Global Equities, ranked by Total Return

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

Total Return is the total annual return over the last 1, 3, 5, 10, 15, and 20-year periods.

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
Sort by any column by clicking on the gray column heading.

      Total Return   Downside Deviation
Ingredient Name ID Category YTD Jul 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 -4.0% -2.0% -10.6% * * * * *   15.9% * * * * *
New Zealand ENZL Asia and Australia 0.7% -1.2% -0.5% * * * * *   9.7% * * * * *
Philippines EPHE Asia and Australia 2.8% -6.3% 2.8% * * * * *   13.4% * * * * *
Australia EWA Asia and Australia 10.7% -1.1% 7.4% * * * * *   12.0% * * * * *
Hong Kong EWH Asia and Australia 26.9% 4.2% 41.5% * * * * *   7.8% * * * * *
Japan EWJ Asia and Australia 10.6% -1.8% 6.2% * * * * *   6.0% * * * * *
Malaysia EWM Asia and Australia -4.2% -3.5% 1.0% * * * * *   11.2% * * * * *
Singapore EWS Asia and Australia 23.3% 1.9% 39.4% * * * * *   5.2% * * * * *
Taiwan EWT Asia and Australia 12.8% 1.7% 13.4% * * * * *   7.9% * * * * *
S Korea EWY Asia and Australia 43.1% 1.4% 12.1% * * * * *   14.1% * * * * *
India INDY Asia and Australia 1.6% -5.0% -5.7% * * * * *   9.3% * * * * *
China MCHI Asia and Australia 23.8% 4.2% 42.3% * * * * *   10.2% * * * * *
Thailand THD Asia and Australia -4.5% 11.8% 2.4% * * * * *   13.0% * * * * *
Vietnam VNM Asia and Australia 39.5% 16.4% 32.6% * * * * *   10.6% * * * * *
Poland EPOL Europe 54.8% -1.6% 40.7% * * * * *   12.1% * * * * *
Sweden EWD Europe 20.2% -4.1% 10.8% * * * * *   11.7% * * * * *
Germany EWG Europe 31.5% -2.7% 34.5% * * * * *   7.2% * * * * *
Italy EWI Europe 36.5% 0.2% 34.2% * * * * *   6.6% * * * * *
Belgium EWK Europe 20.8% -1.0% 14.5% * * * * *   8.0% * * * * *
Switzerland EWL Europe 16.9% -3.8% 6.5% * * * * *   9.0% * * * * *
Netherlands EWN Europe 16.8% -5.9% 6.0% * * * * *   11.3% * * * * *
Austria EWO Europe 44.4%   37.7% * * * * *   8.4% * * * * *
Spain EWP Europe 45.7% 1.6% 43.0% * * * * *   8.2% * * * * *
France EWQ Europe 19.6% -2.0% 12.2% * * * * *   8.8% * * * * *
UK EWU Europe 19.8% 0.2% 14.4% * * * * *   6.8% * * * * *
EMU EZU Europe 25.6% -2.3% 20.8% * * * * *   8.1% * * * * *
Greece GREK Europe 58.4% 4.3% 49.2% * * * * *   12.8% * * * * *
Norway NORW Europe 24.0% -2.6% 15.9% * * * * *   7.3% * * * * *
Israel EIS Mideast and Africa 19.9% -3.2% 49.8% * * * * *   10.4% * * * * *
S Africa EZA Mideast and Africa 28.1% -1.3% 24.2% * * * * *   10.3% * * * * *
Turkey TUR Mideast and Africa -4.2% 4.9% -17.4% * * * * *   14.5% * * * * *
Canada EWC North America 15.4% -0.0% 21.1% * * * * *   7.3% * * * * *
Mexico EWW North America 30.8% -0.7% 11.8% * * * * *   9.7% * * * * *
SPDR S&P 1500 SPTM North America 7.8% 2.2% 14.9% * * * * *   7.5% * * * * *
Argentina ARGT South America 0.1% -2.4% 46.3% * * * * *   11.8% * * * * *
Chile ECH South America 21.7% -5.2% 17.5% * * * * *   9.6% * * * * *
Peru EPU South America 25.1% 0.1% 24.4% * * * * *   5.9% * * * * *
Brazil EWZ South America 20.1% -8.0% 1.8% * * * * *   16.6% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 6.4% 1.3% 10.7% * * * * *   5.0% * * * * *