Global Equities, ranked by Risk vs. Return Compass
for period ending September 30, 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 | 
|
162° |
|
160° |
|
157° |
|
148° |
|
141° | -31.3% | -16.2% | -8.6% | -5.6% | -3.1% | ||||
| New Zealand | ENZL | Asia and Australia |
|
134° |
|
153° |
|
152° |
|
140° |
|
117° | 0.3% | 3.1% | -3.9% | 2.4% | 6.7% | ||||
| Philippines | EPHE | Asia and Australia |
|
147° |
|
152° |
|
145° |
|
149° |
|
136° | -5.9% | -0.7% | -3.3% | -3.5% | 1.7% | ||||
| Australia | EWA | Asia and Australia |
|
93° |
|
104° |
|
93° |
|
106° |
|
111° |
|
101° | 8.1% | 13.4% | 7.0% | 7.4% | 6.9% | 6.1% | |
| Hong Kong | EWH | Asia and Australia |
|
97° |
|
98° |
|
128° |
|
134° |
|
118° |
|
107° | 7.6% | 13.9% | 2.2% | 3.6% | 6.4% | 5.6% | |
| Japan | EWJ | Asia and Australia | 
|
20° |
|
30° |
|
52° |
|
98° |
|
113° |
|
129° | 26.7% | 20.8% | 9.3% | 9.0% | 8.5% | 4.8% | |
| Malaysia | EWM | Asia and Australia |
|
68° |
|
116° |
|
130° |
|
159° |
|
153° |
|
127° | 9.5% | 13.3% | 5.0% | 2.2% | 1.8% | 4.5% | |
| Singapore | EWS | Asia and Australia | 
|
359° |
|
6° |
|
18° |
|
94° |
|
116° |
|
96° | 22.4% | 27.5% | 13.2% | 9.0% | 7.1% | 7.2% | |
| Taiwan | EWT | Asia and Australia |
|
15° |
|
16° |
|
30° |
|
34° |
|
48° |
|
66° | 85.6% | 43.8% | 20.9% | 19.2% | 15.6% | 11.9% | |
| S Korea | EWY | Asia and Australia |
|
30° |
|
38° |
|
54° |
|
70° |
|
83° |
|
87° | 133.3% | 49.4% | 20.3% | 14.3% | 11.4% | 8.7% | |
| India | INDY | Asia and Australia |
|
161° |
|
163° |
|
169° |
|
123° |
|
117° | -12.7% | -0.4% | -0.7% | 5.4% | 5.8% | ||||
| China | MCHI | Asia and Australia |
|
167° |
|
129° |
|
136° |
|
127° |
|
120° | -19.3% | 9.2% | -2.8% | 2.6% | 4.5% | ||||
| Thailand | THD | Asia and Australia |
|
22° |
|
139° |
|
139° |
|
138° |
|
125° | 24.2% | 7.7% | 2.1% | 2.5% | 4.7% | ||||
| Vietnam | VNM | Asia and Australia |
|
145° |
|
114° |
|
129° |
|
124° |
|
127° | -4.8% | 9.8% | -1.2% | 2.5% | 1.6% | ||||
| Poland | EPOL | Europe |
|
7° |
|
9° |
|
48° |
|
77° |
|
101° | 43.3% | 44.1% | 19.4% | 12.4% | 7.6% | ||||
| Sweden | EWD | Europe |
|
83° |
|
65° |
|
101° |
|
93° |
|
97° |
|
98° | 9.8% | 18.7% | 5.6% | 9.0% | 8.9% | 6.7% | |
| Germany | EWG | Europe |
|
129° |
|
56° |
|
90° |
|
108° |
|
104° |
|
106° | 1.3% | 18.8% | 7.3% | 7.2% | 8.1% | 5.3% | |
| Italy | EWI | Europe |
|
36° |
|
16° |
|
30° |
|
60° |
|
92° |
|
114° | 16.8% | 28.8% | 17.4% | 14.0% | 9.6% | 3.2% | |
| Belgium | EWK | Europe |
|
58° |
|
68° |
|
95° |
|
124° |
|
102° |
|
