iShares Global Healthcare ETF

for period ending October 31, 2024


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  Overview

IXJ is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Recipe Provider   iShares (www.iShares.com)

Description   iShares Global Healthcare ETF gives investors access to equities in a particular global sector. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Sectors, Healthcare

Peer Group   Global Sectors. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to track the investment results of an index composed of global equities in the healthcare sector. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the S&P Global 1200 Health Care Sector IndexTM, which measures the performance of companies that S&P Dow Jones Indices LLC ("S&P"), a subsidiary of McGraw Hill Financial, Inc., deems to be a part of the healthcare sector of the economy and that S&P believes are important to global markets. The fund is non-diversified. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost



  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "IXJ" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.



  How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.



  Compare: Total Return

for period ending October 31, 2024

5-year graph ● IXJ ● Global equities (ACWI) ● U.S. equities (SPY) ● U.S. bonds (BND) ● 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
IXJ 8.4% -4.9% 19.3% 3.6% 9.2% 8.1% 11.4% 9.1%
Peer Group* average
60% Equity / 40% Bonds 12.4% -1.4% 26.3% 3.7% 8.7% 8.2% 9.4% 7.8%
Global Equities (ACWI) 16.0% -2.1% 32.4% 5.5% 11.1% 9.1% 9.6%  
U.S. Equities (SPY) 20.8% -0.9% 37.8% 9.0% 15.2% 12.9% 14.1% 10.5%
U.S. Bonds (BND) 2.0% -2.5% 10.4% -2.3% -0.3% 1.5% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -15.3161960024606% -10.8236895847515% 2.18267953069637% -18.7052611071981% 5.34808646538814% 4.25932386981558% -0.785802272838398% 0%
RXI 8.67917048575855% -3.39852336132559% 25.1759549198643% -0.460181511904756% 8.02846852479291% 8.95504634087916% 11.5469784491756% 0%
KXI 6.91078539576686% -4.62357414448669% 14.9071063555722% 3.04140005614342% 5.35466157102751% 5.87902119467596% 8.27270854473341% 0%
IXC 5.6945481409193% -0.0741106719367446% 6.24835527139787% 16.5466346206696% 11.1815158687304% 3.74905233628227% 4.58797896556713% 5.92987932516131%
IXG 22.8436024446335% 0.326496087967865% 42.7808305586707% 7.88548893191867% 10.5446261108617% 7.95856993870661% 7.86210989377507% 4.9053790323635%
IXJ 8.38889766696551% -4.93072534637328% 19.3430430719807% 3.55752370030495% 9.2236039342781% 8.12352250314361% 11.439057920342% 9.06303860886288%
EXI 14.6552541751528% -2.60168067226891% 35.1620509348004% 7.52973196003099% 10.7461550135428% 9.19190603277324% 10.6787417888239% 0%
IGF 16.1610978506534% -1.28605548410803% 32.267497726587% 7.02199459091557% 5.57717071141384% 5.0180941207798% 6.76170239779226% 0%
MXI 1.85880529751625% -5.9629372661596% 18.5259746436818% 3.36242192405383% 9.69930941711898% 7.12809595300878% 5.85768545315397% 0%
IXN 18.5547270983286% -2.25372591784806% 40.2880555619367% 10.7488886283937% 21.1328213376492% 18.9789580903652% 17.2552908921429% 13.1678788268077%
IXP 26.8623815967095% 0.0541803888239656% 41.968789341229% 4.892626866334% 11.3817820072662% 6.59475231111446% 7.7945634728158% 7.02996298754119%
WOOD 0.636273211092164% -6.53429267726587% 15.6591604758523% 0.393197091455533% 6.75221898086975% 6.3647177926061% 7.85141460831216% 0%
JXI 19.4698785639936% -2.85571715932335% 30.720172024451% 6.98052612758604% 6.55719564194199% 6.81932952812967% 6.71856393128654% 0%
Historical Return
 
