Global Asset Classes, ranked by Historical Return

for period ending March 31, 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

Historical Return is the annual return for the last 5 calendar years.

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
Sort by any column by clicking on the gray column heading.

    Historical Return   Total Return, annualized
Ingredient Name ID Category   1 year 3 year 5 year 10 year 15 year 20 year
    Group Average  
   
Agriculture DBA Commodities * * * * 33.5%   10.8% * * * * *
Industrial Metals DBB Commodities * * * * 7.9%   11.9% * * * * *
Oil DBO Commodities * * * * 7.9%   -3.3% * * * * *
PowerSh Commodity DBC Commodities: Broad * * * * 2.2%   3.2% * * * * *
SPDR Gold Trust GLD Commodities: Prec Metals * * * * 26.7%   40.1% * * * * *
AUStralia FXA Currency: AUS Dollar * * * * -7.7%   -2.6% * * * * *
CAN Canada Dollar FXC Currency: CAN Dollar * * * * -6.0%   -4.4% * * * * *
CHF Swiss Franc FXF Currency: CHF Franc * * * * -7.5%   1.7% * * * * *
EUR Euro FXE Currency: EUR Euro * * * * -4.2%   2.2% * * * * *
GBP UK Pound FXB Currency: GBP Pound * * * * 1.4%   5.5% * * * * *
JPY Japan Yen FXY Currency: JPY Yen * * * * -10.9%   0.4% * * * * *
USD US Dollar indx UUP Currency: USD index * * * * 13.5%   5.1% * * * * *
iShares MSCI EEM Equity: Emerging Mkts * * * * 6.5%   8.9% * * * * *
Alerian US MLP AMLP Equity: MLP * * * * 22.7%   18.4% * * * * *
US Corp Med 5-10y IGIB Fixed Income * * * * 3.5%   6.4% * * * * *
Emerg Mkt Hi Yld EMHY Fixed Income * * * * 12.0%   9.6% * * * * *
Muni Hi Yield HYD Fixed Income * * * * 4.9%   2.2% * * * * *
US Treas 7-10yr IEF Fixed Income * * * * -0.6%   4.5% * * * * *
Intl Treas IGOV Fixed Income * * * * -6.5%   0.1% * * * * *
MktVectors Intl Hi Yield IHY Fixed Income * * * * 3.5%   7.1% * * * * *
MktVectors Intermed Muni ITM Fixed Income * * * * 0.7%   0.6% * * * * *
US Hi Yield JNK Fixed Income * * * * 7.7%   7.0% * * * * *
US Mort Backed MBB Fixed Income * * * * 1.3%   5.6% * * * * *
US Inflation Prot TIP Fixed Income * * * * 1.7%   6.1% * * * * *
U.S. Total Bond Market AGG Fixed Income: Aggregate * * * * 1.3%   4.9% * * * * *
U.S. Total Bond Market BND Benchmark * * * * 1.4%   4.9% * * * * *
iShares Emerg EMB Fixed Income: Aggregate * * * * 5.5%   6.7% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Fixed Income: Aggregate * * * * 2.5%   4.6% * * * * *
T-Bill 1-3 Month BIL Fixed Income: Cash-like * * * * 5.2%   4.9% * * * * *
iShares Treas 20y+ TLT Fixed Income: Long-Term * * * * -8.1%   0.2% * * * * *
iSh Treas 1-3y SHY Fixed Income: Short-Term * * * * 3.9%   5.3% * * * * *
ACWI (Global) ACWI Int'l Equity: Core * * * * 17.5%   7.5% * * * * *
Intl Dev Core EFA Int'l Equity: Lg Cap * * * * 3.5%   5.6% * * * * *
iSh EAFE Growth EFG Int'l Equity: Lg Cap Gro * * * * 1.5%   -2.2% * * * * *
iSh EAFE Value EFV Int'l Equity: Lg Cap Val * * * * 5.4%   13.4% * * * * *
Intl Dev Sm Cap SCZ Int'l Equity: Small Cap * * * * 1.5%   3.8% * * * * *
US Large Core IWB U.S. Equity: Lg / Mid * * * * 24.3%   7.7% * * * * *
iSh Russell 3000 IWV U.S. Equity: Lg Cap * * * * 23.5%   7.1% * * * * *
S&P 500 SPY Benchmark * * * * 24.9%   8.3% * * * * *
iSh Russ 1000 Gro IWF U.S. Equity: Lg Cap Gro * * * * 33.1%   7.6% * * * * *
PowerShares QQQ QQQ U.S. Equity: Lg Cap Gro * * * * 25.6%   6.3% * * * * *
iSh Russ 1000 Val IWD U.S. Equity: Lg Cap Val * * * * 14.2%   7.1% * * * * *
iSh Russell IWC U.S. Equity: Micro Cap * * * * 13.6%   -7.4% * * * * *
iSh US Mid Core IWR U.S. Equity: Mid Cap * * * * 15.2%   2.5% * * * * *
iSh US Mid Growth IWP U.S. Equity: Mid Cap Gro * * * * 21.9%   3.4% * * * * *
iSh US Mid Value IWS U.S. Equity: Mid Cap Val * * * * 12.9%   2.1% * * * * *
iSh Russ 2000 IWM U.S. Equity: Sm Cap * * * * 11.4%   -4.0% * * * * *
iSh Russell 2000 IWO U.S. Equity: Sm Cap Gro * * * * 15.0%   -4.9% * * * * *
iSh Russ 2000 Val IWN U.S. Equity: Sm Cap Val * * * * 7.6%   -3.2% * * * * *
iShares Real Estate IYR U.S. Real Estate * * * * 4.4%   9.2% * * * * *
Vanguard Real Estate VNQ U.S. Real Estate * * * * 4.8%   9.0% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark * * * * 14.4%   6.4% * * * * *