MSCI Thailand Capped ETF

for period ending March 31, 2025


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  Overview

THD is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Ingredient Provider   iShares (www.ishares.com)

Description   MSCI Thailand Capped 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 investment seeks to track the investment results of the MSCI Thailand Investable Market Index (IMI) 25/50. The underlying index is a free float-adjusted market capitalization index designed to measure broad-based equity market performance in Thailand. The fund will at all times invest at least 90% of its assets in the securities of the underlying index or in depositary receipts representing securities in its underlying index. It 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 "THD" 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 March 31, 2025

5-year graph

● THD ● 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
THD -14.0% -2.2% -8.1% -10.1% 0.8% -1.5% 3.3%  
Peer Group* average
60% Equity / 40% Bonds -1.8% -3.5% 6.4% 5.2% 10.7% 7.8% 8.8% 7.6%
Global Equities (ACWI) -0.9% -3.7% 7.5% 7.2% 15.2% 9.0% 8.9%  
U.S. Equities (SPY) -4.3% -5.6% 8.3% 9.0% 18.5% 12.4% 13.0% 10.1%
U.S. Bonds (BND) 2.8% 0.0% 4.9% 0.4% -0.3% 1.4% 2.4% 3.1%
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 -11.7965367965368% 2.13032581453634% -23.9337068981539% -9.96920229138967% 4.80280063697771% -3.14768140968067% 0% 0%
ENZL -6.86144311642319% -0.68444654236488% -5.5403929685907% -6.45586809724732% 0.921109960032407% 3.57793771862005% 0% 0%
EPHE 1.078705553336% 5.41666666666667% -6.24043526908887% -4.75807205895067% 3.50651258036545% -3.79113346013924% 0% 0%
EWA -1.76026823134954% -2.29262192580241% -1.46779561116333% 0.146665273508684% 12.936625375408% 4.68227545085285% 4.37781096419634% 6.2640247322699%
EWH 5.10204081632655% -0.454803865832854% 17.4463546728192% -4.6246912913583% 0.711212683889295% 0.945453820988207% 3.66266014295216% 5.27230090538129%
EWJ 2.1758569299553% 0.131444428216732% -1.67408962748281% 5.57169673250302% 8.67887806757133% 4.94490212904679% 5.0853673372053% 4.02019900514241%
EWM -5.91112922951489% -2.49260667511619% 9.63630788974099% -0.146484546343939% 3.64148578338177% -1.50240263747499% 0.904375760853915% 4.30286338491961%
EWS 8.74141876430206% 2.19354838709678% 35.2327618132019% 9.2924564133182% 11.3198961492865% 3.51355961011137% 4.34656730250345% 6.64137681735886%
EWT -8.26893353941268% -6.55382798661682% 0.72265490220349% 0.728021726860573% 14.8052776089339% 9.14057674383768% 8.47008647175176% 7.55133472435761%
EWY 6.1898211829436% -1.15236875800256% -17.5241763022587% -6.89633606795672% 4.75144849802411% 1.33971854080914% 2.16474355531748% 4.17680413415902%
INDY -0.137686860739583% 6.7269287365987% 0.888308402963367% 4.68588764414901% 17.256415622306% 6.39964891747784% 5.51472312465331% 0%
MCHI 16.0904822876653% 1.53042179917879% 40.1220129045017% 3.59802923254449% 0.959988014318203% 1.85876961090452% 0% 0%
THD -14.030443414957% -2.22054949190816% -8.05809953825377% -10.1170200023483% 0.80375388194267% -1.52094667656959% 3.25927286335219% 0%
VNM 8.71080139372822% 3.6544850498339% -10.2158273381295% -11.0506095553915% 5.12214129243613% -1.38714531808527% -2.8619642598823% 0%
EPOL 34.2117872544322% 10.7990506329114% 25.6790871472263% 18.12659280722% 18.6071900928432% 4.33337267292411% 0% 0%
EWD 12.7243503884275% -2.45711636532221% 7.00213131244165% 5.25654132242075% 13.5592005317827% 5.80227227288672% 6.95541194913141% 7.08899584533538%
EWG 16.5304839723444% 2.800110895481% 19.6680701271364% 12.3127171754505% 14.4679474210442% 4.7195749245144% 6.03381848492903% 6.0807444331201%
EWI 17.6536002224076% 3.72549019607844% 16.7353795293511% 17.3772456611059% 19.1831595291669% 7.09061840364273% 4.14964854406792% 2.21957559841848%
EWK 7.84796281104729% 2.12325220093217% 8.63619007925118% 1.80739523342164% 9.042447585763% 4.08702093529516% 5.70060872127536% 3.26471105423678%
EWL 12.6849434290687% 0.115986854823125% 11.0848990231895% 3.93463002962133% 10.0535039258634% 6.80274936203964% 7.82018458944123% 7.81654082187984%
EWN 5.03483928972803% -0.932796268814939% -3.66383646094144% 5.34764539467729% 14.1939230516169% 8.36135399167721% 7.80481054315312% 0%
EWO 19.8004597438025% 5.06064408197406% 24.128831467087% 11.4484842769854% 18.7515443812908% 8.33451311179796% 4.77671302938982% 3.55476662830867%
EWP 22.5764895330113% 5.48780487804879% 23.4023920587403% 18.2294058867252% 16.8102884465547% 4.26633471294358% 3.38943734318569% 4.3784660891363%
EWQ 10.9253065774805% 0.657561962569542% -0.919532279313584% 7.25159776338957% 14.3428622081671% 7.12361997082376% 5.98234726006528% 5.28985432538869%
