Global Asset Classes, ranked by Total Return

for period ending February 28, 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 Feb 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 -0.4% -4.0% 24.3% * * * * *   8.7% * * * * *
Industrial Metals DBB Commodities 1.1% 2.0% 15.1% * * * * *   9.1% * * * * *
Oil DBO Commodities -0.8% -3.6% 1.8% * * * * *   9.0% * * * * *
PowerSh Commodity DBC Commodities: Broad 2.9% 0.1% 5.4% * * * * *   4.2% * * * * *
SPDR Gold Trust GLD Commodities: Prec Metals 8.7% 1.8% 39.1% * * * * *   4.7% * * * * *
AUStralia FXA Currency: AUS Dollar 0.6% 0.0% -3.0% * * * * *   6.9% * * * * *
CAN Canada Dollar FXC Currency: CAN Dollar -0.5% 0.4% -4.6% * * * * *   4.0% * * * * *
CHF Swiss Franc FXF Currency: CHF Franc 0.5% 0.9% -2.2% * * * * *   4.8% * * * * *
EUR Euro FXE Currency: EUR Euro 0.5% 0.1% -2.0% * * * * *   4.1% * * * * *
GBP UK Pound FXB Currency: GBP Pound 1.0% 1.7% 2.8% * * * * *   4.1% * * * * *
JPY Japan Yen FXY Currency: JPY Yen 4.6% 3.1% -0.7% * * * * *   8.8% * * * * *
USD US Dollar indx UUP Currency: USD index -0.1% -0.4% 9.3% * * * * *   2.6% * * * * *
iShares MSCI EEM Equity: Emerging Mkts 3.3% 1.1% 10.6% * * * * *   4.9% * * * * *
Alerian US MLP AMLP Equity: MLP 9.9% 2.6% 23.0% * * * * *   7.9% * * * * *
US Corp Med 5-10y IGIB Fixed Income 2.7% 2.0% 7.7% * * * * *   3.9% * * * * *
Emerg Mkt Hi Yld EMHY Fixed Income 3.2% 1.4% 13.4% * * * * *   2.5% * * * * *
Muni Hi Yield HYD Fixed Income 1.6% 1.5% 5.6% * * * * *   2.5% * * * * *
US Treas 7-10yr IEF Fixed Income 3.4% 2.8% 4.9% * * * * *   5.4% * * * * *
Intl Treas IGOV Fixed Income 1.1% 0.7% -1.1% * * * * *   6.5% * * * * *
MktVectors Intl Hi Yield IHY Fixed Income 2.5% 1.1% 6.8% * * * * *   2.8% * * * * *
MktVectors Intermed Muni ITM Fixed Income 1.5% 1.6% 2.6% * * * * *   2.4% * * * * *
US Hi Yield JNK Fixed Income 2.3% 0.9% 9.7% * * * * *   2.0% * * * * *
US Mort Backed MBB Fixed Income 3.0% 2.4% 6.5% * * * * *   4.6% * * * * *
US Inflation Prot TIP Fixed Income 3.6% 2.2% 6.0% * * * * *   3.2% * * * * *
U.S. Total Bond Market AGG Fixed Income: Aggregate 2.8% 2.2% 5.8% * * * * *   4.1% * * * * *
U.S. Total Bond Market BND Fixed Income: Aggregate 2.8% 2.2% 5.8% * * * * *   4.0% * * * * *
iShares Emerg EMB Fixed Income: Aggregate 3.9% 2.1% 10.1% * * * * *   4.5% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Fixed Income: Aggregate 5.5% 3.4% 9.5% * * * * *   7.5% * * * * *
T-Bill 1-3 Month BIL Fixed Income: Cash-like 0.7% 0.3% 5.0% * * * * *   0.0% * * * * *
iShares Treas 20y+ TLT Fixed Income: Long-Term 6.2% 5.7% 2.2% * * * * *   10.9% * * * * *
iSh Treas 1-3y SHY Fixed Income: Short-Term 1.1% 0.7% 5.2% * * * * *   0.8% * * * * *
ACWI (Global) ACWI Int'l Equity: Core 2.8% -0.3% 15.3% * * * * *   5.6% * * * * *
Intl Dev Core EFA Int'l Equity: Lg Cap 7.9% 3.0% 8.9% * * * * *   7.7% * * * * *
iSh EAFE Growth EFG Int'l Equity: Lg Cap Gro 6.2% 1.1% 2.8% * * * * *   9.0% * * * * *
iSh EAFE Value EFV Int'l Equity: Lg Cap Val 9.2% 4.4% 15.0% * * * * *   7.2% * * * * *
Intl Dev Sm Cap SCZ Int'l Equity: Small Cap 3.5% 0.5% 6.2% * * * * *   8.9% * * * * *
US Large Core IWB U.S. Equity: Lg / Mid 1.3% -1.7% 18.1% * * * * *   6.3% * * * * *
iSh Russell 3000 IWV U.S. Equity: Lg Cap 1.1% -1.9% 17.3% * * * * *   6.7% * * * * *
S&P 500 SPY U.S. Equity: Lg Cap 1.4% -1.3% 18.4% * * * * *   5.8% * * * * *
iSh Russ 1000 Gro IWF U.S. Equity: Lg Cap Gro -1.7% -3.6% 19.8% * * * * *   6.9% * * * * *
PowerShares QQQ QQQ U.S. Equity: Lg Cap Gro -0.6% -2.7% 16.4% * * * * *   6.3% * * * * *
iSh Russ 1000 Val IWD U.S. Equity: Lg Cap Val 5.0% 0.4% 15.7% * * * * *   9.5% * * * * *
iSh Russell IWC U.S. Equity: Micro Cap -5.5% -5.2% 5.1% * * * * *   12.7% * * * * *
iSh US Mid Core IWR U.S. Equity: Mid Cap 1.2% -2.8% 12.2% * * * * *   10.5% * * * * *
iSh US Mid Growth IWP U.S. Equity: Mid Cap Gro 0.2% -5.7% 14.2% * * * * *   11.8% * * * * *
iSh US Mid Value IWS U.S. Equity: Mid Cap Val 1.5% -1.8% 11.5% * * * * *   10.5% * * * * *
iSh Russ 2000 IWM U.S. Equity: Sm Cap -2.9% -5.2% 6.6% * * * * *   13.3% * * * * *
iSh Russell 2000 IWO U.S. Equity: Sm Cap Gro -3.8% -6.8% 5.7% * * * * *   14.3% * * * * *
iSh Russ 2000 Val IWN U.S. Equity: Sm Cap Val -1.9% -3.8% 7.2% * * * * *   12.6% * * * * *
iShares Real Estate IYR U.S. Real Estate 5.7% 3.8% 13.9% * * * * *   13.9% * * * * *
Vanguard Real Estate VNQ U.S. Real Estate 5.4% 3.7% 14.1% * * * * *   13.8% * * * * *