Global Equities, ranked by Sortino

for period ending April 30, 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

Sortino is a measure of risk-adjusted return that uses downside 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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      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 -0.86 * * * * *   -12.4% * * * * *
New Zealand ENZL Asia and Australia -0.52 * * * * *   -1.8% * * * * *
Philippines EPHE Asia and Australia 0.30 * * * * *   6.9% * * * * *
Australia EWA Asia and Australia 0.50 * * * * *   9.6% * * * * *
Hong Kong EWH Asia and Australia 1.11 * * * * *   13.9% * * * * *
Japan EWJ Asia and Australia 0.70 * * * * *   8.7% * * * * *
Malaysia EWM Asia and Australia 0.85 * * * * *   13.2% * * * * *
Singapore EWS Asia and Australia 6.14 * * * * *   35.2% * * * * *
Taiwan EWT Asia and Australia 0.02 * * * * *   4.0% * * * * *
S Korea EWY Asia and Australia -0.94 * * * * *   -8.7% * * * * *
India INDY Asia and Australia 0.12 * * * * *   4.9% * * * * *
China MCHI Asia and Australia 2.47 * * * * *   26.3% * * * * *
Thailand THD Asia and Australia -0.30 * * * * *   -1.4% * * * * *
Vietnam VNM Asia and Australia -0.51 * * * * *   -1.0% * * * * *
Poland EPOL Europe 2.69 * * * * *   32.4% * * * * *
Sweden EWD Europe 1.09 * * * * *   15.5% * * * * *
Germany EWG Europe 4.33 * * * * *   32.8% * * * * *
Italy EWI Europe 2.45 * * * * *   25.9% * * * * *
Belgium EWK Europe 1.49 * * * * *   17.5% * * * * *
Switzerland EWL Europe 1.95 * * * * *   21.2% * * * * *
Netherlands EWN Europe 0.06 * * * * *   4.3% * * * * *
Austria EWO Europe 2.98 * * * * *   29.2% * * * * *
Spain EWP Europe 3.10 * * * * *   35.4% * * * * *
France EWQ Europe 0.19 * * * * *   5.7% * * * * *
UK EWU Europe 1.36 * * * * *   14.3% * * * * *
EMU EZU Europe 1.39 * * * * *   16.3% * * * * *
Greece GREK Europe 2.22 * * * * *   28.2% * * * * *
Norway NORW Europe 1.57 * * * * *   16.0% * * * * *
Israel EIS Mideast and Africa 3.91 * * * * *   34.8% * * * * *
S Africa EZA Mideast and Africa 2.83 * * * * *   32.1% * * * * *
Turkey TUR Mideast and Africa -1.60 * * * * *   -22.5% * * * * *
Canada EWC North America 1.77 * * * * *   17.6% * * * * *
Mexico EWW North America -0.80 * * * * *   -9.5% * * * * *
US Equity: Russell 3000 SPTM North America 0.90 * * * * *   10.9% * * * * *
Argentina ARGT South America 3.70 * * * * *   51.5% * * * * *
Chile ECH South America 1.60 * * * * *   20.0% * * * * *
Peru EPU South America 1.23 * * * * *   14.7% * * * * *
Brazil EWZ South America -0.50 * * * * *   -5.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 1.04 * * * * *   10.0% * * * * *