Global Sectors, ranked by Beta

for period ending June 30, 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

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.

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 Sectors Peer Group
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      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 0.45 * * * * *   0.4% * * * * *
Consumer Discretionary RXI Consumer Discretionary 0.90 * * * * *   18.3% * * * * *
Consumer Staples KXI Consumer Staples 0.22 * * * * *   11.4% * * * * *
Energy IXC Energy 0.46 * * * * *   -1.6% * * * * *
Financials IXG Financials 0.77 * * * * *   33.4% * * * * *
Healthcare IXJ Healthcare 0.30 * * * * *   -5.8% * * * * *
Industrials EXI Industrials 0.87 * * * * *   24.2% * * * * *
Infrastructure IGF Infrastructure 0.40 * * * * *   27.7% * * * * *
Materials MXI Materials 0.50 * * * * *   2.6% * * * * *
Technology IXN Technology 1.13 * * * * *   12.0% * * * * *
Telecom IXP Telecommunications 0.97 * * * * *   28.2% * * * * *
Timber & Forestry WOOD Timber and Forestry 0.69 * * * * *   -5.0% * * * * *
Global Utilities JXI Utilities 0.34 * * * * *   26.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0.68 * * * * *   11.6% * * * * *