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% | * | * | * | * | * |