Global Asset Classes, ranked by Risk vs. Return Compass
for period ending October 31, 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
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.
Portfolio Ingredients: Global Asset Classes Peer Group
Sort by any column by clicking on the gray column heading.
| 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 | 
|
119° |
|
152° | 
|
345° |
|
179° |
|
170° | 5.6% | 11.3% | 9.6% | 4.3% | 0.2% | ||||
| Industrial Metals | DBB | Commodities | 
|
30° |
|
87° |
|
93° |
|
114° |
|
140° | 16.2% | 16.2% | 6.2% | 7.4% | 2.6% | ||||
| Oil | DBO | Commodities |
|
18° |
|
66° |
|
55° |
|
75° |
|
118° | 112.0% | 22.9% | 15.4% | 13.9% | 1.2% | ||||
| Invesco Commodity | DBC | Commodities: Broad |
|
15° |
|
88° |
|
30° |
|
82° |
|
140° |
|
126° | 51.8% | 16.1% | 12.6% | 10.3% | 2.4% | 2.8% | |
| SPDR Gold Shares | GLD | Commodities: Prec Metals |
|
126° |
|
47° |
|
20° |
|
57° |
|
134° |
|
74° | -3.4% | 24.6% | 16.4% | 11.3% | 5.2% | 9.3% | |
| AUStralia | FXA | Currency: AUS Dollar |
|
47° |
|
173° | 
|
183° |
|
183° |
|
175° |
|
166° | 8.9% | 4.9% | -0.5% | -0.2% | -1.7% | 1.4% | |
| CAN Canada Dollar | FXC | Currency: CAN Dollar |
|
177° |
|
183° |
|
201° |
|
196° |
|
184° |
|
185° | 0.5% | 0.7% | -1.6% | 0.0% | -1.9% | -0.6% | |
| CHF Swiss Franc | FXF | Currency: CHF Franc |
|
170° |
|
177° |
|
204° |
|
194° |
|
185° |
|
185° | -2.9% | 3.0% | 1.6% | 1.0% | -0.3% | 1.6% | |
| EUR Euro | FXE | Currency: EUR Euro |
|
182° |
|
182° |
|
203° |
|
196° |
|
185° |
|
184° | -2.3% | 3.2% | 0.1% | 0.1% | -1.6% | -0.5% | |
| GBP UK Pound | FXB | Currency: GBP Pound |
|
196° |
|
184° |
|
204° |
|
195° |
|
183° |
|
185° | 4.1% | 6.0% | 1.5% | 1.7% | -0.8% | -1.0% | |
| JPY Japan Yen | FXY | Currency: JPY Yen |
|
185° |
|
173° |
|
179° |
|
182° |
|
178° | -2.5% | -1.7% | -6.7% | -4.5% | -5.0% | ||||
| USD US Dollar indx | UUP | Currency: USD index |
|
244° |
|
182° |
|
259° |
|
205° |
|
198° | 6.3% | 3.5% | 5.9% | 3.1% | 3.1% | ||||
| iShares MSCI | EEM | Equity: Emerging Mkts |
|
67° |
|
49° |
|
95° |
|
114° |
|
129° |
|
110° | 12.5% | 21.4% | 6.2% | 7.4% | 4.9% | 5.1% | |
| Alerian US MLP | AMLP | Equity: MLP |
|
15° |
|
66° |
|
22° |
|
98° |
|
108° | 25.5% | 17.9% | 18.1% | 7.4% | 5.4% | ||||
| US Corp Med 5-10y | IGIB | Fixed Income |
|
183° |
|
188° |
|
203° |
|
200° |
|
199° | -0.5% | 7.2% | 1.0% | 2.7% | 2.9% | ||||
| Emerg Mkt Hi Yld | EMHY | Fixed Income |
|
177° |
|
200° |
|
210° |
|
175° | 2.5% | 12.2% | 4.3% | 3.7% | |||||||
| Muni Hi Yield | HYD | Fixed Income |
