Global Equities, ranked by Alpha
for period ending October 31, 2026
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).
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 | -47.7% | -30.5% | -19.7% | -18.4% | -16.5% | -44.0% | -18.2% | -13.3% | -7.0% | -5.1% | |||
| New Zealand | ENZL | Asia and Australia | -11.1% | -15.4% | -15.9% | -10.1% | -7.0% | -0.2% | 5.0% | -4.7% | 3.3% | 6.3% | |||
| Philippines | EPHE | Asia and Australia | -10.6% | -5.2% | -12.9% | -12.8% | -9.2% | -6.5% | 0.9% | -4.8% | -3.2% | 0.8% | |||
| Australia | EWA | Asia and Australia | 5.4% | -2.8% | -5.2% | -6.7% | -8.6% | -6.5% | 13.8% | 16.4% | 6.5% | 8.2% | 6.0% | 5.9% | |
| Hong Kong | EWH | Asia and Australia | 3.6% | 6.2% | -4.7% | -5.5% | -4.2% | -3.6% | 9.7% | 15.5% | 2.1% | 4.0% | 5.7% | 5.6% | |
| Japan | EWJ | Asia and Australia | 6.2% | 3.7% | -1.1% | -2.7% | -2.7% | -4.0% | 16.1% | 19.8% | 8.9% | 8.4% | 8.2% | 4.4% | |
| Malaysia | EWM | Asia and Australia | 1.7% | 3.6% | -3.6% | -6.2% | -7.7% | -3.2% | 7.8% | 12.5% | 3.9% | 2.2% | 0.8% | 4.2% | |
| Singapore | EWS | Asia and Australia | 5.6% | 15.4% | 1.6% | -3.3% | -6.4% | -4.5% | 12.3% | 26.0% | 10.2% | 8.6% | 5.8% | 6.3% | |
| Taiwan | EWT | Asia and Australia | 36.2% | 8.4% | 4.7% | 3.1% | -0.0% | -0.4% | 58.7% | 39.7% | 17.9% | 17.9% | 14.0% | 11.1% | |
| S Korea | EWY | Asia and Australia | 28.5% | 2.1% | -0.4% | -5.6% | -8.4% | -6.4% | 61.2% | 44.1% | 16.4% | 12.8% | 8.8% | 7.7% | |
| India | INDY | Asia and Australia | -20.6% | -9.1% | -7.5% | -4.5% | -6.0% | -12.9% | 1.7% | -0.0% | 5.9% | 5.3% | |||
| China | MCHI | Asia and Australia | -28.6% | -1.0% | -11.1% | -6.7% | -6.4% | -21.4% | 8.2% | -4.5% | 2.3% | 3.1% | |||
| Thailand | THD | Asia and Australia | 10.6% | -0.1% | -6.3% | -9.3% | -7.5% | 17.0% | 8.2% | 1.0% | 2.4% | 3.8% | |||
| Vietnam | VNM | Asia and Australia | -16.2% | -8.0% | -14.2% | -12.4% | -14.2% | -4.3% | 15.0% | -2.5% | 2.8% | 1.1% | |||
| Poland | EPOL | Europe | 25.2% | 24.0% | 5.2% | -4.8% | -9.8% | 34.1% | 36.1% | 17.5% | 11.9% | 6.4% | |||
| Sweden | EWD | Europe | 2.4% | 1.5% | -7.6% | -5.7% | -7.3% | -6.3% | 12.6% | 22.3% | 5.1% | 10.1% | 8.2% | 6.6% | |
| Germany | EWG | Europe | -6.1% | 3.1% | -4.7% | -7.9% | -8.5% | -7.7% | 4.9% | 20.9% | 7.1% | 7.5% | 7.1% | 5.1% | |
| Italy | EWI | Europe | 1.0% | 12.3% | 3.9% | -1.7% | -6.6% | -9.9% | 11.4% | 27.4% | 15.0% | 13.2% | 8.3% | 2.8% | |
| Belgium | EWK | Europe | 4.1% | 5.8% | -3.0% | -6.9% | -4.7% | -8.2% | 14.3% | 18.8% | 6.4% | 6.5% | 8.5% | 3.4% | |
