Global Equities, ranked by Maximum Drawdown
for period ending August 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
Maximum Drawdown is the largest percentage drop in portfolio value over the last 1, 3, 5, 10, 15, and 20 years. This includes dividends and splits.
Maximum Drawdown 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.
| Maximum Drawdown | 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 | |||||||||||||||
| U.S. Total Bond Market | BND | Benchmark | 2.3% | 3.1% | 15.8% | 17.3% | 17.3% | 17.3% | 1.8% | 4.1% | -0.4% | 1.4% | 2.0% | 3.1% | |
| S&P 500 | SPY | Benchmark | 5.8% | 7.6% | 23.9% | 23.9% | 23.9% | 50.8% | 20.2% | 20.9% | 12.7% | 15.3% | 15.0% | 11.3% | |
| Indonesia | EIDO | Asia and Australia | 38.4% | 46.1% | 47.8% | 52.4% | 57.3% | -26.0% | -14.8% | -6.8% | -4.5% | -4.1% | |||
| New Zealand | ENZL | Asia and Australia | 10.2% | 13.7% | 33.8% | 37.3% | 37.3% | 9.7% | 4.6% | -3.2% | 3.1% | 6.3% | |||
| Philippines | EPHE | Asia and Australia | 14.5% | 19.2% | 32.2% | 40.7% | 43.7% | -6.7% | 1.6% | -2.6% | -3.4% | 0.9% | |||
| Australia | EWA | Asia and Australia | 7.7% | 12.1% | 23.4% | 31.4% | 31.4% | 63.8% | 14.3% | 14.4% | 7.3% | 8.4% | 6.0% | 6.4% | |
| Hong Kong | EWH | Asia and Australia | 12.2% | 12.2% | 32.7% | 40.4% | 40.4% | 57.1% | 13.6% | 13.1% | 1.5% | 4.4% | 5.2% | 5.8% | |
| Japan | EWJ | Asia and Australia | 8.6% | 8.6% | 28.9% | 28.9% | 28.9% | 48.8% | 27.8% | 19.3% | 9.6% | 9.1% | 8.1% | 4.6% | |
| Malaysia | EWM | Asia and Australia | 6.3% | 13.1% | 20.6% | 33.7% | 41.1% | 45.2% | 18.4% | 13.7% | 4.8% | 2.5% | 1.0% | 4.7% | |
| Singapore | EWS | Asia and Australia | 1.9% | 5.2% | 24.4% | 32.1% | 32.1% | 60.0% | 26.8% | 28.1% | 13.5% | 9.6% | 6.1% | 7.5% | |
| Taiwan | EWT | Asia and Australia | 11.1% | 11.1% | 37.5% | 37.5% | 37.5% | 58.1% | 92.1% | 40.6% | 18.8% | 19.2% | 14.1% | 11.8% | |
| S Korea | EWY | Asia and Australia | 23.7% | 23.7% | 40.0% | 48.1% | 48.1% | 70.2% | 156.0% | 46.0% | 18.3% | 14.5% | 9.9% | 8.7% | |
| India | INDY | Asia and Australia | 14.9% | 18.6% | 18.6% | 34.0% | 34.0% | -7.0% | 1.9% | 0.7% | 6.0% | 5.4% | |||
| China | MCHI | Asia and Australia | 21.0% | 21.0% | 47.9% | 58.7% | 58.7% | -9.1% | 9.6% | -2.8% | 3.5% | 3.4% | |||
| Thailand | THD | Asia and Australia | 7.6% | 24.5% | 31.1% | 40.0% | 40.0% | 31.1% | 5.1% | 1.3% | 2.4% | 3.4% | |||
| Vietnam | VNM | Asia and Australia | 11.0% | 17.4% | 46.5% | 46.5% | 49.2% | -1.1% | 8.0% | -0.4% | 3.1% | 1.2% | |||
| Poland | EPOL | Europe | 4.5% | 12.3% | 52.8% | 60.4% | 60.4% | 44.9% | 38.5% | 18.0% | 12.4% | 5.6% | |||
| Sweden | EWD | Europe | 11.0% | 14.0% | 39.7% | 40.3% | 40.3% | 63.1% | 19.3% | 20.9% | 5.6% | 9.9% | 8.3% | 7.3% | |