EWU 10.5309734513274% 1.1609071274298% 14.018476402473% 7.71080511534659% 13.5613052460102% 4.38487749660463% 4.92973105211065% 4.04430095733253%
EZU 12.8177966101695% 1.64153464401604% 7.19332305056783% 10.1073350285808% 14.4992280223609% 5.89333161537278% 5.42775891781588% 4.77758171227152%
GREK 21.0879092549627% 10.3100046970409% 22.8180657762591% 24.9725046568192% 26.1334558347061% 6.20844004096528% 0% 0%
NORW 15.470359194631% 8.74799357945426% 16.8706078988901% -0.402073887344045% 14.8439964481027% 4.89091570855438% 0% 0%
EIS -3.49123945489942% -5.95674718603768% 18.4292925926396% 1.58412336959666% 11.9078078718208% 5.49169612509073% 3.49295565670971% 0%
EZA 14.8413266523503% 8.40090090090091% 31.4611527658629% -0.295809897202304% 15.9692979712821% 1.23322322846009% 2.44676921456413% 5.2295813396869%
TUR -8.47741215839375% -4.25904317386231% -7.18617288190938% 20.2813003339166% 14.7477337973389% -0.690345189121999% -1.21262156407773% 0%
EWC 1.11662531017371% -1.16420082464225% 8.90264333223696% 2.75471206091928% 15.7864886678585% 6.41088087555546% 4.78056830719986% 6.26001805191272%
EWW 8.84237505339598% 0.87094220110846% -23.4963752046829% 0.735009301989553% 15.5194615647444% 1.17458168289621% 1.79810025638691% 5.86618472287173%
SPTM -4.48105375855685% -5.56514422108947% 7.44924119403898% 8.59765357167868% 18.4449104284475% 12.0179511242964% 12.8110590704861% 10.1446769182491%
ARGT -2.29829442361195% -2.42812273496014% 52.4439801049834% 34.0419325096998% 39.4850193248352% 15.7491696227439% 0% 0%
ECH 19.0894568690096% 4.19287211740043% 15.5241414957057% 5.64205541185834% 10.7904797635753% -0.11220569618009% -1.67887273137408% 0%
EPU 10.8038172397315% 7.20566682950661% 18.4387802441788% 11.183154523918% 18.5139369129969% 7.71326830395447% 4.76226274696872% 0%
EWZ 14.8378498445136% 7.21692243882208% -13.9005265779039% -4.10755978813551% 9.53281925855318% 3.0067155618126% -2.65202366311881% 4.68022287421042%
Historical Return
 
THD -9.9% 1.9% 1.2% -12.6% -2.2%
Peer Group* average
60% Equity / 40% Bonds 16.4% 14.0% -16.7% 17.5% 14.4%
Global Equities (ACWI) 16.3% 18.7% -18.4% 22.3% 17.5%
U.S. Equities (SPY) 18.4% 28.7% -18.2% 26.2% 24.9%
U.S. Bonds (BND) 7.7% -1.9% -13.1% 5.4% 1.4%
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 -7.1370120837275% -0.601366323471475% -0.159115997018144% 2.56987297379807% -12.9490296615782%
ENZL 19.2313761504698% -11.3811349577622% -16.1795937287134% 2.96014467323324% -4.86603381167585%
EPHE -3.94077350311066% -2.22539573623151% -15.8737197891641% 1.27134070386119% -1.38782985690403%
EWA 8.26548924547703% 8.95035287652579% -5.92071938319786% 13.8374650093717% 1.61633552940474%
EWH 4.18725441840027% -3.47965873763993% -6.80691225617256% -13.8242903026459% 0.036610317928587%
EWJ 15.409364464848% 1.16503083940074% -17.7229786650309% 20.3002937043169% 7.04951628448225%
EWM 3.16636500777123% -7.40618838465441% -6.00212045923264% -3.60199110937089% 19.4852898418701%
EWS -8.48812202616375% 5.55802427521443% -9.80288556411557% 6.20667458251687% 22.1006547776224%
EWT 31.5022545574496% 28.9445447347456% -28.8982676038929% 24.4848126180483% 16.1235533506537%
EWY 39.4383153551619% -7.55947408280722% -26.5891383326166% 19.0581243947996% -20.4590373092894%
INDY 10.0122442529701% 19.5473257564212% -7.31296691882432% 16.8822592482137% 3.46847825276879%
MCHI 27.7838195270677% -21.7327830701484% -22.7642710301429% -11.2325477495887% 17.7083555584408%
THD -9.86556970117346% 1.85245735118427% 1.22103248435226% -12.6192203640113% -2.18012989560772%
VNM 9.83579943037776% 22.0486082978499% -43.7428518586273% 15.05791488482% -11.1455108359133%
EPOL -8.36886025577675% 12.2176889469703% -24.6172345602251% 50.7898017506914% -2.47137702269681%
EWD 22.2612159226546% 22.8630526459482% -27.8444990585693% 25.0995569419867% -3.89786408670704%
EWG 10.5638043058162% 5.84010185589661% -22.2663433040249% 23.3452183360074% 9.81768114856214%
EWI 1.67356254423512% 14.4121027627441% -14.1593013986793% 30.6548062165143% 10.3024357491133%
EWK -0.862723785695862% 12.8517668981469% -13.9600189899799% 7.48483333755678% 0.176007519250443%
EWL 11.7869941666805% 20.1938017748866% -18.8922991269075% 17.6678372679907% -2.78824414790945%
EWN 23.2257613303791% 22.7401745801964% -24.4288381461311% 22.0949711677608% 1.68544088155527%
EWO -3.68400461617667% 31.5372591434171% -21.9304404095059% 20.6304637416666% 4.13368622828685%
EWP -4.85369000891213% 0.268415847613435% -5.1787255895102% 30.2865548628205% 5.76994373767712%
EWQ 2.85239160526263% 21.4728739940749% -12.0469753935533% 21.7163867593406% -5.59430165176772%
