Global Equities, ranked by Risk vs. Return Compass
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
Risk vs. Return Compass is a portfolio comparison tool produces four distinct icons, each colored in red, green, blue, and yellow. These icons serve as indicators, illustrating the position of a particular ingredient on the scatter plot concerning downside deviation and annual return.
Portfolio Ingredients: Global Equities Peer Group
Sort by any column by clicking on the gray column heading.
| Risk vs. Return Compass | 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 | 
|
161° |
|
160° |
|
155° |
|
146° |
|
141° | -26.0% | -14.8% | -6.8% | -4.5% | -4.1% | ||||
| New Zealand | ENZL | Asia and Australia |
|
112° |
|
152° |
|
151° |
|
138° |
|
117° | 9.7% | 4.6% | -3.2% | 3.1% | 6.3% | ||||
| Philippines | EPHE | Asia and Australia |
|
154° |
|
148° |
|
143° |
|
149° |
|
136° | -6.7% | 1.6% | -2.6% | -3.4% | 0.9% | ||||
| Australia | EWA | Asia and Australia | 
|
75° |
|
85° |
|
87° |
|
99° |
|
114° |
|
101° | 14.3% | 14.4% | 7.3% | 8.4% | 6.0% | 6.4% | |
| Hong Kong | EWH | Asia and Australia |
|
83° |
|
97° |
|
130° |
|
130° |
|
121° |
|
107° | 13.6% | 13.1% | 1.5% | 4.4% | 5.2% | 5.8% | |
| Japan | EWJ | Asia and Australia |
|
24° |
|
29° |
|
44° |
|
101° |
|
117° |
|
132° | 27.8% | 19.3% | 9.6% | 9.1% | 8.1% | 4.6% | |
| Malaysia | EWM | Asia and Australia |
|
20° |
|
94° |
|
128° |
|
159° |
|
152° |
|
127° | 18.4% | 13.7% | 4.8% | 2.5% | 1.0% | 4.7% | |
| Singapore | EWS | Asia and Australia | 
|
353° |
|
3° |
|
15° |
|
89° |
|
119° |
|
95° | 26.8% | 28.1% | 13.5% | 9.6% | 6.1% | 7.5% | |
| Taiwan | EWT | Asia and Australia |
|
15° |
|
16° |
|
33° |
|
34° |
|
57° |
|
67° | 92.1% | 40.6% | 18.8% | 19.2% | 14.1% | 11.8% | |
| S Korea | EWY | Asia and Australia |
|
29° |
|
39° |
|
58° |
|
69° |
|
89° |
|
88° | 156.0% | 46.0% | 18.3% | 14.5% | 9.9% | 8.7% | |
| India | INDY | Asia and Australia |
|
161° |
|
162° |
|
169° |
|
121° |
|
118° | -7.0% | 1.9% | 0.7% | 6.0% | 5.4% | ||||
| China | MCHI | Asia and Australia |
|
162° |
|
124° |
|
136° |
|
124° |
|
122° | -9.1% | 9.6% | -2.8% | 3.5% | 3.4% | ||||
| Thailand | THD | Asia and Australia |
|
19° |
|
142° |
|
140° |
|
138° |
|
128° | 31.1% | 5.1% | 1.3% | 2.4% | 3.4% | ||||
| Vietnam | VNM | Asia and Australia |
|
148° |
|
117° |
|
125° |
|
123° |
|
128° | -1.1% | 8.0% | -0.4% | 3.1% | 1.2% | ||||
| Poland | EPOL | Europe |
|
8° |
|
16° |
|
50° |
|
77° |
|
108° | 44.9% | 38.5% | 18.0% | 12.4% | 5.6% | ||||
| Sweden | EWD | Europe |
|
55° |
|
45° |
|
99° |
|
87° |
|
100° |
|
96° | 19.3% | 20.9% | 5.6% | 9.9% | 8.3% | 7.3% | |
| Germany | EWG | Europe |
|
122° |
|
45° |
|
85° |
|
103° |
|
106° |
|
105° | 7.7% | 19.0% | 7.5% | 7.9% | 7.6% | 5.7% | |
