Global Sectors, ranked by Sharpe
for period ending September 30, 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 | 0.36 | 0.22 | -0.13 | 0.32 | 0.29 | 11.0% | 6.8% | -3.4% | 8.1% | 6.4% | |||
| Consumer Discretionary | RXI | Consumer Discretionary | -0.85 | 0.39 | 0.04 | 0.40 | 0.59 | 0.41 | -9.5% | 9.4% | 3.5% | 8.9% | 11.0% | 8.0% | |
| Consumer Staples | KXI | Consumer Staples | 0.10 | 0.31 | 0.04 | 0.25 | 0.51 | 0.47 | 4.1% | 7.5% | 4.2% | 5.3% | 7.7% | 7.3% | |
| Energy | IXC | Energy | 1.38 | 0.63 | 0.74 | 0.39 | 0.35 | 0.29 | 41.1% | 15.5% | 21.0% | 10.1% | 7.5% | 6.0% | |
| Financials | IXG | Financials | 0.58 | 1.44 | 0.55 | 0.58 | 0.62 | 0.25 | 11.4% | 24.8% | 13.3% | 12.4% | 11.9% | 4.9% | |
| Healthcare | IXJ | Healthcare | 0.93 | 0.39 | 0.13 | 0.48 | 0.75 | 0.53 | 17.0% | 9.0% | 5.5% | 8.9% | 11.4% | 8.5% | |
| Industrials | EXI | Industrials | 0.46 | 1.04 | 0.45 | 0.55 | 0.67 | 0.44 | 10.8% | 20.4% | 11.7% | 11.7% | 12.2% | 8.6% | |
| Infrastructure | IGF | Infrastructure | 0.07 | 0.95 | 0.36 | 0.34 | 0.46 | 3.8% | 16.2% | 9.3% | 7.2% | 7.7% | |||
| Materials | MXI | Materials | 0.67 | 0.55 | 0.25 | 0.45 | 0.37 | 0.30 | 17.8% | 13.2% | 7.8% | 10.0% | 7.4% | 6.2% | |
| Technology | IXN | Technology | 1.22 | 1.33 | 0.74 | 0.99 | 1.02 | 0.75 | 45.1% | 37.7% | 22.0% | 24.1% | 21.5% | 15.9% | |
| Telecom | IXP | Telecommunications | -0.26 | 1.24 | 0.31 | 0.44 | 0.52 | 0.42 | -1.1% | 22.4% | 8.9% | 9.1% | 8.9% | 7.4% | |
| Timber & Forestry | WOOD | Timber and Forestry | -0.47 | -0.24 | -0.28 | 0.20 | 0.32 | -6.2% | -1.4% | -2.7% | 4.8% | 6.5% | |||
| Global Utilities | JXI | Utilities | -0.07 | 0.83 | 0.32 | 0.42 | 0.48 | 0.33 | 1.5% | 15.9% | 8.7% | 8.3% | 7.9% | 5.6% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 0.57 | 1.12 | 0.27 | 0.62 | 0.83 | 0.63 | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | |