SPDR Total Market (Russell 3000) ETF

for period ending October 31, 2024


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  Overview

SPTM is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Recipe Provider   SPDR State Street Global Advisors (www.spdrs.com)

Description   SPDR Total Market (Russell 3000) 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, North America

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, SPDR State Street Global Advisors. The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of an index that tracks a broad universe of exchange traded U.S. equity securities. In seeking to track the performance of the Russell 3000 Index (the "index"), the fund employs a sampling strategy, which means that the fund is not required to purchase all of the securities represented in the index. Normally, it generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index measures the performance of the largest 3,000 U.S. companies. The fund is non-diversified. You may consult www.spdrs.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 "SPTM" 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 ● SPTM ● 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
SPTM 19.9% -1.0% 37.5% 8.7% 14.9% 12.7% 14.0% 10.6%
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 Equities
EIDO -0.472484103278659% -4.62222222222222% 10.0992080493854% -0.494008619974562% -0.629187640625228% -0.507943735380167% 0% 0%
ENZL -1.90379730390121% -4.46220783163007% 16.622786864926% -7.4487114803822% 0.106163554721594% 5.00070828182522% 0% 0%
EPHE 6.90097072951839% -6.04188122210778% 19.8618533572179% -2.98010291700462% -3.48172881968425% -2.27975312624302% 0% 0%
EWA 6.17900486353251% -6.49206934710438% 27.1766769448341% 3.41501942271782% 6.57362546310187% 4.54751425201847% 5.63900537121738% 7.2756331496822%
EWH 5.13852534796309% -4.23365487674169% 11.6580421973135% -6.90234186737989% -2.60757459779891% 1.18614969780224% 4.08686712969069% 5.59510485786334%
EWJ 6.92037065119169% -4.85043332401456% 17.9534407688413% 1.63215774834773% 4.7673257046452% 5.16937449606243% 5.61409054958821% 4.20849642340124%
EWM 17.8101856578674% -8.909426987061% 23.495483292303% 1.69598080151601% 0.893958867999944% -2.23278894843005% 2.0387148928068% 4.69204768703839%
EWS 16.331844599268% -3.56659142212189% 27.9521961240859% 1.26631682098268% 1.91522595520672% 1.98310549725043% 4.22940097855273% 6.41161701087387%
EWT 17.7927438626982% 0.6497122702803% 35.3130391398514% 4.22938634434613% 13.9354193351148% 10.4742371558874% 9.88987004207733% 8.56888288146795%
EWY -8.57622462994047% -6.33208255159475% 11.8781393039646% -7.18323274069059% 2.1185311842449% 2.02216530147701% 3.77974569830972% 5.7630584943976%
INDY 8.24916756600056% -5.38188277087033% 21.2656831578596% 4.80300360161336% 9.64342425587306% 6.88257618456911% 0% 0%
MCHI 21.4205438702705% -3.26065605971322% 21.3075066346586% -8.73100537782529% -1.63266851126946% 1.78948007660271% 0% 0%
THD 5.80460266196543% -4.44572748267898% 14.1402831766899% -1.90132828312302% -2.9232162959922% 0.370295837436863% 6.46211155930909% 0%
VNM -7.8173374613003% -6.8075117370892% 8.63246218717471% -14.39022286962% -4.49148995737986% -3.88007481204414% -3.96535062155811% 0%
EPOL 0.123025259637499% -8.16831683168315% 17.5857943393552% 1.36526924503781% 2.88887426430724% 0.178413710317216% 0% 0%
EWD 2.76981692093907% -8.03962220686477% 32.1199228978108% -2.55553674736033% 8.04984169417373% 5.50105081592671% 7.15465860925182% 7.36415727275692%
EWG 11.5432889604503% -4.49172576832152% 31.5286135207908% 1.54643625116051% 5.20487397931451% 4.24041944019911% 5.35610807724047% 5.89915972089277%
EWI 14.829279838433% -2.41273100616016% 31.9501998213231% 8.57857346375988% 9.04052919219089% 5.79033380939882% 3.03167235532431% 2.40913974137693%
EWK 7.32835064986064% -4.99461013295006% 21.4872595831437% -0.359665497104722% 3.21955857725302% 4.58500883981785% 5.93229821019257% 3.7881702696795%
EWL 4.38207465841318% -5.27831094049904% 20.1937677424047% 1.77416625681297% 7.11298655718502% 6.56121775751963% 8.04296243705087% 8.05118646188538%
