Global Asset Classes, ranked by Total Return
for period ending January 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
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.
Total Return | Downside Deviation | ||||||||||||||||
Ingredient Name | ID | Category | YTD | Jan | 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 | 3.8% | 3.8% | 32.8% | * | * | * | * | * | 7.6% | * | * | * | * | * | |
Industrial Metals | DBB | Commodities | -0.9% | -0.9% | 10.2% | * | * | * | * | * | 9.1% | * | * | * | * | * | |
Oil | DBO | Commodities | 2.9% | 2.9% | 6.5% | * | * | * | * | * | 8.5% | * | * | * | * | * | |
PowerSh Commodity | DBC | Commodities: Broad | 2.8% | 2.8% | 3.6% | * | * | * | * | * | 4.5% | * | * | * | * | * | |
SPDR Gold Trust | GLD | Commodities: Prec Metals | 6.8% | 6.8% | 37.2% | * | * | * | * | * | 4.6% | * | * | * | * | * | |
AUStralia | FXA | Currency: AUS Dollar | 0.6% | 0.6% | -3.8% | * | * | * | * | * | 6.9% | * | * | * | * | * | |
CAN Canada Dollar | FXC | Currency: CAN Dollar | -0.9% | -0.9% | -5.7% | * | * | * | * | * | 4.0% | * | * | * | * | * | |
CHF Swiss Franc | FXF | Currency: CHF Franc | -0.4% | -0.4% | -5.4% | * | * | * | * | * | 5.2% | * | * | * | * | * | |
EUR Euro | FXE | Currency: EUR Euro | 0.3% | 0.3% | -2.0% | * | * | * | * | * | 4.1% | * | * | * | * | * | |
GBP UK Pound | FXB | Currency: GBP Pound | -0.7% | -0.7% | 0.9% | * | * | * | * | * | 4.0% | * | * | * | * | * | |
JPY Japan Yen | FXY | Currency: JPY Yen | 1.5% | 1.5% | -5.6% | * | * | * | * | * | 8.6% | * | * | * | * | * | |
USD US Dollar indx | UUP | Currency: USD index | 0.3% | 0.3% | 10.8% | * | * | * | * | * | 2.6% | * | * | * | * | * | |
iShares MSCI | EEM | Equity: Emerging Mkts | 2.2% | 2.2% | 13.9% | * | * | * | * | * | 5.0% | * | * | * | * | * | |
Alerian US MLP | AMLP | Equity: MLP | 7.1% | 7.1% | 25.7% | * | * | * | * | * | 8.0% | * | * | * | * | * | |
US Corp Med 5-10y | IGIB | Fixed Income | 0.7% | 0.7% | 4.2% | * | * | * | * | * | 4.1% | * | * | * | * | * | |
Emerg Mkt Hi Yld | EMHY | Fixed Income | 1.8% | 1.8% | 14.5% | * | * | * | * | * | 2.5% | * | * | * | * | * | |
Muni Hi Yield | HYD | Fixed Income | 0.1% | 0.1% | 4.7% | * | * | * | * | * | 2.5% | * | * | * | * | * | |
US Treas 7-10yr | IEF | Fixed Income | 0.6% | 0.6% | -0.1% | * | * | * | * | * | 5.6% | * | * | * | * | * | |
Intl Treas | IGOV | Fixed Income | 0.4% | 0.4% | -2.9% | * | * | * | * | * | 6.5% | * | * | * | * | * | |
MktVectors Intl Hi Yield | IHY | Fixed Income | 1.4% | 1.4% | 5.9% | * | * | * | * | * | 2.8% | * | * | * | * | * | |
MktVectors Intermed Muni | ITM | Fixed Income | -0.1% | -0.1% | 1.3% | * | * | * | * | * | 2.4% | * | * | * | * | * | |
US Hi Yield | JNK | Fixed Income | 1.4% | 1.4% | 9.0% | * | * | * | * | * | 2.0% | * | * | * | * | * | |
US Mort Backed | MBB | Fixed Income | 0.6% | 0.6% | 2.2% | * | * | * | * | * | 4.8% | * | * | * | * | * | |
US Inflation Prot | TIP | Fixed Income | 1.4% | 1.4% | 2.7% | * | * | * | * | * | 3.3% | * | * | * | * | * | |
U.S. Total Bond Market | AGG | Fixed Income: Aggregate | 0.5% | 0.5% | 2.0% | * | * | * | * | * | 4.3% | * | * | * | * | * | |
U.S. Total Bond Market | BND | Fixed Income: Aggregate | 0.6% | 0.6% | 2.1% | * | * | * | * | * | 4.2% | * | * | * | * | * | |
