iShares MSCI China ETF

for period ending April 30, 2024


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  Overview

MCHI 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 MSCI China ETF gives investors access to an equity portfolio that uses stocks from a specific country or region. 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 Equities, Asia and Australia

Peer Group   Global Equities. 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 iShares MSCI China ETF (MCHI) seeks to track the investment results of an index composed of Chinese equities that are available to international investors. 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 "MCHI" 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 April 30, 2024

5-year graph ● MCHI ● 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
MCHI 2.8% 5.4% -9.2% -18.3% -6.3% 1.4%    
Peer Group* average
60% Equity / 40% Bonds 1.9% -3.6% 12.4% 2.4% 7.5% 7.7% 9.7% 7.4%
Global Equities (ACWI) 4.4% -3.6% 17.0% 4.2% 9.4% 8.1% 10.5%  
U.S. Equities (SPY) 5.9% -4.0% 22.4% 7.9% 13.1% 12.3% 14.5% 9.9%
U.S. Bonds (BND) -3.1% -2.4% -1.4% -3.6% -0.2% 1.2% 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 Equities
EIDO -6.94444444444446% -7.81180648024856% -13.6542337325481% 0.830874400557535% -2.52055383703436% -1.10566903704022% 0% 0%
ENZL -8.65037632745645% -2.61595955154981% -8.51871983776648% -9.69213044911957% -0.961928691827374% 3.58374037413849% 0% 0%
EPHE -0.884955752212369% -6.76800579080709% -2.70817841646807% -2.2550059116671% -4.72310705263517% -2.33208980476626% 0% 0%
EWA -4.10846343467542% -5.35279805352799% 4.86766041048927% 1.16799093646871% 5.56868530898442% 3.23549746087679% 7.78559161538761% 7.65579829107652%
EWH -7.65687967760508% 3.15112540192926% -19.7349949903096% -13.5199714175666% -6.78531965689277% 0.777512575090467% 5.14881391129871% 5.54258486595149%
EWJ 4.87995010913627% -5.71829011913104% 16.7359455884199% 1.71609241419424% 5.75248156252479% 5.93256155810586% 6.33042953940524% 3.99927072044657%
EWM 4% 1.42267094997706% 5.18143106172333% -3.30967143756581% -2.32029781868535% -3.61301033320011% 3.01014766976462% 4.18210836027695%
EWS 0.588235294117645% 2.45098039215685% 1.08144967609538% -2.98814303457475% -1.30331160243663% 0.39710453963111% 5.77636127687926% 6.20903703127893%
EWT 2.45492070388875% -3.12243221035333% 16.6220096862734% -1.29372743845257% 12.5846345896033% 9.72196698902026% 9.80211368498927% 7.55825398006043%
EWY -3.78452617121928% -6.04976903591119% 6.64111343032843% -9.6044511679832% 2.29684193791051% 1.88315150572611% 5.75352799989126% 6.02110745094742%
INDY 2.70050761421319% 0.277557494052338% 18.9144547602844% 9.09929154344358% 8.27538202414901% 8.57453304988855% 0% 0%
MCHI 2.77368679430532% 5.38635791593254% -9.19100182946958% -18.3323599661101% -6.30818159962606% 1.42956776717691% 0% 0%
THD -9.99060444722831% -1.59219311761685% -16.5430214252046% -8.1924570438133% -6.27099148059638% -0.2012808951662% 8.05033951390126% 0%
VNM -5.61145510835913% -12.2661870503597% 5.83059066724674% -11.5546643695103% -4.56248373499539% -3.05073778115792% 0% 0%
EPOL 4.0176600441501% -0.127172530733366% 37.6203304686541% 8.349550020191% 2.48030805264787% -0.343303320595079% 0% 0%
EWD -2.73625538383584% -3.92892892892893% 5.71892848144997% -2.57020095475754% 7.07733715255034% 4.03273404001874% 9.1702268835872% 7.65167904728024%
EWG 2.59346581340518% -4.06299212598424% 6.40722914924865% -1.50885798776688% 3.83944512106003% 2.02283938257402% 6.35216763215387% 5.81178846552983%
EWI 7.72178013557321% -3.10180275715801% 19.7610642309684% 8.78503356821536% 8.81590173336673% 3.26904509295636% 4.37731943811319% 2.72516612384186%
EWK -1.52196178114103% -0.976505178679099% -1.10095590454806% -2.26059085717212% 1.86889514670896% 2.89062348793592% 7.74867772319883% 4.61453272910242%
EWL -6.02858918582971% -4.70588235294118% -3.58966235393536% 1.33074156938449% 6.65567544158208% 4.85597596276841% 9.38996575709141% 7.68698901059379%
EWN 7.03562626036298% -3.4559417946645% 14.9979723355556% 1.3962200723501% 10.3810038878964% 8.44053770427182% 10.8336788501985% 0%
EWO 1.34197130957889% 0.835228790069342% 9.88438284757887% 2.43625040845632% 4.11817349737154% 3.80100835094588% 6.20169047004482% 4.34957409661547%
EWP 2.15545395166556% -2.76655268884054% 12.6437781273398% 5.7661035631527% 3.80176283678784% 0.34463527103481% 3.41802161540752% 4.39793395402401%
EWQ 2.19499744767739% -3.30837961844964% 4.11252711947916% 6.12589737310112% 8.23635171731212% 5.63384890849705% 7.93535593385197% 6.25752093481289%
EWU 4.99243570347958% 1.43232972814966% 6.65611498762071% 6.30180468366446% 4.39336632343144% 2.03727235203777% 6.61847427796514% 4.31026777814099%
