Global Equities, ranked by Beta
for period ending September 30, 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
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.
Beta vs. Annual Return
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Portfolio Ingredients: Global Equities
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S&P 500 (SPY)
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U.S. Bonds (BND)
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Balanced (60% Equity / 40% Bonds)
Portfolio Ingredients: Global Equities Peer Group
Sort by any column by clicking on the gray column heading.
| 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 | -0.08 | 0.40 | 0.34 | 0.68 | 0.77 | -31.3% | -16.2% | -8.6% | -5.6% | -3.1% | |||
| New Zealand | ENZL | Asia and Australia | 0.87 | 0.88 | 0.91 | 0.85 | 0.88 | 0.3% | 3.1% | -3.9% | 2.4% | 6.7% | |||
| Philippines | EPHE | Asia and Australia | 0.02 | 0.13 | 0.54 | 0.56 | 0.66 | -5.9% | -0.7% | -3.3% | -3.5% | 1.7% | |||
| Australia | EWA | Asia and Australia | 0.61 | 0.83 | 0.98 | 0.97 | 1.03 | 1.17 | 8.1% | 13.4% | 7.0% | 7.4% | 6.9% | 6.1% | |
| Hong Kong | EWH | Asia and Australia | 0.29 | 0.29 | 0.37 | 0.54 | 0.65 | 0.81 | 7.6% | 13.9% | 2.2% | 3.6% | 6.4% | 5.6% | |
| Japan | EWJ | Asia and Australia | 0.70 | 0.60 | 0.71 | 0.67 | 0.68 | 0.73 | 26.7% | 20.8% | 9.3% | 9.0% | 8.5% | 4.8% | |
| Malaysia | EWM | Asia and Australia | 0.25 | 0.23 | 0.45 | 0.46 | 0.55 | 0.62 | 9.5% | 13.3% | 5.0% | 2.2% | 1.8% | 4.5% | |
| Singapore | EWS | Asia and Australia | 0.23 | 0.32 | 0.57 | 0.73 | 0.81 | 0.99 | 22.4% | 27.5% | 13.2% | 9.0% | 7.1% | 7.2% | |
| Taiwan | EWT | Asia and Australia | 2.10 | 1.36 | 1.10 | 0.94 | 0.94 | 1.07 | 85.6% | 43.8% | 20.9% | 19.2% | 15.6% | 11.9% | |
| S Korea | EWY | Asia and Australia | 3.35 | 1.92 | 1.50 | 1.23 | 1.20 | 1.33 | 133.3% | 49.4% | 20.3% | 14.3% | 11.4% | 8.7% | |
| India | INDY | Asia and Australia | 0.59 | 0.38 | 0.44 | 0.62 | 0.75 | -12.7% | -0.4% | -0.7% | 5.4% | 5.8% | |||
| China | MCHI | Asia and Australia | 0.37 | 0.25 | 0.33 | 0.51 | 0.62 | -19.3% | 9.2% | -2.8% | 2.6% | 4.5% | |||
| Thailand | THD | Asia and Australia | 0.28 | 0.23 | 0.42 | 0.71 | 0.75 | 24.2% | 7.7% | 2.1% | 2.5% | 4.7% | |||
| Vietnam | VNM | Asia and Australia | 0.97 | 1.09 | 0.96 | 1.00 | 1.03 | -4.8% | 9.8% | -1.2% | 2.5% | 1.6% | |||
| Poland | EPOL | Europe | 0.58 | 0.26 | 1.02 | 1.10 | 1.13 | 43.3% | 44.1% | 19.4% | 12.4% | 7.6% | |||
| Sweden | EWD | Europe | 0.85 | 0.92 | 1.09 | 1.04 | 1.08 | 1.22 | 9.8% | 18.7% | 5.6% | 9.0% | 8.9% | 6.7% | |