EWU -11.8045068614162% 18.2235913646434% -4.39403789099337% 12.4189361579772% 6.77580364644683%
EZU 6.66561654144979% 13.9353035106812% -17.2424753360999% 23.4353608715804% 2.26481831785785%
GREK -13.9080490845131% 6.15871454338597% 3.63647816505532% 42.7515515262799% 9.5322003197597%
NORW 2.61148640939508% 18.5652564979858% -12.5506507565636% 5.05261757911113% -2.52797859586975%
EIS 12.0114677259749% 22.8428623515418% -27.0558935057172% 5.48526306893995% 34.4787736179802%
EZA -5.19108396411971% 7.91687912062649% -5.17761579437099% 1.52206964736277% 7.29523512180941%
TUR -1.85762849233754% -27.4791523746312% 105.750536890083% -8.81555424887528% 12.9090975237458%
EWC 5.52117105281553% 27.0007877315337% -12.9531944438606% 14.7453418933418% 12.3979671149244%
EWW -3.05421886308641% 20.304386399111% 1.23980750151178% 40.3579981867868% -28.1990732679033%
SPTM 17.9635581485433% 28.5820224634963% -17.7540615755163% 25.5506671986013% 23.8665724023697%
ARGT 14.5712098105721% 3.82496999677782% 11.8025070446303% 53.686776683117% 63.4759288989117%
ECH -8.89018153121168% -19.7140834143362% 25.1178232542317% 9.03130887973857% -8.63330753027664%
EPU -4.30829622016265% -11.8249696264587% 2.05025746064413% 25.3484886383478% 21.7830658326384%
EWZ -20.3272306998449% -17.275707145832% 12.0910724807815% 32.7101861220412% -30.4724334447642%


  Compare: Risk vs. Return

for period ending March 31, 2025

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
● THD ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● THD ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● THD ● 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
THD risk vs. 60/40 Worse Worse Worse Worse Worse
THD return vs. 60/40 Worse Worse Worse Worse Worse
Risk-Return Quadrant
SE SE SE SE SE
Risk-Return Direction 159° 166° 154° 147° 123°
Risk-Return Magnitude 15.5 15.8 11.0 11.2 10.0
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 THD 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
THD -11.2% -17.5% -17.1% -13.1% -10.3%  
Peer Group* average
60% Equity / 40% Bonds -1.4% -3.9% -5.0% -2.1% -0.7% 0.4%
Global Equities (ACWI) -0.2% -1.7% -2.5% -3.1% -4.3%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -3.2% -15.0% -24.7% -12.6% -8.7% -3.8%
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 -20.4846286950484% -19.4567595169492% -13.8693832625622% -13.9069135320956% 0% 0%
ENZL -12.596280355064% -13.7379759058885% -17.1585631396201% -9.08670922184207% 0% 0%
EPHE -10.3811849499291% -11.4599686848442% -14.9893415311292% -14.9159956030964% 0% 0%
EWA -8.22976302302865% -7.72487520921871% -7.4510996481823% -8.23270459897174% -9.52093213788116% -5.35582489384619%
EWH 4.07851403962587% -10.3911311662935% -17.1279108696481% -11.1668209954276% -9.921119705114% -5.83340098542388%
EWJ -11.3868388320241% -3.40012529651096% -8.98104122928723% -7.13567306522836% -7.87829027626989% -6.16484128827071%
EWM 0.0723139088259845% -9.42331593553825% -14.8262930937165% -13.7639432432757% -12.0969948533911% -6.11616802604614%
EWS 32.1170165170926% 0.394015129609768% -6.98163253574209% -9.10079055521406% -9.28395593288307% -4.92006587046286%
EWT -7.24427672141903% -7.02417693599706% -5.99086836091873% -4.60667859611173% -6.13001648141714% -4.36235429038244%
EWY -20.5790207650302% -11.3311743331461% -14.1596382511783% -10.7744177878989% -11.1177986603209% -6.98252465990835%
INDY -7.28063060781111% -4.57494009058825% 0.559957218195754% -6.68798453255598% -8.7801162228715% 0%
MCHI 13.9360683721476% -4.43239968092124% -16.520469962586% -10.4011373275313% 0% 0%
THD -11.2246214726384% -17.4739335639489% -17.1176887276011% -13.0967334333291% -10.3314974605668% 0%
VNM -14.3603800222924% -14.1848506000121% -13.9016630648375% -12.6523378228708% -14.1703744576669% 0%
EPOL 8.51122426675634% 3.27049767131844% -7.08545065058649% -9.03175058116042% 0% 0%
EWD -2.11351436710592% -3.62070985715087% -7.86483461733579% -7.49065986706328% -7.80786464238872% -4.87998806207977%
EWG 9.51774301436987% 1.65463023843405% -6.64404284333421% -8.27711510423453% -8.4045203151693% -5.46844453729011%
EWI 6.18834867196655% 5.64514865823562% -3.36850993684719% -6.80664930694987% -9.96466941469133% -8.08907743709617%
EWK 0.119636790327346% -7.01315647936738% -10.0473807158863% -8.55912420628927% -8.15329422429055% -7.27606055583574%
EWL 1.08762079484052% -4.98575175232507% -8.41747018571474% -5.40519809886312% -5.46383136483844% -2.67198898605177%
EWN -11.2167668276296% -3.56690332931885% -6.88479479062773% -5.27880084985929% -6.88050341958437% 0%
EWO 12.6631111439566% 1.15050414371981% -4.13682859875911% -6.0554044257779% -9.5294487898214% -7.34270206543849%
