Global Asset Classes, ranked by Total Return

for period ending June 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 Jun 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 -1.7% -2.1% 14.4% * * * * *   5.8% * * * * *
Industrial Metals DBB Commodities 2.8% 5.3% 0.7% * * * * *   10.4% * * * * *
Oil DBO Commodities -7.6% 6.6% -12.6% * * * * *   16.6% * * * * *
Invesco Commodity DBC Commodities: Broad 2.0% 4.5% -1.1% * * * * *   9.5% * * * * *
SPDR Gold Shares GLD Commodities: Prec Metals 25.9% 0.4% 41.8% * * * * *   4.8% * * * * *
AUStralia FXA Currency: AUS Dollar 7.1% 2.2% 0.1% * * * * *   7.1% * * * * *
CAN Canada Dollar FXC Currency: CAN Dollar 6.0% 0.8% 1.7% * * * * *   4.0% * * * * *
CHF Swiss Franc FXF Currency: CHF Franc 14.2% 3.7% 13.0% * * * * *   4.6% * * * * *
EUR Euro FXE Currency: EUR Euro 14.5% 3.8% 11.8% * * * * *   4.4% * * * * *
GBP UK Pound FXB Currency: GBP Pound 11.1% 2.1% 11.8% * * * * *   4.3% * * * * *
JPY Japan Yen FXY Currency: JPY Yen 9.1% -0.1% 11.2% * * * * *   8.3% * * * * *
USD US Dollar indx UUP Currency: USD index -8.6% -2.1% -3.6% * * * * *   5.6% * * * * *
iShares MSCI EEM Equity: Emerging Mkts 16.5% 7.0% 16.3% * * * * *   5.1% * * * * *
Alerian US MLP AMLP Equity: MLP 5.5% 2.3% 10.2% * * * * *   10.6% * * * * *
US Corp Med 5-10y IGIB Fixed Income 5.5% 1.9% 8.7% * * * * *   3.1% * * * * *
Emerg Mkt Hi Yld EMHY Fixed Income 5.7% 2.5% 13.0% * * * * *   2.3% * * * * *
Muni Hi Yield HYD Fixed Income -1.5% 0.9% 1.4% * * * * *   3.2% * * * * *
US Treas 7-10yr IEF Fixed Income 5.2% 1.6% 6.1% * * * * *   4.5% * * * * *
Intl Treas IGOV Fixed Income 12.2% 3.2% 12.3% * * * * *   6.2% * * * * *
VanEck Intl Hi Yield IHY Fixed Income 10.1% 2.6% 13.4% * * * * *   2.6% * * * * *
VanEck Intermed Muni ITM Fixed Income -0.2% 0.9% 2.0% * * * * *   3.0% * * * * *
US Hi Yield JNK Fixed Income 4.8% 2.0% 10.3% * * * * *   2.1% * * * * *
US Mort Backed MBB Fixed Income 3.9% 1.7% 6.1% * * * * *   3.7% * * * * *
US Inflation Prot TIP Fixed Income 4.7% 0.9% 5.7% * * * * *   2.7% * * * * *
U.S. Agg Bond Market AGG Fixed Income: Aggregate 4.0% 1.5% 6.2% * * * * *   3.3% * * * * *
U.S. Total Bond Market BND Benchmark 4.0% 1.5% 6.1% * * * * *   3.2% * * * * *
iShares Emerg EMB Fixed Income: Aggregate 6.4% 2.7% 10.7% * * * * *   3.9% * * * * *
Invesco Emerg Mkt Sov Debt PCY Fixed Income: Aggregate 4.2% 3.2% 6.6% * * * * *   7.3% * * * * *
T-Bill 1-3 Month BIL Fixed Income: Cash-like 2.1% 0.3% 4.6% * * * * *   0.0% * * * * *
iShares Treas 20y+ TLT Fixed Income: Long-Term 2.9% 2.7% 0.2% * * * * *   9.3% * * * * *
iSh Treas 1-3y SHY Fixed Income: Short-Term 2.7% 0.6% 5.6% * * * * *   0.7% * * * * *
ACWI (Global) ACWI Int'l Equity: Core 10.3% 4.8% 16.3% * * * * *   5.8% * * * * *
Intl Dev Core EFA Int'l Equity: Lg Cap 20.3% 2.4% 17.7% * * * * *   7.1% * * * * *
iSh EAFE Growth EFG Int'l Equity: Lg Cap Gro 16.8% 3.0% 11.3% * * * * *   8.6% * * * * *
iSh EAFE Value EFV Int'l Equity: Lg Cap Val 23.6% 1.9% 24.4% * * * * *   6.5% * * * * *
Intl Dev Sm Cap SCZ Int'l Equity: Small Cap 21.4% 4.5% 22.1% * * * * *   8.5% * * * * *
US Large Core IWB U.S. Equity: Lg / Mid 6.0% 5.0% 15.5% * * * * *   7.7% * * * * *
iSh Russell 3000 IWV U.S. Equity: Lg Cap 5.6% 5.1% 15.0% * * * * *   8.0% * * * * *
S&P 500 SPY Benchmark 6.1% 5.1% 14.9% * * * * *   7.2% * * * * *
iSh Russ 1000 Gro IWF U.S. Equity: Lg Cap Gro 5.9% 6.4% 17.0% * * * * *   10.9% * * * * *
Inveso QQQ QQQ U.S. Equity: Lg Cap Gro 8.2% 6.4% 15.8% * * * * *   9.6% * * * * *
iSh Russ 1000 Val IWD U.S. Equity: Lg Cap Val 5.8% 3.4% 13.5% * * * * *   9.2% * * * * *
iSh Russell IWC U.S. Equity: Micro Cap -1.6% 7.0% 13.3% * * * * *   14.8% * * * * *
iSh US Mid Core IWR U.S. Equity: Mid Cap 4.7% 3.7% 15.0% * * * * *   10.4% * * * * *
iSh US Mid Growth IWP U.S. Equity: Mid Cap Gro 9.6% 4.4% 26.2% * * * * *   14.2% * * * * *
iSh US Mid Value IWS U.S. Equity: Mid Cap Val 2.9% 3.5% 11.2% * * * * *   9.9% * * * * *
iSh Russ 2000 IWM U.S. Equity: Sm Cap -1.8% 5.5% 7.6% * * * * *   13.6% * * * * *
iSh Russell 2000 IWO U.S. Equity: Sm Cap Gro -0.4% 6.1% 9.8% * * * * *   14.9% * * * * *
iSh Russ 2000 Val IWN U.S. Equity: Sm Cap Val -3.2% 5.1% 5.5% * * * * *   13.0% * * * * *
iShares Real Estate IYR U.S. Real Estate 2.8% 0.8% 10.7% * * * * *   10.6% * * * * *
Vanguard Real Estate VNQ U.S. Real Estate 2.0% 0.7% 10.4% * * * * *   10.8% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 5.1% 3.7% 11.6% * * * * *   5.1% * * * * *