Global Equities, ranked by Sortino
for period ending August 31, 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
Sortino is a measure of risk-adjusted return that uses downside deviation and average returns. Higher is better.
Portfolio Ingredients: Global Equities Peer Group
Sort by any column by clicking on the gray column heading.
| Sortino | 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 | -1.32 | -0.96 | -0.61 | -0.28 | -0.19 | -26.0% | -14.8% | -6.8% | -4.5% | -4.1% | |||
| New Zealand | ENZL | Asia and Australia | 0.60 | 0.12 | -0.40 | 0.15 | 0.47 | 9.7% | 4.6% | -3.2% | 3.1% | 6.3% | |||
| Philippines | EPHE | Asia and Australia | -0.59 | -0.09 | -0.31 | -0.27 | 0.07 | -6.7% | 1.6% | -2.6% | -3.4% | 0.9% | |||
| Australia | EWA | Asia and Australia | 1.17 | 1.05 | 0.33 | 0.54 | 0.42 | 0.44 | 14.3% | 14.4% | 7.3% | 8.4% | 6.0% | 6.4% | |
| Hong Kong | EWH | Asia and Australia | 1.04 | 0.89 | -0.04 | 0.26 | 0.38 | 0.43 | 13.6% | 13.1% | 1.5% | 4.4% | 5.2% | 5.8% | |
| Japan | EWJ | Asia and Australia | 2.46 | 1.87 | 0.56 | 0.74 | 0.74 | 0.36 | 27.8% | 19.3% | 9.6% | 9.1% | 8.1% | 4.6% | |
| Malaysia | EWM | Asia and Australia | 2.37 | 1.22 | 0.13 | 0.07 | 0.03 | 0.37 | 18.4% | 13.7% | 4.8% | 2.5% | 1.0% | 4.7% | |
| Singapore | EWS | Asia and Australia | 8.41 | 4.03 | 0.99 | 0.69 | 0.47 | 0.54 | 26.8% | 28.1% | 13.5% | 9.6% | 6.1% | 7.5% | |
| Taiwan | EWT | Asia and Australia | 5.04 | 3.37 | 1.14 | 1.40 | 1.12 | 0.85 | 92.1% | 40.6% | 18.8% | 19.2% | 14.1% | 11.8% | |
| S Korea | EWY | Asia and Australia | 3.70 | 2.04 | 0.90 | 0.86 | 0.68 | 0.59 | 156.0% | 46.0% | 18.3% | 14.5% | 9.9% | 8.7% | |
| India | INDY | Asia and Australia | -0.82 | -0.18 | -0.30 | 0.37 | 0.39 | -7.0% | 1.9% | 0.7% | 6.0% | 5.4% | |||
| China | MCHI | Asia and Australia | -0.91 | 0.60 | -0.19 | 0.22 | 0.26 | -9.1% | 9.6% | -2.8% | 3.5% | 3.4% | |||
| Thailand | THD | Asia and Australia | 3.03 | 0.22 | -0.09 | 0.13 | 0.26 | 31.1% | 5.1% | 1.3% | 2.4% | 3.4% | |||
| Vietnam | VNM | Asia and Australia | -0.23 | 0.39 | -0.09 | 0.18 | 0.14 | -1.1% | 8.0% | -0.4% | 3.1% | 1.2% | |||
| Poland | EPOL | Europe | 5.45 | 3.20 | 0.89 | 0.71 | 0.40 | 44.9% | 38.5% | 18.0% | 12.4% | 5.6% | |||
| Sweden | EWD | Europe | 1.32 | 1.53 | 0.22 | 0.63 | 0.61 | 0.51 | 19.3% | 20.9% | 5.6% | 9.9% | 8.3% | 7.3% | |
| Germany | EWG | Europe | 0.43 | 1.53 | 0.35 | 0.51 | 0.56 | 0.41 | 7.7% | 19.0% | 7.5% | 7.9% | 7.6% | 5.7% | |
| Italy | EWI | Europe | 2.86 | 3.00 | 1.15 | 0.95 | 0.63 | 0.27 | 26.0% | 29.0% | 17.9% | 14.4% | 9.0% | 3.5% | |
