Global Asset Classes, ranked by Risk vs. Return Compass

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

Risk vs. Return Compass is a portfolio comparison tool produces four distinct icons, each colored in red, green, blue, and yellow. These icons serve as indicators, illustrating the position of a particular ingredient on the scatter plot concerning downside deviation and annual return.

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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      Risk vs. Return Compass   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 21° * * * * * * * * * *   10.8% * * * * *
Industrial Metals DBB Commodities 26° * * * * * * * * * *   11.9% * * * * *
Oil DBO Commodities 166° * * * * * * * * * *   -3.3% * * * * *
PowerSh Commodity DBC Commodities: Broad 212° * * * * * * * * * *   3.2% * * * * *
SPDR Gold Trust GLD Commodities: Prec Metals 358° * * * * * * * * * *   40.1% * * * * *
AUStralia FXA Currency: AUS Dollar 175° * * * * * * * * * *   -2.6% * * * * *
CAN Canada Dollar FXC Currency: CAN Dollar 191° * * * * * * * * * *   -4.4% * * * * *
CHF Swiss Franc FXF Currency: CHF Franc 198° * * * * * * * * * *   1.7% * * * * *
EUR Euro FXE Currency: EUR Euro 204° * * * * * * * * * *   2.2% * * * * *
GBP UK Pound FXB Currency: GBP Pound 246° * * * * * * * * * *   5.5% * * * * *
JPY Japan Yen FXY Currency: JPY Yen 155° * * * * * * * * * *   0.4% * * * * *
USD US Dollar indx UUP Currency: USD index 240° * * * * * * * * * *   5.1% * * * * *
iShares MSCI EEM Equity: Emerging Mkts 332° * * * * * * * * * *   8.9% * * * * *
Alerian US MLP AMLP Equity: MLP 7° * * * * * * * * * *   18.4% * * * * *
US Corp Med 5-10y IGIB Fixed Income 270° * * * * * * * * * *   6.4% * * * * *
Emerg Mkt Hi Yld EMHY Fixed Income 313° * * * * * * * * * *   9.6% * * * * *
Muni Hi Yield HYD Fixed Income 214° * * * * * * * * * *   2.2% * * * * *
US Treas 7-10yr IEF Fixed Income 202° * * * * * * * * * *   4.5% * * * * *
Intl Treas IGOV Fixed Income 176° * * * * * * * * * *   0.1% * * * * *
MktVectors Intl Hi Yield IHY Fixed Income 281° * * * * * * * * * *   7.1% * * * * *
MktVectors Intermed Muni ITM Fixed Income 206° * * * * * * * * * *   0.6% * * * * *
US Hi Yield JNK Fixed Income 279° * * * * * * * * * *   7.0% * * * * *
US Mort Backed MBB Fixed Income 242° * * * * * * * * * *   5.6% * * * * *
US Inflation Prot TIP Fixed Income 263° * * * * * * * * * *   6.1% * * * * *
U.S. Total Bond Market AGG Fixed Income: Aggregate 233° * * * * * * * * * *   4.9% * * * * *
U.S. Total Bond Market BND Benchmark 235° * * * * * * * * * *   4.9% * * * * *
iShares Emerg EMB Fixed Income: Aggregate 281° * * * * * * * * * *   6.7% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Fixed Income: Aggregate 140° * * * * * * * * * *   4.6% * * * * *
T-Bill 1-3 Month BIL Fixed Income: Cash-like 256° * * * * * * * * * *   4.9% * * * * *
iShares Treas 20y+ TLT Fixed Income: Long-Term 143° * * * * * * * * * *   0.2% * * * * *
iSh Treas 1-3y SHY Fixed Income: Short-Term 258° * * * * * * * * * *   5.3% * * * * *
ACWI (Global) ACWI Int'l Equity: Core 22° * * * * * * * * * *   7.5% * * * * *
Intl Dev Core EFA Int'l Equity: Lg Cap 122° * * * * * * * * * *   5.6% * * * * *
iSh EAFE Growth EFG Int'l Equity: Lg Cap Gro 161° * * * * * * * * * *   -2.2% * * * * *
iSh EAFE Value EFV Int'l Equity: Lg Cap Val 8° * * * * * * * * * *   13.4% * * * * *
Intl Dev Sm Cap SCZ Int'l Equity: Small Cap 135° * * * * * * * * * *   3.8% * * * * *
US Large Core IWB U.S. Equity: Lg / Mid 61° * * * * * * * * * *   7.7% * * * * *
iSh Russell 3000 IWV U.S. Equity: Lg Cap 76° * * * * * * * * * *   7.1% * * * * *
S&P 500 SPY Benchmark 46° * * * * * * * * * *   8.3% * * * * *
iSh Russ 1000 Gro IWF U.S. Equity: Lg Cap Gro 76° * * * * * * * * * *   7.6% * * * * *
PowerShares QQQ QQQ U.S. Equity: Lg Cap Gro 92° * * * * * * * * * *   6.3% * * * * *
iSh Russ 1000 Val IWD U.S. Equity: Lg Cap Val 78° * * * * * * * * * *   7.1% * * * * *
iSh Russell IWC U.S. Equity: Micro Cap 148° * * * * * * * * * *   -7.4% * * * * *
iSh US Mid Core IWR U.S. Equity: Mid Cap 130° * * * * * * * * * *   2.5% * * * * *
iSh US Mid Growth IWP U.S. Equity: Mid Cap Gro 113° * * * * * * * * * *   3.4% * * * * *
iSh US Mid Value IWS U.S. Equity: Mid Cap Val 135° * * * * * * * * * *   2.1% * * * * *
iSh Russ 2000 IWM U.S. Equity: Sm Cap 144° * * * * * * * * * *   -4.0% * * * * *
iSh Russell 2000 IWO U.S. Equity: Sm Cap Gro 142° * * * * * * * * * *   -4.9% * * * * *
iSh Russ 2000 Val IWN U.S. Equity: Sm Cap Val 145° * * * * * * * * * *   -3.2% * * * * *
iShares Real Estate IYR U.S. Real Estate 69° * * * * * * * * * *   9.2% * * * * *
Vanguard Real Estate VNQ U.S. Real Estate 71° * * * * * * * * * *   9.0% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0° * * * * * * * * * *   6.4% * * * * *