EWP 9.27565564159223% 6.78273080289884% -5.00549670899043% -8.71554691574922% -10.4084496173122% -6.75988681803584%
EWQ -8.08923479027987% -2.02610732014604% -6.18291073386827% -6.19106036025527% -8.31116126886524% -5.84525069040499%
EWU 6.5314237502618% -1.13951428422967% -4.28585585112665% -8.11938696656934% -8.53741577954536% -6.40992826457651%
EZU -1.41001683556276% 0.263387244095507% -6.02832010477441% -7.19485368541782% -8.70954733559878% -6.24335096108389%
GREK 8.87870837115621% 11.4229763514468% 0.252278357287587% -7.97588021553796% 0% 0%
NORW 4.92520275923655% -7.87746159470075% -6.81058403987437% -8.3314339472291% 0% 0%
EIS 6.20425292953166% -6.38202264266005% -8.17988546617091% -7.56564419419067% -10.0281034981814% 0%
EZA 16.2409852071467% -7.29684913228847% -6.07990420024745% -10.7725394744319% -10.9797643803554% -6.39888496359673%
TUR -10.0612257153303% 4.35661523073035% -9.33856012355393% -11.5391105888155% -12.7815395588593% 0%
EWC 0.425579691981874% -6.03893001287122% -3.51812188512985% -6.5539665998929% -8.75063462732339% -5.00456684067542%
EWW -25.6611699994616% -6.97081664118575% -6.0639291134578% -10.8590504716713% -11.3480982940881% -5.83357995210612%
SPTM -0.898718634463385% -0.393163266466318% -0.0902749088532957% -0.562446645577893% -0.440634442518371% -0.224947561224669%
ARGT 19.6955280935111% 11.4660133861702% 4.03917627146513% -3.76784119600711% 0% 0%
ECH 4.99139575582961% -3.36046067692392% -10.4714351064226% -11.5486538640292% -13.3932431797123% 0%
EPU 7.79645143725286% 0.670281650532142% -4.51727349291398% -6.79191135336624% -9.57883997173067% 0%
EWZ -13.4640971228831% -9.61854151740181% -11.5460732680631% -9.816183888816% -13.4440407318425% -7.04532252257982%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
THD -13.9% -17.4% -13.0% -11.5% -7.4%  
Peer Group* average
60% Equity / 40% Bonds -1.0% -2.9% -3.5% -1.3% -0.3% 0.4%
Global Equities (ACWI) -0.1% -1.6% -2.0% -2.8% -3.9%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -0.8% -6.2% -7.4% -2.3% -0.1% 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 -29.5483783017223% -16.9281784924629% -7.42518803267119% -13.3308731633689% 0% 0%
ENZL -12.8195775125266% -15.1878722943971% -15.9026616238888% -7.72236677473725% 0% 0%
EPHE -10.0672165600849% -12.9437144968159% -8.84283166751412% -12.7469965784961% 0% 0%
EWA -9.99177049491407% -9.05288659030927% -6.0097470592914% -8.06116962624014% -10.0650149398369% -5.47398088077698%
EWH 12.587494851422% -11.3072439421257% -9.05288554651979% -7.52378303257599% -5.91620074842201% -3.41298783172498%
EWJ -8.16571465431402% -2.69145132264316% -4.50282745341654% -4.43801152370338% -4.45284163436725% -3.85477880602996%
EWM 3.76141916894302% -7.5386572670924% -7.62062752714237% -9.16248947314359% -7.49675962539207% -2.83683940988763%
EWS 29.145154701234% 1.55280404931713% -1.76481338855011% -7.06827230188257% -7.15461125206577% -3.72334028728226%
EWT -6.42887344041282% -8.10504715166495% -1.63102037428123% -1.7008763660091% -3.57113388868805% -2.80084708949793%
EWY -23.9889095683751% -16.6452866540774% -15.1592006314363% -11.6161792109025% -12.1073144656043% -8.11504494026741%
INDY -3.91534426039583% -2.49584379191403% 5.62225799713873% -2.76947164486968% -5.27305984400031% 0%
MCHI 36.098819234084% -2.993118231587% -6.79493437623153% -6.28798910579535% 0% 0%
THD -13.9358211955905% -17.4091915058385% -13.0046873893191% -11.4559882836027% -7.40937795866104% 0%
VNM -16.2927819823828% -19.8179156434101% -12.8844084440787% -13.5390452521691% -15.5323167668741% 0%
EPOL 21.2516635181727% 8.82814700972125% -2.75644183644003% -9.33998283676168% 0% 0%
EWD -0.0728567701102523% -4.13457065422357% -6.73036911032133% -7.15312637106332% -8.09633088729158% -5.0607245415773%
EWG 13.6354375563401% 3.17022991682158% -4.62933162782799% -8.28676947766202% -8.97445726393178% -6.03529673478645%
EWI 12.1681059145123% 8.64436300245142% 1.81943198885094% -5.17825636664698% -10.5995273499026% -9.5940372713959%
EWK 3.63911918530299% -6.06858220724765% -6.49457591204824% -7.06462208433522% -6.8081797624569% -7.6112651305548%
EWL 4.24627422045405% -4.27502142323915% -5.09184921862995% -3.01329865057513% -2.90682664998007% -0.969882231040708%
EWN -10.0368545573532% -4.10193901650818% -5.73423172561365% -4.51098313082917% -6.82570850094952% 0%
EWO 20.0068950308174% 3.14544567772439% 1.84247070626384% -4.44979927774896% -10.291826033865% -9.29385000938667%
EWP 18.6859708410752% 10.1680335913591% 1.62340182295789% -6.85200265074027% -10.2064152826071% -6.52939521227714%
EWQ -6.03130181299914% -1.43077158379182% -3.09844654231243% -4.91624812452284% -8.15024546603904% -6.05802809614761%
EWU 8.51083322393126% -0.143689590718143% -0.0201587922770656% -6.00313148193883% -7.00819595375361% -5.66826707925654%