| Germany | EWG | Europe | 10.5% | 10.5% | 39.3% | 41.7% | 41.7% | 60.7% | 7.7% | 19.0% | 7.5% | 7.9% | 7.6% | 5.7% | |
| Italy | EWI | Europe | 6.8% | 6.8% | 32.9% | 33.4% | 35.5% | 66.1% | 26.0% | 29.0% | 17.9% | 14.4% | 9.0% | 3.5% | |
| Belgium | EWK | Europe | 8.5% | 11.3% | 30.9% | 33.0% | 33.0% | 70.4% | 21.4% | 17.3% | 7.2% | 6.9% | 8.3% | 3.9% | |
| Switzerland | EWL | Europe | 9.6% | 13.0% | 27.6% | 27.6% | 27.6% | 47.4% | 15.5% | 13.0% | 6.4% | 9.8% | 8.7% | 7.4% | |
| Netherlands | EWN | Europe | 8.4% | 11.8% | 40.4% | 41.3% | 41.3% | 60.8% | 35.1% | 21.8% | 7.8% | 13.1% | 11.5% | 7.9% | |
| Austria | EWO | Europe | 6.4% | 9.4% | 37.6% | 47.6% | 47.6% | 73.7% | 45.8% | 36.2% | 17.2% | 14.9% | 9.3% | 5.1% | |
| Spain | EWP | Europe | 5.1% | 9.7% | 27.6% | 38.7% | 41.6% | 58.6% | 34.7% | 34.2% | 21.1% | 12.4% | 7.7% | 5.7% | |
| France | EWQ | Europe | 9.4% | 11.3% | 29.1% | 29.1% | 29.1% | 57.8% | 10.8% | 10.0% | 7.0% | 9.6% | 7.8% | 4.9% | |
| UK | EWU | Europe | 6.4% | 7.8% | 21.3% | 30.0% | 30.0% | 60.0% | 20.6% | 19.3% | 12.3% | 8.4% | 6.7% | 4.5% | |
| EMU | EZU | Europe | 8.7% | 9.0% | 34.0% | 34.7% | 34.7% | 62.0% | 21.1% | 19.5% | 9.9% | 10.3% | 8.3% | 5.1% | |
| Greece | GREK | Europe | 13.4% | 13.4% | 25.0% | 47.1% | 36.0% | 35.3% | 27.6% | 17.5% | |||||
| Norway | NORW | Europe | 11.7% | 11.7% | 30.6% | 43.7% | 44.2% | 35.9% | 22.8% | 10.0% | 10.2% | 5.8% | |||
| Israel | EIS | Mideast and Africa | 12.8% | 13.7% | 38.6% | 38.6% | 38.6% | 31.6% | 32.5% | 12.9% | 11.1% | 8.6% | |||
| S Africa | EZA | Mideast and Africa | 20.9% | 20.9% | 33.7% | 54.0% | 54.0% | 57.1% | 31.8% | 28.7% | 12.4% | 8.1% | 4.5% | 6.0% | |
| Turkey | TUR | Mideast and Africa | 10.1% | 28.3% | 28.3% | 58.7% | 71.0% | 16.9% | 4.7% | 14.2% | 3.3% | 1.1% | |||
| Canada | EWC | North America | 5.5% | 5.6% | 22.9% | 26.9% | 34.1% | 56.7% | 27.6% | 23.3% | 12.7% | 11.6% | 7.2% | 6.8% | |
| Mexico | EWW | North America | 7.1% | 29.7% | 29.7% | 46.6% | 56.2% | 61.2% | 28.1% | 11.4% | 12.1% | 7.1% | 4.2% | 5.4% | |
| SPDR S&P 1500 | SPTM | North America | 5.4% | 8.1% | 23.6% | 23.6% | 23.6% | 50.1% | 20.1% | 20.4% | 12.4% | 15.0% | 14.8% | 11.2% | |
| Argentina | ARGT | South America | 8.6% | 22.6% | 29.3% | 55.9% | 55.9% | 19.3% | 27.4% | 22.8% | 16.8% | 10.5% | |||
| Chile | ECH | South America | 12.1% | 12.1% | 21.8% | 59.6% | 63.5% | 25.8% | 15.7% | 11.9% | 4.1% | -0.9% | |||
| Peru | EPU | South America | 15.4% | 15.4% | 31.6% | 45.0% | 55.7% | 73.7% | 47.5% | 33.4% | 14.8% | 8.4% | |||
| Brazil | EWZ | South America | 12.3% | 30.5% | 30.5% | 50.3% | 67.6% | 73.7% | 27.2% | 11.5% | 7.8% | 6.0% | 0.3% | 3.8% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 3.7% | 4.5% | 20.7% | 20.7% | 20.7% | 32.2% | 12.7% | 13.9% | 6.9% | 9.5% | 9.7% | 8.2% | |