EZU 3.83642495784149% -3.52526439482962% 8.77441450569385% 3.11375403327805% 6.55691072619049% 3.91286622078577% 6.65592909282571% 5.36473714869758%
GREK 9.09581646423754% 1.02474381404649% 32.4228003723712% 15.2184491635164% 12.455759206225% -3.22313913761177% 0% 0%
NORW -4.02279900136605% -0.339538504807757% 5.2156775035525% -2.96551759286644% 1.76833216631498% -0.12395529514051% 0% 0%
EIS 1.44197804124013% -7.43296220793477% 10.6743579195199% -3.50875285487408% 2.20954050209172% 2.90251755068753% 5.31523332094463% 0%
EZA -3.99617133285476% 2.42532550421239% -3.76033501007976% -3.94140367480451% -1.57671010640918% -1.05058784113022% 3.7647975422592% 5.78701183384589%
TUR 24.5353159851301% 11.8530884808014% 35.6668753678122% 24.42478832815% 14.9225855858988% -0.0392403324208757% 4.49016425835198% 0%
EWC 0.654307524536546% -3.55276907001045% 7.39171470753188% 3.4085289737251% 7.6005831484687% 4.12758760048557% 6.82922013856404% 7.22095866468555%
EWW -3.4929992630803% -5.5258981387967% 10.0240609283931% 15.9815526544939% 9.95167818481% 2.45684973181488% 7.10470720785414% 8.32104369326743%
SPTM 5.61620158472871% -4.08417770849572% 22.1379096963264% 7.63660700653408% 12.8247257693383% 12.0271082608955% 14.4068696515325% 9.97548034878792%
ARGT 11.8426178418387% 6.74846625766872% 48.6131828987317% 26.5623630202763% 18.7170908350824% 12.325167873423% 0% 0%
ECH -5.35271180432473% 0.489273616861108% -1.59952585308664% -0.613820651703834% -5.52971246398777% -2.6502351075164% 0.102840697491158% 0%
EPU 18.7899941826644% 4.26346693898392% 37.6210489174864% 13.5592661839959% 5.07388482168611% 4.46325818860094% 0% 0%
EWZ -11.2414187643021% -4.28747686613202% 16.5416908728501% 4.42228708508345% 0.499917035108166% 0.286379615337151% 1.56310551444985% 7.77572701592935%
Historical Return
 
MCHI 23.7% 27.8% -21.7% -22.8% -11.2%
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 Equities
EIDO 5.30356114192578% -7.1370120837275% -0.601366323471475% -0.159115997018144% 2.56987297379807%
ENZL 30.0686445055321% 19.2313761504698% -11.3811349577622% -16.1795937287134% 2.96014467323324%
EPHE 8.49744770081529% -3.94077350311066% -2.22539573623151% -15.8737197891641% 1.27134070386119%
EWA 22.4123105826793% 8.26548924547703% 8.95035287652579% -5.92071938319786% 13.8374650093717%
EWH 10.713720486068% 4.18725441840027% -3.47965873763993% -6.80691225617256% -13.8242903026459%
EWJ 19.313030397214% 15.409364464848% 1.16503083940074% -17.7229786650309% 20.3002937043169%
EWM -1.416123126067% 3.16636500777123% -7.40618838465441% -6.00212045923264% -3.60199110937089%
EWS 14.4525846479129% -8.48812202616375% 5.55802427521443% -9.80288556411557% 6.20667458251687%
EWT 33.3325718691902% 31.5022545574496% 28.9445447347456% -28.8982676038929% 24.4848126180483%
EWY 7.94832659778564% 39.4383153551619% -7.55947408280722% -26.5891383326166% 19.0581243947996%
INDY 9.99431101794523% 10.0122442529701% 19.5473257564212% -7.31296691882432% 16.8822592482137%
MCHI 23.6682793823023% 27.7838195270677% -21.7327830701484% -22.7642710301429% -11.2325477495887%
THD 8.27566518270222% -9.86556970117346% 1.85245735118427% 1.22103248435226% -12.6192203640113%
VNM 9.25692737973767% 9.83579943037776% 22.0486082978499% -43.7428518586273% 15.05791488482%
EPOL -6.14107458172594% -8.36886025577675% 12.2176889469703% -24.6172345602251% 50.7898017506914%
EWD 21.7384025488355% 22.2612159226546% 22.8630526459482% -27.8444990585693% 25.0995569419867%
EWG 19.1549280384125% 10.5638043058162% 5.84010185589661% -22.2663433040249% 23.3452183360074%
EWI 26.8521503713927% 1.67356254423512% 14.4121027627441% -14.1593013986793% 30.6548062165143%
EWK 25.9170051505092% -0.862723785695862% 12.8517668981469% -13.9600189899799% 7.48483333755678%
EWL 31.5386153526025% 11.7869941666805% 20.1938017748866% -18.8922991269075% 17.6678372679907%
EWN 32.3891369459714% 23.2257613303791% 22.7401745801964% -24.4288381461311% 22.0949711677608%
EWO 17.0682890390888% -3.68400461617667% 31.5372591434171% -21.9304404095059% 20.6304637416666%
EWP 11.8854155528614% -4.85369000891213% 0.268415847613435% -5.1787255895102% 30.2865548628205%
EWQ 26.5863817023299% 2.85239160526263% 21.4728739940749% -12.0469753935533% 21.7163867593406%
EWU 21.2064850243748% -11.8045068614162% 18.2235913646434% -4.39403789099337% 12.4189361579772%
EZU 23.1950352082429% 6.66561654144979% 13.9353035106812% -17.2424753360999% 23.4353608715804%
GREK 50.196061847441% -13.9080490845131% 6.15871454338597% 3.63647816505532% 42.7515515262799%
NORW 12.5183045781489% 2.61148640939508% 18.5652564979858% -12.5506507565636% 5.05261757911113%
EIS 20.9331531138096% 12.0114677259749% 22.8428623515418% -27.0558935057172% 5.48526306893995%
EZA 9.62247473278586% -5.19108396411971% 7.91687912062649% -5.17761579437099% 1.52206964736277%
