Global Equities, ranked by Beta

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

Beta measures the volatility vs. the S&P 500 equity benchmark, as represented by the SPY exchange-traded fund. A beta of 1.10 means that the asset class is 10% more volatile than the benchmark.

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
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      Beta   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 0.28 * * * * *   -4.6% * * * * *
New Zealand ENZL Asia and Australia 0.75 * * * * *   2.7% * * * * *
Philippines EPHE Asia and Australia -0.37 * * * * *   14.6% * * * * *
Australia EWA Asia and Australia 0.88 * * * * *   11.2% * * * * *
Hong Kong EWH Asia and Australia 0.57 * * * * *   35.3% * * * * *
Japan EWJ Asia and Australia 0.35 * * * * *   12.5% * * * * *
Malaysia EWM Asia and Australia 0.19 * * * * *   10.4% * * * * *
Singapore EWS Asia and Australia 0.50 * * * * *   41.4% * * * * *
Taiwan EWT Asia and Australia 0.88 * * * * *   9.4% * * * * *
S Korea EWY Asia and Australia 0.99 * * * * *   11.2% * * * * *
India INDY Asia and Australia -0.06 * * * * *   1.5% * * * * *
China MCHI Asia and Australia 0.11 * * * * *   34.4% * * * * *
Thailand THD Asia and Australia 0.08 * * * * *   -3.6% * * * * *
Vietnam VNM Asia and Australia 0.45 * * * * *   13.0% * * * * *
Poland EPOL Europe -0.09 * * * * *   39.0% * * * * *
Sweden EWD Europe 0.44 * * * * *   16.2% * * * * *
Germany EWG Europe 0.24 * * * * *   40.5% * * * * *
Italy EWI Europe -0.00 * * * * *   38.7% * * * * *
Belgium EWK Europe 0.02 * * * * *   22.7% * * * * *
Switzerland EWL Europe 0.21 * * * * *   15.8% * * * * *
Netherlands EWN Europe 0.51 * * * * *   10.9% * * * * *
Austria EWO Europe 0.04 * * * * *   42.4% * * * * *
Spain EWP Europe -0.08 * * * * *   46.3% * * * * *
France EWQ Europe 0.16 * * * * *   16.7% * * * * *
UK EWU Europe 0.32 * * * * *   18.6% * * * * *
EMU EZU Europe 0.20 * * * * *   25.2% * * * * *
Greece GREK Europe -0.01 * * * * *   54.5% * * * * *
Norway NORW Europe 0.22 * * * * *   19.3% * * * * *
Israel EIS Mideast and Africa 1.15 * * * * *   58.4% * * * * *
S Africa EZA Mideast and Africa 0.03 * * * * *   32.2% * * * * *
Turkey TUR Mideast and Africa 0.91 * * * * *   -21.7% * * * * *
Canada EWC North America 0.76 * * * * *   27.1% * * * * *
Mexico EWW North America 0.05 * * * * *   12.4% * * * * *
SPDR S&P 1500 SPTM North America 1.02 * * * * *   14.4% * * * * *
Argentina ARGT South America 0.62 * * * * *   51.0% * * * * *
Chile ECH South America -0.04 * * * * *   24.6% * * * * *
Peru EPU South America 0.03 * * * * *   27.0% * * * * *
Brazil EWZ South America 0.11 * * * * *   12.4% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0.68 * * * * *   11.6% * * * * *