EWN 5.75059912013991% -8.23830121903263% 26.9760693994509% -1.9013196188588% 9.42657372593261% 8.96441257177047% 8.13181087674293% 0%
EWO 4.33646045523151% -5.41073384446879% 20.0047595899891% -0.0999346873194917% 4.89883293999216% 6.25291727088526% 3.4716766660378% 3.6087287835916%
EWP 12.6206608852685% -3.88211958061773% 30.9058377657566% 9.57225641485655% 6.55657406825247% 2.2506535516009% 1.6572138195537% 4.22890189470917%
EWQ -0.993655450450182% -6.16336633663367% 13.3333237689138% 2.51301935324433% 6.80652865560556% 6.79663284910226% 5.7789975950735% 5.51304057013726%
EWU 9.67077427341105% -4.971932638332% 21.5756699305099% 6.02215276398084% 5.56374766802306% 3.26496263535687% 4.84069109155061% 4.15481951367063%
EZU 6.09611058495236% -5.60980279532836% 23.3859772723761% 2.32841718517267% 6.52289536068549% 5.41128653674356% 4.82968199073475% 4.92180097499906%
GREK 7.4011891288126% -8.15003473026162% 20.6132903130475% 15.2690892148315% 8.72877145847859% 0.467641039650823% 0% 0%
NORW 1.67653760869446% -2.63605936854026% 12.8555548796464% -3.95515467523107% 4.26564654543653% 1.99574186567324% 0% 0%
EIS 18.4261141826022% 1.2016824146204% 48.4826594021269% -1.88065023604682% 5.5522561200841% 4.98843021745039% 4.14915959156439% 0%
EZA 19.9686913933953% -2.06349206349207% 35.7599475690384% 4.80482617037332% 5.14453112169255% 0.889674778788452% 3.45318404369614% 5.5269958773259%
TUR 5.12667709841195% -7.86146234194612% 0.423405749150785% 20.0029538631267% 9.22122227287907% -2.0263543112003% 0.118023092624919% 0%
EWC 11.8176079205383% -2.14354527938343% 30.9816043908983% 3.52927347410639% 9.51348824908451% 5.36669510621315% 5.83471257677726% 6.66757143476409%
EWW -22.8355350137045% -3.33271271644014% -2.98524650951825% 5.18557258824834% 5.5807104045239% -0.531672012517603% 3.1629853417527% 6.45796262345761%
SPTM 19.917114694667% -0.95632315158436% 37.4703012975092% 8.68927992409498% 14.9210111541469% 12.6539767027031% 14.0243526048316% 10.5706603736619%
ARGT 42.5390982926689% 9.96983408748116% 92.3198563185864% 32.959709943389% 28.8445865111465% 14.405363618644% 0% 0%
ECH -6.97186180884966% -6.23167155425221% 9.05066687279168% 7.25551540700033% -2.125902821531% -2.20674319532654% -1.81449082922235% 0%
EPU 29.8753784077818% 0.926354793886053% 58.0139197044728% 18.8341619612938% 8.19270112852197% 5.73929797496391% 5.07497313807346% 0%
EWZ -17.928899311447% -5.79857578840284% -0.137219364453123% 7.94091160210124% -2.77573475828079% 0.147229962944206% -1.82703824043848% 5.95024788033407%
Historical Return
 
SPTM 31.3% 18.0% 28.6% -17.8% 25.6%
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 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 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
● SPTM ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● SPTM ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● SPTM ● 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
SPTM risk vs. 60/40 Worse Worse Worse Worse Worse Worse
SPTM return vs. 60/40 Better Better Better Better Better Better
Risk-Return Quadrant
NE NE NE NE NE NE
Risk-Return Direction 4° 32° 34° 41° 40° 58°
Risk-Return Magnitude 11.2 5.9 7.5 5.9 6.0 5.3
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
* compares SPTM 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
SPTM -0.7% -0.3% -0.4% -0.4% -0.3% -0.2%
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 Equities
EIDO -29.3426145068888% -10.478790148396% -14.8319440920421% -12.6480292527977% 0% 0%
ENZL -25.2532413727272% -14.0067329700441% -14.5712559684949% -8.46260884505288% 0% 0%
EPHE -23.4048175877913% -10.3332694734363% -17.2758315581719% -14.2553266271233% 0% 0%
EWA -18.5140460741202% -5.13652602357663% -9.40601848425634% -8.88957539697557% -9.76219897871177% -5.05606390152222%
EWH -29.5441398809636% -12.0777299792186% -16.5448520140819% -11.5059176302976% -10.7157368527726% -5.98409158446928%
EWJ -21.2020892774612% -7.5349548441335% -10.1389539206815% -7.44055352138167% -8.42419905927827% -6.35543369133092%
EWM -18.9109079358204% -7.32814889103414% -14.4193881102341% -14.8743384970352% -12.1380188889323% -6.15231165140958%
