Global Asset Classes, ranked by Total Return

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

Total Return is the total annual return over the last 1, 3, 5, 10, 15, and 20-year periods.

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.

      Total Return   Downside Deviation
Ingredient Name ID Category YTD Apr 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 0.8% 1.8% 13.3% * * * * *   8.0% * * * * *
Industrial Metals DBB Commodities -5.7% -7.3% -8.3% * * * * *   10.0% * * * * *
Oil DBO Commodities -16.1% -16.2% -19.2% * * * * *   15.5% * * * * *
PowerSh Commodity DBC Commodities: Broad -3.8% -8.6% -7.2% * * * * *   8.9% * * * * *
SPDR Gold Trust GLD Commodities: Prec Metals 25.5% 5.4% 43.4% * * * * *   4.8% * * * * *
AUStralia FXA Currency: AUS Dollar 4.0% 2.6% 0.4% * * * * *   7.2% * * * * *
CAN Canada Dollar FXC Currency: CAN Dollar 4.6% 4.4% 1.3% * * * * *   4.0% * * * * *
CHF Swiss Franc FXF Currency: CHF Franc 9.9% 7.1% 11.1% * * * * *   4.6% * * * * *
EUR Euro FXE Currency: EUR Euro 9.9% 4.8% 8.1% * * * * *   4.4% * * * * *
GBP UK Pound FXB Currency: GBP Pound 7.5% 3.4% 9.9% * * * * *   4.2% * * * * *
JPY Japan Yen FXY Currency: JPY Yen 10.1% 4.9% 9.9% * * * * *   8.5% * * * * *
USD US Dollar indx UUP Currency: USD index -6.8% -4.0% -1.2% * * * * *   5.4% * * * * *
iShares MSCI EEM Equity: Emerging Mkts 4.6% 0.1% 9.3% * * * * *   4.8% * * * * *
Alerian US MLP AMLP Equity: MLP 2.1% -7.1% 11.3% * * * * *   10.7% * * * * *
US Corp Med 5-10y IGIB Fixed Income 3.1% 0.3% 9.3% * * * * *   3.1% * * * * *
Emerg Mkt Hi Yld EMHY Fixed Income 1.7% -0.2% 10.8% * * * * *   2.4% * * * * *
Muni Hi Yield HYD Fixed Income -1.9% -1.2% 2.8% * * * * *   3.1% * * * * *
US Treas 7-10yr IEF Fixed Income 4.9% 1.1% 9.0% * * * * *   4.4% * * * * *
Intl Treas IGOV Fixed Income 9.1% 6.3% 10.2% * * * * *   6.1% * * * * *
MktVectors Intl Hi Yield IHY Fixed Income 5.5% 2.3% 11.0% * * * * *   2.5% * * * * *
MktVectors Intermed Muni ITM Fixed Income -1.0% -0.1% 1.7% * * * * *   3.1% * * * * *
US Hi Yield JNK Fixed Income 0.9% -0.1% 8.3% * * * * *   2.0% * * * * *
US Mort Backed MBB Fixed Income 3.4% 0.4% 9.0% * * * * *   3.6% * * * * *
US Inflation Prot TIP Fixed Income 4.4% 0.1% 8.0% * * * * *   2.7% * * * * *
U.S. Total Bond Market AGG Fixed Income: Aggregate 3.2% 0.4% 8.0% * * * * *   3.3% * * * * *
U.S. Total Bond Market BND Benchmark 3.2% 0.4% 7.9% * * * * *   3.2% * * * * *
iShares Emerg EMB Fixed Income: Aggregate 2.4% -0.3% 9.1% * * * * *   3.8% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Fixed Income: Aggregate 0.3% -2.5% 5.7% * * * * *   7.3% * * * * *
T-Bill 1-3 Month BIL Fixed Income: Cash-like 1.3% 0.3% 4.8% * * * * *   0.0% * * * * *
iShares Treas 20y+ TLT Fixed Income: Long-Term 3.5% -1.4% 5.6% * * * * *   9.1% * * * * *
iSh Treas 1-3y SHY Fixed Income: Short-Term 2.4% 0.8% 6.6% * * * * *   0.7% * * * * *
ACWI (Global) ACWI Int'l Equity: Core -0.4% 0.5% 12.0% * * * * *   5.6% * * * * *
Intl Dev Core EFA Int'l Equity: Lg Cap 12.1% 3.7% 13.1% * * * * *   7.1% * * * * *
iSh EAFE Growth EFG Int'l Equity: Lg Cap Gro 7.8% 4.4% 7.2% * * * * *   8.4% * * * * *
iSh EAFE Value EFV Int'l Equity: Lg Cap Val 16.2% 3.4% 19.3% * * * * *   7.2% * * * * *
Intl Dev Sm Cap SCZ Int'l Equity: Small Cap 9.5% 4.7% 12.5% * * * * *   8.6% * * * * *
US Large Core IWB U.S. Equity: Lg / Mid -5.2% -0.7% 11.7% * * * * *   7.5% * * * * *
iSh Russell 3000 IWV U.S. Equity: Lg Cap -5.6% -0.9% 11.0% * * * * *   7.7% * * * * *
S&P 500 SPY Benchmark -5.1% -0.9% 11.9% * * * * *   7.1% * * * * *
iSh Russ 1000 Gro IWF U.S. Equity: Lg Cap Gro -8.6% 1.6% 14.2% * * * * *   10.6% * * * * *
PowerShares QQQ QQQ U.S. Equity: Lg Cap Gro -6.9% 1.4% 12.7% * * * * *   9.3% * * * * *
iSh Russ 1000 Val IWD U.S. Equity: Lg Cap Val -1.1% -3.1% 8.3% * * * * *   8.9% * * * * *
iSh Russell IWC U.S. Equity: Micro Cap -15.0% -0.3% 0.4% * * * * *   13.5% * * * * *
iSh US Mid Core IWR U.S. Equity: Mid Cap -4.5% -1.1% 7.1% * * * * *   9.7% * * * * *
iSh US Mid Growth IWP U.S. Equity: Mid Cap Gro -4.2% 3.2% 13.4% * * * * *   12.8% * * * * *
iSh US Mid Value IWS U.S. Equity: Mid Cap Val -4.8% -2.6% 4.9% * * * * *   9.5% * * * * *
iSh Russ 2000 IWM U.S. Equity: Sm Cap -11.6% -2.3% 0.6% * * * * *   12.8% * * * * *
iSh Russell 2000 IWO U.S. Equity: Sm Cap Gro -11.8% -0.8% 2.1% * * * * *   13.9% * * * * *
iSh Russ 2000 Val IWN U.S. Equity: Sm Cap Val -11.5% -4.1% -1.1% * * * * *   12.4% * * * * *
iShares Real Estate IYR U.S. Real Estate 1.1% -2.2% 16.3% * * * * *   11.1% * * * * *
Vanguard Real Estate VNQ U.S. Real Estate 0.2% -2.4% 15.5% * * * * *   11.2% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark -2.1% -0.3% 10.0% * * * * *   5.0% * * * * *