Global Equities, ranked by Total Return

for period ending February 28, 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 Feb 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 -13.6% -12.8% -25.0% * * * * *   14.9% * * * * *
New Zealand ENZL Asia and Australia -6.2% -5.8% -3.9% * * * * *   9.8% * * * * *
Philippines EPHE Asia and Australia -4.1% 2.9% -10.5% * * * * *   12.8% * * * * *
Australia EWA Asia and Australia 0.5% -2.5% 4.0% * * * * *   12.6% * * * * *
Hong Kong EWH Asia and Australia 5.6% 6.6% 12.3% * * * * *   11.1% * * * * *
Japan EWJ Asia and Australia 2.0% 0.2% 1.4% * * * * *   8.0% * * * * *
Malaysia EWM Asia and Australia -3.5% 1.1% 12.7% * * * * *   11.3% * * * * *
Singapore EWS Asia and Australia 6.4% 3.0% 36.6% * * * * *   5.1% * * * * *
Taiwan EWT Asia and Australia -1.8% -1.2% 13.3% * * * * *   5.0% * * * * *
S Korea EWY Asia and Australia 7.4% 1.3% -12.7% * * * * *   12.4% * * * * *
India INDY Asia and Australia -6.4% -4.9% -4.7% * * * * *   8.1% * * * * *
China MCHI Asia and Australia 14.3% 10.7% 40.6% * * * * *   8.8% * * * * *
Thailand THD Asia and Australia -12.1% -7.7% -7.0% * * * * *   11.7% * * * * *
Vietnam VNM Asia and Australia 4.9% 4.2% -10.9% * * * * *   13.5% * * * * *
Poland EPOL Europe 21.1% 7.0% 14.8% * * * * *   10.4% * * * * *
Sweden EWD Europe 15.6% 5.5% 10.9% * * * * *   11.6% * * * * *
Germany EWG Europe 13.4% 4.2% 20.6% * * * * *   7.9% * * * * *
Italy EWI Europe 13.4% 5.8% 19.1% * * * * *   9.5% * * * * *
Belgium EWK Europe 5.6% 3.9% 10.0% * * * * *   8.6% * * * * *
Switzerland EWL Europe 12.6% 4.4% 12.8% * * * * *   10.1% * * * * *
Netherlands EWN Europe 6.0% 1.8% 0.8% * * * * *   9.7% * * * * *
Austria EWO Europe 14.0% 7.9% 24.3% * * * * *   8.4% * * * * *
Spain EWP Europe 16.2% 9.4% 28.6% * * * * *   11.0% * * * * *
France EWQ Europe 10.2% 2.4% 1.4% * * * * *   11.3% * * * * *
UK EWU Europe 9.3% 4.0% 17.7% * * * * *   7.4% * * * * *
EMU EZU Europe 11.0% 3.6% 9.8% * * * * *   9.2% * * * * *
Greece GREK Europe 9.8% 2.9% 11.0% * * * * *   10.3% * * * * *
Norway NORW Europe 6.2% -0.2% 10.8% * * * * *   7.4% * * * * *
Israel EIS Mideast and Africa 2.6% -1.9% 26.0% * * * * *   9.7% * * * * *
S Africa EZA Mideast and Africa 5.9% 1.5% 27.9% * * * * *   10.4% * * * * *
Turkey TUR Mideast and Africa -4.4% -4.6% -7.1% * * * * *   14.7% * * * * *
Canada EWC North America 2.3% 0.0% 14.7% * * * * *   8.3% * * * * *
Mexico EWW North America 7.9% 3.1% -19.4% * * * * *   13.2% * * * * *
US Equity: Russell 3000 SPTM North America 1.1% -1.6% 17.5% * * * * *   6.2% * * * * *
Argentina ARGT South America 0.1% -4.3% 68.6% * * * * *   16.7% * * * * *
Chile ECH South America 14.3% 4.7% 11.9% * * * * *   9.8% * * * * *
Peru EPU South America 3.4% 1.6% 23.1% * * * * *   9.4% * * * * *
Brazil EWZ South America 7.1% -4.8% -21.1% * * * * *   13.0% * * * * *