IXJ 23.2% 12.7% 19.6% -4.9% 3.6%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 44.3474818319878% 141.796574727138% -24.1822573368325% -5.42687963748008% -20.3845859561091%
RXI 26.7533398597808% 24.4612007570898% 16.3294838742781% -29.0815003336622% 27.5770459498653%
KXI 23.3900762615753% 7.68721850836935% 13.6861866594652% -6.02371148035987% 2.44605593129426%
IXC 12.5616220830527% -30.938984976883% 40.9677286355949% 48.5074525972638% 3.93967415143586%
IXG 24.560731515063% -2.99256668981839% 25.0995686817113% -8.96576392729397% 14.9939721679583%
IXJ 23.2151593528% 12.7458342849344% 19.5854148462114% -4.93781455398783% 3.63079859525788%
EXI 27.131406579278% 11.3272860090559% 17.3786418149251% -12.3586611327191% 22.0465791745248%
IGF 25.8116293733362% -6.50028441695069% 11.5809977561002% -1.25588804372817% 6.17475148807207%
MXI 22.1508303426973% 22.3054967928019% 15.0758257733935% -9.09192789105235% 14.3844877135156%
IXN 47.8737992404276% 43.6173755666857% 29.5860936543704% -29.8639177530712% 52.9906191433397%
IXP 25.1995399449836% 22.155206165431% 12.7718148187692% -32.9555148594912% 38.8058381951969%
WOOD 19.7555940023366% 20.3452075497758% 17.0339546292697% -19.3922308010803% 13.8435644476862%
JXI 23.9211590182676% 5.18438921706683% 10.8665857750977% -4.16667903018714% 0.662387867172032%


  Compare: Risk vs. Return

for period ending October 31, 2024

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
● IXJ ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● IXJ ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● IXJ ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
IXJ risk vs. 60/40 Worse Worse Worse Worse Worse Worse
IXJ return vs. 60/40 Worse Worse Better Worse Better Better
Risk-Return Quadrant
SE SE NE SE NE NE
Risk-Return Direction 152° 100° 53° 91° 49° 61°
Risk-Return Magnitude 7.9 0.7 0.9 2.3 3.1 2.7
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares IXJ to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
IXJ -19.7% -5.7% -4.6% -4.0% -1.5% -0.5%
Peer Group* average
60% Equity / 40% Bonds -7.4% -5.8% -4.2% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.3% -3.4% -3.8% -3.5% -4.7%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -24.6% -20.4% -21.6% -12.6% -9.7% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -33.8379441678995% -18.0091403250725% -10.8339521768246% -9.60329569095405% -13.8622220287075% 0%
RXI -17.8915442317581% -8.30631970931955% -7.98185711012926% -5.0332612006213% -4.20653095825104% 0%
KXI -21.2550244496094% -6.4387939536856% -9.14768997490721% -6.08057589821248% -4.36698731112973% 0%
IXC -31.4671805121065% 4.35231615780413% -7.33634212647511% -9.83168815154706% -10.7607204250439% -6.09779024251432%
IXG 1.02330369549296% -1.34471701358424% -5.89078215026912% -6.03500494166335% -7.71519948643603% -6.55710882098454%
IXJ -19.6734779554579% -5.69441145788805% -4.58054172312636% -4.03149399288849% -1.49703761762639% -0.530908334242289%
EXI -8.95222068622964% -1.76006278732449% -5.45359170060938% -4.64608462153469% -4.93188998599262% 0%
IGF -10.4284332347157% -1.91829855027087% -9.73059207123558% -7.88446209637513% -7.47992688179261% 0%
MXI -23.8976748568605% -5.23597565809839% -6.69097493572687% -6.90068906543356% -9.52810079637267% 0%
IXN -11.1544696805016% 0.186744441380495% 2.30812238086435% 2.48511628398943% -0.0553542657342252% 0.293804833395862%
IXP 5.65610487756526% -4.05740624013496% -3.93105128877433% -6.43768719186443% -6.4363437640133% -3.56600255108433%
WOOD -26.5534812959371% -7.71021321542956% -9.07487462191444% -7.65919568728321% -7.9877599790405% 0%
JXI -14.0965034345261% -2.00639728758301% -8.46514076494834% -5.79286108214715% -7.10801506306628% 0%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
IXJ -12.1% -4.1% -2.0% -1.7% 1.0% 1.2%
Peer Group* average
60% Equity / 40% Bonds -5.3% -4.3% -2.9% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.6% -3.3% -3.4% -3.1% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.6% -6.0% -2.1% -0.1% 0.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -51.8007366639545% -27.8468954914% -11.7413184939077% -9.5051698188287% -17.6355214028736% 0%
RXI -15.7239928976994% -9.91595282311071% -8.45665113763568% -4.93460728633477% -3.84509817564298% 0%
KXI -7.07801406837511% -4.28415174149762% -4.95934510280014% -2.60456838795172% -1.04221885016453% 0%
IXC -1.81610828060776% 9.17111841272303% -4.09030464379383% -9.35992191697591% -10.7823075027064% -4.99508150790093%
IXG 8.83147080053527% -0.64725413532907% -4.53289171688195% -5.14924708681812% -7.51040947705585% -7.75660404440844%
IXJ -12.0811948944765% -4.12882002032547% -1.99784680426028% -1.66968528800892% 0.97763715507687% 1.1749239238194%
EXI -3.7699935700757% -1.74125473312023% -5.27733866518606% -4.46675374138576% -4.85977309487701% 0%
IGF 3.96195300812995% -1.05509447652209% -8.08750047192558% -5.38150322013989% -4.8934102907741% 0%
MXI -20.0770386219386% -5.64724922477709% -5.94311567066666% -6.30965090324271% -10.0886701344125% 0%
IXN -13.8628003397039% 0.678067991740605% 4.09176148749027% 4.41454343590733% 1.35454903922421% 1.33741799177423%
IXP 9.38644209280911% -3.7599381021254% -2.21832327059734% -4.48983370583202% -3.81644367758925% -1.71848505930532%
WOOD -30.6274235962619% -8.4234554296243% -8.48521476130164% -7.3521489179798% -7.62882014837659% 0%
JXI 10.3297239929414% -0.870996068254368% -4.56411757849282% -1.19445819926537% -2.05522896460479% 0%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
IXJ 1.09 -0.03 0.45 0.49 0.79 0.58
Peer Group* average
60% Equity / 40% Bonds 1.99 -0.04 0.46 0.60 0.82 0.62
Global Equities (ACWI) 2.11 0.10 0.50 0.52 0.59  
U.S. Equities (SPY) 2.46 0.29 0.69 0.73 0.88 0.62
U.S. Bonds (BND) 0.70 -0.85 -0.46 -0.09 0.21 0.28
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 0.0393645845867852 -0.727885904665125 0.224699781650403 0.210191288065001 0.0618399109810899 0
RXI 1.21034143566978 -0.146693720574011 0.313423246225521 0.445957890199617 0.632642802084987 0
KXI 0.965113050606431 -0.0742396363228526 0.212577985712975 0.353070549344333 0.599110883669773 0
IXC 0.14905027387446 0.536006128183915 0.394490221454954 0.19046956560735 0.248294037766975 0.288630705378995
IXG 2.49904066834686 0.225157008294044 0.42263471117375 0.391478289221003 0.422096609046384 0.251473465594207
IXJ 1.08691468274665 -0.0314174648431236 0.452041557183061 0.487848763254538 0.785847615293182 0.584921379183993
EXI 1.83041803669807 0.205515535260272 0.437418321250161 0.467865038320983 0.589055099320252 0
IGF 1.73433650840847 0.181884669017533 0.215068615986464 0.261026652937937 0.418129623185637 0
MXI 0.775536511444645 0.0291053048137947 0.381773629124925 0.34119725369685 0.311619658090175 0
IXN 1.65576847453566 0.328765880455092 0.811251767754099 0.88314425244119 0.885956881084452 0.655869214524655
IXP 2.83293671407548 0.080940671361429 0.498612554383871 0.349794787076598 0.482511644715522 0.406279178109725
WOOD 0.58173537424263 -0.109149015913562 0.259662537803331 0.29941246143006 0.407455219200201 0
JXI 1.47535288273531 0.179237666161438 0.266510509905281 0.382152585421671 0.434976451823722 0
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
IXJ 1.74 -0.04 0.71 0.73 1.26 0.89
Peer Group* average
60% Equity / 40% Bonds 4.33 -0.06 0.66 0.88 1.27 0.91
Global Equities (ACWI) 5.12 0.14 0.74 0.77 0.89  
U.S. Equities (SPY) 6.06 0.41 1.05 1.12 1.39 0.92
U.S. Bonds (BND) 4.33 -0.06 0.66 0.88 1.27 0.91
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 0.056924891878887 -0.907579979754197 0.339507771607937 0.317634937730376 0.0868583228998626 0
RXI 2.58214114934053 -0.215441655311192 0.484404539941731 0.692071499439043 1.0107293029948 0
KXI 1.61668451984544 -0.103839520323051 0.308304968007273 0.515903990759353 0.923077631526865 0
IXC 0.304230976981544 0.912778522403309 0.602997353491038 0.285390848066274 0.371757115944955 0.429656562714564
IXG 7.29937805661213 0.326288328984093 0.61213860773554 0.567400993693404 0.618625773588734 0.349908703880229
IXJ 1.73945390662459 -0.0445383738527 0.707606066549044 0.732752481615948 1.25844279415358 0.887997285004652
EXI 4.59032525001479 0.311448388979865 0.654106199096822 0.700240249167844 0.9030347412928 0
IGF 4.14811128717073 0.25238964963656 0.282434587625877 0.350742414073712 0.588538439482991 0
MXI 1.30450300052923 0.0421092754524018 0.574732324566891 0.515386332633553 0.469204526841826 0
IXN 4.18865037730894 0.48948243205614 1.31009320126563 1.46246334323714 1.46534322886989 1.01161097301946
IXP 7.87462580219638 0.113466412032198 0.731407518064595 0.509109123902234 0.730571455266516 0.587310415928388
WOOD 0.905762683641293 -0.142532114649788 0.36798530935583 0.429623322692074 0.596427153259362 0
JXI 3.03695445178137 0.252673109419885 0.371928582090241 0.547402041831978 0.638560951742962 0


