Global Equities, ranked by Risk vs. Return Compass

for period ending April 30, 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.

 

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 168° * * * * * * * * * *   -13.7% * * * * *
New Zealand ENZL Asia and Australia 163° * * * * * * * * * *   -8.5% * * * * *
Philippines EPHE Asia and Australia 152° * * * * * * * * * *   -2.7% * * * * *
Australia EWA Asia and Australia 148° * * * * * * * * * *   4.9% * * * * *
Hong Kong EWH Asia and Australia 165° * * * * * * * * * *   -19.7% * * * * *
Japan EWJ Asia and Australia 21° * * * * * * * * * *   16.7% * * * * *
Malaysia EWM Asia and Australia 170° * * * * * * * * * *   5.2% * * * * *
Singapore EWS Asia and Australia 155° * * * * * * * * * *   1.1% * * * * *
Taiwan EWT Asia and Australia 23° * * * * * * * * * *   16.6% * * * * *
S Korea EWY Asia and Australia 118° * * * * * * * * * *   6.6% * * * * *
India INDY Asia and Australia 338° * * * * * * * * * *   18.9% * * * * *
China MCHI Asia and Australia 154° * * * * * * * * * *   -9.2% * * * * *
Thailand THD Asia and Australia 170° * * * * * * * * * *   -16.5% * * * * *
Vietnam VNM Asia and Australia 110° * * * * * * * * * *   5.8% * * * * *
Poland EPOL Europe 29° * * * * * * * * * *   37.6% * * * * *
Sweden EWD Europe 131° * * * * * * * * * *   5.7% * * * * *
Germany EWG Europe 139° * * * * * * * * * *   6.4% * * * * *
Italy EWI Europe 36° * * * * * * * * * *   19.8% * * * * *
Belgium EWK Europe 158° * * * * * * * * * *   -1.1% * * * * *
Switzerland EWL Europe 169° * * * * * * * * * *   -3.6% * * * * *
Netherlands EWN Europe 70° * * * * * * * * * *   15.0% * * * * *
Austria EWO Europe 124° * * * * * * * * * *   9.9% * * * * *
Spain EWP Europe 86° * * * * * * * * * *   12.6% * * * * *
France EWQ Europe 152° * * * * * * * * * *   4.1% * * * * *
UK EWU Europe 158° * * * * * * * * * *   6.7% * * * * *
EMU EZU Europe 130° * * * * * * * * * *   8.8% * * * * *
Greece GREK Europe 26° * * * * * * * * * *   32.4% * * * * *
Norway NORW Europe 145° * * * * * * * * * *   5.2% * * * * *
Israel EIS Mideast and Africa 98° * * * * * * * * * *   10.7% * * * * *
S Africa EZA Mideast and Africa 139° * * * * * * * * * *   -3.8% * * * * *
Turkey TUR Mideast and Africa 31° * * * * * * * * * *   35.7% * * * * *
Canada EWC North America 141° * * * * * * * * * *   7.4% * * * * *
Mexico EWW North America 111° * * * * * * * * * *   10.0% * * * * *
US Equity: Russell 3000 SPTM North America 11° * * * * * * * * * *   22.1% * * * * *
Argentina ARGT South America 25° * * * * * * * * * *   48.6% * * * * *
Chile ECH South America 143° * * * * * * * * * *   -1.6% * * * * *
Peru EPU South America 18° * * * * * * * * * *   37.6% * * * * *
Brazil EWZ South America 62° * * * * * * * * * *   16.5% * * * * *