EZU 1.69325234412344% 1.24296282920541% -3.55150039347335% -6.43005780911115% -8.96087525549445% -6.87769855628782%
GREK 19.8564762862677% 17.2140900742255% 10.2682508554537% -6.47321612466653% 0% 0%
NORW 11.4683988228806% -8.89619929551815% -3.37898995431205% -7.75128607816365% 0% 0%
EIS 9.95949523337231% -7.62277009791822% -6.6423852984777% -7.37053874239863% -10.0530236848069% 0%
EZA 26.9445718555365% -8.8486350544112% 1.22029154688839% -10.7685993160943% -10.662015076945% -5.96103279470129%
TUR -13.072761016808% 14.0145397215245% 5.13264362228992% -9.34027934131788% -11.5012964352049% 0%
EWC 1.51247591071892% -6.04173307892805% -1.85728365380415% -5.71014166317431% -8.1413165462625% -4.62909372802426%
EWW -27.6651343376607% -7.69077229530281% -0.394157211496275% -10.4420500128064% -11.0716867217951% -5.34743583222%
SPTM -0.905595413410099% -0.391484519824539% -0.0714274736208029% -0.541190614891528% -0.407831787037241% -0.155692267906012%
ARGT 45.1879453332674% 24.2469955822557% 18.4654424053716% 0.68753462405817% 0% 0%
ECH 10.7253254163007% -3.2081006747441% -4.59786963912645% -10.9504612259551% -13.4641428348358% 0%
EPU 14.8075778474648% 2.63982682955003% 3.59864253680635% -3.60629985055688% -6.63457809208132% 0%
EWZ -18.0651661756313% -12.6477653619949% -6.41947472610311% -9.13070717604903% -17.0431405016709% -7.43948461550982%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
THD -0.53 -0.73 -0.02 -0.09 0.18  
Peer Group* average
60% Equity / 40% Bonds 0.21 0.03 0.59 0.54 0.74 0.60
Global Equities (ACWI) 0.31 0.17 0.74 0.50 0.54  
U.S. Equities (SPY) 0.33 0.26 0.87 0.69 0.81 0.60
U.S. Bonds (BND) 0.06 -0.57 -0.49 -0.12 0.20 0.30
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 -1.4074585680632 -0.859438548484784 0.161171449808985 -0.129073383921953 0 0
ENZL -0.666476484431118 -0.488139417633615 -0.0226851879685596 0.159723585819765 0 0
EPHE -0.45983421476508 -0.343087662693369 0.103807121870871 -0.210217614355034 0 0
EWA -0.291864732355764 -0.135411709478321 0.511812026399488 0.21690265793206 0.237320546295013 0.305595963929068
EWH 0.652125590099899 -0.278927290212777 -0.0146317982227349 0.0327994876623679 0.202221654046816 0.2645644224154
EWJ -0.57238687865943 0.0746175986302984 0.399361206936146 0.253666652999274 0.310587009378545 0.216849506434812
EWM 0.355067051317458 -0.250428686308857 0.0893913926304973 -0.152547615710164 0.0397499993156343 0.227819089292867
EWS 2.49612951863118 0.279944539389881 0.517299552938942 0.157323833368645 0.240888545651743 0.32620259686274
EWT -0.226887570976873 -0.0914035781347004 0.582155502332543 0.430586534809121 0.442514416807593 0.359498330349188
EWY -1.38561185867602 -0.320766004262464 0.169537317715702 0.0728723438137526 0.140255188912987 0.218468325321532
INDY -0.231842558997447 -0.00213805152533114 0.890477322650391 0.309458673368085 0.288254336727683 0
MCHI 1.28441200953524 0.0956455669923339 0.0492535236934101 0.106072563828086 0 0
THD -0.534352559588007 -0.725523334758791 -0.0177292706388542 -0.0929041076881459 0.184452181983532 0
VNM -0.807126774692631 -0.49882996428314 0.184909595853714 -0.0472638527682219 -0.060789785113684 0
EPOL 0.95188729902548 0.498392815540716 0.580785845912277 0.209543539619249 0 0
EWD 0.199983174577141 0.10865037345893 0.504891544548132 0.266710921773233 0.349474856440591 0.335988875588593
EWG 1.01331864919566 0.373700031917931 0.560263714950393 0.216625991715823 0.310844713948998 0.29754224564416
EWI 0.786093348778887 0.573065576913237 0.728159799603996 0.318147151051787 0.226436232458664 0.140224638283493
EWK 0.342481104197269 -0.110944698667271 0.363278648739565 0.185553295299558 0.310975901782239 0.1764158693136
EWL 0.428452110404222 -0.00150759065015567 0.442586136423393 0.364779125807081 0.470372235425114 0.439328390437616
EWN -0.549189017861672 0.103013496436652 0.545902505575545 0.3934089868241 0.400742570739939 0
EWO 1.22503561203267 0.344636739489074 0.689682732310833 0.366546057492456 0.25164787729371 0.201185265507072
EWP 1.00068268222039 0.620152294304731 0.642897078287703 0.195291762857966 0.194375348837624 0.224692101136465
EWQ -0.284034204007809 0.17279264015454 0.574639628695819 0.337313965621803 0.312079314385525 0.266435627633993
EWU 0.804954216171616 0.195365773502089 0.649498945004135 0.20672947977056 0.280130954956094 0.212551871485168
EZU 0.230769247943976 0.293864496121962 0.583698264121606 0.276731618574897 0.286444212584566 0.243239994341082
GREK 0.974033566244811 0.844317641928952 0.908777519011468 0.275827872463005 0 0
NORW 0.702843919395838 -0.132386125864962 0.550647719091178 0.224134963793767 0 0
