U.S. Equity: Lg Cap Gro 1.17 * * * * *   14.2% * * * * *
PowerShares QQQ QQQ U.S. Equity: Lg Cap Gro 1.07 * * * * *   12.7% * * * * *
iSh Russ 1000 Val IWD U.S. Equity: Lg Cap Val 0.87 * * * * *   8.3% * * * * *
iSh Russell IWC U.S. Equity: Micro Cap 1.37 * * * * *   0.4% * * * * *
iSh US Mid Core IWR U.S. Equity: Mid Cap 1.09 * * * * *   7.1% * * * * *
iSh US Mid Growth IWP U.S. Equity: Mid Cap Gro 1.38 * * * * *   13.4% * * * * *
iSh US Mid Value IWS U.S. Equity: Mid Cap Val 0.99 * * * * *   4.9% * * * * *
iSh Russ 2000 IWM U.S. Equity: Sm Cap 1.41 * * * * *   0.6% * * * * *
iSh Russell 2000 IWO U.S. Equity: Sm Cap Gro 1.56 * * * * *   2.1% * * * * *
iSh Russ 2000 Val IWN U.S. Equity: Sm Cap Val 1.27 * * * * *   -1.1% * * * * *
iShares Real Estate IYR U.S. Real Estate 0.88 * * * * *   16.3% * * * * *
Vanguard Real Estate VNQ U.S. Real Estate 0.89 * * * * *   15.5% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0.71 * * * * *   10.0% * * * * *