EWS -12.7926838188963% -7.75801236963742% -13.1778766248943% -10.9058274389423% -10.4945240021342% -5.45514105689849%
EWT -11.042633676275% -4.51847278135975% -3.24992131759615% -4.07773276751829% -6.20189709925363% -4.06575311490522%
EWY -29.5128680725615% -11.7208767415491% -12.7322739165529% -10.8633836043665% -11.2072510801949% -6.46037829320248%
INDY -15.3393396285305% -4.27923388078722% -6.0078112154742% -6.85795808868498% 0% 0%
MCHI -25.8378386195876% -10.9681683835211% -15.0214022216864% -11.0008658361103% 0% 0%
THD -27.4253954536792% -10.1523231781161% -16.6810657534578% -12.152353124964% -9.28390836453188% 0%
VNM -30.9348650812761% -16.4001055006278% -17.0375144392672% -14.7637288975904% -15.9267771716032% 0%
EPOL -24.8530255050126% -5.80712380185964% -12.1512071393714% -11.8620446006706% 0% 0%
EWD -20.0192158583998% -8.90826318288069% -8.43402980335468% -8.2559648768794% -8.77101385763984% -5.10506551617703%
EWG -15.1084969957945% -6.45630163451997% -10.4608309808411% -9.1866494803401% -10.0129831639132% -5.97035978525201%
EWI -13.9934042430007% -1.27083215163108% -7.81530265959817% -8.28238977308281% -11.7537388806226% -8.33664491654248%
EWK -20.1252431891913% -8.98962669800063% -11.9559057016839% -8.65500011288618% -9.06814915149573% -7.26123685584366%
EWL -22.2646392515011% -7.07669020098833% -7.82414521273245% -6.11957051081315% -6.29828044914895% -2.84915865425325%
EWN -19.5320854334649% -8.7189303662972% -7.22580194328218% -5.40023888307213% -7.77421029786985% 0%
EWO -22.0430428369177% -7.71047057055926% -10.8549597371423% -8.06417956632564% -11.4501419812105% -7.69064171497337%
EWP -18.7038587345435% -0.32264537520729% -9.5239396309888% -10.7027086547426% -12.5654987925862% -7.21974972084803%
EWQ -27.0306997615913% -5.95794748990443% -9.1237455701863% -7.01334242428873% -9.58111488564401% -6.05580934608979%
EWU -16.7988504070091% -2.91565787785564% -9.70629203173277% -9.70550169905397% -9.72081075629656% -6.68445137815624%
EZU -20.0139282542189% -6.04502834567433% -9.33277269134073% -8.13942022458828% -10.2671475334488% -6.51526275953027%
GREK -22.6604235263516% 3.72741168908357% -8.57607697930953% -11.6345931193551% 0% 0%
NORW -27.4162957219011% -10.6476240882611% -11.2573303821434% -10.8820866144125% 0% 0%
EIS -9.0440384861309% -9.24134074417114% -10.0688783056756% -8.48226561545845% -10.620581151753% 0%
EZA -12.1916251616103% -4.06708456186366% -10.720202620793% -11.5377802672642% -11.5126851200549% -6.62267021331951%
TUR -34.8236059219626% 3.48356819347321% -8.9137155179785% -12.724722296413% -13.2942569290201% 0%
EWC -11.5126182300028% -5.34691929150613% -6.44460966566735% -8.02011112757842% -9.00462049609555% -5.0767298250946%
EWW -36.3496157301021% -3.81410196650268% -10.4134024449064% -12.4791000131636% -11.5901851786405% -5.87335502780344%
SPTM -0.655673875245974% -0.281212855918026% -0.35442214142665% -0.407095563386722% -0.308491993420498% -0.159830156624601%
ARGT -4.61033205955116% 10.4390989484753% 1.1530411846024% -5.03308322781609% 0% 0%
ECH -30.4675530236058% -2.56992212947946% -15.1692961612526% -13.3165607002058% -14.5900336908059% 0%
EPU -2.35468939906916% 5.70602723237039% -8.74524353405311% -8.5918423385119% -10.5232249222143% 0%
EWZ -35.4472615844204% -2.06952712602551% -15.1081304208394% -11.7020093865637% -14.1953741577355% -6.85627004926493%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
SPTM -0.6% -0.3% -0.3% -0.4% -0.3% -0.1%
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 Equities
EIDO -23.8718392751811% -7.15002686101827% -14.0889414583939% -11.311462740564% 0% 0%
ENZL -22.8262919492585% -16.2936126980163% -14.2577823383853% -6.82607403997231% 0% 0%
EPHE -13.598564607505% -11.2645930268784% -16.1925854329063% -11.9255927160632% 0% 0%
EWA -17.5976986942369% -5.92490162904927% -10.0647633776063% -8.73365800327256% -10.2206677700586% -4.94438351635899%
EWH 1.69354253340583% -13.4201002429692% -11.8038145715249% -7.62000010098825% -6.60831358472175% -3.60582901350619%
EWJ -17.4115076876294% -6.65100135132501% -6.48080524384408% -4.61542289799427% -4.65560601332141% -4.02487650921691%
