Global Sectors, ranked by Beta
for period ending August 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 | 1.56 | 1.18 | 1.10 | 1.06 | 1.16 | 21.5% | 4.0% | -4.5% | 8.3% | 4.0% | |||
| Consumer Discretionary | RXI | Consumer Discretionary | 0.85 | 0.94 | 1.05 | 1.06 | 1.07 | 1.5% | 10.0% | 4.5% | 9.6% | 10.9% | |||
| Consumer Staples | KXI | Consumer Staples | 0.23 | 0.33 | 0.48 | 0.54 | 0.57 | 6.6% | 7.2% | 4.4% | 5.8% | 7.6% | |||
| Energy | IXC | Energy | -0.85 | -0.10 | 0.36 | 0.86 | 0.94 | 0.97 | 43.3% | 17.3% | 23.6% | 10.6% | 6.8% | 6.0% | |
| Financials | IXG | Financials | 0.42 | 0.69 | 0.80 | 0.95 | 1.02 | 1.21 | 18.9% | 26.2% | 14.2% | 12.9% | 11.4% | 5.3% | |
| Healthcare | IXJ | Healthcare | 0.17 | 0.43 | 0.56 | 0.63 | 0.67 | 0.67 | 20.7% | 8.6% | 4.8% | 9.1% | 11.1% | 8.6% | |
| Industrials | EXI | Industrials | 0.69 | 0.87 | 0.98 | 1.03 | 1.05 | 18.5% | 20.0% | 11.6% | 12.2% | 11.6% | |||
| Infrastructure | IGF | Infrastructure | 0.03 | 0.41 | 0.61 | 0.72 | 0.72 | 11.2% | 16.6% | 10.2% | 8.0% | 7.6% | |||
| Materials | MXI | Materials | 0.56 | 0.66 | 0.89 | 0.94 | 1.04 | 30.4% | 14.6% | 7.7% | 11.1% | 6.5% | |||
| Technology | IXN | Technology | 2.11 | 1.53 | 1.37 | 1.21 | 1.18 | 1.17 | 49.4% | 32.5% | 19.4% | 23.9% | 20.8% | 15.9% | |
| Telecom | IXP | Telecommunications | 0.87 | 0.88 | 0.89 | 0.86 | 0.82 | 0.81 | 1.5% | 20.5% | 7.2% | 8.9% | 8.4% | 7.6% | |
| Timber & Forestry | WOOD | Timber and Forestry | -0.09 | 0.53 | 0.74 | 0.95 | 1.00 | -3.3% | 0.5% | -2.5% | 5.6% | 6.2% | |||
| Global Utilities | JXI | Utilities | 0.04 | 0.31 | 0.59 | 0.51 | 0.51 | 10.7% | 15.6% | 8.2% | 9.0% | 8.0% | |||
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 0.62 | 0.71 | 0.71 | 0.67 | 0.66 | 0.65 | 12.7% | 13.9% | 6.9% | 9.5% | 9.7% | 8.2% | |