TUR 14.4133326299973% -1.85762849233754% -27.4791523746312% 105.750536890083% -8.81555424887528%
EWC 27.5634151158971% 5.52117105281553% 27.0007877315337% -12.9531944438606% 14.7453418933418%
EWW 12.5996456117044% -3.05421886308641% 20.304386399111% 1.23980750151178% 40.3579981867868%
SPTM 31.3427591323392% 17.9635581485433% 28.5820224634963% -17.7540615755163% 25.5506671986013%
ARGT 14.495440408037% 14.5712098105721% 3.82496999677782% 11.8025070446303% 53.686776683117%
ECH -17.790750805735% -8.89018153121168% -19.7140834143362% 25.1178232542317% 9.03130887973857%
EPU 7.29498897005725% -4.30829622016265% -11.8249696264587% 2.05025746064413% 25.3484886383478%
EWZ 27.6532692353031% -20.3272306998449% -17.275707145832% 12.0910724807815% 32.7101861220412%


  Compare: Risk vs. Return

for period ending April 30, 2024

Maximum Drawdown vs. Annual Return
● MCHI ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● MCHI ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● MCHI ● 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
MCHI risk vs. 60/40 Worse Worse Worse Worse
MCHI return vs. 60/40 Worse Worse Worse Worse
Risk-Return Quadrant
SE SE SE SE
Risk-Return Direction 154° 154° 145° 122°
Risk-Return Magnitude 24.0 23.1 16.8 11.6
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
* compares MCHI 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
MCHI -26.1% -16.3% -16.3% -10.7%    
Peer Group* average
60% Equity / 40% Bonds -8.2% -6.2% -3.6% -1.9% -0.5% 0.5%
Global Equities (ACWI) -5.4% -3.8% -3.5% -4.0% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -30.4% -22.7% -19.0% -12.5% -9.7% -3.9%
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 Equities
EIDO -34.6947320527786% -7.75506932071841% -14.4173438476741% -12.5573668278952% 0% 0%
ENZL -27.3134895516918% -15.4054541001827% -13.542198467526% -9.05687862804355% 0% 0%
EPHE -23.3900350551414% -8.95038885255867% -16.5991062167132% -13.8263834151872% 0% 0%
EWA -17.4872618918362% -6.08362827037033% -8.11056790492122% -9.38740831119716% -8.75873113933327% -4.26314008725914%
EWH -35.6540477949667% -17.2926041104819% -18.2618305383602% -11.300188671043% -10.3721527471747% -5.43600911273829%
EWJ -3.90397416169271% -6.48082469120256% -6.84834288469878% -5.98214325923459% -8.10032210495803% -6.01077464847693%
EWM -17.2652879952939% -12.1566010466284% -16.3493478294606% -15.809956921557% -11.6144225629654% -6.01033772632906%
EWS -20.725370053169% -11.5234570143677% -14.1003806532033% -11.6924869040571% -9.95304818673231% -5.04854836272917%
EWT -6.89754639946683% -7.97809889507897% -2.25970027419443% -4.15912378956647% -6.90699432593559% -4.23722675686981%
EWY -16.4094469898439% -12.796290318689% -10.6342992791028% -10.4404318811441% -10.4598417154647% -5.79507324196042%
INDY 3.7659927544078% 2.66773514331829% -5.1690192165758% -4.96554141512902% 0% 0%
MCHI -26.0539940760339% -16.2791205602415% -16.3386582773051% -10.7269962447531% 0% 0%
THD -36.7878647893144% -15.8623951287172% -17.6940616229468% -12.0882488917567% -8.72330251364481% 0%
VNM -16.9210586759008% -13.9852282245474% -15.2732752280512% -13.6810943217221% 0% 0%
EPOL -0.995259121950561% -1.55009759334849% -10.4496617100143% -11.6662817554377% 0% 0%
EWD -16.9110964598153% -8.34651387008411% -7.14236343919193% -8.79438670401543% -7.85792565242364% -4.37695162041126%
EWG -16.332097934984% -8.02379710274177% -9.49660569040182% -10.3302019963984% -9.79026247605763% -5.49534781949844%
EWI -6.63371602514666% -0.186575979711408% -5.96200940045755% -9.49042926106003% -11.4091294249342% -7.60879746286143%
EWK -22.3952318300482% -10.0857672840188% -11.1254382351237% -9.54759504989131% -8.12748793468488% -6.12366368816408%
EWL -25.669976749484% -6.54429712587022% -6.0011441685021% -7.23362988142992% -5.45771031783038% -2.58206181151428%
EWN -10.1065786918102% -5.70867996636215% -4.32885040705354% -5.21841059172503% -6.34053998859407% 0%
EWO -13.1927007695899% -5.05657435735791% -9.39561697054115% -9.18101448163717% -10.3116537308945% -6.7423156990466%
EWP -12.0993387548749% -2.44399503644798% -9.5367173983967% -11.5459585506507% -11.9593512625121% -6.58055135271474%
EWQ -18.164510477106% -2.09953691471542% -5.89125909706075% -7.38948047635977% -8.52617065348383% -4.97446645352895%
EWU -15.6198972894706% -1.45195436961336% -8.75718939275362% -10.280169283401% -8.67802523409853% -5.98794849936545%
EZU -14.3191753879763% -4.60751403161632% -7.25010601136908% -8.79238308025869% -9.42465457257901% -5.66296924846836%
GREK 1.58016347656605% 4.90557895747123% -4.15343692756524% -12.9694939699523% 0% 0%
NORW -17.2194400001521% -9.39216875672187% -11.0076107252877% -11.8116020136963% 0% 0%
EIS -14.2725063838104% -9.91297738963726% -10.7800858821657% -9.60710325477614% -10.2027494975639% 0%
