Global Equities, ranked by Alpha

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

Alpha is another way to see risk-adjusted return, showing the extra return above the expected return given the asset class's volatility (beta). Alpha greater than zero shows performance above what is expected based on its beta versus the benchmark of the S&P 500 (represented by the SPY exchange-traded fund).

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 Equities Peer Group
Sort by any column by clicking on the gray column heading.

      Alpha   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  
 
Indonesia EIDO Asia and Australia -12.0% * * * * *   -4.6% * * * * *
New Zealand ENZL Asia and Australia -9.7% * * * * *   2.7% * * * * *
Philippines EPHE Asia and Australia 14.0% * * * * *   14.6% * * * * *
Australia EWA Asia and Australia -2.4% * * * * *   11.2% * * * * *
Hong Kong EWH Asia and Australia 24.9% * * * * *   35.3% * * * * *
Japan EWJ Asia and Australia 4.4% * * * * *   12.5% * * * * *
Malaysia EWM Asia and Australia 4.0% * * * * *   10.4% * * * * *
Singapore EWS Asia and Australia 31.6% * * * * *   41.4% * * * * *
Taiwan EWT Asia and Australia -4.3% * * * * *   9.4% * * * * *
S Korea EWY Asia and Australia -3.6% * * * * *   11.2% * * * * *
India INDY Asia and Australia -2.3% * * * * *   1.5% * * * * *
China MCHI Asia and Australia 28.8% * * * * *   34.4% * * * * *
Thailand THD Asia and Australia -8.9% * * * * *   -3.6% * * * * *
Vietnam VNM Asia and Australia 3.8% * * * * *   13.0% * * * * *
Poland EPOL Europe 35.5% * * * * *   39.0% * * * * *
Sweden EWD Europe 7.1% * * * * *   16.2% * * * * *
Germany EWG Europe 33.5% * * * * *   40.5% * * * * *
Italy EWI Europe 34.3% * * * * *   38.7% * * * * *
Belgium EWK Europe 18.0% * * * * *   22.7% * * * * *
Switzerland EWL Europe 9.2% * * * * *   15.8% * * * * *
Netherlands EWN Europe 1.1% * * * * *   10.9% * * * * *
Austria EWO Europe 37.5% * * * * *   42.4% * * * * *
Spain EWP Europe 42.6% * * * * *   46.3% * * * * *
France EWQ Europe 10.6% * * * * *   16.7% * * * * *
UK EWU Europe 10.8% * * * * *   18.6% * * * * *
EMU EZU Europe 18.6% * * * * *   25.2% * * * * *
Greece GREK Europe 50.2% * * * * *   54.5% * * * * *
Norway NORW Europe 12.5% * * * * *   19.3% * * * * *
Israel EIS Mideast and Africa 41.8% * * * * *   58.4% * * * * *
S Africa EZA Mideast and Africa 27.5% * * * * *   32.2% * * * * *
Turkey TUR Mideast and Africa -35.7% * * * * *   -21.7% * * * * *
Canada EWC North America 14.7% * * * * *   27.1% * * * * *
Mexico EWW North America 7.4% * * * * *   12.4% * * * * *
SPDR S&P 1500 SPTM North America -0.8% * * * * *   14.4% * * * * *
Argentina ARGT South America 40.0% * * * * *   51.0% * * * * *
Chile ECH South America 20.5% * * * * *   24.6% * * * * *
Peru EPU South America 22.1% * * * * *   27.0% * * * * *
Brazil EWZ South America 6.8% * * * * *   12.4% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark -0.0% * * * * *   11.6% * * * * *