|
174° |
|
185° |
|
195° |
|
173° |
|
171° | 1.4% | 5.7% | -0.7% | 1.5% | 3.1% | ||||
| US Treas 7-10yr | IEF | Fixed Income |
|
180° |
|
182° |
|
195° |
|
196° |
|
194° |
|
211° | -1.5% | 4.7% | -1.4% | 0.5% | 1.4% | 3.1% | |
| Intl Treas | IGOV | Fixed Income |
|
171° |
|
173° |
|
177° |
|
183° |
|
180° | -3.3% | 3.7% | -4.2% | -1.4% | -1.1% | ||||
| VanEck Intl Hi Yield | IHY | Fixed Income |
|
179° |
|
190° |
|
197° |
|
186° | -0.0% | 8.2% | 2.0% | 3.4% | |||||||
| VanEck Intermed Muni | ITM | Fixed Income |
|
174° |
|
185° |
|
203° |
|
199° |
|
198° | 0.1% | 4.7% | 0.2% | 1.6% | 2.5% | ||||
| US Hi Yield | JNK | Fixed Income |
|
192° |
|
197° |
|
210° |
|
197° |
|
192° | 2.1% | 8.5% | 3.1% | 4.2% | 4.5% | ||||
| US Mort Backed | MBB | Fixed Income |
|
182° |
|
185° |
|
202° |
|
202° |
|
202° | 0.6% | 6.2% | 0.1% | 1.1% | 1.5% | ||||
| US Inflation Prot | TIP | Fixed Income |
|
189° |
|
190° |
|
206° |
|
206° |
|
200° |
|
214° | -0.0% | 4.7% | 0.1% | 2.3% | 1.9% | 3.3% | |
| U.S. Agg Bond Market | AGG | Fixed Income: Aggregate |
|
187° |
|
187° |
|
205° |
|
204° |
|
203° |
|
220° | -0.2% | 5.4% | -0.2% | 1.4% | 1.9% | 2.9% | |
| U.S. Total Bond Market | BND | Benchmark |
|
190° |
|
188° |
|
205° |
|
204° |
|
203° |
|
221° | 0.2% | 5.5% | -0.2% | 1.5% | 1.9% | 3.0% | |
| iShares Emerg | EMB | Fixed Income: Aggregate |
|
170° |
|
181° |
|
184° |
|
176° |
|
175° | -0.2% | 9.7% | 1.0% | 2.4% | 3.4% | ||||
| Invesco Emerg Mkt Sov Debt | PCY | Fixed Income: Aggregate |
|
163° |
|
162° |
|
159° |
|
162° |
|
159° | -2.1% | 9.5% | -0.0% | 1.3% | 3.1% | ||||
| T-Bill 1-3 Month | BIL | Fixed Income: Cash-like |
|
229° |
|
202° |
|
249° |
|
225° |
|
218° | 3.7% | 4.4% | 3.7% | 2.3% | 1.5% | ||||
| iShares Treas 20y+ | TLT | Fixed Income: Long-Term |
|
162° |
|
162° |
|
169° |
|
169° |
|
164° |
|
160° | -5.2% | 3.6% | -7.9% | -1.9% | 0.5% | 2.7% | |
| iSh Treas 1-3y | SHY | Fixed Income: Short-Term |
|
214° |
|
199° |
|
235° |
|
219° |
|
214° |
|
227° | 2.0% | 4.1% | 2.0% | 1.7% | 1.3% | 1.9% | |
| ACWI (Global) | ACWI | Int'l Equity: Core |
|
32° |
|
14° |
|
34° |
|
48° |
|
65° | 12.0% | 22.1% | 10.1% | 12.5% | 11.0% | ||||
| Intl Dev Core | EFA | Int'l Equity: Lg Cap |
|
43° |
|
42° |
|
57° |
|
97° |
|
113° |
|
117° | 13.1% | 19.3% | 8.5% | 9.2% | 7.8% | 5.1% | |
| iSh EAFE Growth | EFG | Int'l Equity: Lg Cap Gro |
|
109° |
|
109° |
|
126° |
|
113° |
|
118° |
|
118° | 5.0% | 14.3% | 3.1% | 7.9% | 7.2% | 4.9% | |
| iSh EAFE Value | EFV | Int'l Equity: Lg Cap Val |
|
19° |
|
16° |
|
20° |
|
86° |