EWM 5.88561879783812% -5.55373200899291% -9.13586719799065% -10.358249352577% -7.24454252427892% -2.78675434755981%
EWS 14.0816892784694% -6.30775717922256% -10.50242908013% -9.0886908820255% -8.52880513927206% -4.39393289654897%
EWT -7.60153842114591% -4.60402101662037% 0.290730755066797% -0.866242999053735% -3.35324722171443% -2.30197465021377%
EWY -49.2229742976199% -17.2631632420983% -14.4304129155839% -11.522565164263% -11.9903921094106% -7.15839746354798%
INDY -2.19731224907258% -2.42668820578216% -2.89806776840513% -2.8149686182667% 0% 0%
MCHI 13.4124664410244% -15.2129220659153% -9.06403911183242% -6.98341455964192% 0% 0%
THD -0.046539969720536% -8.95166002854832% -15.9592802006127% -10.0141392234779% -5.5525609233696% 0%
VNM -57.288641627233% -23.4988252973572% -21.2369005555709% -17.2446068366305% -17.7263044362677% 0%
EPOL -26.7005553365941% -8.80005712616284% -16.5957385540079% -14.719575816297% 0% 0%
EWD -29.3129792936666% -12.5719456213669% -9.01816538220008% -8.28603888043852% -9.42159406784975% -5.47772728402451%
EWG -15.8500469009069% -7.98623518808114% -11.6603896245345% -9.6800547533087% -11.4871035747588% -6.91013363603679%
EWI -7.48757990424374% -0.625179735171953% -7.33121048053569% -7.58914072287454% -13.5509307763867% -10.1418070890643%
EWK -8.05567531556409% -8.52506796627214% -11.2085029629007% -7.39487918207627% -7.90874786620673% -7.7057184308892%
EWL -19.3075332985744% -6.7054440734556% -5.54492780501722% -3.82590036224584% -3.77816194131385% -1.20769375419431%
EWN -25.7217539167316% -11.8523645802103% -7.5037403732052% -4.8059170222771% -8.01035037983107% 0%
EWO -9.82068950751978% -8.9165253846839% -11.9305441745231% -7.95273885980113% -13.4181201584562% -10.1529778130768%
EWP -11.1441500521513% 1.17085077339576% -8.28177769096148% -10.0275035137695% -13.6629955570891% -7.38856129414343%
EWQ -25.0920618920585% -6.54849862414019% -9.05367929058347% -6.15131655835399% -10.0094136182855% -6.46068549485848%
EWU -1.136300775553% -1.77854247100446% -7.54559481222022% -7.81175240315141% -8.36465915967818% -6.05825059495144%
EZU -20.2370055547714% -6.9508022877492% -9.69352749089828% -7.85584120495408% -11.2472912479775% -7.40164475637128%
GREK -7.76079278683056% 7.29614961256174% -8.13472304905436% -14.5649686178377% 0% 0%
NORW -13.7029022008311% -12.7306138260245% -13.0370597916855% -11.6002539411829% 0% 0%
EIS -7.65022352133319% -11.0150259081645% -10.1235483529547% -8.23616701230069% -10.5121737399724% 0%
EZA 18.7483822098468% -3.79045389999989% -10.3813694132702% -11.9597785766604% -11.5081158001123% -6.47187416627494%
TUR 3.05935164020081% 14.2912915207109% -1.0699641416251% -10.6707627477822% -10.7471148901578% 0%
EWC -4.16031011468949% -5.18583410276869% -5.99272401531664% -7.44118860943418% -8.43586290321975% -4.65316901912024%
EWW -50.3057712815826% -3.6700280794876% -10.4669486444229% -13.103993656623% -11.3792040621616% -5.43731882610451%
SPTM -0.558861990882157% -0.276721663022307% -0.343711774892778% -0.377554145452441% -0.266339574122057% -0.08358162343972%
ARGT 54.8253288611085% 23.1807474510492% 9.84662918899016% -1.27972643365071% 0% 0%
ECH -30.2179444690869% -1.38114326788749% -16.8520332370088% -14.010549202552% -14.7628755471607% 0%
EPU 37.14869363191% 10.3007402960967% -6.99899537079725% -6.58989334599523% -7.86350079175626% 0%
EWZ -43.5391560438109% -0.565601233871797% -20.0374444936894% -13.1443892912378% -18.2706794043167% -6.99725757482136%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
SPTM 2.42 0.27 0.67 0.71 0.86 0.62
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 Equities
EIDO 0.352465648565686 -0.300373611774607 -0.026023828718338 -0.00608582154945655 0 0
ENZL 0.672074681166123 -0.480543418526891 -0.0335001225542431 0.240534228335691 0 0
EPHE 0.813789303412767 -0.256061028737083 -0.173591242513694 -0.125687249689549 0 0
EWA 1.16606570509056 0.0389567373040385 0.253486159883056 0.219117468720336 0.300228151169996 0.349782297771507
EWH 0.362438889302752 -0.357475313610107 -0.13974188273352 0.0530966866672669 0.228913899646593 0.280860136143258