  Compare: Risk & Volatility

for period ending October 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
IXJ 7.8% 16.0% 16.0% 16.0% 16.0% 36.9%
Peer Group* average
60% Equity / 40% Bonds 3.6% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 15.8% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 15.3% 43.4% 55.2% 55.2% 69.3% 0%
RXI 4.8% 31.6% 31.6% 31.6% 31.6% 0%
KXI 4.6% 16.4% 16.4% 16.4% 16.4% 0%
IXC 5% 16.1% 48.6% 54.4% 59.7% 59.7%
IXG 3.5% 23% 31.3% 33.2% 33.2% 74%
IXJ 7.8% 16% 16% 16% 16% 36.9%
EXI 3.5% 26.4% 27% 27% 27% 0%
IGF 3.6% 17% 29.6% 29.6% 29.6% 0%
MXI 6% 25.9% 26.6% 30% 41.2% 0%
IXN 5.8% 34.3% 34.3% 34.3% 34.3% 52.3%
IXP 2.8% 36.3% 41% 41% 41% 45%
WOOD 6.5% 27.6% 28.2% 37.8% 37.8% 0%
JXI 5.1% 15.7% 18.6% 18.6% 18.6% 0%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
IXJ 14.2% 15.1% 16.1% 14.7% 14.5% 14.6%
Peer Group* average
60% Equity / 40% Bonds 11.4% 13.3% 13.9% 11.2% 10.5% 10.6%
Global Equities (ACWI) 14.2% 17.6% 19.3% 16.1% 16.4%  
U.S. Equities (SPY) 14.8% 18.7% 20.8% 17.2% 16.6% 16.6%
U.S. Bonds (BND) 7.9% 7.5% 6.4% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 30.4% 25.1% 37.8% 29.5% 29% 0%
RXI 18.5% 21.9% 24% 19.9% 19.5% 0%
KXI 10.7% 14.2% 14.6% 12.9% 12.9% 0%
IXC 10.7% 28.2% 36.1% 27.6% 25.5% 25.9%
IXG 17.1% 20.6% 24.4% 20.4% 20.5% 23.3%
IXJ 14.2% 15.1% 16.1% 14.7% 14.5% 14.6%
EXI 18.5% 21.4% 23.4% 19.3% 19.3% 0%
IGF 17.5% 18.1% 20.5% 16.1% 16% 0%
MXI 19.9% 23% 24.7% 21.3% 21.9% 0%
IXN 24.9% 27% 27.7% 23.1% 21.5% 21.6%
IXP 14.6% 20.4% 20.5% 16.8% 16% 16.5%
WOOD 22% 21.6% 24% 22.4% 21.7% 0%
JXI 19.6% 18.6% 18.5% 15.4% 14.8% 0%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
IXJ 8.4% 9.8% 9.7% 9.4% 8.8% 9.3%
Peer Group* average
60% Equity / 40% Bonds 4.8% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.4% 11.6% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.6% 12.2% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 5.4% 4.5% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 20.9% 19.4% 24.2% 19% 20.3% 0%
RXI 8.2% 13.9% 14.8% 12.3% 11.8% 0%
KXI 5.9% 9.1% 9.4% 8.4% 8.1% 0%
IXC 4.7% 15.6% 23.1% 18% 16.7% 17%
IXG 5.3% 13.2% 16.4% 13.7% 13.7% 16.4%
IXJ 8.4% 9.8% 9.7% 9.4% 8.8% 9.3%
EXI 6.7% 13.1% 15% 12.4% 12.3% 0%
IGF 6.6% 12% 15.1% 11.6% 11% 0%
MXI 11.3% 15% 15.8% 13.7% 14.2% 0%
IXN 9.3% 17.1% 16.3% 13.4% 12.5% 13.6%
IXP 4.6% 13.5% 13.3% 11.1% 10.2% 11%
WOOD 13.7% 15.6% 16.3% 15.1% 14.5% 0%
JXI 8.9% 12.1% 12.6% 10.2% 9.7% 0%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
IXJ 0.80 0.67 0.67 0.71 0.71 0.70
Peer Group* average
60% Equity / 40% Bonds 0.81 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.97 0.95 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.81 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 1.49441404716571 1.04368816374004 1.16008238238699 1.07947346260695 1.2145678893478 0
RXI 1.09428487926614 1.12481479131237 1.10974040571842 1.09103566940836 1.09992900645653 0
KXI 0.515816393094226 0.574680406372549 0.595635515690694 0.591626424090054 0.621980815189851 0
IXC 0.0900836523371851 0.587583837196117 1.0086625244376 1.018916935008 1.09821528090626 1.04962777448009
IXG 0.88171639692836 0.886440496063219 0.99247549941055 1.01881003094171 1.09839089149243 1.24842454026207
IXJ 0.804491088452918 0.667855800448655 0.671233131867251 0.71260823928506 0.71214882192043 0.702070226158616
EXI 1.03410087512305 1.07709371301385 1.07128313293436 1.06969658336056 1.11144590332989 0
IGF 0.709112699612105 0.768766739281508 0.874773656956985 0.76862617487008 0.806028842648327 0
MXI 1.02403817674814 1.00960833634988 1.03953695904291 1.04928876859859 1.14352125961335 0
IXN 1.49953482314805 1.28365277970178 1.15605483386177 1.15336972475932 1.13993388646404 1.15325941907148
IXP 0.839909319305222 0.917384794294289 0.869394781574937 0.831905054832425 0.802560084289514 0.800532689975727
WOOD 1.25902332783269 0.959760804964688 1.00579782129194 1.07507370837305 1.10686235926368 0
JXI 0.46704683757056 0.710513544538547 0.662890846151955 0.548226385164169 0.57942233172217 0


  Compare: Correlation

for period ending October 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.76 0.79 0.81 0.80 0.79
to S&P500 (SPY) 0.74 0.79 0.82 0.80 0.80 0.79
to U.S. Bonds (BND) 0.74 0.61 0.54 0.38 0.30 0.31
to Commodities (DBC) -0.56 0.24 0.31 0.25 0.33 0.31
to Gold (GLD) -0.25 0.27 0.27 0.15 0.17 0.14


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