118° | 13.2% | 16.8% | 7.0% | 5.8% | 8.8% | 3.4% | |
| Switzerland | EWL | Europe |
|
86° |
|
111° |
|
95° |
|
97° |
|
100° |
|
102° | 9.0% | 12.9% | 7.0% | 9.0% | 9.3% | 7.0% | |
| Netherlands | EWN | Europe |
|
29° |
|
31° |
|
76° |
|
62° |
|
70° |
|
92° | 22.4% | 24.8% | 9.2% | 12.9% | 12.3% | 7.7% | |
| Austria | EWO | Europe |
|
10° |
|
9° |
|
37° |
|
64° |
|
85° |
|
104° | 40.1% | 36.0% | 16.8% | 14.0% | 10.7% | 4.8% | |
| Spain | EWP | Europe |
|
17° |
|
13° |
|
19° |
|
72° |
|
102° |
|
106° | 23.2% | 33.4% | 20.8% | 11.7% | 8.1% | 5.2% | |
| France | EWQ | Europe |
|
139° |
|
134° |
|
101° |
|
96° |
|
103° |
|
113° | -0.2% | 9.3% | 6.3% | 8.7% | 8.4% | 4.5% | |
| UK | EWU | Europe |
|
34° |
|
35° |
|
26° |
|
108° |
|
119° |
|
123° | 14.6% | 18.2% | 11.9% | 8.0% | 7.2% | 4.3% | |
| EMU | EZU | Europe |
|
64° |
|
40° |
|
62° |
|
87° |
|
98° |
|
110° | 11.7% | 20.1% | 10.1% | 9.7% | 9.0% | 4.8% | |
| Greece | GREK | Europe |
|
22° |
|
14° |
|
18° |
|
55° | 34.1% | 41.2% | 29.6% | 17.8% | |||||||
| Norway | NORW | Europe |
|
33° |
|
53° |
|
81° |
|
93° |
|
109° | 26.6% | 19.7% | 8.6% | 8.9% | 6.7% | ||||
| Israel | EIS | Mideast and Africa |
|
36° |
|
32° |
|
56° |
|
76° |
|
93° | 22.9% | 32.8% | 12.8% | 11.2% | 9.5% | ||||
| S Africa | EZA | Mideast and Africa |
|
93° |
|
48° |
|
71° |
|
104° |
|
112° |
|
100° | 7.6% | 26.2% | 11.4% | 6.4% | 5.2% | 5.9% | |
| Turkey | TUR | Mideast and Africa |
|
114° |
|
143° |
|
66° |
|
116° |
|
122° | 1.0% | -2.2% | 12.7% | 1.6% | 0.2% | ||||
| Canada | EWC | North America |
|
27° |
|
24° |
|
39° |
|
75° |
|
109° |
|
100° | 17.1% | 22.7% | 12.2% | 10.8% | 7.9% | 6.7% | |
| Mexico | EWW | North America |
|
95° |
|
117° |
|
56° |
|
103° |
|
116° |
|
106° | 7.8% | 10.7% | 11.6% | 6.7% | 4.9% | 4.8% | |
| SPDR S&P 1500 | SPTM | North America |
|
12° |
|
14° |
|
26° |
|
34° |
|
33° |
|
56° | 15.4% | 22.1% | 13.3% | 14.9% | 15.3% | 11.1% | |
| Argentina | ARGT | South America |
|
41° |
|
44° |
|
41° |
|
72° |
|
84° | 24.9% | 29.4% | 22.9% | 15.0% | 11.6% | ||||
| Chile | ECH | South America |
|
50° |
|
83° |
|
64° |
|
118° |
|
132° | 16.9% | 15.9% | 12.4% | 3.2% | 0.2% | ||||
| Peru | EPU | South America |
|
24° |
|
16° |
|
21° |
|
66° |
|
92° | 47.3% | 48.9% | 33.1% | 14.0% | 9.4% | ||||
| Brazil | EWZ | South America |
|
28° |
|
102° |
|
70° |
|
101° |
|
116° |
|
103° | 25.1% | 13.0% | 11.3% | 6.3% | 2.1% | 4.1% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark |
|
0° |
|
0° |
|
0° |
|
0° |
|
0° |
|
0° | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | |