Global Equities, ranked by Total Return

for period ending October 31, 2024

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
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta

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.

Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.
      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 -0.5% -4.6% 10.1% * * * * *   11.6% * * * * *
New Zealand ENZL Asia and Australia -1.9% -4.5% 16.6% * * * * *   9.1% * * * * *
Philippines EPHE Asia and Australia 6.9% -6.0% 19.9% * * * * *   12.4% * * * * *
Australia EWA Asia and Australia 6.2% -6.5% 27.2% * * * * *   11.3% * * * * *
Hong Kong EWH Asia and Australia 5.1% -4.2% 11.7% * * * * *   15.1% * * * * *
Japan EWJ Asia and Australia 6.9% -4.9% 18.0% * * * * *   8.8% * * * * *
Malaysia EWM Asia and Australia 17.8% -8.9% 23.5% * * * * *   11.0% * * * * *
Singapore EWS Asia and Australia 16.3% -3.6% 28.0% * * * * *   8.0% * * * * *
Taiwan EWT Asia and Australia 17.8% 0.6% 35.3% * * * * *   6.3% * * * * *
S Korea EWY Asia and Australia -8.6% -6.3% 11.9% * * * * *   15.0% * * * * *
India INDY Asia and Australia 8.2% -5.4% 21.3% * * * * *   6.5% * * * * *
China MCHI Asia and Australia 21.4% -3.3% 21.3% * * * * *   14.3% * * * * *
Thailand THD Asia and Australia 5.8% -4.4% 14.1% * * * * *   10.6% * * * * *
Vietnam VNM Asia and Australia -7.8% -6.8% 8.6% * * * * *   16.2% * * * * *
Poland EPOL Europe 0.1% -8.2% 17.6% * * * * *   11.0% * * * * *
Sweden EWD Europe 2.8% -8.0% 32.1% * * * * *   14.2% * * * * *
Germany EWG Europe 11.5% -4.5% 31.5% * * * * *   8.8% * * * * *
Italy EWI Europe 14.8% -2.4% 32.0% * * * * *   8.9% * * * * *
Belgium EWK Europe 7.3% -5.0% 21.5% * * * * *   8.7% * * * * *
Switzerland EWL Europe 4.4% -5.3% 20.2% * * * * *   9.0% * * * * *
Netherlands EWN Europe 5.8% -8.2% 27.0% * * * * *   11.5% * * * * *
Austria EWO Europe 4.3% -5.4% 20.0% * * * * *   8.6% * * * * *
Spain EWP Europe 12.6% -3.9% 30.9% * * * * *   10.8% * * * * *
France EWQ Europe -1.0% -6.2% 13.3% * * * * *   11.6% * * * * *
UK EWU Europe 9.7% -5.0% 21.6% * * * * *   6.9% * * * * *
EMU EZU Europe 6.1% -5.6% 23.4% * * * * *   9.6% * * * * *
Greece GREK Europe 7.4% -8.2% 20.6% * * * * *   10.9% * * * * *
Norway NORW Europe 1.7% -2.6% 12.9% * * * * *   8.0% * * * * *
Israel EIS Mideast and Africa 18.4% 1.2% 48.5% * * * * *   11.0% * * * * *
S Africa EZA Mideast and Africa 20.0% -2.1% 35.8% * * * * *   11.2% * * * * *
Turkey TUR Mideast and Africa 5.1% -7.9% 0.4% * * * * *   16.9% * * * * *
Canada EWC North America 11.8% -2.1% 31.0% * * * * *   6.1% * * * * *
Mexico EWW North America -22.8% -3.3% -3.0% * * * * *   15.3% * * * * *
US Equity: Russell 3000 SPTM North America 19.9% -1.0% 37.5% * * * * *   5.6% * * * * *
Argentina ARGT South America 42.5% 10.0% 92.3% * * * * *   19.7% * * * * *
Chile ECH South America -7.0% -6.2% 9.1% * * * * *   14.5% * * * * *
Peru EPU South America 29.9% 0.9% 58.0% * * * * *   10.0% * * * * *
Brazil EWZ South America -17.9% -5.8% -0.1% * * * * *   11.8% * * * * *