Global Equities, ranked by Risk vs. Return Compass

for period ending July 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

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 153° * * * * * * * * * *   -10.6% * * * * *
New Zealand ENZL Asia and Australia 157° * * * * * * * * * *   -0.5% * * * * *
Philippines EPHE Asia and Australia 133° * * * * * * * * * *   2.8% * * * * *
Australia EWA Asia and Australia 116° * * * * * * * * * *   7.4% * * * * *
Hong Kong EWH Asia and Australia 5° * * * * * * * * * *   41.5% * * * * *
Japan EWJ Asia and Australia 168° * * * * * * * * * *   6.2% * * * * *
Malaysia EWM Asia and Australia 148° * * * * * * * * * *   1.0% * * * * *
Singapore EWS Asia and Australia 0° * * * * * * * * * *   39.4% * * * * *
Taiwan EWT Asia and Australia 47° * * * * * * * * * *   13.4% * * * * *
S Korea EWY Asia and Australia 82° * * * * * * * * * *   12.1% * * * * *
India INDY Asia and Australia 165° * * * * * * * * * *   -5.7% * * * * *
China MCHI Asia and Australia 9° * * * * * * * * * *   42.3% * * * * *
Thailand THD Asia and Australia 136° * * * * * * * * * *   2.4% * * * * *
Vietnam VNM Asia and Australia 14° * * * * * * * * * *   32.6% * * * * *
Poland EPOL Europe 13° * * * * * * * * * *   40.7% * * * * *
Sweden EWD Europe 90° * * * * * * * * * *   10.8% * * * * *
Germany EWG Europe 5° * * * * * * * * * *   34.5% * * * * *
Italy EWI Europe 4° * * * * * * * * * *   34.2% * * * * *
Belgium EWK Europe 38° * * * * * * * * * *   14.5% * * * * *
Switzerland EWL Europe 136° * * * * * * * * * *   6.5% * * * * *
Netherlands EWN Europe 127° * * * * * * * * * *   6.0% * * * * *
Austria EWO Europe 7° * * * * * * * * * *   37.7% * * * * *
Spain EWP Europe 6° * * * * * * * * * *   43.0% * * * * *
France EWQ Europe 68° * * * * * * * * * *   12.2% * * * * *
UK EWU Europe 26° * * * * * * * * * *   14.4% * * * * *
EMU EZU Europe 17° * * * * * * * * * *   20.8% * * * * *
Greece GREK Europe 11° * * * * * * * * * *   49.2% * * * * *
Norway NORW Europe 24° * * * * * * * * * *   15.9% * * * * *
Israel EIS Mideast and Africa 8° * * * * * * * * * *   49.8% * * * * *
S Africa EZA Mideast and Africa 21° * * * * * * * * * *   24.2% * * * * *
Turkey TUR Mideast and Africa 161° * * * * * * * * * *   -17.4% * * * * *
Canada EWC North America 12° * * * * * * * * * *   21.1% * * * * *
Mexico EWW North America 77° * * * * * * * * * *   11.8% * * * * *
SPDR S&P 1500 SPTM North America 31° * * * * * * * * * *   14.9% * * * * *
Argentina ARGT South America 11° * * * * * * * * * *   46.3% * * * * *
Chile ECH South America 34° * * * * * * * * * *   17.5% * * * * *
Peru EPU South America 4° * * * * * * * * * *   24.4% * * * * *
Brazil EWZ South America 128° * * * * * * * * * *   1.8% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0° * * * * * * * * * *   10.7% * * * * *