EZA -21.8235458942456% -9.24465729474298% -13.1652281105093% -12.2028387236591% -11.7777960758936% -5.94955010741827%
TUR -2.84241313366796% 6.59214551353737% -3.98647739118372% -11.3365352106791% -11.8031010354309% 0%
EWC -15.4248055235311% -4.47962198868694% -6.00310688990796% -8.52722330803266% -8.88345127862567% -4.14066080668858%
EWW -14.1906482098958% 4.91081577311944% -5.38370782962873% -10.0739534267218% -9.50311396959016% -4.17851820272167%
SPTM -0.719097546954778% -0.292415622755624% -0.386371867149174% -0.44690719811569% -0.301367795781886% -0.175777155671058%
ARGT -0.688706071195799% 8.06748447007305% -2.51842595647155% -5.49361450322952% 0% 0%
ECH -21.4099164334931% -6.61705864114436% -15.2590143195508% -13.096047591732% -13.9063373983726% 0%
EPU 2.04124796502423% 2.49123474202203% -8.78943835611178% -8.86238463765904% 0% 0%
EWZ -10.6853889284462% -3.57849494879582% -11.5048647310307% -11.1646243486474% -13.1037007045816% -5.52202115111882%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
MCHI -25.0% -23.7% -13.4% -6.8%    
Peer Group* average
60% Equity / 40% Bonds -6.3% -4.5% -2.4% -1.1% -0.2% 0.4%
Global Equities (ACWI) -5.1% -3.5% -3.2% -3.6% -4.1%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -13.2% -8.9% -4.9% -2.0% -0.0% 0.7%
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
* Peer Group is Global Equities
EIDO -34.8216504507151% -5.03276721187449% -14.087613339465% -11.4095312201544% 0% 0%
ENZL -31.3576445370917% -17.3629842688888% -13.1893016173096% -7.68019210533949% 0% 0%
EPHE -23.8526186236196% -9.52414390352808% -15.3958290810462% -11.5352532978049% 0% 0%
EWA -18.6713714548008% -6.96780615720195% -8.3029460486701% -9.43157322281382% -8.80761046570107% -3.86254541336151%
EWH -34.9503493316684% -19.0646215955307% -15.0976529703095% -7.50843856079203% -6.16089927079436% -3.11219762504773%
EWJ -2.52900885115585% -5.21370583007% -4.04735415536815% -3.33335367291772% -4.25878970729576% -3.84064070224211%
EWM -6.35268017908307% -9.50762716105219% -10.6522768323003% -11.1611310721923% -6.48466841040932% -2.80903646261184%
EWS -13.673607856269% -9.4688062054898% -12.4301025161718% -9.9933447194422% -7.97145589696374% -3.96534739887748%
EWT -3.56945301489905% -8.8978539619209% 0.737703265922041% -1.10940218852838% -4.08968700719057% -2.72427836320253%
EWY -23.4086052067974% -18.3570761202393% -12.2161228522363% -11.0798585294476% -10.9863160402255% -6.25506742138629%
INDY 5.17781549548897% 2.97455061285011% -2.0453027944648% -0.703712228426054% 0% 0%
MCHI -25.0234121401741% -23.7220634870059% -13.396032142872% -6.78411637138986% 0% 0%
THD -32.6672412298879% -14.3184888012576% -17.4151423880176% -10.0664630875489% -4.73084580878403% 0%
VNM -31.3204777769828% -19.5101237869219% -18.5066841676921% -15.8949920177524% 0% 0%
EPOL 12.8721068559019% -0.612098770399207% -14.0310406422025% -14.4446608279457% 0% 0%
EWD -21.3515983381137% -11.3559269832328% -7.69942501865084% -8.96831309175793% -8.07438262882238% -4.48882145019822%
EWG -20.5920090588467% -9.81158706427366% -10.6519712658085% -11.2479162046996% -11.2625142941745% -6.33782800343121%
EWI -6.72197884564758% 0.682669272316025% -5.50823198418837% -9.44136710944611% -13.0363653977211% -9.17518669233947%
EWK -21.6879508293174% -9.37441472148865% -10.5546035142237% -8.49989759393431% -6.83710051208579% -6.25943164752987%
EWL -24.4032284778516% -6.16793924989052% -3.95538954552435% -4.93731671072413% -2.92835287733454% -1.04709233977335%
EWN -12.2980179238256% -7.41957478293872% -4.04710939494784% -4.6442883501084% -6.12972793457457% 0%
EWO -8.85729653852612% -5.14911914391277% -10.3443643031795% -9.80080951063087% -11.7020240346789% -8.66016362714874%
EWP -11.7211732869778% -1.49582176203544% -8.91998673798596% -11.3077524666684% -12.6533125555847% -6.59512213328044%
EWQ -19.5223003899379% -1.87214050512947% -5.53413152080667% -6.77843022356418% -8.73378252121237% -5.11586523111252%
EWU -8.86734285331804% -0.440632962619341% -6.98903402242652% -8.49586811651975% -7.21562320120348% -5.34841773468821%
EZU -16.2632430718344% -5.04069802360879% -7.409967788565% -8.73267174961424% -10.1964833294753% -6.32353330436987%
GREK 9.29520806868078% 8.1377218474342% -1.52795459080085% -17.6654320167672% 0% 0%
NORW -9.60923369993555% -10.5002312066804% -12.820602702852% -13.0374433576197% 0% 0%
EIS -21.5229018055031% -11.4921312783916% -11.3693048778693% -9.60019991865544% -10.0589567645702% 0%
EZA -25.6511510808296% -11.237329443952% -14.9801041661651% -13.3182181513721% -11.8491893610371% -5.5310025536412%
TUR 34.9423374684003% 19.3537539089284% 5.81397485817006% -8.28950901313195% -7.36709863277779% 0%