iShares Emerg | EMB | Fixed Income: Aggregate | 1.7% | 1.7% | 8.6% | * | * | * | * | * | 4.4% | * | * | * | * | * | |
PwrSh Emerg Mkt Sov Debt | PCY | Fixed Income: Aggregate | 2.0% | 2.0% | 6.8% | * | * | * | * | * | 7.3% | * | * | * | * | * | |
T-Bill 1-3 Month | BIL | Fixed Income: Cash-like | 0.3% | 0.3% | 5.1% | * | * | * | * | * | 0.0% | * | * | * | * | * | |
iShares Treas 20y+ | TLT | Fixed Income: Long-Term | 0.5% | 0.5% | -5.5% | * | * | * | * | * | 10.4% | * | * | * | * | * | |
iSh Treas 1-3y | SHY | Fixed Income: Short-Term | 0.4% | 0.4% | 4.0% | * | * | * | * | * | 0.9% | * | * | * | * | * | |
ACWI (Global) | ACWI | Int'l Equity: Core | 3.1% | 3.1% | 20.8% | * | * | * | * | * | 5.9% | * | * | * | * | * | |
iSh MSCI Frontier 100 | FM | Int'l Equity: Frontier | 0.2% | 0.2% | 9.8% | * | * | * | * | * | 5.7% | * | * | * | * | * | |
Intl Dev Core | EFA | Int'l Equity: Lg Cap | 4.8% | 4.8% | 9.0% | * | * | * | * | * | 7.7% | * | * | * | * | * | |
iSh EAFE Growth | EFG | Int'l Equity: Lg Cap Gro | 5.1% | 5.1% | 6.4% | * | * | * | * | * | 9.3% | * | * | * | * | * | |
iSh EAFE Value | EFV | Int'l Equity: Lg Cap Val | 4.6% | 4.6% | 11.4% | * | * | * | * | * | 7.0% | * | * | * | * | * | |
Intl Dev Sm Cap | SCZ | Int'l Equity: Small Cap | 3.0% | 3.0% | 7.3% | * | * | * | * | * | 9.0% | * | * | * | * | * | |
US Large Core | IWB | U.S. Equity: Lg / Mid | 3.1% | 3.1% | 26.5% | * | * | * | * | * | 6.4% | * | * | * | * | * | |
iSh Russell 3000 | IWV | U.S. Equity: Lg Cap | 3.1% | 3.1% | 26.0% | * | * | * | * | * | 6.8% | * | * | * | * | * | |
S&P 500 | SPY | U.S. Equity: Lg Cap | 2.7% | 2.7% | 26.2% | * | * | * | * | * | 6.0% | * | * | * | * | * | |
iSh Russ 1000 Gro | IWF | U.S. Equity: Lg Cap Gro | 1.9% | 1.9% | 32.5% | * | * | * | * | * | 6.0% | * | * | * | * | * | |
PowerShares QQQ | QQQ | U.S. Equity: Lg Cap Gro | 2.2% | 2.2% | 26.0% | * | * | * | * | * | 5.9% | * | * | * | * | * | |
iSh Russ 1000 Val | IWD | U.S. Equity: Lg Cap Val | 4.5% | 4.5% | 19.3% | * | * | * | * | * | 9.8% | * | * | * | * | * | |
iSh Russell | IWC | U.S. Equity: Micro Cap | -0.3% | -0.3% | 18.1% | * | * | * | * | * | 12.7% | * | * | * | * | * | |
iSh US Mid Core | IWR | U.S. Equity: Mid Cap | 4.2% | 4.2% | 21.7% | * | * | * | * | * | 10.8% | * | * | * | * | * | |
iSh US Mid Growth | IWP | U.S. Equity: Mid Cap Gro | 6.2% | 6.2% | 30.2% | * | * | * | * | * | 11.1% | * | * | * | * | * | |
iSh US Mid Value | IWS | U.S. Equity: Mid Cap Val | 3.4% | 3.4% | 18.9% | * | * | * | * | * | 10.9% | * | * | * | * | * | |
iSh Russ 2000 | IWM | U.S. Equity: Sm Cap | 2.5% | 2.5% | 18.8% | * | * | * | * | * | 13.3% | * | * | * | * | * | |
iSh Russell 2000 | IWO | U.S. Equity: Sm Cap Gro | 3.2% | 3.2% | 22.5% | * | * | * | * | * | 14.1% | * | * | * | * | * | |
iSh Russ 2000 Val | IWN | U.S. Equity: Sm Cap Val | 2.0% | 2.0% | 15.1% | * | * | * | * | * | 12.7% | * | * | * | * | * | |
iShares Real Estate | IYR | U.S. Real Estate | 1.9% | 1.9% | 12.1% | * | * | * | * | * | 13.7% | * | * | * | * | * | |
Vanguard Real Estate | VNQ | U.S. Real Estate | 1.7% | 1.7% | 12.2% | * | * | * | * | * | 13.6% | * | * | * | * | * |