Global Equities, ranked by Risk vs. Return Compass

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

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.

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.

      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 157° * * * * * * * * * *   10.1% * * * * *
New Zealand ENZL Asia and Australia 156° * * * * * * * * * *   16.6% * * * * *
Philippines EPHE Asia and Australia 130° * * * * * * * * * *   19.9% * * * * *
Australia EWA Asia and Australia 82° * * * * * * * * * *   27.2% * * * * *
Hong Kong EWH Asia and Australia 145° * * * * * * * * * *   11.7% * * * * *
Japan EWJ Asia and Australia 154° * * * * * * * * * *   18.0% * * * * *
Malaysia EWM Asia and Australia 114° * * * * * * * * * *   23.5% * * * * *
Singapore EWS Asia and Australia 63° * * * * * * * * * *   28.0% * * * * *
Taiwan EWT Asia and Australia 10° * * * * * * * * * *   35.3% * * * * *
S Korea EWY Asia and Australia 145° * * * * * * * * * *   11.9% * * * * *
India INDY Asia and Australia 162° * * * * * * * * * *   21.3% * * * * *
China MCHI Asia and Australia 118° * * * * * * * * * *   21.3% * * * * *
Thailand THD Asia and Australia 154° * * * * * * * * * *   14.1% * * * * *
Vietnam VNM Asia and Australia 147° * * * * * * * * * *   8.6% * * * * *
Poland EPOL Europe 144° * * * * * * * * * *   17.6% * * * * *
Sweden EWD Europe 58° * * * * * * * * * *   32.1% * * * * *
Germany EWG Europe 38° * * * * * * * * * *   31.5% * * * * *
Italy EWI Europe 36° * * * * * * * * * *   32.0% * * * * *
Belgium EWK Europe 141° * * * * * * * * * *   21.5% * * * * *
Switzerland EWL Europe 145° * * * * * * * * * *   20.2% * * * * *
Netherlands EWN Europe 84° * * * * * * * * * *   27.0% * * * * *
Austria EWO Europe 149° * * * * * * * * * *   20.0% * * * * *
Spain EWP Europe 53° * * * * * * * * * *   30.9% * * * * *
France EWQ Europe 152° * * * * * * * * * *   13.3% * * * * *
UK EWU Europe 156° * * * * * * * * * *   21.6% * * * * *
EMU EZU Europe 121° * * * * * * * * * *   23.4% * * * * *
Greece GREK Europe 133° * * * * * * * * * *   20.6% * * * * *
Norway NORW Europe 166° * * * * * * * * * *   12.9% * * * * *
Israel EIS Mideast and Africa 16° * * * * * * * * * *   48.5% * * * * *
S Africa EZA Mideast and Africa 34° * * * * * * * * * *   35.8% * * * * *
Turkey TUR Mideast and Africa 155° * * * * * * * * * *   0.4% * * * * *
Canada EWC North America 16° * * * * * * * * * *   31.0% * * * * *
Mexico EWW North America 160° * * * * * * * * * *   -3.0% * * * * *
US Equity: Russell 3000 SPTM North America 4° * * * * * * * * * *   37.5% * * * * *
Argentina ARGT South America 13° * * * * * * * * * *   92.3% * * * * *
Chile ECH South America 151° * * * * * * * * * *   9.1% * * * * *
Peru EPU South America 9° * * * * * * * * * *   58.0% * * * * *
Brazil EWZ South America 165° * * * * * * * * * *   -0.1% * * * * *