Global Equities, ranked by Sharpe

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

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 -0.56 * * * * *   -10.6% * * * * *
New Zealand ENZL Asia and Australia -0.28 * * * * *   -0.5% * * * * *
Philippines EPHE Asia and Australia 0.02 * * * * *   2.8% * * * * *
Australia EWA Asia and Australia 0.25 * * * * *   7.4% * * * * *
Hong Kong EWH Asia and Australia 1.64 * * * * *   41.5% * * * * *
Japan EWJ Asia and Australia 0.23 * * * * *   6.2% * * * * *
Malaysia EWM Asia and Australia -0.12 * * * * *   1.0% * * * * *
Singapore EWS Asia and Australia 2.82 * * * * *   39.4% * * * * *
Taiwan EWT Asia and Australia 0.59 * * * * *   13.4% * * * * *
S Korea EWY Asia and Australia 0.39 * * * * *   12.1% * * * * *
India INDY Asia and Australia -0.70 * * * * *   -5.7% * * * * *
China MCHI Asia and Australia 1.36 * * * * *   42.3% * * * * *
Thailand THD Asia and Australia 0.03 * * * * *   2.4% * * * * *
Vietnam VNM Asia and Australia 1.17 * * * * *   32.6% * * * * *
Poland EPOL Europe 1.52 * * * * *   40.7% * * * * *
Sweden EWD Europe 0.42 * * * * *   10.8% * * * * *
Germany EWG Europe 1.90 * * * * *   34.5% * * * * *
Italy EWI Europe 1.99 * * * * *   34.2% * * * * *
Belgium EWK Europe 0.80 * * * * *   14.5% * * * * *
Switzerland EWL Europe 0.21 * * * * *   6.5% * * * * *
Netherlands EWN Europe 0.17 * * * * *   6.0% * * * * *
Austria EWO Europe 1.87 * * * * *   37.7% * * * * *
Spain EWP Europe 2.18 * * * * *   43.0% * * * * *
France EWQ Europe 0.61 * * * * *   12.2% * * * * *
UK EWU Europe 0.92 * * * * *   14.4% * * * * *
EMU EZU Europe 1.17 * * * * *   20.8% * * * * *
Greece GREK Europe 1.99 * * * * *   49.2% * * * * *
Norway NORW Europe 0.78 * * * * *   15.9% * * * * *
Israel EIS Mideast and Africa 2.01 * * * * *   49.8% * * * * *
S Africa EZA Mideast and Africa 1.17 * * * * *   24.2% * * * * *
Turkey TUR Mideast and Africa -0.95 * * * * *   -17.4% * * * * *
Canada EWC North America 1.28 * * * * *   21.1% * * * * *
Mexico EWW North America 0.48 * * * * *   11.8% * * * * *
SPDR S&P 1500 SPTM North America 0.82 * * * * *   14.9% * * * * *
Argentina ARGT South America 1.55 * * * * *   46.3% * * * * *
Chile ECH South America 0.87 * * * * *   17.5% * * * * *
Peru EPU South America 1.48 * * * * *   24.4% * * * * *
Brazil EWZ South America 0.02 * * * * *   1.8% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0.72 * * * * *   10.7% * * * * *