EWJ 0.972095826975856 -0.124121924174227 0.170669653013172 0.279023441689306 0.35305329816141 0.230631891520735
EWM 1.14101832991037 -0.108682481360842 -0.0478251163197915 -0.183753154214963 0.117422773861658 0.251601313963341
EWS 1.57748729947304 -0.135599295777508 0.0312214504161318 0.0845272412110652 0.240323571786397 0.317876611118216
EWT 1.6791491418967 0.0715474801205274 0.545278153997663 0.504829092324948 0.514849887429681 0.403917223586766
EWY 0.367813307195951 -0.322135520351418 0.0856061589414377 0.107851322364495 0.213449260962085 0.277579038077618
INDY 1.4109587958344 0.0361074361837946 0.41145121581087 0.342814466887917 0 0
MCHI 0.65145269030526 -0.262436622585639 -0.0306820290355545 0.109109078258819 0 0
THD 0.510768043895961 -0.261225913095248 -0.144174608307415 0.00991778758783318 0.332467935940646 0
VNM 0.250308721494691 -0.619031065705817 -0.140472367754949 -0.142615276409898 -0.100825780201714 0
EPOL 0.706205996099152 0.051018891061099 0.155614526154074 0.0694704827707576 0 0
EWD 1.06086057274404 -0.160949932565655 0.306271850488045 0.261608729804329 0.364211710198406 0.34795657841829
EWG 1.40092626918575 -0.0319994106945273 0.197381263456872 0.202313572818476 0.284941451793475 0.29139553523425
EWI 1.48058142076295 0.249274105689865 0.342047259847788 0.270397006563601 0.18709097531405 0.1493837615466
EWK 1.05088081890657 -0.197285995750562 0.10259884061013 0.222206256523848 0.3293552317024 0.202841971054065
EWL 0.895096392761844 -0.0925988485311111 0.298099535589505 0.363776553965685 0.493486212020153 0.454566756190243
EWN 1.09473898631753 -0.156923729480144 0.360467050849322 0.429736596370828 0.42085533760822 0
EWO 0.910961639735203 -0.103017813458249 0.195850417540712 0.287889458953374 0.203478562010777 0.204965996823913
EWP 1.1487960232559 0.291249434398852 0.249176664321658 0.112060283181009 0.129863424045358 0.220298333117018
EWQ 0.534239434107582 -0.0144403338225881 0.260489343122726 0.330196177086414 0.307771708238772 0.278434354877728
EWU 1.29975952529672 0.127940868119596 0.212401161236424 0.150682980753212 0.281232726080268 0.220643209336221
EZU 1.05928678766279 -0.0168830827657221 0.249603552332886 0.261462191789152 0.263439089059325 0.251431768884354
GREK 0.868067882166041 0.505235747327627 0.323558630527417 0.100015864046519 0 0
NORW 0.501537228418303 -0.267509127985292 0.171831271599329 0.10740167483513 0 0
EIS 1.77089452198995 -0.19284650739787 0.209734659291785 0.240572444576311 0.23425962460888 0
EZA 1.59759425952464 0.115062950605853 0.211248757081307 0.0829170194687353 0.205464775109094 0.272033600219425
TUR -0.0658520297881423 0.543862456515966 0.33079177792861 0.0371653633547072 0.119953953496164 0
EWC 1.6609832173324 0.00618183898432104 0.38840738967909 0.265022991580122 0.332065885009711 0.336689620085176
EWW -0.202549991425563 0.122072344630907 0.226123468593377 0.016154328247133 0.192189788410036 0.312871502893109
SPTM 2.41663440360052 0.270887219262624 0.671839310377299 0.707853087772761 0.861902174503019 0.616026289410785
ARGT 1.89771489533543 0.863954328536523 0.809680966231332 0.515869797091122 0 0
ECH 0.276399980892105 0.206660166911141 -0.0255875180206127 -0.0336957501684244 -0.00426719650610605 0
EPU 2.17687473435695 0.615271996428555 0.312102518330912 0.265928675151709 0.26774479686868 0
EWZ -0.138779981766583 0.229017945878404 0.010526429413341 0.113256596367341 0.0591459688270634 0.29151058982983
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
SPTM 5.92 0.39 1.02 1.08 1.36 0.90
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 Equities
EIDO 0.530845142498106 -0.378238300067227 -0.0333474010307813 -0.0080622067153514 0 0
ENZL 1.37615586692522 -0.613687682902447 -0.045758345380907 0.352297301244135 0 0
EPHE 1.34029137832481 -0.317526878320513 -0.215308218929502 -0.162989950738043 0 0
EWA 2.16043000006305 0.0564161056434295 0.356969319289982 0.311153576219518 0.432300636179418 0.502811960369399
EWH 0.608554756638087 -0.516950497664186 -0.203256395318311 0.0767512040741678 0.33470118444285 0.41487029403755
EWJ 1.51740766748815 -0.169531586250784 0.249077079759056 0.406326892260153 0.513996970523794 0.329355640184224
