Global Equities, ranked by Beta

for period ending October 31, 2024

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
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta

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.

Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.

      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 0.88 * * * * *   10.1% * * * * *
New Zealand ENZL Asia and Australia 1.05 * * * * *   16.6% * * * * *
Philippines EPHE Asia and Australia 0.87 * * * * *   19.9% * * * * *
Australia EWA Asia and Australia 1.21 * * * * *   27.2% * * * * *
Hong Kong EWH Asia and Australia 0.15 * * * * *   11.7% * * * * *
Japan EWJ Asia and Australia 0.93 * * * * *   18.0% * * * * *
Malaysia EWM Asia and Australia 0.38 * * * * *   23.5% * * * * *
Singapore EWS Asia and Australia 0.27 * * * * *   28.0% * * * * *
Taiwan EWT Asia and Australia 1.16 * * * * *   35.3% * * * * *
S Korea EWY Asia and Australia 1.71 * * * * *   11.9% * * * * *
India INDY Asia and Australia 0.56 * * * * *   21.3% * * * * *
China MCHI Asia and Australia 0.08 * * * * *   21.3% * * * * *
Thailand THD Asia and Australia 0.28 * * * * *   14.1% * * * * *
Vietnam VNM Asia and Australia 1.86 * * * * *   8.6% * * * * *
Poland EPOL Europe 1.20 * * * * *   17.6% * * * * *
Sweden EWD Europe 1.72 * * * * *   32.1% * * * * *
Germany EWG Europe 1.29 * * * * *   31.5% * * * * *
Italy EWI Europe 1.05 * * * * *   32.0% * * * * *
Belgium EWK Europe 0.75 * * * * *   21.5% * * * * *
Switzerland EWL Europe 1.05 * * * * *   20.2% * * * * *
Netherlands EWN Europe 1.46 * * * * *   27.0% * * * * *
Austria EWO Europe 0.76 * * * * *   20.0% * * * * *
Spain EWP Europe 1.13 * * * * *   30.9% * * * * *
France EWQ Europe 1.02 * * * * *   13.3% * * * * *
UK EWU Europe 0.54 * * * * *   21.6% * * * * *
EMU EZU Europe 1.18 * * * * *   23.4% * * * * *
Greece GREK Europe 0.71 * * * * *   20.6% * * * * *
Norway NORW Europe 0.66 * * * * *   12.9% * * * * *
Israel EIS Mideast and Africa 1.56 * * * * *   48.5% * * * * *
S Africa EZA Mideast and Africa 0.36 * * * * *   35.8% * * * * *
Turkey TUR Mideast and Africa -0.24 * * * * *   0.4% * * * * *
Canada EWC North America 0.92 * * * * *   31.0% * * * * *
Mexico EWW North America 1.29 * * * * *   -3.0% * * * * *
US Equity: Russell 3000 SPTM North America 1.01 * * * * *   37.5% * * * * *
Argentina ARGT South America 0.99 * * * * *   92.3% * * * * *
Chile ECH South America 1.04 * * * * *   9.1% * * * * *
Peru EPU South America 0.48 * * * * *   58.0% * * * * *
Brazil EWZ South America 1.17 * * * * *   -0.1% * * * * *