Global Equities, ranked by Total Return
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
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 | Apr | 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 | -6.3% | 6.2% | -12.4% | * | * | * | * | * | 15.6% | * | * | * | * | * | |
New Zealand | ENZL | Asia and Australia | -5.7% | 1.3% | -1.8% | * | * | * | * | * | 9.7% | * | * | * | * | * | |
Philippines | EPHE | Asia and Australia | 7.4% | 6.3% | 6.9% | * | * | * | * | * | 13.2% | * | * | * | * | * | |
Australia | EWA | Asia and Australia | 3.4% | 5.2% | 9.6% | * | * | * | * | * | 12.1% | * | * | * | * | * | |
Hong Kong | EWH | Asia and Australia | 5.2% | 0.1% | 13.9% | * | * | * | * | * | 9.8% | * | * | * | * | * | |
Japan | EWJ | Asia and Australia | 6.5% | 4.2% | 8.7% | * | * | * | * | * | 5.8% | * | * | * | * | * | |
Malaysia | EWM | Asia and Australia | -1.5% | 4.7% | 13.2% | * | * | * | * | * | 11.7% | * | * | * | * | * | |
Singapore | EWS | Asia and Australia | 11.4% | 2.4% | 35.2% | * | * | * | * | * | 5.1% | * | * | * | * | * | |
Taiwan | EWT | Asia and Australia | -8.3% | 4.0% | * | * | * | * | * | 7.6% | * | * | * | * | * | ||
S Korea | EWY | Asia and Australia | 10.4% | 4.0% | -8.7% | * | * | * | * | * | 11.6% | * | * | * | * | * | |
India | INDY | Asia and Australia | 4.1% | 4.2% | 4.9% | * | * | * | * | * | 8.8% | * | * | * | * | * | |
China | MCHI | Asia and Australia | 10.2% | -5.0% | 26.3% | * | * | * | * | * | 10.3% | * | * | * | * | * | |
Thailand | THD | Asia and Australia | -9.3% | 5.5% | -1.4% | * | * | * | * | * | 12.4% | * | * | * | * | * | |
Vietnam | VNM | Asia and Australia | 5.1% | -3.3% | -1.0% | * | * | * | * | * | 8.8% | * | * | * | * | * | |
Poland | EPOL | Europe | 41.3% | 5.2% | 32.4% | * | * | * | * | * | 11.8% | * | * | * | * | * | |
Sweden | EWD | Europe | 16.9% | 3.7% | 15.5% | * | * | * | * | * | 11.5% | * | * | * | * | * | |
Germany | EWG | Europe | 24.1% | 6.5% | 32.8% | * | * | * | * | * | 6.8% | * | * | * | * | * | |
Italy | EWI | Europe | 22.9% | 4.5% | 25.9% | * | * | * | * | * | 9.2% | * | * | * | * | * | |
Belgium | EWK | Europe | 15.5% | 7.1% | 17.5% | * | * | * | * | * | 9.0% | * | * | * | * | * | |
Switzerland | EWL | Europe | 17.2% | 4.0% | 21.2% | * | * | * | * | * | 9.1% | * | * | * | * | * | |
Netherlands | EWN | Europe | 9.8% | 4.5% | 4.3% | * | * | * | * | * | 9.4% | * | * | * | * | * | |
Austria | EWO | Europe | 25.8% | 5.0% | 29.2% | * | * | * | * | * | 8.7% | * | * | * | * | * | |
Spain | EWP | Europe | 30.8% | 6.7% | 35.4% | * | * | * | * | * | 10.9% | * | * | * | * | * | |
France | EWQ | Europe | 14.4% | 3.1% | 5.7% | * | * | * | * | * | 11.2% | * | * | * | * | * | |
UK | EWU | Europe | 12.4% | 1.7% | 14.3% | * | * | * | * | * | 7.2% | * | * | * | * | * | |
EMU | EZU | Europe | 18.1% | 4.6% | 16.3% | * | * | * | * | * | 8.8% | * | * | * | * | * | |
Greece | GREK | Europe | 27.7% | 5.4% | 28.2% | * | * | * | * | * | 11.8% | * | * | * | * | * | |
Norway | NORW | Europe | 14.2% | -1.1% | 16.0% | * | * | * | * | * | 7.8% | * | * | * | * | * | |
Israel | EIS | Mideast and Africa | 1.7% | 5.4% | 34.8% | * | * | * | * | * | 8.4% | * | * | * | * | * | |
S Africa | EZA | Mideast and Africa | 18.2% | 2.9% | 32.1% | * | * | * | * | * | 10.8% | * | * | * | * | * | |
Turkey | TUR | Mideast and Africa | -14.5% | -6.6% | -22.5% | * | * | * | * | * | 13.5% | * | * | * | * | * | |
Canada | EWC | North America | 5.3% | 4.2% | 17.6% | * | * | * | * | * | 7.5% | * | * | * | * | * | |
Mexico | EWW | North America | 21.7% | 11.8% | -9.5% | * | * | * | * | * | 13.9% | * | * | * | * | * | |
US Equity: Russell 3000 | SPTM | North America | -5.4% | -1.0% | 10.9% | * | * | * | * | * | 7.3% | * | * | * | * | * | |
Argentina | ARGT | South America | 3.7% | 6.1% | 51.5% | * | * | * | * | * | 15.6% | * | * | * | * | * | |
Chile | ECH | South America | 24.3% | 4.4% | 20.0% | * | * | * | * | * | 10.4% | * | * | * | * | * | |
Peru | EPU | South America | 11.9% | 1.0% | 14.7% | * | * | * | * | * | 8.8% | * | * | * | * | * | |
Brazil | EWZ | South America | 20.1% | 4.6% | -5.9% | * | * | * | * | * | 14.7% | * | * | * | * | * | |
Strategic 60-40 Portfolio | s.6040 | Benchmark | -2.1% | -0.3% | 10.0% | * | * | * | * | * | 5.0% | * | * | * | * | * |