|
107° |
|
117° | 21.6% | 24.3% | 13.8% | 9.9% | 8.0% | 4.8% | |
| Intl Dev Sm Cap | SCZ | Int'l Equity: Small Cap |
|
54° |
|
53° |
|
113° |
|
107° |
|
102° | 12.2% | 19.2% | 4.8% | 8.0% | 8.4% | ||||
| US Large Core | IWB | U.S. Equity: Lg / Mid |
|
19° |
|
16° |
|
32° |
|
35° |
|
34° |
|
56° | 11.6% | 23.0% | 11.2% | 15.0% | 14.5% | 10.8% | |
| iSh Russell 3000 | IWV | U.S. Equity: Lg Cap |
|
17° |
|
17° |
|
35° |
|
38° |
|
37° |
|
59° | 11.9% | 22.9% | 10.9% | 14.7% | 14.2% | 10.6% | |
| S&P 500 | SPY | Benchmark |
|
18° |
|
13° |
|
27° |
|
32° |
|
32° |
|
54° | 12.0% | 23.3% | 12.0% | 15.3% | 14.7% | 10.9% | |
| iSh Russ 1000 Gro | IWF | U.S. Equity: Lg Cap Gro |
|
149° |
|
43° |
|
58° |
|
34° |
|
35° |
|
46° | -2.8% | 22.1% | 10.2% | 17.5% | 16.1% | 12.7% | |
| Invecso QQQ | QQQ | U.S. Equity: Lg Cap Gro |
|
70° |
|
30° |
|
47° |
|
30° |
|
30° |
|
39° | 10.3% | 26.0% | 13.0% | 20.3% | 19.0% | 15.8% | |
| iSh Russ 1000 Val | IWD | U.S. Equity: Lg Cap Val |
|
8° |
|
23° |
|
26° |
|
61° |
|
53° |
|
83° | 28.4% | 23.1% | 11.6% | 11.9% | 12.3% | 8.5% | |
| iSh Russell | IWC | U.S. Equity: Micro Cap |
|
41° |
|
43° |
|
101° |
|
85° |
|
79° |
|
95° | 15.3% | 25.6% | 5.1% | 10.5% | 11.0% | 7.1% | |
| iSh US Mid Core | IWR | U.S. Equity: Mid Cap |
|
22° |
|
43° |
|
80° |
|
69° |
|
62° |
|
75° | 16.3% | 20.3% | 7.3% | 11.7% | 12.1% | 9.5% | |
| iSh US Mid Growth | IWP | U.S. Equity: Mid Cap Gro |
|
158° |
|
95° |
|
126° |
|
71° |
|
67° |
|
76° | -7.0% | 15.4% | 2.4% | 11.6% | 11.7% | 9.5% | |
| iSh US Mid Value | IWS | U.S. Equity: Mid Cap Val |
|
14° |
|
37° |
|
58° |
|
81° |
|
68° |
|
82° | 24.8% | 21.6% | 9.2% | 10.6% | 11.7% | 8.8% | |
| iSh Russ 2000 | IWM | U.S. Equity: Sm Cap |
|
33° |
|
56° |
|
100° |
|
85° |
|
80° |
|
88° | 14.6% | 20.6% | 5.4% | 10.3% | 10.7% | 8.2% | |
| iSh Russell 2000 | IWO | U.S. Equity: Sm Cap Gro |
|
94° |
|
64° |
|
113° |
|
84° |
|
80° |
|
85° | 6.9% | 20.1% | 3.4% | 10.4% | 10.8% | 8.7% | |
| iSh Russ 2000 Val | IWN | U.S. Equity: Sm Cap Val |
|
13° |
|
51° |
|
83° |
|
88° |
|
83° |
|
94° | 23.1% | 21.1% | 7.2% | 9.8% | 10.4% | 7.3% | |
| iShares Real Estate | IYR | U.S. Real Estate |
|
85° |
|
118° |
|
137° |
|
125° |
|
113° |
|
110° | 7.9% | 12.5% | 0.7% | 5.6% | 7.1% | 4.6% | |
| Vanguard Real Estate | VNQ | U.S. Real Estate |
|
72° |
|
114° |
|
136° |
|
126° |
|
110° |
|
105° | 9.3% | 13.2% | 0.9% | 5.5% | 7.4% | 5.4% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark |
|
0° |
|
0° |
|
0° |
|
0° |
|
0° |
|
0° | 7.4% | 15.9% | 6.6% | 9.6% | 9.4% | 7.9% | |