Global Equities, ranked by Risk vs. Return Compass

for period ending June 30, 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

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.

Portfolio Ingredients: Global Equities Peer Group
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      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 144° * * * * * * * * * *   -4.6% * * * * *
New Zealand ENZL Asia and Australia 151° * * * * * * * * * *   2.7% * * * * *
Philippines EPHE Asia and Australia 69° * * * * * * * * * *   14.6% * * * * *
Australia EWA Asia and Australia 93° * * * * * * * * * *   11.2% * * * * *
Hong Kong EWH Asia and Australia 6° * * * * * * * * * *   35.3% * * * * *
Japan EWJ Asia and Australia 47° * * * * * * * * * *   12.5% * * * * *
Malaysia EWM Asia and Australia 101° * * * * * * * * * *   10.4% * * * * *
Singapore EWS Asia and Australia 0° * * * * * * * * * *   41.4% * * * * *
Taiwan EWT Asia and Australia 127° * * * * * * * * * *   9.4% * * * * *
S Korea EWY Asia and Australia 92° * * * * * * * * * *   11.2% * * * * *
India INDY Asia and Australia 161° * * * * * * * * * *   1.5% * * * * *
China MCHI Asia and Australia 12° * * * * * * * * * *   34.4% * * * * *
Thailand THD Asia and Australia 155° * * * * * * * * * *   -3.6% * * * * *
Vietnam VNM Asia and Australia 71° * * * * * * * * * *   13.0% * * * * *
Poland EPOL Europe 15° * * * * * * * * * *   39.0% * * * * *
Sweden EWD Europe 53° * * * * * * * * * *   16.2% * * * * *
Germany EWG Europe 3° * * * * * * * * * *   40.5% * * * * *
Italy EWI Europe 4° * * * * * * * * * *   38.7% * * * * *
Belgium EWK Europe 17° * * * * * * * * * *   22.7% * * * * *
Switzerland EWL Europe 41° * * * * * * * * * *   15.8% * * * * *
Netherlands EWN Europe 98° * * * * * * * * * *   10.9% * * * * *
Austria EWO Europe 7° * * * * * * * * * *   42.4% * * * * *
Spain EWP Europe 6° * * * * * * * * * *   46.3% * * * * *
France EWQ Europe 36° * * * * * * * * * *   16.7% * * * * *
UK EWU Europe 16° * * * * * * * * * *   18.6% * * * * *
EMU EZU Europe 12° * * * * * * * * * *   25.2% * * * * *
Greece GREK Europe 11° * * * * * * * * * *   54.5% * * * * *
Norway NORW Europe 13° * * * * * * * * * *   19.3% * * * * *
Israel EIS Mideast and Africa 6° * * * * * * * * * *   58.4% * * * * *
S Africa EZA Mideast and Africa 15° * * * * * * * * * *   32.2% * * * * *
Turkey TUR Mideast and Africa 165° * * * * * * * * * *   -21.7% * * * * *
Canada EWC North America 9° * * * * * * * * * *   27.1% * * * * *
Mexico EWW North America 81° * * * * * * * * * *   12.4% * * * * *
SPDR S&P 1500 SPTM North America 42° * * * * * * * * * *   14.4% * * * * *
Argentina ARGT South America 9° * * * * * * * * * *   51.0% * * * * *
Chile ECH South America 12° * * * * * * * * * *   24.6% * * * * *
Peru EPU South America 4° * * * * * * * * * *   27.0% * * * * *
Brazil EWZ South America 86° * * * * * * * * * *   12.4% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0° * * * * * * * * * *   11.6% * * * * *