| Belgium | EWK | Europe | 1.91 | 1.50 | 0.33 | 0.45 | 0.67 | 0.28 | 21.4% | 17.3% | 7.2% | 6.9% | 8.3% | 3.9% | |
| Switzerland | EWL | Europe | 1.18 | 0.95 | 0.27 | 0.78 | 0.77 | 0.60 | 15.5% | 13.0% | 6.4% | 9.8% | 8.7% | 7.4% | |
| Netherlands | EWN | Europe | 2.78 | 1.65 | 0.37 | 0.90 | 0.89 | 0.55 | 35.1% | 21.8% | 7.8% | 13.1% | 11.5% | 7.9% | |
| Austria | EWO | Europe | 5.30 | 4.25 | 1.01 | 0.93 | 0.64 | 0.36 | 45.8% | 36.2% | 17.2% | 14.9% | 9.3% | 5.1% | |
| Spain | EWP | Europe | 4.98 | 3.64 | 1.48 | 0.85 | 0.57 | 0.41 | 34.7% | 34.2% | 21.1% | 12.4% | 7.7% | 5.7% | |
| France | EWQ | Europe | 0.76 | 0.63 | 0.32 | 0.66 | 0.59 | 0.35 | 10.8% | 10.0% | 7.0% | 9.6% | 7.8% | 4.9% | |
| UK | EWU | Europe | 2.34 | 2.23 | 0.82 | 0.59 | 0.54 | 0.33 | 20.6% | 19.3% | 12.3% | 8.4% | 6.7% | 4.5% | |
| EMU | EZU | Europe | 1.83 | 1.70 | 0.53 | 0.71 | 0.64 | 0.37 | 21.1% | 19.5% | 9.9% | 10.3% | 8.3% | 5.1% | |
| Greece | GREK | Europe | 2.58 | 2.51 | 1.72 | 1.01 | 36.0% | 35.3% | 27.6% | 17.5% | |||||
| Norway | NORW | Europe | 2.46 | 1.88 | 0.48 | 0.61 | 0.41 | 35.9% | 22.8% | 10.0% | 10.2% | 5.8% | |||
| Israel | EIS | Mideast and Africa | 2.11 | 2.09 | 0.68 | 0.71 | 0.63 | 31.6% | 32.5% | 12.9% | 11.1% | 8.6% | |||
| S Africa | EZA | Mideast and Africa | 1.51 | 1.77 | 0.60 | 0.46 | 0.32 | 0.42 | 31.8% | 28.7% | 12.4% | 8.1% | 4.5% | 6.0% | |
| Turkey | TUR | Mideast and Africa | 1.20 | 0.20 | 0.79 | 0.27 | 0.20 | 16.9% | 4.7% | 14.2% | 3.3% | 1.1% | |||
| Canada | EWC | North America | 3.57 | 2.48 | 0.79 | 0.83 | 0.55 | 0.49 | 27.6% | 23.3% | 12.7% | 11.6% | 7.2% | 6.8% | |
| Mexico | EWW | North America | 2.71 | 0.70 | 0.72 | 0.41 | 0.30 | 0.38 | 28.1% | 11.4% | 12.1% | 7.1% | 4.2% | 5.4% | |
| SPDR S&P 1500 | SPTM | North America | 2.86 | 2.24 | 0.80 | 1.23 | 1.42 | 0.95 | 20.1% | 20.4% | 12.4% | 15.0% | 14.8% | 11.2% | |
| Argentina | ARGT | South America | 1.21 | 1.62 | 1.23 | 0.90 | 0.65 | 19.3% | 27.4% | 22.8% | 16.8% | 10.5% | |||
| Chile | ECH | South America | 2.00 | 0.99 | 0.58 | 0.26 | 0.02 | 25.8% | 15.7% | 11.9% | 4.1% | -0.9% | |||
| Peru | EPU | South America | 3.94 | 3.50 | 1.99 | 0.89 | 0.58 | 73.7% | 47.5% | 33.4% | 14.8% | 8.4% | |||
| Brazil | EWZ | South America | 2.09 | 0.69 | 0.38 | 0.38 | 0.17 | 0.33 | 27.2% | 11.5% | 7.8% | 6.0% | 0.3% | 3.8% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 2.08 | 1.72 | 0.35 | 0.95 | 1.23 | 0.95 | 12.7% | 13.9% | 6.9% | 9.5% | 9.7% | 8.2% | |