EWM 1.8491320219286 -0.145794359741409 -0.0668145646722946 -0.248611904839428 0.1668826410067 0.372596199444173
EWS 2.9919804798545 -0.194188147151899 0.0440704046511815 0.120504126276697 0.349577292875549 0.46977119446601
EWT 4.88692308354337 0.110316419395167 0.893956539186439 0.795738483445166 0.810038562550134 0.627897953358743
EWY 0.638329320372273 -0.432054914067035 0.124539525411837 0.157795119958532 0.313174737068969 0.416579055911823
INDY 2.59801833737913 0.0507678128494114 0.560313309407164 0.488613749967109 0 0
MCHI 1.42254244387853 -0.405304289548168 -0.046841702731778 0.164138301784685 0 0
THD 0.989523412579869 -0.360467233522558 -0.209325038265452 0.01447544878535 0.50207799222185 0
VNM 0.372620331689245 -0.745364905246106 -0.18267034343186 -0.185706896381865 -0.136770167263611 0
EPOL 1.27131879086854 0.0744805795678439 0.230303634560755 0.102803441842453 0 0
EWD 2.24745228442923 -0.224631889887494 0.452225303791057 0.383440272729177 0.557499640116742 0.520923152994799
EWG 3.19202402352916 -0.0470745593080791 0.289636309678155 0.299267365076838 0.42261855369444 0.419659760708072
EWI 3.21368533497754 0.39281298718709 0.527898350071974 0.405937106134468 0.274649147683725 0.213361955034851
EWK 1.96477917296326 -0.267568296442063 0.14931001616273 0.325087135678871 0.49667303421078 0.276264785003829
EWL 1.77591769050298 -0.132871074730865 0.441468363738722 0.538622562883031 0.735860150753111 0.666807781830859
EWN 2.1313786767699 -0.227147570874192 0.547181436069553 0.655683790473887 0.640943093126544 0
EWO 1.8133371824657 -0.143948188577735 0.283638536685274 0.427477523726948 0.297131534162578 0.28973407481662
EWP 2.65555941133496 0.470302527284036 0.391560520788931 0.168267711975597 0.196778757955699 0.328583901356309
EWQ 0.812585004679792 -0.0209421404967388 0.391081833636149 0.500208388833504 0.460879696223948 0.400718638232171
EWU 2.40597316205882 0.182681503330359 0.295092791716412 0.20858088126674 0.409525671758452 0.313333648028425
EZU 2.03049437706831 -0.024875180867227 0.372210616123926 0.390020299954242 0.391027274822556 0.358248419930329
GREK 1.57922438122247 0.796912820315179 0.477575634444643 0.140046202280823 0 0
NORW 1.05441412995903 -0.341131196507963 0.236584981363056 0.150302293742597 0 0
EIS 4.64755759394779 -0.255902296315891 0.291555805398743 0.334744137345577 0.328188318324981 0
EZA 3.01998420270726 0.159708914941401 0.281017299590998 0.114333205195563 0.294677160125346 0.394984632659634
TUR -0.0968396729507773 1.00812270542399 0.549139527878908 0.0557134380932735 0.181861297524195 0
EWC 4.19448051265876 0.00854124486434331 0.55224088307811 0.381324654768728 0.481305818988946 0.487628234599938
EWW -0.318080991752745 0.200984003334199 0.318965764153713 0.0220033761694755 0.270398391183911 0.440973304734156
SPTM 5.92275485415001 0.386324981596956 1.02042168819941 1.07644443381615 1.35781213332188 0.895588458815668
ARGT 6.17272569195717 1.58149827195843 1.37527319008609 0.818543811761121 0 0
ECH 0.403522071753268 0.297576114968642 -0.0358283813870123 -0.0477913457023203 -0.00600260612633748 0
EPU 6.14790242598047 0.979100052122205 0.445899156002211 0.399067448772335 0.403267745412947 0
EWZ -0.241164500961721 0.345591124574633 0.0142967343693007 0.166754220336534 0.0857492104833713 0.439431064669272


  Compare: Risk & Volatility

for period ending October 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
SPTM 4.1% 23.6% 23.6% 23.6% 23.6% 50.1%
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 Equities
EIDO 12.3% 17.9% 42.6% 48.6% 0% 0%
ENZL 8.7% 29.3% 37.3% 37.3% 0% 0%
EPHE 11.3% 32.2% 33.7% 43.7% 0% 0%
EWA 6.5% 23.4% 31.4% 31.4% 31.4% 63.8%
EWH 10.5% 31.1% 40.4% 40.4% 40.4% 57.1%
EWJ 5.7% 26.3% 28.9% 28.9% 28.9% 48.8%
EWM 8.9% 20.6% 23.8% 35.2% 41.1% 45.2%
EWS 5.2% 19.1% 28.1% 32.1% 32.1% 60%
EWT 3.1% 37.5% 37.5% 37.5% 37.5% 58.1%
EWY 10.7% 39.2% 48.1% 48.1% 48.1% 70.2%
INDY 5.4% 14.2% 33.6% 34% 0% 0%
MCHI 12.2% 44.7% 58.7% 58.7% 0% 0%
THD 13.3% 28.4% 34.4% 40% 40% 0%
VNM 14.3% 46.5% 46.5% 46.5% 56.8% 0%
EPOL 9.9% 48.4% 52.8% 60.4% 0% 0%