| Germany | EWG | Europe | 0.88 | 0.74 | 0.96 | 1.00 | 1.08 | 1.21 | 1.3% | 18.8% | 7.3% | 7.2% | 8.1% | 5.3% | |
| Italy | EWI | Europe | 0.74 | 0.55 | 0.88 | 0.95 | 1.02 | 1.19 | 16.8% | 28.8% | 17.4% | 14.0% | 9.6% | 3.2% | |
| Belgium | EWK | Europe | 0.79 | 0.49 | 0.69 | 0.86 | 0.87 | 1.07 | 13.2% | 16.8% | 7.0% | 5.8% | 8.8% | 3.4% | |
| Switzerland | EWL | Europe | 0.60 | 0.57 | 0.75 | 0.71 | 0.75 | 0.82 | 9.0% | 12.9% | 7.0% | 9.0% | 9.3% | 7.0% | |
| Netherlands | EWN | Europe | 1.01 | 0.91 | 1.12 | 1.05 | 1.07 | 1.18 | 22.4% | 24.8% | 9.2% | 12.9% | 12.3% | 7.7% | |
| Austria | EWO | Europe | 0.88 | 0.47 | 0.82 | 1.01 | 1.04 | 1.31 | 40.1% | 36.0% | 16.8% | 14.0% | 10.7% | 4.8% | |
| Spain | EWP | Europe | 0.41 | 0.43 | 0.67 | 0.81 | 0.92 | 1.07 | 23.2% | 33.4% | 20.8% | 11.7% | 8.1% | 5.2% | |
| France | EWQ | Europe | 0.60 | 0.54 | 0.85 | 0.92 | 0.97 | 1.12 | -0.2% | 9.3% | 6.3% | 8.7% | 8.4% | 4.5% | |
| UK | EWU | Europe | 0.35 | 0.38 | 0.60 | 0.75 | 0.82 | 0.93 | 14.6% | 18.2% | 11.9% | 8.0% | 7.2% | 4.3% | |
| EMU | EZU | Europe | 0.74 | 0.64 | 0.91 | 0.95 | 1.01 | 1.16 | 11.7% | 20.1% | 10.1% | 9.7% | 9.0% | 4.8% | |
| Greece | GREK | Europe | 1.05 | 0.48 | 0.68 | 0.97 | 34.1% | 41.2% | 29.6% | 17.8% | |||||
| Norway | NORW | Europe | -0.27 | 0.16 | 0.71 | 0.94 | 1.02 | 26.6% | 19.7% | 8.6% | 8.9% | 6.7% | |||
| Israel | EIS | Mideast and Africa | 1.14 | 1.33 | 1.07 | 1.07 | 1.03 | 22.9% | 32.8% | 12.8% | 11.2% | 9.5% | |||
| S Africa | EZA | Mideast and Africa | 0.77 | 0.44 | 0.76 | 0.92 | 0.94 | 1.10 | 7.6% | 26.2% | 11.4% | 6.4% | 5.2% | 5.9% | |
| Turkey | TUR | Mideast and Africa | 0.73 | 0.57 | 0.30 | 0.59 | 0.69 | 1.0% | -2.2% | 12.7% | 1.6% | 0.2% | |||
| Canada | EWC | North America | 0.56 | 0.74 | 0.87 | 0.95 | 0.96 | 1.07 | 17.1% | 22.7% | 12.2% | 10.8% | 7.9% | 6.7% | |
| Mexico | EWW | North America | 0.37 | 0.54 | 0.77 | 0.88 | 0.93 | 1.08 | 7.8% | 10.7% | 11.6% | 6.7% | 4.9% | 4.8% | |
| SPDR S&P 1500 | SPTM | North America | 0.98 | 1.00 | 1.00 | 1.01 | 1.01 | 1.02 | 15.4% | 22.1% | 13.3% | 14.9% | 15.3% | 11.1% | |
| Argentina | ARGT | South America | 0.41 | 0.72 | 0.94 | 1.13 | 1.18 | 24.9% | 29.4% | 22.9% | 15.0% | 11.6% | |||
| Chile | ECH | South America | 0.81 | 0.55 | 0.71 | 0.84 | 0.89 | 16.9% | 15.9% | 12.4% | 3.2% | 0.2% | |||
| Peru | EPU | South America | 0.54 | 0.46 | 0.80 | 0.84 | 0.86 | 47.3% | 48.9% | 33.1% | 14.0% | 9.4% | |||
| Brazil | EWZ | South America | -0.13 | 0.26 | 0.57 | 0.83 | 1.00 | 1.17 | 25.1% | 13.0% | 11.3% | 6.3% | 2.1% | 4.1% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 0.63 | 0.70 | 0.71 | 0.67 | 0.66 | 0.65 | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | |