Global Sectors, ranked by Sharpe
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
Sharpe is a measure of risk-adjusted return that uses standard deviation and average returns. Higher is better.
Portfolio Ingredients: Global Sectors Peer Group
Sort by any column by clicking on the gray column heading.
| Sharpe | 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 | 0.64 | 0.12 | -0.17 | 0.32 | 0.21 | 21.5% | 4.0% | -4.5% | 8.3% | 4.0% | |||
| Consumer Discretionary | RXI | Consumer Discretionary | -0.09 | 0.43 | 0.09 | 0.44 | 0.59 | 1.5% | 10.0% | 4.5% | 9.6% | 10.9% | |||
| Consumer Staples | KXI | Consumer Staples | 0.25 | 0.28 | 0.05 | 0.28 | 0.51 | 6.6% | 7.2% | 4.4% | 5.8% | 7.6% | |||
| Energy | IXC | Energy | 1.46 | 0.71 | 0.83 | 0.41 | 0.32 | 0.29 | 43.3% | 17.3% | 23.6% | 10.6% | 6.8% | 6.0% | |
| Financials | IXG | Financials | 1.20 | 1.57 | 0.61 | 0.61 | 0.59 | 0.27 | 18.9% | 26.2% | 14.2% | 12.9% | 11.4% | 5.3% | |
| Healthcare | IXJ | Healthcare | 1.19 | 0.36 | 0.09 | 0.50 | 0.73 | 0.54 | 20.7% | 8.6% | 4.8% | 9.1% | 11.1% | 8.6% | |
| Industrials | EXI | Industrials | 0.89 | 1.01 | 0.45 | 0.58 | 0.63 | 18.5% | 20.0% | 11.6% | 12.2% | 11.6% | |||
| Infrastructure | IGF | Infrastructure | 0.67 | 0.97 | 0.42 | 0.40 | 0.46 | 11.2% | 16.6% | 10.2% | 8.0% | 7.6% | |||
| Materials | MXI | Materials | 1.23 | 0.62 | 0.25 | 0.50 | 0.32 | 30.4% | 14.6% | 7.7% | 11.1% | 6.5% | |||
| Technology | IXN | Technology | 1.31 | 1.13 | 0.65 | 0.99 | 0.99 | 0.75 | 49.4% | 32.5% | 19.4% | 23.9% | 20.8% | 15.9% | |
| Telecom | IXP | Telecommunications | -0.07 | 1.10 | 0.23 | 0.44 | 0.49 | 0.43 | 1.5% | 20.5% | 7.2% | 8.9% | 8.4% | 7.6% | |
| Timber & Forestry | WOOD | Timber and Forestry | -0.32 | -0.14 | -0.27 | 0.23 | 0.31 | -3.3% | 0.5% | -2.5% | 5.6% | 6.2% | |||
| Global Utilities | JXI | Utilities | 0.51 | 0.80 | 0.29 | 0.47 | 0.49 | 10.7% | 15.6% | 8.2% | 9.0% | 8.0% | |||
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 1.04 | 0.98 | 0.25 | 0.64 | 0.81 | 0.65 | 12.7% | 13.9% | 6.9% | 9.5% | 9.7% | 8.2% | |