Global Equities, ranked by Total Return

for period ending June 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 Jun 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 -2.0% -4.1% -4.6% * * * * *   16.8% * * * * *
New Zealand ENZL Asia and Australia 1.9% 3.7% 2.7% * * * * *   9.9% * * * * *
Philippines EPHE Asia and Australia 9.6% 0.7% 14.6% * * * * *   12.9% * * * * *
Australia EWA Asia and Australia 12.0% 3.5% 11.2% * * * * *   12.3% * * * * *
Hong Kong EWH Asia and Australia 21.8% 7.1% 35.3% * * * * *   7.5% * * * * *
Japan EWJ Asia and Australia 12.6% 2.0% 12.5% * * * * *   6.0% * * * * *
Malaysia EWM Asia and Australia -0.8% 1.6% 10.4% * * * * *   11.5% * * * * *
Singapore EWS Asia and Australia 21.1% 2.8% 41.4% * * * * *   5.3% * * * * *
Taiwan EWT Asia and Australia 10.9% 9.6% 9.4% * * * * *   8.0% * * * * *
S Korea EWY Asia and Australia 41.0% 18.4% 11.2% * * * * *   14.0% * * * * *
India INDY Asia and Australia 7.0% 1.9% 1.5% * * * * *   8.6% * * * * *
China MCHI Asia and Australia 18.7% 5.3% 34.4% * * * * *   9.9% * * * * *
Thailand THD Asia and Australia -14.6% -3.3% -3.6% * * * * *   12.3% * * * * *
Vietnam VNM Asia and Australia 19.8% 1.2% 13.0% * * * * *   9.1% * * * * *
Poland EPOL Europe 57.3% 8.1% 39.0% * * * * *   12.3% * * * * *
Sweden EWD Europe 25.3% 2.9% 16.2% * * * * *   11.2% * * * * *
Germany EWG Europe 35.2% 2.5% 40.5% * * * * *   6.5% * * * * *
Italy EWI Europe 36.2% 2.6% 38.7% * * * * *   6.8% * * * * *
Belgium EWK Europe 22.1% 1.9% 22.7% * * * * *   8.4% * * * * *
Switzerland EWL Europe 21.5% 1.2% 15.8% * * * * *   8.7% * * * * *
Netherlands EWN Europe 24.1% 4.5% 10.9% * * * * *   9.9% * * * * *
Austria EWO Europe 44.4% 4.3% 42.4% * * * * *   8.7% * * * * *
Spain EWP Europe 43.4% 2.9% 46.3% * * * * *   8.4% * * * * *
France EWQ Europe 22.0% 3.0% 16.7% * * * * *   8.8% * * * * *
UK EWU Europe 19.6% 1.5% 18.6% * * * * *   7.0% * * * * *
EMU EZU Europe 28.6% 2.9% 25.2% * * * * *   7.9% * * * * *
Greece GREK Europe 51.9% 7.1% 54.5% * * * * *   13.2% * * * * *
Norway NORW Europe 27.2% 4.8% 19.3% * * * * *   6.9% * * * * *
Israel EIS Mideast and Africa 23.9% 12.6% 58.4% * * * * *   9.7% * * * * *
S Africa EZA Mideast and Africa 29.8% 4.2% 32.2% * * * * *   10.8% * * * * *
Turkey TUR Mideast and Africa -8.7% 9.2% -21.7% * * * * *   13.8% * * * * *
Canada EWC North America 15.4% 3.4% 27.1% * * * * *   7.6% * * * * *
Mexico EWW North America 31.7% 2.5% 12.4% * * * * *   9.7% * * * * *
SPDR S&P 1500 SPTM North America 5.5% 5.1% 14.4% * * * * *   7.5% * * * * *
Argentina ARGT South America 2.6% -6.0% 51.0% * * * * *   11.6% * * * * *
Chile ECH South America 28.3% 2.0% 24.6% * * * * *   7.8% * * * * *
Peru EPU South America 25.0% 6.2% 27.0% * * * * *   6.0% * * * * *
Brazil EWZ South America 30.6% 8.0% 12.4% * * * * *   15.6% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 5.1% 3.7% 11.6% * * * * *   5.1% * * * * *