Global Sectors, ranked by Standard Deviation
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
Standard Deviation shows the 1-, 3-, 5-, 10-, 15-, and 20-year standard deviation from the mean. This is calculated using monthly returns, then annualized.
Portfolio Ingredients: Global Sectors Peer Group
Sort by any column by clicking on the gray column heading.
| Standard Deviation | 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 | |||||||||||||||
| U.S. Total Bond Market | BND | Benchmark | 4.3% | 5.6% | 6.4% | 5.3% | 4.7% | 4.7% | 0.2% | 5.5% | -0.2% | 1.5% | 1.9% | 3.0% | |
| S&P 500 | SPY | Benchmark | 14.3% | 14.9% | 17.3% | 17.7% | 15.8% | 17.0% | 12.0% | 23.3% | 12.0% | 15.3% | 14.7% | 10.9% | |
| Clean Energy | ICLN | Clean Energy | 29.8% | 30.1% | 27.3% | 31.4% | 28.9% | -10.6% | 7.2% | -8.3% | 7.4% | 5.2% | |||
| Consumer Discretionary | RXI | Consumer Discretionary | 14.1% | 16.5% | 19.7% | 20.1% | 18.4% | 20.1% | -6.2% | 12.7% | 2.4% | 9.4% | 10.5% | 7.9% | |
| Consumer Staples | KXI | Consumer Staples | 20.5% | 14.3% | 14.8% | 13.9% | 13.1% | 13.8% | 16.4% | 11.5% | 5.7% | 6.7% | 7.9% | 7.7% | |
| Energy | IXC | Energy | 39.9% | 23.9% | 28.9% | 30.0% | 25.9% | 26.2% | 59.1% | 21.9% | 22.0% | 11.6% | 7.3% | 6.4% | |
| Financials | IXG | Financials | 15.0% | 15.9% | 18.8% | 20.6% | 19.3% | 23.5% | 15.6% | 26.8% | 12.4% | 12.3% | 11.2% | 4.8% | |
| Healthcare | IXJ | Healthcare | 20.0% | 16.0% | 15.7% | 15.3% | 14.6% | 15.2% | 25.5% | 14.1% | 6.7% | 10.8% | 11.7% | 9.0% | |
| Industrials | EXI | Industrials | 18.4% | 17.6% | 19.9% | 20.1% | 18.0% | 20.6% | 8.6% | 21.5% | 10.5% | 11.7% | 11.2% | 8.4% | |
| Infrastructure | IGF | Infrastructure | 15.6% | 14.6% | 16.4% | 16.8% | 15.1% | 11.2% | 19.9% | 9.8% | 8.2% | 7.6% | |||
| Materials | MXI | Materials | 26.1% | 20.2% | 22.1% | 21.3% | 20.1% | 24.0% | 20.2% | 14.3% | 6.8% | 10.0% | 6.3% | 5.9% | |
| Technology | IXN | Technology | 41.5% | 31.8% | 30.0% | 26.6% | 23.1% | 23.5% | 23.1% | 33.4% | 18.1% | 23.0% | 19.9% | 15.2% | |
| Telecom | IXP | Telecommunications | 15.5% | 17.8% | 19.4% | 17.9% | 16.1% | 16.9% | -10.3% | 18.9% | 6.5% | 8.5% | 7.7% | 6.5% | |
| Timber & Forestry | WOOD | Timber and Forestry | 16.5% | 17.1% | 18.8% | 21.6% | 20.3% | -3.6% | -0.9% | -3.1% | 4.5% | 5.6% | |||
| Global Utilities | JXI | Utilities | 17.5% | 16.9% | 17.5% | 16.2% | 14.8% | 15.6% | 6.3% | 18.6% | 9.3% | 9.3% | 8.2% | 5.8% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 8.7% | 10.0% | 11.9% | 11.5% | 10.2% | 10.9% | 7.4% | 15.9% | 6.6% | 9.6% | 9.4% | 7.9% | |