EWC -16.3748972733918% -4.26975487637816% -5.66682193230693% -8.13640762139263% -8.43565437225712% -3.49995403059181%
EWW -18.7079082975586% 7.98609645076985% -4.0969299310993% -9.8370675010219% -8.36979031744929% -3.06156389499103%
SPTM -0.719194007550993% -0.288097164909749% -0.379958518337624% -0.418635739941291% -0.253387832544529% -0.103738744087101%
ARGT 11.8313501224991% 17.8138595882489% 2.18639633424261% -2.61540704635604% 0% 0%
ECH -28.5888629369031% -8.03221314496279% -18.5003559837664% -13.8539400069657% -13.2924102688969% 0%
EPU 13.9329069837552% 5.99434619931281% -8.30997609020778% -7.29600311494359% 0% 0%
EWZ -11.1937155073448% -2.95985579880073% -14.3143002190257% -12.8214633477229% -15.9142444770456% -4.47722313289129%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
MCHI -0.49 -0.61 -0.20 0.10    
Peer Group* average
60% Equity / 40% Bonds 0.61 -0.07 0.39 0.58 0.85 0.60
Global Equities (ACWI) 0.78 0.07 0.42 0.48 0.64  
U.S. Equities (SPY) 1.09 0.27 0.59 0.71 0.91 0.59
U.S. Bonds (BND) -0.84 -0.95 -0.41 -0.10 0.24 0.29
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 Equities
EIDO -1.14365905771209 -0.150475127102176 -0.0986774503475926 -0.0242804965437082 0 0
ENZL -0.594868024698169 -0.564959921158112 -0.0705161118214247 0.181749029918453 0 0
EPHE -0.319033101691013 -0.18045637752732 -0.230356649275454 -0.122907549282254 0 0
EWA 0.0680000166267107 -0.0235319176484676 0.225460330543385 0.167259936692099 0.39892267977465 0.369587062096331
EWH -1.23253958443749 -0.685878631822807 -0.331343201027657 0.0413932151916054 0.286204994436476 0.283955410013013
EWJ 0.866174776753782 -0.0749883460772816 0.246754035286809 0.347677901711853 0.406766582631936 0.222792235304642
EWM 0.0562452260411123 -0.386247185806269 -0.247587734719511 -0.273043419375149 0.186061872553509 0.228784018870116
EWS -0.148387606785248 -0.355853696137005 -0.107955738999542 0.0100606931412743 0.314681677730489 0.313202156347075
EWT 0.698946719639664 -0.129282887362592 0.501297540148349 0.480495675435348 0.504504699433816 0.364362806743244
EWY 0.170063717867609 -0.390795704982013 0.107605049376026 0.11279543238776 0.299345542362048 0.290113430578225
INDY 1.30516335189067 0.386757612969259 0.360344776953223 0.438169720763426 0 0
MCHI -0.490677704554692 -0.611413093111544 -0.201172258142846 0.101072133152278 0 0
THD -1.30868020505957 -0.599818692246118 -0.297761612746026 -0.010883175872669 0.402543023586577 0
VNM 0.16737452139291 -0.461649457890532 -0.135729498359179 -0.0935973658094224 0 0
EPOL 1.0450144520135 0.275112626816004 0.153297683428892 0.0584317223767718 0 0
EWD 0.12868815545998 -0.135666065637689 0.2807881355285 0.204668256088537 0.454742062961894 0.363631428524994
EWG 0.14479438240948 -0.129195050189466 0.155845729605285 0.107665672220373 0.333959488892584 0.291486295023096
EWI 0.726296382128334 0.292166124802254 0.343833505376551 0.172642046322836 0.246163027859081 0.165471552169347
EWK -0.257287343138892 -0.265259452911921 0.0529575963324878 0.143287286064728 0.42357417110874 0.245385686831282
EWL -0.491487262050296 -0.0694002094584143 0.293439801697466 0.272660408760469 0.576820557794668 0.441253568948381
EWN 0.526836700449513 0.00656092859087068 0.41042654530692 0.419869787947704 0.543254092699468 0
EWO 0.328624244378875 0.0369334143185239 0.179576093048263 0.19759207300565 0.315627025603218 0.235179948770636
EWP 0.409720356667155 0.166408907427738 0.154414912866963 0.0335621578094999 0.206995017751471 0.230452700565209
EWQ 0.0172505721841509 0.181030423756735 0.330960120694153 0.285866241068525 0.409719576215737 0.316562828362012
EWU 0.16125013624642 0.190451228906785 0.169179586928056 0.0917100588524987 0.383193192452115 0.234368939000159
EZU 0.263134029588927 0.0520568457116565 0.263384360961892 0.1988875951218 0.352700020058141 0.275380666065068
GREK 1.17400364873183 0.545295393435358 0.450112657065312 -0.00950497185718905 0 0
NORW 0.0796513695902522 -0.201319019126434 0.0914736701391818 0.0252340215483765 0 0
EIS 0.308485941837344 -0.236890892577534 0.0812140854736953 0.147798615129478 0.296861562979583 0
EZA -0.1713611865666 -0.184752165566173 -0.0124778622548 0.0160813438005009 0.22375529205728 0.284455371906844
TUR 0.952593321395089 0.675418042243066 0.483859600691592 0.106593331650301 0.258158853277476 0
EWC 0.193459888012883 0.0452556426118562 0.31710702589945 0.212325819524806 0.377350366373238 0.366077008897933
EWW 0.292537652875213 0.556531080831942 0.387833544352876 0.148426629058565 0.363198934066321 0.388867387850666
SPTM 1.04855119116479 0.258385493970262 0.577720187531118 0.686503125859398 0.888196981973698 0.586659580137593
ARGT 1.0576228370933 0.737509002898606 0.572082887687296 0.467534108199488 0 0
ECH -0.164731105509614 -0.0207904525438386 -0.122421114180462 -0.0438192758537053 0.0817970629112809 0
