Global Equities, ranked by Treynor

for period ending July 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, Treynor, 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

The Treynor Ratio is a significant measure of risk-adjusted return used in portfolio management and financial analysis. Unlike the Sharpe Ratio, which evaluates total risk, the Treynor Ratio focuses solely on market risk, measured by beta.

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.

      Treynor   Total Return, annualized
Ingredient Name ID Category 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 -40.2% * * * * *   -10.6% * * * * *
New Zealand ENZL Asia and Australia -1.2% * * * * *   -0.5% * * * * *
Philippines EPHE Asia and Australia -5.9% * * * * *   2.8% * * * * *
Australia EWA Asia and Australia 8.2% * * * * *   7.4% * * * * *
Hong Kong EWH Asia and Australia 71.8% * * * * *   41.5% * * * * *
Japan EWJ Asia and Australia 17.8% * * * * *   6.2% * * * * *
Malaysia EWM Asia and Australia 4.0% * * * * *   1.0% * * * * *
Singapore EWS Asia and Australia 79.4% * * * * *   39.4% * * * * *
Taiwan EWT Asia and Australia 14.9% * * * * *   13.4% * * * * *
S Korea EWY Asia and Australia 11.9% * * * * *   12.1% * * * * *
India INDY Asia and Australia 64.6% * * * * *   -5.7% * * * * *
China MCHI Asia and Australia 362.5% * * * * *   42.3% * * * * *
Thailand THD Asia and Australia 12.1% * * * * *   2.4% * * * * *
Vietnam VNM Asia and Australia 58.5% * * * * *   32.6% * * * * *
Poland EPOL Europe -317.1% * * * * *   40.7% * * * * *
Sweden EWD Europe 25.8% * * * * *   10.8% * * * * *
Germany EWG Europe 173.5% * * * * *   34.5% * * * * *
Italy EWI Europe -1697.1% * * * * *   34.2% * * * * *
Belgium EWK Europe 5420.5% * * * * *   14.5% * * * * *
Switzerland EWL Europe 35.8% * * * * *   6.5% * * * * *
Netherlands EWN Europe 12.4% * * * * *   6.0% * * * * *
Austria EWO Europe 1757.0% * * * * *   37.7% * * * * *
Spain EWP Europe -483.1% * * * * *   43.0% * * * * *
France EWQ Europe 88.7% * * * * *   12.2% * * * * *
UK EWU Europe 45.0% * * * * *   14.4% * * * * *
EMU EZU Europe 122.9% * * * * *   20.8% * * * * *
Greece GREK Europe -6038.8% * * * * *   49.2% * * * * *
Norway NORW Europe 81.7% * * * * *   15.9% * * * * *
Israel EIS Mideast and Africa 45.3% * * * * *   49.8% * * * * *
S Africa EZA Mideast and Africa 2932.2% * * * * *   24.2% * * * * *
Turkey TUR Mideast and Africa -18.8% * * * * *   -17.4% * * * * *
Canada EWC North America 27.9% * * * * *   21.1% * * * * *
Mexico EWW North America 333.4% * * * * *   11.8% * * * * *
SPDR S&P 1500 SPTM North America 14.3% * * * * *   14.9% * * * * *
Argentina ARGT South America 79.8% * * * * *   46.3% * * * * *
Chile ECH South America -198.1% * * * * *   17.5% * * * * *
Peru EPU South America 1172.6% * * * * *   24.4% * * * * *
Brazil EWZ South America 32.8% * * * * *   1.8% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 15.2% * * * * *   10.7% * * * * *