Global Equities, ranked by Maximum Drawdown

for period ending March 31, 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

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.

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
● Portfolio Ingredients: Global Equities ● S&P 500 (SPY) ● U.S. Bonds (BND) ● 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 3.1% * * * * *   4.9% * * * * *
S&P 500 SPY Benchmark 6.8% * * * * *   8.3% * * * * *
Indonesia EIDO Asia and Australia 28.0% * * * * *   -23.9% * * * * *
New Zealand ENZL Asia and Australia 13.7% * * * * *   -5.5% * * * * *
Philippines EPHE Asia and Australia 19.2% * * * * *   -6.2% * * * * *
Australia EWA Asia and Australia 12.1% * * * * *   -1.5% * * * * *
Hong Kong EWH Asia and Australia 9.8% * * * * *   17.4% * * * * *
Japan EWJ Asia and Australia 5.4% * * * * *   -1.7% * * * * *
Malaysia EWM Asia and Australia 13.1% * * * * *   9.6% * * * * *
Singapore EWS Asia and Australia 3.6% * * * * *   35.2% * * * * *
Taiwan EWT Asia and Australia 9.6% * * * * *   0.7% * * * * *
S Korea EWY Asia and Australia 21.7% * * * * *   -17.5% * * * * *
India INDY Asia and Australia 15.4% * * * * *   0.9% * * * * *
China MCHI Asia and Australia 7.1% * * * * *   40.1% * * * * *
Thailand THD Asia and Australia 24.1% * * * * *   -8.1% * * * * *
Vietnam VNM Asia and Australia 10.2% * * * * *   -10.2% * * * * *
Poland EPOL Europe 12.3% * * * * *   25.7% * * * * *
Sweden EWD Europe 14.0% * * * * *   7.0% * * * * *
Germany EWG Europe 6.0% * * * * *   19.7% * * * * *
Italy EWI Europe 6.7% * * * * *   16.7% * * * * *
Belgium EWK Europe 11.3% * * * * *   8.6% * * * * *
Switzerland EWL Europe 13.0% * * * * *   11.1% * * * * *
Netherlands EWN Europe 11.8% * * * * *   -3.7% * * * * *
Austria EWO Europe 9.4% * * * * *   24.1% * * * * *
Spain EWP Europe 9.7% * * * * *   23.4% * * * * *
France EWQ Europe 11.3% * * * * *   -0.9% * * * * *
UK EWU Europe 7.8% * * * * *   14.0% * * * * *
EMU EZU Europe 9.0% * * * * *   7.2% * * * * *
Greece GREK Europe 10.0% * * * * *   22.8% * * * * *
Norway NORW Europe 9.5% * * * * *   16.9% * * * * *
Israel EIS Mideast and Africa 7.8% * * * * *   18.4% * * * * *
S Africa EZA Mideast and Africa 12.4% * * * * *   31.5% * * * * *
Turkey TUR Mideast and Africa 21.6% * * * * *   -7.2% * * * * *
Canada EWC North America 5.6% * * * * *   8.9% * * * * *
Mexico EWW North America 25.6% * * * * *   -23.5% * * * * *
US Equity: Russell 3000 SPTM North America 7.2% * * * * *   7.4% * * * * *
Argentina ARGT South America 9.1% * * * * *   52.4% * * * * *
Chile ECH South America 8.7% * * * * *   15.5% * * * * *
Peru EPU South America 6.2% * * * * *   18.4% * * * * *
Brazil EWZ South America 21.7% * * * * *   -13.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 4.2% * * * * *   6.4% * * * * *