Global Sectors, ranked by Risk vs. Return Compass
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
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 | 
|
137° |
|
120° |
|
141° |
|
100° |
|
109° | -10.6% | 7.2% | -8.3% | 7.4% | 5.2% | ||||
| Consumer Discretionary | RXI | Consumer Discretionary |
|
152° |
|
122° |
|
130° |
|
92° | 
|
78° |
|
90° | -6.2% | 12.7% | 2.4% | 9.4% | 10.5% | 7.9% | |
| Consumer Staples | KXI | Consumer Staples |
|
40° |
|
141° |
|
121° |
|
150° |
|
127° |
|
97° | 16.4% | 11.5% | 5.7% | 6.7% | 7.9% | 7.7% | |
| Energy | IXC | Energy |
|
11° |
|
52° |
|
27° |
|
80° |
|
102° |
|
98° | 59.1% | 21.9% | 22.0% | 11.6% | 7.3% | 6.4% | |
| Financials | IXG | Financials |
|
27° |
|
13° |
|
33° |
|
66° |
|
74° |
|
109° | 15.6% | 26.8% | 12.4% | 12.3% | 11.2% | 4.8% | |
| Healthcare | IXJ | Healthcare |
|
19° |
|
112° |
|
87° |
|
58° |
|
48° |
|
68° | 25.5% | 14.1% | 6.7% | 10.8% | 11.7% | 9.0% | |
| Industrials | EXI | Industrials |
|
80° |
|
40° |
|
48° |
|
69° |
|
71° |
|
86° | 8.6% | 21.5% | 10.5% | 11.7% | 11.2% | 8.4% | |
| Infrastructure | IGF | Infrastructure |
|
47° |
|
31° |
|
40° |
|
107° |
|
113° | 11.2% | 19.9% | 9.8% | 8.2% | 7.6% | ||||
| Materials | MXI | Materials |
|
41° |
|
103° |
|
88° |
|
87° |
|
115° |
|
103° | 20.2% | 14.3% | 6.8% | 10.0% | 6.3% | 5.9% | |
| Technology | IXN | Technology |
|
43° |
|
28° |
|
38° |
|
29° |
|
32° |
|
44° | 23.1% | 33.4% | 18.1% | 23.0% | 19.9% | 15.2% | |
| Telecom | IXP | Telecommunications |
|
153° |
|
64° |
|
91° |
|
104° |
|
112° |
|
108° | -10.3% | 18.9% | 6.5% | 8.5% | 7.7% | 6.5% | |
| Timber & Forestry | WOOD | Timber and Forestry |
|
145° |
|
157° |
|
148° |
|
124° |
|
117° | -3.6% | -0.9% | -3.1% | 4.5% | 5.6% | ||||
| Global Utilities | JXI | Utilities |
|
101° |
|
61° |
|
52° |
|
95° |
|
111° |
|
120° | 6.3% | 18.6% | 9.3% | 9.3% | 8.2% | 5.8% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 
|
0° |
|
0° |
|
0° |
|
0° |
|
0° |
|
0° | 7.4% | 15.9% | 6.6% | 9.6% | 9.4% | 7.9% | |