Global Equities, ranked by Total Return
for period ending October 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
Total Return is the total annual return over the last 1, 3, 5, 10, 15, and 20-year periods.
Portfolio Ingredients: Global Equities Peer Group
Sort by any column by clicking on the gray column heading.
| Total Return | Downside Deviation | ||||||||||||||||
| Ingredient Name | ID | Category | YTD | Oct | 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 | -45.7% | -15.1% | -44.0% | -18.2% | -13.3% | -7.0% | -5.1% | 17.4% | 17.0% | 15.1% | 17.2% | 17.1% | |||
| New Zealand | ENZL | Asia and Australia | -0.1% | -0.6% | -0.2% | 5.0% | -4.7% | 3.3% | 6.3% | 12.6% | 10.4% | 13.6% | 12.9% | 12.7% | |||
| Philippines | EPHE | Asia and Australia | -8.6% | -1.8% | -6.5% | 0.9% | -4.8% | -3.2% | 0.8% | 13.6% | 12.7% | 14.9% | 14.9% | 14.2% | |||
| Australia | EWA | Asia and Australia | 14.4% | 4.3% | 13.8% | 16.4% | 6.5% | 8.2% | 6.0% | 5.9% | 12.0% | 11.1% | 14.1% | 14.1% | 14.0% | 16.8% | |
| Hong Kong | EWH | Asia and Australia | 7.7% | 1.9% | 9.7% | 15.5% | 2.1% | 4.0% | 5.7% | 5.6% | 11.4% | 11.6% | 14.2% | 13.4% | 12.9% | 14.9% | |
| Japan | EWJ | Asia and Australia | 15.7% | -4.7% | 16.1% | 19.8% | 8.9% | 8.4% | 8.2% | 4.4% | 11.4% | 8.7% | 10.5% | 9.6% | 9.6% | 11.2% | |
| Malaysia | EWM | Asia and Australia | 0.2% | -1.9% | 7.8% | 12.5% | 3.9% | 2.2% | 0.8% | 4.2% | 7.2% | 8.3% | 10.4% | 10.0% | 10.4% | 11.8% | |
| Singapore | EWS | Asia and Australia | 13.3% | -7.9% | 12.3% | 26.0% | 10.2% | 8.6% | 5.8% | 6.3% | 9.7% | 7.7% | 10.2% | 12.1% | 12.1% | 15.3% | |
| Taiwan | EWT | Asia and Australia | 59.2% | -10.4% | 58.7% | 39.7% | 17.9% | 17.9% | 14.0% | 11.1% | 27.3% | 15.2% | 16.2% | 14.3% | 12.9% | 15.8% | |
| S Korea | EWY | Asia and Australia | 57.3% | -16.4% | 61.2% | 44.1% | 16.4% | 12.8% | 8.8% | 7.7% | 64.0% | 33.4% | 26.8% | 21.1% | 18.2% | 21.0% | |
| India | INDY | Asia and Australia | -13.5% | 3.9% | -12.9% | 1.7% | -0.0% | 5.9% | 5.3% | 11.8% | 9.8% | 9.4% | 13.3% | 14.2% | |||
| China | MCHI | Asia and Australia | -17.8% | -6.0% | -21.4% | 8.2% | -4.5% | 2.3% | 3.1% | 11.2% | 12.3% | 17.4% | 16.2% | 15.5% | |||
| Thailand | THD | Asia and Australia | 17.4% | -2.9% | 17.0% | 8.2% | 1.0% | 2.4% | 3.8% | 10.6% | 11.0% | 12.3% | 13.5% | 13.6% | |||
| Vietnam | VNM | Asia and Australia | -12.7% | -1.8% | -4.3% | 15.0% | -2.5% | 2.8% | 1.1% | 13.7% | 14.1% | 18.0% | 17.3% | 17.0% | |||
| Poland | EPOL | Europe | 24.2% | -2.1% | 34.1% | 36.1% | 17.5% | 11.9% | 6.4% | 8.4% | 9.0% | 20.7% | 20.1% | 18.1% | |||
| Sweden | EWD | Europe | 8.5% | 4.3% | 12.6% | 22.3% | 5.1% | 10.1% | 8.2% | 6.6% | 14.8% | 12.9% | 16.5% | 15.1% | 13.6% | 16.7% | |
| Germany | EWG | Europe | 0.5% | 1.4% | 4.9% | 20.9% | 7.1% | 7.5% | 7.1% | 5.1% | 13.5% | 10.4% | 14.3% | 14.1% | 13.4% | 16.7% | |
| Italy | EWI | Europe | 4.9% | -4.9% | 11.4% | 27.4% | 15.0% | 13.2% | 8.3% | 2.8% | 11.3% | 9.5% | 13.5% | 15.4% | 15.5% | 18.0% | |
