Global Equities, ranked by Sharpe

for period ending March 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

Sharpe is a measure of risk-adjusted return that uses standard deviation and average returns. Higher is better.

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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      Sharpe   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 -1.41 * * * * *   -23.9% * * * * *
New Zealand ENZL Asia and Australia -0.67 * * * * *   -5.5% * * * * *
Philippines EPHE Asia and Australia -0.46 * * * * *   -6.2% * * * * *
Australia EWA Asia and Australia -0.29 * * * * *   -1.5% * * * * *
Hong Kong EWH Asia and Australia 0.65 * * * * *   17.4% * * * * *
Japan EWJ Asia and Australia -0.57 * * * * *   -1.7% * * * * *
Malaysia EWM Asia and Australia 0.36 * * * * *   9.6% * * * * *
Singapore EWS Asia and Australia 2.50 * * * * *   35.2% * * * * *
Taiwan EWT Asia and Australia -0.23 * * * * *   0.7% * * * * *
S Korea EWY Asia and Australia -1.39 * * * * *   -17.5% * * * * *
India INDY Asia and Australia -0.23 * * * * *   0.9% * * * * *
China MCHI Asia and Australia 1.28 * * * * *   40.1% * * * * *
Thailand THD Asia and Australia -0.53 * * * * *   -8.1% * * * * *
Vietnam VNM Asia and Australia -0.81 * * * * *   -10.2% * * * * *
Poland EPOL Europe 0.95 * * * * *   25.7% * * * * *
Sweden EWD Europe 0.20 * * * * *   7.0% * * * * *
Germany EWG Europe 1.01 * * * * *   19.7% * * * * *
Italy EWI Europe 0.79 * * * * *   16.7% * * * * *
Belgium EWK Europe 0.34 * * * * *   8.6% * * * * *
Switzerland EWL Europe 0.43 * * * * *   11.1% * * * * *
Netherlands EWN Europe -0.55 * * * * *   -3.7% * * * * *
Austria EWO Europe 1.23 * * * * *   24.1% * * * * *
Spain EWP Europe 1.00 * * * * *   23.4% * * * * *
France EWQ Europe -0.28 * * * * *   -0.9% * * * * *
UK EWU Europe 0.80 * * * * *   14.0% * * * * *
EMU EZU Europe 0.23 * * * * *   7.2% * * * * *
Greece GREK Europe 0.97 * * * * *   22.8% * * * * *
Norway NORW Europe 0.70 * * * * *   16.9% * * * * *
Israel EIS Mideast and Africa 0.79 * * * * *   18.4% * * * * *
S Africa EZA Mideast and Africa 1.46 * * * * *   31.5% * * * * *
Turkey TUR Mideast and Africa -0.42 * * * * *   -7.2% * * * * *
Canada EWC North America 0.36 * * * * *   8.9% * * * * *
Mexico EWW North America -1.88 * * * * *   -23.5% * * * * *
US Equity: Russell 3000 SPTM North America 0.26 * * * * *   7.4% * * * * *
Argentina ARGT South America 1.62 * * * * *   52.4% * * * * *
Chile ECH South America 0.70 * * * * *   15.5% * * * * *
Peru EPU South America 0.90 * * * * *   18.4% * * * * *
Brazil EWZ South America -0.73 * * * * *   -13.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0.21 * * * * *   6.4% * * * * *