Global Equities, ranked by Total Return

for period ending March 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 Mar 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 -11.8% 2.1% -23.9% * * * * *   15.1% * * * * *
New Zealand ENZL Asia and Australia -6.9% -0.7% -5.5% * * * * *   9.7% * * * * *
Philippines EPHE Asia and Australia 1.1% 5.4% -6.2% * * * * *   13.4% * * * * *
Australia EWA Asia and Australia -1.8% -2.3% -1.5% * * * * *   12.3% * * * * *
Hong Kong EWH Asia and Australia 5.1% -0.5% 17.4% * * * * *   10.1% * * * * *
Japan EWJ Asia and Australia 2.2% 0.1% -1.7% * * * * *   7.8% * * * * *
Malaysia EWM Asia and Australia -5.9% -2.5% 9.6% * * * * *   11.4% * * * * *
Singapore EWS Asia and Australia 8.7% 2.2% 35.2% * * * * *   5.1% * * * * *
Taiwan EWT Asia and Australia -8.3% -6.6% 0.7% * * * * *   8.0% * * * * *
S Korea EWY Asia and Australia 6.2% -1.2% -17.5% * * * * *   11.8% * * * * *
India INDY Asia and Australia -0.1% 6.7% 0.9% * * * * *   8.5% * * * * *
China MCHI Asia and Australia 16.1% 1.5% 40.1% * * * * *   8.8% * * * * *
Thailand THD Asia and Australia -14.0% -2.2% -8.1% * * * * *   11.7% * * * * *
Vietnam VNM Asia and Australia 8.7% 3.7% -10.2% * * * * *   13.6% * * * * *
Poland EPOL Europe 34.2% 10.8% 25.7% * * * * *   11.3% * * * * *
Sweden EWD Europe 12.7% -2.5% 7.0% * * * * *   11.6% * * * * *
Germany EWG Europe 16.5% 2.8% 19.7% * * * * *   7.8% * * * * *
Italy EWI Europe 17.7% 3.7% 16.7% * * * * *   9.3% * * * * *
Belgium EWK Europe 7.8% 2.1% 8.6% * * * * *   8.5% * * * * *
Switzerland EWL Europe 12.7% 0.1% 11.1% * * * * *   9.9% * * * * *
Netherlands EWN Europe 5.0% -0.9% -3.7% * * * * *   9.3% * * * * *
Austria EWO Europe 19.8% 5.1% 24.1% * * * * *   8.4% * * * * *
Spain EWP Europe 22.6% 5.5% 23.4% * * * * *   10.6% * * * * *
France EWQ Europe 10.9% 0.7% -0.9% * * * * *   11.1% * * * * *
UK EWU Europe 10.5% 1.2% 14.0% * * * * *   7.2% * * * * *
EMU EZU Europe 12.8% 1.6% 7.2% * * * * *   9.0% * * * * *
Greece GREK Europe 21.1% 10.3% 22.8% * * * * *   11.4% * * * * *
Norway NORW Europe 15.5% 8.7% 16.9% * * * * *   7.8% * * * * *
Israel EIS Mideast and Africa -3.5% -6.0% 18.4% * * * * *   11.6% * * * * *
S Africa EZA Mideast and Africa 14.8% 8.4% 31.5% * * * * *   10.7% * * * * *
Turkey TUR Mideast and Africa -8.5% -4.3% -7.2% * * * * *   14.7% * * * * *
Canada EWC North America 1.1% -1.2% 8.9% * * * * *   8.0% * * * * *
Mexico EWW North America 8.8% 0.9% -23.5% * * * * *   12.6% * * * * *
US Equity: Russell 3000 SPTM North America -4.5% -5.6% 7.4% * * * * *   8.3% * * * * *
Argentina ARGT South America -2.3% -2.4% 52.4% * * * * *   15.7% * * * * *
Chile ECH South America 19.1% 4.2% 15.5% * * * * *   10.1% * * * * *
Peru EPU South America 10.8% 7.2% 18.4% * * * * *   9.1% * * * * *
Brazil EWZ South America 14.8% 7.2% -13.9% * * * * *   14.1% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark -1.8% -3.5% 6.4% * * * * *   6.1% * * * * *