EPU 1.19254369929892 0.448922267435946 0.217436719083428 0.226698458214454 0 0
EWZ 0.509748551332401 0.145844383108669 0.115122754479472 0.128758956074471 0.173716977113178 0.345867056582872
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
MCHI -0.64 -0.84 -0.29 0.15    
Peer Group* average
60% Equity / 40% Bonds 1.09 -0.10 0.57 0.85 1.33 0.87
Global Equities (ACWI) 1.51 0.10 0.62 0.70 0.99  
U.S. Equities (SPY) 2.15 0.39 0.90 1.09 1.44 0.87
U.S. Bonds (BND) 1.09 -0.10 0.57 0.85 1.33 0.87
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 Equities
EIDO -1.27257269621317 -0.201854568115471 -0.125351661176591 -0.0320558661364009 0 0
ENZL -0.82428237078545 -0.7126493344587 -0.09574243676826 0.263821177424402 0 0
EPHE -0.394539548284453 -0.224606269404799 -0.281563926589153 -0.158352683691442 0 0
EWA 0.112075622370233 -0.0343278378222976 0.318233276334931 0.234509944656971 0.59303199060873 0.533234383395734
EWH -1.32363186914927 -0.911196129548379 -0.4558208288074 0.0586531093280649 0.430147988999631 0.416457912352299
EWJ 1.42378056524219 -0.103285390600288 0.365183835762376 0.513021190647877 0.602994061278734 0.317738536579978
EWM 0.0928998477386367 -0.503685730129167 -0.336029775475527 -0.363477815656971 0.269663608473365 0.338060640224673
EWS -0.209089993370576 -0.494105948387265 -0.149933565490966 0.0141951010270071 0.499007238884471 0.462199749325888
EWT 1.42056929913155 -0.192499942203925 0.808105214566044 0.747568078043637 0.801491050764545 0.562629389756392
EWY 0.266791765967293 -0.517874611284635 0.155524865828187 0.164196721238907 0.452590798673604 0.43568409672836
INDY 3.16579644769418 0.628710039195061 0.490773217390355 0.636639324781728 0 0
MCHI -0.636186716482424 -0.842114294377634 -0.28552988254324 0.14741947006763 0 0
THD -1.4990827036468 -0.755176413000867 -0.419670708592405 -0.0156839138506359 0.623876782773696 0
VNM 0.236328784590612 -0.568579977096768 -0.177051201580084 -0.123263649040334 0 0
EPOL 1.99279198041921 0.416073796792426 0.226783494912365 0.0864656559249513 0 0
EWD 0.228380123797345 -0.190196535779196 0.413678725409637 0.299076846283902 0.718646293203036 0.545314752218017
EWG 0.243762098032608 -0.187487347998951 0.228304640291578 0.157558539129887 0.503936381666512 0.419620339943795
EWI 1.37696006870505 0.465956909091803 0.531365036428729 0.257024852769812 0.36713850704858 0.23665880589949
EWK -0.362163901376996 -0.3569030363367 0.0763640576711977 0.208269628253862 0.664276903887271 0.336314028590005
EWL -0.702936414688202 -0.0975031848752609 0.432322073123459 0.396334859491576 0.887294398602444 0.643968015150844
EWN 0.872016748727637 0.00968130758900228 0.626535978568328 0.641520208811725 0.862334051882468 0
EWO 0.552949110661955 0.0527232002801888 0.25887034729579 0.289203406965087 0.481233880486676 0.333227376856636
EWP 0.900313791453592 0.265834924325364 0.239719090645233 0.0500033449055503 0.320383442773565 0.344511266451976
EWQ 0.0264366413408018 0.275346634613973 0.507532673158395 0.434303067515144 0.63429448728999 0.458788903591535
EWU 0.236337297504775 0.275402129003293 0.233804271856792 0.125986027235807 0.581810116325107 0.332987322988104
EZU 0.441236994764769 0.0775436347305517 0.394754529066346 0.295403154995121 0.537564063278358 0.393285772982623
GREK 1.99596344856885 0.867081001766569 0.671255367735234 -0.0130380771206683 0 0
NORW 0.119465617017965 -0.252146989680906 0.123475229279185 0.0345326051716525 0 0
EIS 0.499024219357606 -0.3105325551289 0.110699510525438 0.203303959637743 0.428630210476932 0
EZA -0.233197488319958 -0.247899287323803 -0.0162522914864226 0.0219196822493239 0.325501616743051 0.413292766059314
TUR 1.92074221942567 1.28251090350251 0.824171951765828 0.161446625656046 0.404501451951406 0
EWC 0.323491112094075 0.0642759426366007 0.449572375106452 0.303487359833066 0.581034848345371 0.533305074174653
EWW 0.553411645912431 1.0138216190419 0.557325866764668 0.205895409002217 0.531093152323461 0.553093440669561
SPTM 2.06413175406433 0.370672042637726 0.871614669526751 1.04338872169424 1.41016615746014 0.850662641816531
ARGT 2.57311557059041 1.35422441380486 0.880972296744894 0.738449020548593 0 0
ECH -0.225914202647754 -0.0292054154253329 -0.169392369649999 -0.0622767224543774 0.118014808318265 0
EPU 2.60911644948127 0.704683380491271 0.307863166130818 0.338458949555134 0 0
EWZ 1.02811585266634 0.213418786198737 0.156932075889583 0.187704971803552 0.25888024257234 0.523761990818982


  Compare: Risk & Volatility

for period ending April 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
MCHI 24.8% 56.3% 58.7% 58.7%    
Peer Group* average