EWD 8% 39.5% 40.3% 40.3% 40.3% 63.1%
EWG 4.5% 38% 41.7% 41.7% 41.7% 60.7%
EWI 5.4% 32.5% 32.9% 33.4% 47.9% 66.1%
EWK 5% 30.7% 32.4% 33% 33% 70.4%
EWL 6.6% 27.6% 27.6% 27.6% 27.6% 47.4%
EWN 8.2% 38.4% 41.3% 41.3% 41.3% 0%
EWO 7.3% 37.6% 37.6% 47.6% 47.6% 73.7%
EWP 5.7% 23.8% 32.5% 38.7% 50.4% 58.6%
EWQ 7.3% 29.1% 29.1% 29.1% 34% 57.8%
EWU 5.3% 21.3% 30% 30% 30% 60%
EZU 5.6% 33.3% 34.7% 34.7% 35.9% 62%
GREK 8.2% 25% 43.8% 61.2% 0% 0%
NORW 6.6% 30.1% 37% 43.7% 0% 0%
EIS 7.4% 38.6% 38.6% 38.6% 38.6% 0%
EZA 11.1% 33.7% 42.1% 54% 54% 57.1%
TUR 20.2% 21% 36.1% 64.4% 71% 0%
EWC 3.6% 22.9% 26.9% 27.7% 34.1% 56.7%
EWW 24.5% 24.5% 38.2% 51.1% 56.2% 61.2%
SPTM 4.1% 23.6% 23.6% 23.6% 23.6% 50.1%
ARGT 9.1% 29.3% 38.2% 55.9% 0% 0%
ECH 9.9% 21.8% 35% 59.6% 68.2% 0%
EPU 6% 31.6% 37.7% 45% 56.5% 0%
EWZ 19.3% 24.2% 50.3% 50.6% 70.5% 73.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
SPTM 14.9% 18.7% 21.0% 17.4% 16.9% 17.1%
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 Equities
EIDO 18.1% 14.5% 24.9% 22.1% 0% 0%
ENZL 19.9% 20.2% 22% 20.1% 0% 0%
EPHE 20.9% 21.3% 22.6% 19.4% 0% 0%
EWA 21.6% 24.2% 25.8% 20.7% 22.5% 24.7%
EWH 26% 24.3% 23% 20.6% 20.7% 22.5%
EWJ 14.4% 16.6% 16.3% 14.7% 15.1% 16.2%
EWM 18% 17.3% 17.3% 16.1% 16.5% 18%
EWS 15.9% 17.3% 19.8% 18.8% 19.6% 23.1%
EWT 20.5% 24.6% 25.6% 21.2% 21.1% 24.2%
EWY 26.7% 26.1% 27.4% 23.7% 24.5% 29%
INDY 12.2% 13.1% 21.6% 20% 0% 0%
MCHI 32.2% 32.8% 29.5% 26.5% 0% 0%
THD 21.7% 19.1% 23.5% 20.1% 23.3% 0%
VNM 24.3% 24.1% 27.5% 22.9% 24.3% 0%
EPOL 20.6% 35.7% 36.9% 29.3% 0% 0%
EWD 31.2% 26.4% 27.4% 21.8% 23.2% 25.5%
EWG 21.5% 24.6% 25.7% 21.3% 22.9% 24.4%
EWI 20.6% 25.4% 28.3% 24.1% 26.2% 26%
EWK 17.3% 18.5% 22% 18.6% 19.4% 21.9%
EWL 19% 18.3% 18.3% 15.5% 16.3% 17.4%
EWN 23.1% 25.1% 26.4% 21.3% 21.8% 0%
EWO 18.4% 23.8% 29.7% 25.1% 25.4% 28.7%
EWP 26.5% 24% 27% 22.4% 25.7% 26.3%
EWQ 18.1% 22.2% 24.9% 20.4% 21.9% 22.6%
EWU 13.7% 17.6% 20.1% 16.8% 17.7% 18.5%
EZU 19.4% 22.8% 24.7% 20.2% 21.8% 22.9%
GREK 20.5% 26.8% 33.2% 32.3% 0% 0%
NORW 18.2% 22.7% 28.8% 23.3% 0% 0%
EIS 29.6% 22.4% 24% 20.2% 20.2% 0%
EZA 22% 28.1% 30.5% 26.7% 26.5% 29.4%
TUR 25.3% 43.9% 41.2% 34.6% 34.6% 0%
EWC 17.3% 19.1% 22.8% 19% 18.6% 21.8%
EWW 24.6% 27.2% 30.1% 24.8% 24.1% 27.1%
SPTM 14.9% 18.7% 21% 17.4% 16.9% 17.1%
ARGT 66.3% 46.1% 47.7% 39.2% 0% 0%
ECH 21.4% 31.6% 31.2% 26.8% 25.6% 0%
EPU 29.7% 29.7% 31.3% 27.3% 26.4% 0%
EWZ 21.5% 30.1% 36.3% 36.1% 33.4% 37.9%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
SPTM 5.6% 12.1% 13.2% 11.0% 10.4% 11.5%
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 Equities
EIDO 11.6% 10.9% 19.2% 16.5% 0% 0%
ENZL 9.1% 15% 15.5% 13.3% 0% 0%
EPHE 12.4% 16.4% 17.7% 14.5% 0% 0%
EWA 11.3% 15.7% 17.8% 14.1% 15.3% 16.9%
EWH 15.1% 15.8% 15.1% 13.8% 13.8% 14.9%
EWJ 8.8% 11.2% 10.5% 9.6% 10.1% 11.1%
EWM 11% 12% 11.7% 11.5% 11.3% 11.8%
EWS 8% 11.1% 13.6% 12.8% 13.2% 15.3%
EWT 6.3% 14.8% 14.7% 12.9% 13% 15.2%
EWY 15% 18.5% 18% 15.6% 16.2% 18.8%
INDY 6.5% 8.5% 15.6% 13.8% 0% 0%
MCHI 14.3% 20.1% 18.5% 17% 0% 0%
THD 10.6% 12.9% 15.7% 13.4% 15.2% 0%
VNM 16.2% 19.3% 20.6% 17.2% 17.6% 0%
EPOL 11% 23.4% 24.1% 19.2% 0% 0%
EWD 14.2% 18.1% 17.9% 14.4% 14.8% 16.7%
EWG 8.8% 15.7% 16.9% 14% 15.1% 16.6%
EWI 8.9% 15.1% 17.8% 15.6% 17.6% 17.9%
EWK 8.7% 12.7% 14.5% 12.3% 12.5% 15.8%
EWL 9% 11.7% 11.7% 10% 10.6% 11.6%
EWN 11.5% 16.4% 16.7% 13.5% 13.9% 0%
EWO 8.6% 16.2% 19.9% 16.5% 17% 19.9%
EWP 10.8% 13.8% 16.6% 14.5% 16.6% 17.3%
EWQ 11.6% 14.3% 15.9% 13% 14.3% 15.4%
EWU 6.9% 11.3% 14% 11.8% 11.9% 12.7%
EZU 9.6% 14.5% 15.9% 13.1% 14.3% 15.8%
GREK 10.9% 16% 21.9% 22.6% 0% 0%
NORW 8% 16.9% 20.3% 16.2% 0% 0%
EIS 11% 16% 16.6% 14% 14.1% 0%
EZA 11.2% 19.4% 22.4% 18.9% 18.1% 19.8%
TUR 16.9% 22.7% 24.1% 22.5% 22.4% 0%
EWC 6.1% 12.9% 15.5% 12.8% 12.5% 14.8%
EWW 15.3% 15.8% 20.9% 17.9% 16.9% 18.9%
SPTM 5.6% 12.1% 13.2% 11% 10.4% 11.5%
ARGT 19.7% 24.2% 27.4% 24.1% 0% 0%
ECH 14.5% 21% 21.6% 18.4% 17.8% 0%
EPU 10% 17.9% 21.4% 17.8% 17.2% 0%
EWZ 11.8% 19.3% 26.2% 24% 22.6% 24.6%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
SPTM 1.01 1.00 1.01 1.01 1.01 1.02
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 Equities
