Global Sectors, ranked by Risk vs. Return Compass
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
Risk vs. Return Compass is a portfolio comparison tool produces four distinct icons, each colored in red, green, blue, and yellow. These icons serve as indicators, illustrating the position of a particular ingredient on the scatter plot concerning downside deviation and annual return.
Portfolio Ingredients: Global Sectors Peer Group
Sort by any column by clicking on the gray column heading.
| Risk vs. Return Compass | 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 | 
|
67° | 
|
123° |
|
133° |
|
96° |
|
112° | 21.5% | 4.0% | -4.5% | 8.3% | 4.0% | ||||
| Consumer Discretionary | RXI | Consumer Discretionary |
|
152° |
|
131° |
|
117° |
|
89° |
|
76° | 1.5% | 10.0% | 4.5% | 9.6% | 10.9% | ||||
| Consumer Staples | KXI | Consumer Staples |
|
136° |
|
157° |
|
156° |
|
158° |
|
138° | 6.6% | 7.2% | 4.4% | 5.8% | 7.6% | ||||
| Energy | IXC | Energy |
|
16° |
|
63° |
|
25° |
|
84° |
|
105° |
|
103° | 43.3% | 17.3% | 23.6% | 10.6% | 6.8% | 6.0% | |
| Financials | IXG | Financials |
|
20° |
|
5° |
|
26° |
|
61° |
|
76° |
|
107° | 18.9% | 26.2% | 14.2% | 12.9% | 11.4% | 5.3% | |
| Healthcare | IXJ | Healthcare |
|
34° |
|
144° |
|
137° |
|
101° |
|
59° |
|
81° | 20.7% | 8.6% | 4.8% | 9.1% | 11.1% | 8.6% | |
| Industrials | EXI | Industrials |
|
51° |
|
35° |
|
42° |
|
65° |
|
70° | 18.5% | 20.0% | 11.6% | 12.2% | 11.6% | ||||
| Infrastructure | IGF | Infrastructure |
|
134° |
|
29° |
|
35° |
|
109° |
|
116° | 11.2% | 16.6% | 10.2% | 8.0% | 7.6% | ||||
| Materials | MXI | Materials |
|
29° |
|
84° |
|
83° |
|
76° |
|
113° | 30.4% | 14.6% | 7.7% | 11.1% | 6.5% | ||||
| Technology | IXN | Technology |
|
20° |
|
23° |
|
35° |
|
26° |
|
29° |
|
42° | 49.4% | 32.5% | 19.4% | 23.9% | 20.8% | 15.9% | |
| Telecom | IXP | Telecommunications |
|
150° |
|
28° |
|
86° |
|
98° |
|
108° |
|
98° | 1.5% | 20.5% | 7.2% | 8.9% | 8.4% | 7.6% | |
| Timber & Forestry | WOOD | Timber and Forestry |
|
154° |
|
155° |
|
148° |
|
118° |
|
115° | -3.3% | 0.5% | -2.5% | 5.6% | 6.2% | ||||
| Global Utilities | JXI | Utilities |
|
115° |
|
66° |
|
70° |
|
99° |
|
118° | 10.7% | 15.6% | 8.2% | 9.0% | 8.0% | ||||
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 
|
0° |
|
0° |
|
0° |
|
0° |
|
0° |
|
0° | 12.7% | 13.9% | 6.9% | 9.5% | 9.7% | 8.2% | |