Global Equities, ranked by Standard Deviation
for period ending September 30, 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
Standard Deviation shows the 1-, 3-, 5-, 10-, 15-, and 20-year standard deviation from the mean. This is calculated using monthly returns, then annualized.
Standard Deviation vs. Annual Return
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Portfolio Ingredients: Global Equities
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S&P 500 (SPY)
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U.S. Bonds (BND)
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Balanced (60% Equity / 40% Bonds)
Portfolio Ingredients: Global Equities Peer Group
Sort by any column by clicking on the gray column heading.
| Standard Deviation | 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 | |||||||||||||||
| U.S. Total Bond Market | BND | Benchmark | 3.6% | 5.6% | 6.3% | 5.2% | 4.6% | 4.6% | -1.5% | 4.2% | -0.6% | 1.1% | 1.8% | 2.9% | |
| S&P 500 | SPY | Benchmark | 14.6% | 14.9% | 17.8% | 17.7% | 16.2% | 17.1% | 15.7% | 22.8% | 13.7% | 15.2% | 15.6% | 11.1% | |
| Indonesia | EIDO | Asia and Australia | 17.9% | 18.8% | 17.9% | 21.5% | 22.3% | -31.3% | -16.2% | -8.6% | -5.6% | -3.1% | |||
| New Zealand | ENZL | Asia and Australia | 15.8% | 16.0% | 18.3% | 18.7% | 19.3% | 0.3% | 3.1% | -3.9% | 2.4% | 6.7% | |||
| Philippines | EPHE | Asia and Australia | 17.4% | 18.0% | 19.7% | 19.4% | 20.0% | -5.9% | -0.7% | -3.3% | -3.5% | 1.7% | |||
| Australia | EWA | Asia and Australia | 18.4% | 18.5% | 22.1% | 20.6% | 21.0% | 24.5% | 8.1% | 13.4% | 7.0% | 7.4% | 6.9% | 6.1% | |
| Hong Kong | EWH | Asia and Australia | 20.1% | 21.3% | 23.1% | 20.8% | 20.4% | 22.7% | 7.6% | 13.9% | 2.2% | 3.6% | 6.4% | 5.6% | |
| Japan | EWJ | Asia and Australia | 18.1% | 14.5% | 16.3% | 15.0% | 15.1% | 16.2% | 26.7% | 20.8% | 9.3% | 9.0% | 8.5% | 4.8% | |
| Malaysia | EWM | Asia and Australia | 13.0% | 14.3% | 15.8% | 15.0% | 15.5% | 18.0% | 9.5% | 13.3% | 5.0% | 2.2% | 1.8% | 4.5% | |
| Singapore | EWS | Asia and Australia | 13.1% | 14.3% | 16.9% | 18.5% | 18.7% | 23.2% | 22.4% | 27.5% | 13.2% | 9.0% | 7.1% | 7.2% | |
| Taiwan | EWT | Asia and Australia | 62.6% | 34.9% | 31.4% | 26.2% | 23.1% | 26.3% | 85.6% | 43.8% | 20.9% | 19.2% | 15.6% | 11.9% | |
| S Korea | EWY | Asia and Australia | 165.1% | 67.8% | 49.2% | 36.9% | 31.8% | 34.2% | 133.3% | 49.4% | 20.3% | 14.3% | 11.4% | 8.7% | |
| India | INDY | Asia and Australia | 12.6% | 12.9% | 12.8% | 18.8% | 21.4% | -12.7% | -0.4% | -0.7% | 5.4% | 5.8% | |||
| China | MCHI | Asia and Australia | 12.9% | 23.1% | 28.6% | 25.7% | 24.7% | -19.3% | 9.2% | -2.8% | 2.6% | 4.5% | |||
| Thailand | THD | Asia and Australia | 26.6% | 21.8% | 20.3% | 21.5% | 21.5% | 24.2% | 7.7% | 2.1% | 2.5% | 4.7% | |||
| Vietnam | VNM | Asia and Australia | 18.6% | 27.0% | 26.2% | 25.0% | 25.5% | -4.8% | 9.8% | -1.2% | 2.5% | 1.6% | |||
| Poland | EPOL | Europe | 21.1% | 26.1% | 34.5% | 32.1% | 29.4% | 43.3% | 44.1% | 19.4% | 12.4% | 7.6% | |||