EIS 0.79358297383857 -0.0517378758622163 0.471031327471124 0.255874686327173 0.195369954190549 0
EZA 1.45609028558954 -0.0903492137353522 0.595470733314284 0.0909283185974825 0.161018942857546 0.260003945921811
TUR -0.42416621210349 0.548794682280015 0.46923318194554 0.0723563522438895 0.0709112695009906 0
EWC 0.364329156179597 -0.0552846465757229 0.698860640772323 0.311279690155582 0.269503369073932 0.315638601160585
EWW -1.87529611473292 -0.0887802220784359 0.594476658288421 0.0779109190267561 0.127262311131751 0.288864836197438
SPTM 0.26409870814443 0.240186637412081 0.864484038641599 0.654849408331536 0.779890188688355 0.585966531255142
ARGT 1.6186881208664 0.880224871597625 1.09789333056636 0.54673988918093 0 0
ECH 0.703020311388994 0.132989695073306 0.383115853043534 0.0402572394851676 -0.00314363635215303 0
EPU 0.898659182746605 0.332283960728705 0.681893223469773 0.333566247460282 0.250801759953387 0
EWZ -0.727096296196945 -0.22373723201087 0.336888289924678 0.191948992213326 0.0285450551820541 0.253748624173948
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
THD -0.83 -0.93 -0.03 -0.13 0.27  
Peer Group* average
60% Equity / 40% Bonds 0.31 0.05 0.90 0.79 1.14 0.87
Global Equities (ACWI) 0.46 0.23 1.19 0.74 0.82  
U.S. Equities (SPY) 0.50 0.37 1.43 1.04 1.26 0.88
U.S. Bonds (BND) 0.31 0.05 0.90 0.79 1.14 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 -1.49832178105388 -0.965287823763331 0.240747502671593 -0.167446137102355 0 0
ENZL -0.858282626350605 -0.637981908084778 -0.0318744393935091 0.230787461229582 0 0
EPHE -0.62071380150677 -0.423388928604474 0.138103153546176 -0.269311128653242 0 0
EWA -0.370589892811155 -0.190251399435102 0.81287809635198 0.305745516961629 0.33842589929746 0.436710738157074
EWH 1.43570152746662 -0.410942908881438 -0.0223661476934222 0.0474680870908153 0.295881836845944 0.390197876786585
EWJ -0.680398492466172 0.103667622179864 0.61702196368147 0.365714668483438 0.450081009346141 0.308699346340373
EWM 0.540832137631853 -0.326438060097317 0.129158846258995 -0.20704785597539 0.0555851746672044 0.335368755067188
EWS 6.12962795152897 0.424202322413774 0.895913657263813 0.226081416757844 0.350008761336899 0.482573771937536
EWT -0.354210329895078 -0.137643151250838 0.996968602954991 0.671938721712344 0.6896142785069 0.556355131581263
EWY -1.53098822140859 -0.428259365425144 0.252596865716848 0.105787693111611 0.202978871899818 0.324671507674361
INDY -0.327019832838451 -0.00308733798181244 1.72001703257935 0.440215201532073 0.428579178643416 0
MCHI 4.57975780270605 0.156332049409805 0.0765426104179333 0.160254065088571 0 0
THD -0.830349821951547 -0.927418798255307 -0.0287099202141813 -0.133712582014255 0.271353186744987 0
VNM -0.899370729801934 -0.609138064621157 0.260950442979568 -0.0624322185722986 -0.0830861615915278 0
EPOL 2.12116535990844 0.797926578412536 0.947681380577653 0.317963727795356 0 0
EWD 0.334451475244618 0.162103422229059 0.79342284222324 0.393412516891241 0.535668858419676 0.500318407171581
EWG 1.96398582254955 0.587201621585021 0.91541984950031 0.322052470198584 0.462934276804705 0.428748308115911
EWI 1.37160737052467 0.939410503423974 1.33994996435175 0.480282963144659 0.33436256235932 0.199848272543742
EWK 0.523788671173839 -0.151204690352637 0.591800335145203 0.269805594591399 0.467132782440473 0.239454687822879
EWL 0.747882696935541 -0.00221058980720127 0.682406215842139 0.543493120264637 0.702611690030369 0.643045242961667
EWN -0.722477592792909 0.1563862268749 0.88225450051796 0.597258250511114 0.608901275785303 0
EWO 2.42113075680175 0.521979081897733 1.21358414609764 0.545081462005987 0.369051229606463 0.282782111711531
EWP 1.90970694147275 1.08889402380161 1.2298926749489 0.298558314106922 0.298753522093561 0.335509806559046
EWQ -0.374813116507428 0.257124860342761 0.983379184547862 0.512530189350602 0.468719529688134 0.383156980827428
EWU 1.31399928137036 0.279270737265212 1.0681201514411 0.287549558936918 0.407041062231757 0.301015777832273
EZU 0.355498592218426 0.45356039136768 0.985190985097569 0.414492711457829 0.426809936455769 0.346137312724714
GREK 1.77080707698544 1.39455155947094 1.69598867288877 0.399221395394198 0 0
NORW 1.68312493826668 -0.174642609279641 0.859395811094458 0.319805784123973 0 0
EIS 1.32534289559808 -0.070295585795298 0.711131546753645 0.357057960921568 0.272943781594026 0
EZA 2.76786155754976 -0.122241896383475 0.905462952219221 0.125513491591284 0.228536196573841 0.376222981261787
TUR -0.600470869322527 1.1061171904517 0.85920800148611 0.109092983803355 0.106214271277063 0
EWC 0.579662005719184 -0.0759020383160026 1.14975558675694 0.45130644196415 0.386057550136793 0.456173825183308