60% Equity / 40% Bonds 7.3% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 9.4% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 8.3% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 4.9% 16.5% 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 Equities
EIDO 13.3% 16.1% 43.2% 48.6% 0% 0%
ENZL 16.7% 33.8% 37.3% 37.3% 0% 0%
EPHE 13.7% 32.2% 36% 43.7% 0% 0%
EWA 11.2% 23.4% 31.4% 31.4% 31.4% 63.8%
EWH 20.3% 40.4% 40.4% 40.4% 40.4% 57.1%
EWJ 7% 28.9% 28.9% 28.9% 28.9% 48.8%
EWM 6.2% 20.6% 23.8% 41.1% 41.1% 45.2%
EWS 12.7% 24.4% 28.1% 32.1% 32.1% 60%
EWT 9.1% 37.5% 37.5% 37.5% 37.5% 58.1%
EWY 18.7% 48.1% 48.1% 48.1% 48.1% 70.2%
INDY 4.4% 14.9% 34% 34% 0% 0%
MCHI 24.8% 56.3% 58.7% 58.7% 0% 0%
THD 17.9% 25.7% 39.4% 40% 40% 0%
VNM 23.7% 46.5% 46.5% 49.2% 0% 0%
EPOL 18.9% 52.8% 52.8% 60.4% 0% 0%
EWD 12% 40.3% 40.3% 40.3% 40.3% 63.1%
EWG 14.1% 41.7% 41.7% 41.7% 41.7% 60.7%
EWI 10.7% 32.9% 32.9% 34.2% 47.9% 66.1%
EWK 11.7% 32.4% 32.4% 33% 33% 70.4%
EWL 12.1% 27.6% 27.6% 27.6% 27.6% 47.4%
EWN 16.2% 41.3% 41.3% 41.3% 41.3% 0%
EWO 8.3% 37.6% 37.6% 47.6% 47.6% 73.7%
EWP 8.8% 32.5% 32.5% 41.6% 50.4% 58.6%
EWQ 12% 29.1% 29.1% 29.1% 34% 57.8%
EWU 8.4% 21.3% 30% 30% 30% 60%
EZU 12.4% 34.7% 34.7% 34.7% 35.9% 62%
GREK 14.9% 25.3% 43.8% 72% 0% 0%
NORW 6.7% 30.6% 37% 44.2% 0% 0%
EIS 18.4% 38.6% 38.6% 38.6% 38.6% 0%
EZA 16.2% 33.7% 42.9% 54% 54% 57.1%
TUR 15.4% 24.5% 36.1% 64.4% 71% 0%
EWC 12% 22.9% 26.9% 34.1% 34.1% 56.7%
EWW 15.7% 18.3% 38.2% 55.5% 56.2% 61.2%
SPTM 8.7% 23.6% 23.6% 23.6% 23.6% 50.1%
ARGT 19% 30.8% 49% 55.9% 0% 0%
ECH 21.8% 21.8% 46.8% 59.6% 68.2% 0%
EPU 14.8% 31.6% 37.7% 45% 0% 0%
EWZ 12.1% 28.5% 50.3% 61.5% 70.5% 73.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
MCHI 22.2% 27.7% 27.3% 25.5%    
Peer Group* average
60% Equity / 40% Bonds 12.9% 13.2% 13.9% 11.1% 10.6% 10.6%
Global Equities (ACWI) 16.7% 17.6% 19.5% 16.0% 17.0%  
U.S. Equities (SPY) 17.5% 19.1% 20.9% 17.1% 16.8% 16.5%
U.S. Bonds (BND) 7.1% 7.0% 6.3% 5.0% 4.5% 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 Equities
EIDO 13.8% 15% 24% 21.8% 0% 0%
ENZL 18.4% 19.5% 21.7% 19.8% 0% 0%
EPHE 18.4% 21.8% 21.6% 18.9% 0% 0%
EWA 19.8% 23.4% 25.3% 20.7% 23.5% 24.8%
EWH 16.3% 20.6% 21.3% 20% 21.3% 22.1%
EWJ 14.4% 16.3% 16.7% 14.8% 15.5% 16.3%
EWM 13.7% 15.3% 15.5% 15.2% 16.5% 17.7%
EWS 17.4% 15.9% 20.1% 18.3% 21.8% 23%
EWT 18.5% 23% 25.7% 21.1% 22.1% 24.1%
EWY 28.3% 25.4% 28.2% 23.7% 25.9% 29.2%
INDY 11% 14.6% 21.6% 20.5% 0% 0%
MCHI 22.2% 27.7% 27.3% 25.5% 0% 0%
THD 13.8% 16.8% 21.9% 19.5% 24.4% 0%
VNM 34.5% 25.1% 27.2% 23.3% 0% 0%
EPOL 40.5% 38.9% 37% 29% 0% 0%
EWD 26.2% 26% 27.6% 21.1% 24% 25.5%
EWG 21% 23.7% 25.8% 20.9% 23.6% 24.4%
EWI 23.9% 25.3% 28.7% 23.5% 27% 26%
EWK 17.7% 17.7% 21.6% 18.1% 20.4% 22.1%
EWL 14.7% 18.4% 17.7% 15% 16.9% 17.2%
EWN 23% 25.9% 26.4% 21% 22.9% 0%
EWO 18.5% 24.4% 29.6% 24.7% 27.2% 28.8%
EWP 23.9% 23.1% 26.2% 21.7% 26.5% 26.3%
EWQ 17.7% 22.4% 25.1% 20.1% 22.9% 22.7%
EWU 13.8% 17.2% 20.1% 16.6% 18.6% 18.4%
EZU 19.4% 22.8% 24.8% 19.9% 22.6% 23%
GREK 27.6% 26.2% 34% 31.8% 0% 0%
NORW 18.2% 22.2% 27.9% 22.9% 0% 0%
EIS 30.7% 21.7% 23.5% 19.7% 21% 0%
EZA 28.4% 25.9% 28.9% 26.2% 27.1% 29.4%
TUR 42.7% 45.1% 43.5% 35.4% 36.8% 0%
EWC 18.9% 19.5% 22.5% 18.9% 20.4% 22%
EWW 25.8% 28.3% 30.6% 25.1% 25.3% 27.3%
SPTM 17.9% 19% 21.1% 17.4% 17.1% 17%
ARGT 59.1% 44.1% 48.4% 38% 0% 0%
ECH 23.8% 30.4% 31% 26.5% 26.5% 0%
EPU 33.6% 30.9% 30.8% 26.8% 0% 0%
EWZ 29.8% 31.3% 37.4% 36.9% 35.3% 38.5%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
MCHI 16.9% 19.3% 18.5% 17.0%    
Peer Group* average
60% Equity / 40% Bonds 6.6% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 8.0% 11.7% 12.7% 10.4% 10.6%  
U.S. Equities (SPY) 8.3% 12.5% 13.2% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.2% 5.2% 4.3% 3.3% 2.9% 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 Equities
EIDO 12.1% 10.7% 18.7% 16.3% 0% 0%
ENZL 12.9% 14.7% 15.4% 13.2% 0% 0%
EPHE 14.7% 16.9% 17.2% 14.3% 0% 0%
EWA 11.4% 15.2% 17.4% 14.4% 15.5% 16.8%
EWH 15% 14.8% 14.9% 13.7% 13.9% 14.7%
EWJ 8.2% 11% 10.6% 9.6% 10.2% 11.1%
EWM 7.8% 11% 10.8% 11.1% 11.1% 11.6%
EWS 12% 10.7% 14% 12.6% 13.4% 15.3%
EWT 8.4% 14.4% 15.1% 13% 13.5% 15.2%
EWY 17.6% 18.3% 18.8% 15.8% 16.7% 19%
INDY 4% 8.1% 15.6% 13.9% 0% 0%
MCHI 16.9% 19.3% 18.5% 17% 0% 0%
THD 11.6% 12.7% 15.1% 13.2% 15.5% 0%
VNM 24.4% 19.8% 20.3% 17.3% 0% 0%
EPOL 20.8% 24.7% 24.2% 19.1% 0% 0%
EWD 14.2% 17.9% 18.2% 14% 14.9% 16.6%
EWG 11.8% 15.4% 17% 13.9% 15.3% 16.6%
EWI 11.9% 14.9% 18% 15.4% 17.8% 17.9%
EWK 12.1% 12.4% 14.4% 12.1% 12.7% 15.9%
EWL 9.7% 12.3% 11.4% 9.9% 10.7% 11.5%
EWN 13.5% 16.7% 16.6% 13.3% 14.1% 0%
EWO 10.4% 16.3% 20% 16.5% 17.5% 20%
EWP 10.1% 13.5% 16.3% 14.2% 16.8% 17.3%
EWQ 11% 13.8% 15.8% 12.8% 14.5% 15.4%
EWU 8.9% 11% 14.1% 11.7% 12% 12.7%
EZU 11% 14.4% 15.9% 13% 14.5% 15.8%
GREK 16.1% 15.5% 22.2% 22.8% 0% 0%
NORW 11.7% 17% 20.1% 16.3% 0% 0%