| Sweden | EWD | Europe | 19.5% | 23.1% | 24.7% | 23.0% | 21.6% | 25.2% | 9.8% | 18.7% | 5.6% | 9.0% | 8.9% | 6.7% | |
| Germany | EWG | Europe | 16.8% | 18.7% | 22.4% | 21.6% | 21.3% | 24.4% | 1.3% | 18.8% | 7.3% | 7.2% | 8.1% | 5.3% | |
| Italy | EWI | Europe | 15.9% | 18.1% | 23.4% | 24.9% | 24.6% | 26.3% | 16.8% | 28.8% | 17.4% | 14.0% | 9.6% | 3.2% | |
| Belgium | EWK | Europe | 17.3% | 16.2% | 18.0% | 19.0% | 18.1% | 22.0% | 13.2% | 16.8% | 7.0% | 5.8% | 8.8% | 3.4% | |
| Switzerland | EWL | Europe | 16.4% | 16.7% | 17.8% | 16.2% | 15.5% | 17.5% | 9.0% | 12.9% | 7.0% | 9.0% | 9.3% | 7.0% | |
| Netherlands | EWN | Europe | 21.9% | 21.4% | 24.6% | 22.6% | 21.0% | 23.5% | 22.4% | 24.8% | 9.2% | 12.9% | 12.3% | 7.7% | |
| Austria | EWO | Europe | 21.3% | 19.7% | 24.3% | 26.1% | 24.2% | 28.8% | 40.1% | 36.0% | 16.8% | 14.0% | 10.7% | 4.8% | |
| Spain | EWP | Europe | 14.2% | 21.1% | 22.8% | 23.5% | 24.0% | 26.7% | 23.2% | 33.4% | 20.8% | 11.7% | 8.1% | 5.2% | |
| France | EWQ | Europe | 14.5% | 15.4% | 19.8% | 20.5% | 19.7% | 22.6% | -0.2% | 9.3% | 6.3% | 8.7% | 8.4% | 4.5% | |
| UK | EWU | Europe | 13.9% | 13.0% | 16.2% | 17.0% | 16.5% | 18.6% | 14.6% | 18.2% | 11.9% | 8.0% | 7.2% | 4.3% | |
| EMU | EZU | Europe | 15.0% | 16.4% | 20.9% | 20.6% | 20.0% | 23.0% | 11.7% | 20.1% | 10.1% | 9.7% | 9.0% | 4.8% | |
| Greece | GREK | Europe | 27.5% | 24.4% | 27.5% | 30.8% | 34.1% | 41.2% | 29.6% | 17.8% | |||||
| Norway | NORW | Europe | 28.5% | 21.8% | 24.1% | 24.6% | 23.8% | 26.6% | 19.7% | 8.6% | 8.9% | 6.7% | |||
| Israel | EIS | Mideast and Africa | 25.6% | 29.2% | 25.0% | 22.8% | 20.8% | 22.9% | 32.8% | 12.8% | 11.2% | 9.5% | |||
| S Africa | EZA | Mideast and Africa | 32.0% | 27.7% | 28.9% | 27.9% | 26.3% | 29.0% | 7.6% | 26.2% | 11.4% | 6.4% | 5.2% | 5.9% | |
| Turkey | TUR | Mideast and Africa | 33.1% | 26.3% | 37.0% | 36.1% | 33.5% | 1.0% | -2.2% | 12.7% | 1.6% | 0.2% | |||
| Canada | EWC | North America | 15.5% | 16.4% | 18.7% | 19.3% | 18.0% | 21.6% | 17.1% | 22.7% | 12.2% | 10.8% | 7.9% | 6.7% | |
| Mexico | EWW | North America | 18.0% | 22.7% | 25.2% | 26.5% | 23.9% | 26.2% | 7.8% | 10.7% | 11.6% | 6.7% | 4.9% | 4.8% | |
| SPDR S&P 1500 | SPTM | North America | 14.2% | 15.0% | 17.7% | 17.8% | 16.4% | 17.5% | 15.4% | 22.1% | 13.3% | 14.9% | 15.3% | 11.1% | |
| Argentina | ARGT | South America | 52.4% | 46.7% | 42.7% | 40.8% | 36.7% | 24.9% | 29.4% | 22.9% | 15.0% | 11.6% | |||
| Chile | ECH | South America | 25.3% | 22.7% | 28.9% | 28.3% | 25.4% | 16.9% | 15.9% | 12.4% | 3.2% | 0.2% | |||
| Peru | EPU | South America | 42.5% | 33.7% | 33.5% | 28.1% | 27.2% | 47.3% | 48.9% | 33.1% | 14.0% | 9.4% | |||
| Brazil | EWZ | South America | 27.7% | 26.6% | 29.9% | 34.6% | 34.1% | 36.3% | 25.1% | 13.0% | 11.3% | 6.3% | 2.1% | 4.1% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 8.9% | 10.2% | 12.1% | 11.5% | 10.4% | 10.9% | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | |