Ingredient Summary Page

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

Use this page to find a high return, lower risk portfolio ingredients. To see portfolio recipes that combine multiple ingredients into optimized portfolios and minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime. VizMetrics applies the Choose—Invest—Rebalance process to help you find a portfolio recipe that meets your needs by comparing return, risk, and cost.

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

In the scatterplots below the dots nearest the top left indicate the best risk vs. return combination. Select any dot to see its ticker symbol or id. Click any dot to see details. Use the table below to compare performance of all the portfolio ingredients. Sort any column by clicking the heading in the gray row. Click any ingredient name below for full details.

Maximum Drawdown vs. Annual Return
● All ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
  Total Return, annualized % Max DrawDown
Ingredient Name ID Peer Group Category 1 month YTD 1 year 3 year 5 year 10 year 15 year 20 year 15 year 20 year
U.S. Total Bond Market BND Benchmark Benchmark 2.2% 2.8% 5.8% * * * * * * *
S&P 500 SPY Benchmark Benchmark -1.3% 1.4% 18.4% * * * * * * *
Indonesia EIDO Global Equities Asia and Australia -12.8% -13.6% -25.0% * * * * * * *
New Zealand ENZL Global Equities Asia and Australia -5.8% -6.2% -3.9% * * * * * * *
Philippines EPHE Global Equities Asia and Australia 2.9% -4.1% -10.5% * * * * * * *
Australia EWA Global Equities Asia and Australia -2.5% 0.5% 4.0% * * * * * * *
Hong Kong EWH Global Equities Asia and Australia 6.6% 5.6% 12.3% * * * * * * *
Japan EWJ Global Equities Asia and Australia 0.2% 2.0% 1.4% * * * * * * *
Malaysia EWM Global Equities Asia and Australia 1.1% -3.5% 12.7% * * * * * * *
Singapore EWS Global Equities Asia and Australia 3.0% 6.4% 36.6% * * * * * * *
Taiwan EWT Global Equities Asia and Australia -1.2% -1.8% 13.3% * * * * * * *
S Korea EWY Global Equities Asia and Australia 1.3% 7.4% -12.7% * * * * * * *
India INDY Global Equities Asia and Australia -4.9% -6.4% -4.7% * * * * * * *
China MCHI Global Equities Asia and Australia 10.7% 14.3% 40.6% * * * * * * *
Thailand THD Global Equities Asia and Australia -7.7% -12.1% -7.0% * * * * * * *
Vietnam VNM Global Equities Asia and Australia 4.2% 4.9% -10.9% * * * * * * *
Poland EPOL Global Equities Europe 7.0% 21.1% 14.8% * * * * * * *
Sweden EWD Global Equities Europe 5.5% 15.6% 10.9% * * * * * * *
Germany EWG Global Equities Europe 4.2% 13.4% 20.6% * * * * * * *
Italy EWI Global Equities Europe 5.8% 13.4% 19.1% * * * * * * *
Belgium EWK Global Equities Europe 3.9% 5.6% 10.0% * * * * * * *
Switzerland EWL Global Equities Europe 4.4% 12.6% 12.8% * * * * * * *
Netherlands EWN Global Equities Europe 1.8% 6.0% 0.8% * * * * * * *
Austria EWO Global Equities Europe 7.9% 14.0% 24.3% * * * * * * *
Spain EWP Global Equities Europe 9.4% 16.2% 28.6% * * * * * * *
France EWQ Global Equities Europe 2.4% 10.2% 1.4% * * * * * * *
UK EWU Global Equities Europe 4.0% 9.3% 17.7% * * * * * * *
EMU EZU Global Equities Europe 3.6% 11.0% 9.8% * * * * * * *
Greece GREK Global Equities Europe 2.9% 9.8% 11.0% * * * * * * *
Norway NORW Global Equities Europe -0.2% 6.2% 10.8% * * * * * * *
Israel EIS Global Equities Mideast and Africa -1.9% 2.6% 26.0% * * * * * * *
S Africa EZA Global Equities Mideast and Africa 1.5% 5.9% 27.9% * * * * * * *
Turkey TUR Global Equities Mideast and Africa -4.6% -4.4% -7.1% * * * * * * *
Canada EWC Global Equities North America 0.0% 2.3% 14.7% * * * * * * *
Mexico EWW Global Equities North America 3.1% 7.9% -19.4% * * * * * * *
US Equity: Russell 3000 SPTM Global Equities North America -1.6% 1.1% 17.5% * * * * * * *
Argentina ARGT Global Equities South America -4.3% 0.1% 68.6% * * * * * * *
Chile ECH Global Equities South America 4.7% 14.3% 11.9% * * * * * * *
Peru EPU Global Equities South America 1.6% 3.4% 23.1% * * * * * * *
Brazil EWZ Global Equities South America -4.8% 7.1% -21.1% * * * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark Benchmark -0.3% 1.8% 12.8% * * * * * * *