EWW -1.78555262902535 -0.137980950386834 1.06416519220806 0.106679922035016 0.176821171345537 0.405891564811645
SPTM 0.395404836283077 0.342587407107685 1.4326288562751 0.989510334543251 1.21542013318671 0.849758118979901
ARGT 3.74783953883489 1.68150649094526 2.21534972345709 0.874811634298344 0 0
ECH 1.17642438255597 0.1840074632633 0.591324474123972 0.057456177055374 -0.00442618526733009 0
EPU 1.60514839495303 0.506988337383276 1.11837638216292 0.504659907921388 0.37740509066972 0
EWZ -1.01979382477846 -0.309415193771676 0.544139609348151 0.286898038231717 0.0413802850739575 0.379888625471183
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
THD -25.8 -20.6 0.7 -2.5 3.7  
Peer Group* average
60% Equity / 40% Bonds 8.2 6.5 14.5 11.1 12.9 11.2
Global Equities (ACWI) 9.0 7.3 16.3 9.3 8.7  
U.S. Equities (SPY) 8.0 8.6 18.1 12.1 12.7 9.8
U.S. Bonds (BND) 8.2 6.5 14.5 11.1 12.9 11.2
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 -96.3755581943058 -25.1533928560785 7.62241842573609 -4.47424778862731 0 0
ENZL -8.22454568187593 -7.31545747487854 0.64908785909594 3.63352435697976 0 0
EPHE 26.7696390090237 -6.63070538389562 5.33327248655427 -6.26959999989917 0 0
EWA -1.70541000761337 -0.184443392304038 12.2147182681753 4.20337094895595 3.59938261013336 4.97198999998738
EWH 412.690064183318 -15.1003273871424 0.872735296399391 0.984534940922062 4.74905992631919 5.97232532258719
EWJ -4.06668870366341 6.60084257897508 12.8565488319604 6.55973362649702 6.81898912282313 5.04868359018344
EWM 28.650208552481 -0.91235130813335 6.33122052304905 -3.47004540017959 0.940083749720063 6.18439427354175
EWS 90.9547103239709 14.0113754821859 17.0998124317298 3.86851450090575 4.62427615740617 6.13615912624992
EWT 0.557918929248782 0.401092063979596 16.730988670138 10.4103967895735 8.90560027041169 7.03301535776582
EWY -36.5686261569908 -5.89854879965423 4.02566349392088 0.946069650282448 1.64673322421928 3.04939527187246
INDY 20.9032664771256 9.13740387058715 30.9975207695943 8.90054325743116 6.43357232644 0
MCHI -207.991943812923 10.769082698219 2.14008942511153 2.61361907520268 0 0
THD -25.8388914602722 -20.6073821075895 0.667289965671157 -2.46657487738794 3.67486730214751 0
VNM -27.7417198641784 -12.1241414032443 4.93365928525192 -1.77665382687212 -3.314307055929 0
EPOL -321.960918772156 16.2347077214611 15.3291775554009 3.55054754731538 0 0
EWD 10.1115715315946 4.37687520438134 11.798289441159 5.1836182394026 5.63353478902796 5.43959374834573
EWG 52.4724339778826 11.4027302815871 13.5681852293984 4.13582918026393 4.86395422241667 4.6416464830196
EWI -412.374720260972 18.3221136616355 20.3466865586755 6.84627772950254 3.31717746801488 1.56370142327345
EWK 103.753797981986 2.15730570162662 10.8105146076639 4.27567513774035 5.62086062937468 2.68607469773134
EWL 18.1226380343135 4.62555287301661 12.469850927213 8.68063486919921 9.36314998640286 8.92420363960598
EWN -8.65364200939925 4.39102412073581 12.6355404234699 7.67321202099576 6.5615060279062 0
EWO -145.249716176932 13.8165010756301 20.550336174529 7.71146389015398 3.77257876541353 2.42593912461538
EWP 12952.5177062654 24.4025885626548 21.0723652672978 4.4973091170478 2.90822619177312 3.69715288832507
EWQ -11.289294223272 7.55088720465206 15.0356214706634 7.04079356729669 5.15464912595326 4.32350482560763
EWU 61.5723648622555 10.9577912446887 19.5855364725855 5.04930590762892 5.07577455654022 3.90273365289872
EZU 31.1376580856466 10.0845370674419 14.5705358702842 5.60092688854908 4.55521009470968 3.75495479017236
GREK -46.1627867464163 38.2321936933989 31.2050602914638 5.71553240191427 0 0
NORW 85.7489874023297 -0.867041863007715 14.7517903747744 4.44843707857218 0 0
EIS 17.2753954378104 1.16115507292546 11.5104209442929 4.93164597674011 3.01953206196525 0
EZA -577.690731285236 -0.728862507111402 20.7686420406484 0.927665878331685 2.09263559932565 4.34229031535838
TUR -22.9827477519304 96.2313080174508 34.9955532675736 -1.64252109351634 -2.04595968746891 0
EWC 11.46907415993 2.54278567177934 16.3501010103313 6.24883568414438 4.48685102733863 5.43229143263257
EWW 158.174615389655 0.466408295573853 18.2913990751107 0.902190867120874 1.47777047758854 4.89604184707899
SPTM 7.00150805730566 8.21514623775226 18.0573714071551 11.512191798672 12.2870706229614 9.62164863632739
ARGT 73.4905643464232 27.1578443946124 33.4943478951071 12.2227859937963 0 0
ECH 614.025868817911 5.49630165746605 13.1440220059055 -0.539302528179634 -2.27130528856514 0
EPU -60.237347800512 12.4003002981153 23.8015760654276 8.26129965553118 5.15839546259049 0
EWZ 93.7931207443557 -5.09700749123172 11.0416762874126 2.73839313201388 -2.68310042680449 3.50735438831023