EIDO 0.882379663553061 0.401771732402684 0.857702340990791 0.805940237717683 0 0
ENZL 1.04991323481213 0.967056099747824 0.933029039483317 0.900468744316436 0 0
EPHE 0.866763185187346 0.82232856433751 0.795312993121657 0.698994445292921 0 0
EWA 1.21277575153527 1.09489617925588 1.12250899935616 1.0348244924345 1.13670396471871 1.19784286616105
EWH 0.148192087082661 0.366065784936101 0.502516279745106 0.621424360776523 0.730533288165801 0.852318278101105
EWJ 0.925009070677234 0.821984827706797 0.673455814619626 0.711831291392505 0.697070331616672 0.741583953300541
EWM 0.382008792238376 0.555094802975947 0.571960914300321 0.558542646081424 0.619490073554237 0.655225672845128
EWS 0.26764874478086 0.638861871325309 0.770886870113847 0.830723555086164 0.892783583953092 1.03596156732465
EWT 1.15589790874978 0.964087783230131 0.873108940383721 0.85554441561012 0.930920281995472 1.04343582076647
EWY 1.71209320216599 1.28600542449344 1.11505751066064 1.05917185604177 1.12966229943975 1.27812040038835
INDY 0.561013956168323 0.549924330091096 0.781203518293634 0.703770944645906 0 0
MCHI 0.0849022107305669 0.356809581722267 0.355488024602272 0.618352267014223 0 0
THD 0.277322584666573 0.503604156631777 0.82240545749388 0.767225491720176 0.834307061060688 0
VNM 1.8595020250832 1.03515758041879 1.13142479930391 1.04252522241666 0.971646456969819 0
EPOL 1.19785054845386 1.30805911614624 1.35962306090466 1.18418518935367 0 0
EWD 1.72224022805898 1.26960080928915 1.15829976128335 1.08156086946526 1.1930606346126 1.26901370226894
EWG 1.2924220863612 1.14467443693543 1.14140954863633 1.09388285649792 1.21405609718353 1.26528374132747
EWI 1.04956767698325 1.05973049915058 1.10029491229693 1.04390560311982 1.1935600773907 1.23571678897388
EWK 0.746955562752121 0.791573890672794 0.938370404604159 0.914612565312368 0.977945455095546 1.11473979042179
EWL 1.051510337014 0.872718837148693 0.790902464552724 0.767473351232145 0.819085126749036 0.858950056110272
EWN 1.45509701028426 1.25272041942474 1.14682879436859 1.08001258036234 1.15892074410867 0
EWO 0.755595639529013 0.959744838839394 1.13841990646215 1.12022780817629 1.21771987078713 1.37428445932845
EWP 1.12945632884864 0.852522285524451 0.972550982457624 0.942166496726388 1.09427687912225 1.12888250430641
EWQ 1.01860582627384 1.0229979062772 1.05768007725776 1.0040415476548 1.13109944387094 1.16965567678703
EWU 0.538045513858551 0.697387357931799 0.828510170554802 0.831177938140998 0.927950028236498 0.968154106470714
EZU 1.17756292917944 1.0792198484692 1.08735573302723 1.03352706793551 1.15379391670152 1.20967999936401
GREK 0.711208795596501 0.741869885883501 1.1412621682418 1.19662132355595 0 0
NORW 0.655681858287444 0.949122516618436 1.17785215610409 1.0639077202688 0 0
EIS 1.56015076993965 1.04181358364047 1.04231773865535 1.0295981224589 1.04245840270951 0
EZA 0.363711126187438 0.902590829646838 1.02982949743506 0.994942536138448 1.06604980166264 1.17253332653716
TUR -0.237164887823062 0.157889518317368 0.593734398836802 0.606482782028814 0.743899879298739 0
EWC 0.91818806675014 0.933536575457775 1.02818930121914 0.991102355506066 1.01172655767809 1.09492351485807
EWW 1.29064413509914 0.96981925883236 1.07329630868098 0.969341259928184 1.0330881169796 1.16067793577209
SPTM 1.00648823454093 0.99833056552817 1.00807123687188 1.01176275552026 1.01330867118507 1.0186448499838
ARGT 0.9901375709411 1.20827970209687 1.31908062215881 1.25689710624511 0 0
ECH 1.04439403321776 0.913276955184305 0.96320201385394 0.898346204918827 0.907740517624294 0
EPU 0.481566882028824 0.886615745638708 1.00198752965571 0.946881013398541 0.906961066096719 0
EWZ 1.1708027178476 0.879666474861531 1.17443679918966 1.03578958048912 1.18263116670121 1.28110168391211


  Compare: Correlation

for period ending October 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.99 0.98 0.98 0.97 0.96
to S&P500 (SPY) 1.00 1.00 1.00 1.00 1.00 0.99
to U.S. Bonds (BND) 0.75 0.72 0.59 0.39 0.26 0.24
to Commodities (DBC) -0.48 0.18 0.42 0.41 0.50 0.47
to Gold (GLD) -0.16 0.28 0.24 0.08 0.12 0.10


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