| Belgium | EWK | Europe | 9.2% | 1.5% | 14.3% | 18.8% | 6.4% | 6.5% | 8.5% | 3.4% | 12.1% | 9.3% | 11.8% | 12.5% | 11.5% | 15.9% | |
| Switzerland | EWL | Europe | 9.3% | 8.8% | 18.3% | 17.6% | 7.4% | 10.5% | 9.3% | 7.3% | 13.4% | 10.2% | 11.4% | 10.3% | 9.9% | 11.8% | |
| Netherlands | EWN | Europe | 13.9% | -5.0% | 14.7% | 23.3% | 6.9% | 12.6% | 11.0% | 7.5% | 12.8% | 11.2% | 15.1% | 14.0% | 12.8% | 15.9% | |
| Austria | EWO | Europe | 13.7% | -7.1% | 28.3% | 33.4% | 14.5% | 13.1% | 9.7% | 4.1% | 13.0% | 9.6% | 15.1% | 16.8% | 15.5% | 20.0% | |
| Spain | EWP | Europe | 6.2% | -4.8% | 15.7% | 32.4% | 18.5% | 10.9% | 7.1% | 4.5% | 10.1% | 9.7% | 12.5% | 14.3% | 14.8% | 17.4% | |
| France | EWQ | Europe | -3.9% | -0.8% | -1.8% | 10.2% | 4.9% | 8.7% | 7.5% | 4.3% | 11.8% | 10.4% | 12.8% | 13.2% | 12.3% | 15.5% | |
| UK | EWU | Europe | 10.3% | 2.8% | 15.9% | 20.8% | 11.6% | 8.8% | 6.5% | 4.2% | 8.6% | 6.9% | 10.0% | 11.5% | 11.0% | 12.8% | |
| EMU | EZU | Europe | 3.5% | -3.2% | 7.7% | 19.9% | 8.4% | 9.4% | 7.9% | 4.4% | 11.1% | 9.3% | 12.9% | 13.2% | 12.6% | 15.8% | |
| Greece | GREK | Europe | 21.2% | -7.5% | 28.4% | 37.0% | 26.7% | 16.7% | 16.6% | 12.7% | 15.5% | 19.4% | |||||
| Norway | NORW | Europe | 36.1% | 8.4% | 44.2% | 25.0% | 8.9% | 9.9% | 6.2% | 17.0% | 11.3% | 16.2% | 16.7% | 15.6% | |||
| Israel | EIS | Mideast and Africa | 5.4% | -5.0% | 14.3% | 37.1% | 10.4% | 11.0% | 8.3% | 15.2% | 13.1% | 15.7% | 15.0% | 13.5% | |||
| S Africa | EZA | Mideast and Africa | -8.2% | -3.4% | 4.4% | 25.0% | 10.6% | 6.1% | 4.2% | 5.2% | 22.7% | 17.3% | 19.4% | 19.6% | 18.0% | 19.6% | |
| Turkey | TUR | Mideast and Africa | -13.2% | -12.6% | -11.6% | -2.7% | 9.7% | 0.3% | -0.7% | 22.5% | 17.8% | 20.7% | 23.3% | 21.9% | |||
| Canada | EWC | North America | 12.9% | 3.8% | 21.1% | 26.4% | 11.4% | 11.4% | 7.5% | 6.7% | 9.1% | 7.6% | 11.6% | 12.7% | 11.8% | 14.7% | |
| Mexico | EWW | North America | 9.0% | 4.8% | 15.8% | 14.8% | 12.6% | 6.7% | 4.4% | 4.6% | 12.2% | 12.9% | 14.3% | 18.5% | 16.4% | 18.4% | |
| SPDR S&P 1500 | SPTM | North America | 11.9% | -0.6% | 12.4% | 22.9% | 11.6% | 15.1% | 14.5% | 10.9% | 5.8% | 6.5% | 10.5% | 11.0% | 9.7% | 11.6% | |
| Argentina | ARGT | South America | -13.1% | -8.1% | -15.2% | 28.8% | 21.2% | 14.1% | 10.2% | 14.4% | 19.1% | 21.4% | 24.4% | 22.2% | |||
| Chile | ECH | South America | -12.7% | -8.1% | 0.2% | 15.7% | 11.8% | 1.5% | -1.4% | 15.1% | 13.7% | 18.6% | 18.8% | 17.0% | |||
| Peru | EPU | South America | 12.7% | -9.6% | 30.4% | 46.1% | 27.1% | 13.0% | 7.9% | 23.3% | 16.0% | 18.0% | 18.1% | 17.0% | |||
| Brazil | EWZ | South America | 3.1% | -12.9% | 8.4% | 9.0% | 10.3% | 3.7% | -0.0% | 2.9% | 18.6% | 16.1% | 18.9% | 22.9% | 22.3% | 24.0% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 7.1% | 0.5% | 7.4% | 15.9% | 6.6% | 9.6% | 9.4% | 7.9% | 4.3% | 4.7% | 7.7% | 7.2% | 6.3% | 7.1% | |