Global Sectors, ranked by Beta
for period ending October 31, 2026
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
Beta measures the volatility vs. the S&P 500 equity benchmark, as represented by the SPY exchange-traded fund. A beta of 1.10 means that the asset class is 10% more volatile than the benchmark.
Portfolio Ingredients: Global Sectors Peer Group
Sort by any column by clicking on the gray column heading.
| Beta | 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 | |||||||||||||||
| Clean Energy | ICLN | Clean Energy | 1.55 | 1.13 | 1.06 | 1.07 | 1.13 | -10.6% | 7.2% | -8.3% | 7.4% | 5.2% | |||
| Consumer Discretionary | RXI | Consumer Discretionary | 0.79 | 0.91 | 1.05 | 1.06 | 1.07 | 1.09 | -6.2% | 12.7% | 2.4% | 9.4% | 10.5% | 7.9% | |
| Consumer Staples | KXI | Consumer Staples | 0.21 | 0.23 | 0.46 | 0.53 | 0.56 | 0.60 | 16.4% | 11.5% | 5.7% | 6.7% | 7.9% | 7.7% | |
| Energy | IXC | Energy | -0.82 | -0.20 | 0.37 | 0.85 | 0.90 | 0.97 | 59.1% | 21.9% | 22.0% | 11.6% | 7.3% | 6.4% | |
| Financials | IXG | Financials | 0.51 | 0.69 | 0.81 | 0.95 | 1.00 | 1.21 | 15.6% | 26.8% | 12.4% | 12.3% | 11.2% | 4.8% | |
| Healthcare | IXJ | Healthcare | 0.09 | 0.33 | 0.53 | 0.62 | 0.67 | 0.67 | 25.5% | 14.1% | 6.7% | 10.8% | 11.7% | 9.0% | |
| Industrials | EXI | Industrials | 0.76 | 0.85 | 1.00 | 1.04 | 1.04 | 1.12 | 8.6% | 21.5% | 10.5% | 11.7% | 11.2% | 8.4% | |
| Infrastructure | IGF | Infrastructure | 0.02 | 0.33 | 0.61 | 0.71 | 0.71 | 11.2% | 19.9% | 9.8% | 8.2% | 7.6% | |||
| Materials | MXI | Materials | 0.70 | 0.66 | 0.89 | 0.95 | 1.00 | 1.14 | 20.2% | 14.3% | 6.8% | 10.0% | 6.3% | 5.9% | |
| Technology | IXN | Technology | 2.14 | 1.59 | 1.39 | 1.21 | 1.20 | 1.18 | 23.1% | 33.4% | 18.1% | 23.0% | 19.9% | 15.2% | |
| Telecom | IXP | Telecommunications | 0.91 | 0.94 | 0.92 | 0.86 | 0.83 | 0.81 | -10.3% | 18.9% | 6.5% | 8.5% | 7.7% | 6.5% | |
| Timber & Forestry | WOOD | Timber and Forestry | 0.08 | 0.58 | 0.77 | 0.95 | 1.00 | -3.6% | -0.9% | -3.1% | 4.5% | 5.6% | |||
| Global Utilities | JXI | Utilities | -0.06 | 0.23 | 0.55 | 0.51 | 0.51 | 0.60 | 6.3% | 18.6% | 9.3% | 9.3% | 8.2% | 5.8% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 0.62 | 0.69 | 0.71 | 0.67 | 0.66 | 0.65 | 7.4% | 15.9% | 6.6% | 9.6% | 9.4% | 7.9% | |