Global Sectors, ranked by Sharpe

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

Sharpe is a measure of risk-adjusted return that uses standard deviation and average returns. Higher is better.

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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      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 -0.11 * * * * *   0.4% * * * * *
Consumer Discretionary RXI Consumer Discretionary 0.96 * * * * *   18.3% * * * * *
Consumer Staples KXI Consumer Staples 0.63 * * * * *   11.4% * * * * *
Energy IXC Energy -0.24 * * * * *   -1.6% * * * * *
Financials IXG Financials 2.07 * * * * *   33.4% * * * * *
Healthcare IXJ Healthcare -0.66 * * * * *   -5.8% * * * * *
Industrials EXI Industrials 1.37 * * * * *   24.2% * * * * *
Infrastructure IGF Infrastructure 2.17 * * * * *   27.7% * * * * *
Materials MXI Materials -0.06 * * * * *   2.6% * * * * *
Technology IXN Technology 0.48 * * * * *   12.0% * * * * *
Telecom IXP Telecommunications 1.51 * * * * *   28.2% * * * * *
Timber & Forestry WOOD Timber and Forestry -0.60 * * * * *   -5.0% * * * * *
Global Utilities JXI Utilities 1.56 * * * * *   26.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0.80 * * * * *   11.6% * * * * *