| Italy | EWI | Europe |
|
18° |
|
13° |
|
27° |
|
59° |
|
94° |
|
113° | 26.0% | 29.0% | 17.9% | 14.4% | 9.0% | 3.5% | |
| Belgium | EWK | Europe |
|
35° |
|
48° |
|
86° |
|
117° |
|
104° |
|
116° | 21.4% | 17.3% | 7.2% | 6.9% | 8.3% | 3.9% | |
| Switzerland | EWL | Europe |
|
68° |
|
101° |
|
98° |
|
85° |
|
103° |
|
99° | 15.5% | 13.0% | 6.4% | 9.8% | 8.7% | 7.4% | |
| Netherlands | EWN | Europe |
|
22° |
|
40° |
|
83° |
|
62° |
|
75° |
|
92° | 35.1% | 21.8% | 7.8% | 13.1% | 11.5% | 7.9% | |
| Austria | EWO | Europe |
|
8° |
|
7° |
|
34° |
|
60° |
|
92° |
|
104° | 45.8% | 36.2% | 17.2% | 14.9% | 9.3% | 5.1% | |
| Spain | EWP | Europe |
|
7° |
|
10° |
|
18° |
|
67° |
|
103° |
|
104° | 34.7% | 34.2% | 21.1% | 12.4% | 7.7% | 5.7% | |
| France | EWQ | Europe |
|
107° |
|
129° |
|
89° |
|
89° |
|
106° |
|
112° | 10.8% | 10.0% | 7.0% | 9.6% | 7.8% | 4.9% | |
| UK | EWU | Europe |
|
24° |
|
15° |
|
22° |
|
104° |
|
121° |
|
123° | 20.6% | 19.3% | 12.3% | 8.4% | 6.7% | 4.5% | |
| EMU | EZU | Europe |
|
36° |
|
36° |
|
61° |
|
83° |
|
101° |
|
109° | 21.1% | 19.5% | 9.9% | 10.3% | 8.3% | 5.1% | |
| Greece | GREK | Europe |
|
25° |
|
23° |
|
20° |
|
57° | 36.0% | 35.3% | 27.6% | 17.5% | |||||||
| Norway | NORW | Europe |
|
26° |
|
32° |
|
70° |
|
86° |
|
112° | 35.9% | 22.8% | 10.0% | 10.2% | 5.8% | ||||
| Israel | EIS | Mideast and Africa |
|
32° |
|
30° |
|
53° |
|
78° |
|
98° | 31.6% | 32.5% | 12.9% | 11.1% | 8.6% | ||||
| S Africa | EZA | Mideast and Africa |
|
47° |
|
37° |
|
64° |
|
97° |
|
113° |
|
100° | 31.8% | 28.7% | 12.4% | 8.1% | 4.5% | 6.0% | |
| Turkey | TUR | Mideast and Africa |
|
68° |
|
132° |
|
58° |
|
112° |
|
119° | 16.9% | 4.7% | 14.2% | 3.3% | 1.1% | ||||
| Canada | EWC | North America |
|
11° |
|
15° |
|
33° |
|
69° |
|
113° |
|
101° | 27.6% | 23.3% | 12.7% | 11.6% | 7.2% | 6.8% | |
| Mexico | EWW | North America |
|
21° |
|
108° |
|
50° |
|
102° |
|
118° |
|
104° | 28.1% | 11.4% | 12.1% | 7.1% | 4.2% | 5.4% | |
| SPDR S&P 1500 | SPTM | North America |
|
14° |
|
17° |
|
28° |
|
34° |
|
35° |
|
56° | 20.1% | 20.4% | 12.4% | 15.0% | 14.8% | 11.2% | |
| Argentina | ARGT | South America |
|
69° |
|
47° |
|
40° |
|
67° |
|
87° | 19.3% | 27.4% | 22.8% | 16.8% | 10.5% | ||||
| Chile | ECH | South America |
|
33° |
|
78° |
|
65° |
|
115° |
|
133° | 25.8% | 15.7% | 11.9% | 4.1% | -0.9% | ||||
| Peru | EPU | South America |
|
18° |
|
16° |
|
21° |
|
64° |
|
96° | 73.7% | 47.5% | 33.4% | 14.8% | 8.4% | ||||
| Brazil | EWZ | South America |
|
32° |
|
105° |
|
85° |
|
103° |
|
120° |
|
105° | 27.2% | 11.5% | 7.8% | 6.0% | 0.3% | 3.8% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark |
|
0° |
|
0° |
|
0° |
|
0° |
|
0° |
|
0° | 12.7% | 13.9% | 6.9% | 9.5% | 9.7% | 8.2% | |