EIS 18.7% 15.8% 16.6% 13.9% 14.2% 0%
EZA 20.8% 18.6% 21.7% 18.8% 18.3% 19.8%
TUR 20.6% 22.8% 24.8% 22.8% 23% 0%
EWC 10.7% 12.9% 15.4% 12.9% 12.9% 14.8%
EWW 12.9% 14.9% 21% 17.8% 17% 18.9%
SPTM 8.5% 12.4% 13.4% 11% 10.4% 11.4%
ARGT 23.7% 23.2% 30.7% 23.6% 0% 0%
ECH 17.1% 20.8% 21.8% 18.1% 18% 0%
EPU 14.6% 19% 21.3% 17.6% 0% 0%
EWZ 14.2% 20.8% 27% 24.8% 23.2% 24.9%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
MCHI 0.62 0.31 0.41 0.61    
Peer Group* average
60% Equity / 40% Bonds 0.79 0.72 0.69 0.67 0.65 0.65
Global Equities (ACWI) 0.98 0.93 0.94 0.94 1.00  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.79 0.72 0.69 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 Equities
EIDO 0.9259940723754 0.436601908565243 0.849676280668543 0.80877887351603 0 0
ENZL 1.02320770866309 0.927738589894119 0.914170963301153 0.900434870825371 0 0
EPHE 0.924657775923216 0.81856636443265 0.762323806010693 0.703697363799436 0 0
EWA 1.06392541038018 1.05409381017375 1.0747703423943 1.03438967804838 1.15851121928777 1.19326681250561
EWH 0.579826639384878 0.349911262131549 0.531777953467454 0.61613292850965 0.759657199688835 0.846464708002904
EWJ 0.815348309335802 0.726345762557008 0.677066527261077 0.709688147130295 0.705266643046913 0.747776752577952
EWM 0.365728333006636 0.527456719283116 0.533696804660155 0.545693731371419 0.622649434914971 0.644983754243991
EWS 0.553056126124772 0.604286654889658 0.806674000372918 0.81704516904792 0.943711258644941 1.03050168546749
EWT 0.869233327041784 0.909604458923654 0.877012154299508 0.859138914698079 0.954580668260917 1.04359933593395
EWY 1.44258201444962 1.22172591568239 1.13741119558054 1.06264241798419 1.16958131632372 1.28504674116597
INDY 0.493825692188348 0.507559515036919 0.727939334442906 0.710865272165421 0 0
MCHI 0.615714146503784 0.307802213384248 0.412179252465277 0.609233742339 0 0
THD 0.632685565326024 0.507910316350182 0.808369600135396 0.766898969302313 0.870739590363419 0
VNM 1.85559113261197 1.00508437593196 1.08185836953474 1.05130503863158 0 0
EPOL 1.13425108519891 1.27853123929698 1.33259901277855 1.17131818187576 0 0
EWD 1.26931447815997 1.23072162335673 1.16317703310023 1.06627374377054 1.207686390722 1.26861539738813
EWG 1.26516838659185 1.09946004869567 1.13530650198784 1.09202227235741 1.23562339838038 1.26971942061624
EWI 1.23514686929682 1.04500795225497 1.1189675297806 1.03852740643919 1.22044999705337 1.23953142988835
EWK 0.892237181141341 0.776357450141359 0.933327119487572 0.91252003234344 1.00696948517153 1.11522688588127
EWL 0.905414390221659 0.880948027206541 0.756301588118118 0.760035820244459 0.835797482472215 0.856068487794442
EWN 1.28242726079796 1.23889327234886 1.1291235084863 1.07427195049958 1.18645821358675 0
EWO 0.78491502914812 0.904506974245286 1.132485848652 1.12362812771788 1.25744265605119 1.37388756617337
EWP 1.11196026486314 0.816606215448015 0.962458131158025 0.9375199199489 1.11911507071609 1.12964992517099
EWQ 1.0694968123783 1.01665570322703 1.06489091901655 1.01006523653713 1.16424370563779 1.1757111970769
EWU 0.597745705213314 0.675427745331189 0.831640097724804 0.830667614364774 0.950224615112462 0.968046072861931
EZU 1.15108434504464 1.05916357269921 1.08407340205421 1.03233399283564 1.17807917684207 1.21384641588878
GREK 1.03999639756864 0.76736297301396 1.08571775176626 1.20386660217285 0 0
NORW 0.557118762650904 0.890740472751672 1.14483140841422 1.05791465397229 0 0
EIS 1.56748137513773 1.01267177930896 1.04617310651902 1.01869920431007 1.06648720945852 0
EZA 0.968066429998255 0.825846339624963 1.02903627903821 0.996255901873114 1.08458962747956 1.16900519435472
TUR -0.262948253094586 0.221199165660836 0.609552624299133 0.612726395646828 0.800992083996254 0
EWC 1.07716129727806 0.929757810672737 1.01575385021776 0.99590886723352 1.05823490549709 1.09669099953721
EWW 1.36594270825412 1.01595409494647 1.09205616373085 0.998765461970693 1.07405948344644 1.17682799131779
SPTM 1.02426498577845 0.996726182369122 1.00962773267385 1.01326006084746 1.01259197219203 1.01897633755804
ARGT 1.83411666623926 1.2206058315224 1.33448857245431 1.25143659527405 0 0
ECH 1.26459254471413 0.859128485578348 0.986768307858786 0.894685063822738 0.917095805919211 0
EPU 1.07259753885558 0.898949501377875 1.02712842115103 0.947722926229056 0 0
EWZ 1.30798336907221 0.849277117390643 1.16683537715684 1.07646932888741 1.22525612113715 1.28223402567275


  Compare: Correlation

for period ending April 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.48 0.33 0.40 0.50
to S&P500 (SPY) 0.38 0.17 0.27 0.38
to U.S. Bonds (BND) 0.07 0.41 0.35 0.28
to Commodities (DBC) 0.57 0.11 0.25 0.28
to Gold (GLD) 0.31 0.43 0.36 0.23


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