| Switzerland | EWL | Europe | 10.5% | 4.0% | -2.4% | -0.9% | -2.1% | -1.8% | 18.3% | 17.6% | 7.4% | 10.5% | 9.3% | 7.3% | |
| Netherlands | EWN | Europe | 2.1% | 1.1% | -6.2% | -3.4% | -4.6% | -5.2% | 14.7% | 23.3% | 6.9% | 12.6% | 11.0% | 7.5% | |
| Austria | EWO | Europe | 16.3% | 19.5% | 3.8% | -2.5% | -5.8% | -9.7% | 28.3% | 33.4% | 14.5% | 13.1% | 9.7% | 4.1% | |
| Spain | EWP | Europe | 7.9% | 19.9% | 9.1% | -2.1% | -6.6% | -7.0% | 15.7% | 32.4% | 18.5% | 10.9% | 7.1% | 4.5% | |
| France | EWQ | Europe | -10.5% | -4.1% | -5.8% | -5.7% | -6.7% | -7.7% | -1.8% | 10.2% | 4.9% | 8.7% | 7.5% | 4.3% | |
| UK | EWU | Europe | 9.5% | 10.0% | 2.9% | -3.1% | -5.5% | -6.0% | 15.9% | 20.8% | 11.6% | 8.8% | 6.5% | 4.2% | |
| EMU | EZU | Europe | -2.5% | 3.3% | -2.9% | -5.4% | -6.8% | -8.0% | 7.7% | 19.9% | 8.4% | 9.4% | 7.9% | 4.4% | |
| Greece | GREK | Europe | 14.7% | 22.5% | 17.2% | 1.7% | 28.4% | 37.0% | 26.7% | 16.7% | |||||
| Norway | NORW | Europe | 42.7% | 19.5% | -0.5% | -4.6% | -8.4% | 44.2% | 25.0% | 8.9% | 9.9% | 6.2% | |||
| Israel | EIS | Mideast and Africa | 0.7% | 9.1% | -2.2% | -5.2% | -6.8% | 14.3% | 37.1% | 10.4% | 11.0% | 8.3% | |||
| S Africa | EZA | Mideast and Africa | -6.1% | 12.0% | 0.3% | -8.2% | -9.7% | -6.6% | 4.4% | 25.0% | 10.6% | 6.1% | 4.2% | 5.2% | |
| Turkey | TUR | Mideast and Africa | -22.5% | -17.6% | 3.1% | -9.8% | -11.8% | -11.6% | -2.7% | 9.7% | 0.3% | -0.7% | |||
| Canada | EWC | North America | 13.0% | 9.2% | 0.6% | -3.3% | -6.6% | -4.8% | 21.1% | 26.4% | 11.4% | 11.4% | 7.5% | 6.7% | |
| Mexico | EWW | North America | 9.2% | 1.6% | 2.4% | -7.2% | -9.2% | -7.0% | 15.8% | 14.8% | 12.6% | 6.7% | 4.4% | 4.6% | |
| SPDR S&P 1500 | SPTM | North America | 0.6% | -0.3% | -0.3% | -0.4% | -0.3% | -0.2% | 12.4% | 22.9% | 11.6% | 15.1% | 14.5% | 10.9% | |
| Argentina | ARGT | South America | -21.0% | 10.9% | 9.3% | -3.1% | -7.0% | -15.2% | 28.8% | 21.2% | 14.1% | 10.2% | |||
| Chile | ECH | South America | -10.6% | 1.0% | 1.7% | -12.0% | -14.4% | 0.2% | 15.7% | 11.8% | 1.5% | -1.4% | |||
| Peru | EPU | South America | 20.8% | 32.7% | 16.9% | -0.4% | -4.9% | 30.4% | 46.1% | 27.1% | 13.0% | 7.9% | |||
| Brazil | EWZ | South America | 4.3% | -1.3% | 1.1% | -9.9% | -14.4% | -9.6% | 8.4% | 9.0% | 10.3% | 3.7% | -0.0% | 2.9% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | -1.5% | -1.5% | -3.0% | -1.5% | -0.8% | 0.3% | 7.4% | 15.9% | 6.6% | 9.6% | 9.4% | 7.9% | |