  Compare: Risk & Volatility

for period ending March 31, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
THD 24.1% 30.6% 30.6% 40.0% 40.0%  
Peer Group* average
60% Equity / 40% Bonds 4.2% 10.3% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 4.0% 14.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 6.8% 12.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 7.9% 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 28% 30.2% 30.2% 48.6% 0% 0%
ENZL 13.7% 19.3% 37.3% 37.3% 0% 0%
EPHE 19.2% 24% 32.2% 41.7% 0% 0%
EWA 12.1% 18% 23.4% 31.4% 31.4% 63.8%
EWH 9.8% 27.5% 40.4% 40.4% 40.4% 57.1%
EWJ 5.4% 14.4% 28.9% 28.9% 28.9% 48.8%
EWM 13.1% 17% 23.8% 33.7% 41.1% 45.2%
EWS 3.6% 12.7% 24.4% 32.1% 32.1% 60%
EWT 9.6% 27% 37.5% 37.5% 37.5% 58.1%
EWY 21.7% 30.4% 48.1% 48.1% 48.1% 70.2%
INDY 15.4% 15.4% 15.4% 34% 38.8% 0%
MCHI 7.1% 36.2% 58.7% 58.7% 0% 0%
THD 24.1% 30.6% 30.6% 40% 40% 0%
VNM 10.2% 33.3% 46.5% 46.5% 56.8% 0%
EPOL 12.3% 34.2% 52.8% 60.4% 0% 0%
EWD 14% 23.3% 40.3% 40.3% 40.3% 63.1%
EWG 6% 25.6% 41.7% 41.7% 41.7% 60.7%
EWI 6.7% 23.2% 32.9% 33.4% 47.9% 66.1%
EWK 11.3% 22.1% 32.4% 33% 33% 70.4%
EWL 13% 17.7% 27.6% 27.6% 27.6% 47.4%
EWN 11.8% 21.6% 41.3% 41.3% 41.3% 0%
EWO 9.4% 26.3% 37.6% 47.6% 47.6% 73.7%
EWP 9.7% 23.4% 32.5% 38.7% 49.1% 58.6%
EWQ 11.3% 19.6% 29.1% 29.1% 34% 57.8%
EWU 7.8% 19.6% 21.3% 30% 30% 60%
EZU 9% 21.8% 34.7% 34.7% 35.9% 62%
GREK 10% 19.8% 25.3% 49% 0% 0%
NORW 9.5% 26.4% 30.6% 43.7% 0% 0%
EIS 7.8% 30.9% 38.6% 38.6% 38.6% 0%
EZA 12.4% 23.9% 33.7% 54% 54% 57.1%
TUR 21.6% 21.6% 30.8% 58.7% 71% 0%
EWC 5.6% 18.1% 22.9% 26.9% 34.1% 56.7%
EWW 25.6% 29.7% 29.7% 46.6% 56.2% 61.2%
SPTM 7.2% 12.8% 23.6% 23.6% 23.6% 50.1%
ARGT 9.1% 20.6% 30.8% 55.9% 0% 0%
ECH 8.7% 21.8% 29.2% 59.6% 68.2% 0%
EPU 6.2% 20.4% 31.6% 45% 56.5% 0%
EWZ 21.7% 30.5% 30.5% 50.3% 70.5% 73.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
THD 18.9% 17.7% 22.1% 19.9% 22.4%  
Peer Group* average
60% Equity / 40% Bonds 9.6% 13.6% 13.4% 11.3% 10.5% 10.7%
Global Equities (ACWI) 10.6% 17.7% 18.2% 16.1% 16.2%  
U.S. Equities (SPY) 12.9% 18.8% 19.9% 17.3% 16.5% 16.7%
U.S. Bonds (BND) 5.9% 7.6% 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 16.2% 15.3% 20.8% 22.2% 0% 0%
ENZL 13% 19.2% 20.7% 19.9% 0% 0%
EPHE 18.5% 21.6% 21.6% 19.3% 0% 0%
EWA 15.9% 22.1% 24.1% 20.6% 22.1% 24.5%
EWH 23.5% 24.9% 22.8% 20.6% 20.5% 22.4%
EWJ 9.7% 16.8% 15.9% 14.4% 15% 16.1%
EWM 17.7% 16.5% 16.7% 16% 16.1% 17.9%
EWS 13.5% 18.5% 18.4% 19.2% 19.4% 23.2%
EWT 13.2% 23.8% 24.6% 21% 20.6% 23.9%
EWY 13.3% 26.4% 26.9% 23.9% 24.1% 28.4%
INDY 12.5% 13.5% 17.4% 19.8% 22.9% 0%
MCHI 33.9% 36.4% 30% 26.7% 0% 0%
THD 18.9% 17.7% 22.1% 19.9% 22.4% 0%
VNM 15.2% 24.8% 26.8% 22.8% 24.4% 0%
EPOL 26.1% 40.1% 39.9% 30.9% 0% 0%
EWD 20.1% 27.3% 27.5% 22% 23.3% 25.3%
EWG 16.2% 26.2% 25.7% 21.4% 22.8% 24.4%
EWI 17.1% 26.7% 27.4% 24.3% 26.4% 25.9%
EWK 13.7% 18.5% 20.8% 18.5% 19.3% 21.8%
EWL 18.2% 18.7% 18.6% 15.8% 16.4% 17.4%
EWN 12.8% 25.6% 25.7% 21.1% 21.6% 0%
EWO 17.5% 25.1% 28.5% 25.2% 25.7% 28.4%
EWP 21.4% 25.5% 26.6% 22.8% 26% 26.4%
EWQ 15% 22.9% 24% 20.5% 21.8% 22.6%
EWU 12.4% 17.6% 18% 16.9% 17.6% 18.4%
EZU 14.6% 23.8% 23.9% 20.2% 21.7% 22.9%
GREK 21.3% 28.3% 32% 30.8% 0% 0%
NORW 20% 23.6% 27.3% 23.8% 0% 0%
EIS 19.8% 24% 23.6% 20.5% 20.2% 0%
EZA 21% 26.9% 27.8% 27% 26.1% 29%
TUR 21.1% 41% 40.4% 34.9% 33.5% 0%
EWC 13.6% 19.1% 21% 19.1% 18.1% 21.8%
EWW 12.1% 24.2% 26.6% 24.9% 23.5% 26.7%
SPTM 13% 18.9% 20% 17.5% 16.8% 17.1%
ARGT 37.3% 45.8% 45.7% 39.6% 0% 0%
ECH 17.4% 29.4% 31% 27.3% 25.6% 0%
EPU 17% 26.9% 29.1% 27.7% 26.2% 0%
EWZ 20.2% 26.9% 33.5% 37.1% 33.1% 37.3%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
THD 11.7% 12.9% 12.9% 13.4% 14.9%  
Peer Group* average
60% Equity / 40% Bonds 6.1% 9.1% 8.0% 7.3% 6.5% 7.1%
Global Equities (ACWI) 6.6% 11.6% 10.4% 10.5% 10.4%  
U.S. Equities (SPY) 8.1% 12.2% 11.3% 10.9% 10.2% 11.0%
U.S. Bonds (BND) 4.0% 5.2% 4.5% 3.5% 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 15.1% 13% 13.5% 16.8% 0% 0%
ENZL 9.7% 13.7% 14% 13.3% 0% 0%
EPHE 13.4% 16.7% 15.6% 14.6% 0% 0%
EWA 12.3% 14.7% 14.4% 14.2% 15.2% 16.8%
EWH 10.1% 15.8% 14.1% 13.7% 13.7% 14.8%
EWJ 7.8% 11.1% 9.4% 9.5% 10.1% 11%
EWM 11.4% 11.7% 10.9% 11.4% 11.3% 11.8%
EWS 5.1% 11.2% 9.8% 13% 13.1% 15.4%
EWT 8% 14.6% 13.3% 12.9% 12.8% 15%
EWY 11.8% 18.8% 17.1% 15.9% 16.2% 18.7%
INDY 8.5% 8.4% 8.2% 13.6% 15.2% 0%
MCHI 8.8% 21% 18.4% 17.1% 0% 0%
THD 11.7% 12.9% 12.9% 13.4% 14.9% 0%
VNM 13.6% 19.6% 18.3% 16.9% 17.5% 0%
EPOL 11.3% 23.7% 23.5% 19.7% 0% 0%
EWD 11.6% 17.3% 16.8% 14.4% 14.8% 16.6%
EWG 7.8% 15.5% 14.9% 13.9% 15% 16.6%
EWI 9.3% 15.2% 14.1% 15.6% 17.5% 17.9%
EWK 8.5% 12.6% 12% 12.3% 12.5% 15.8%
EWL 9.9% 11.6% 11.3% 10.1% 10.7% 11.5%
EWN 9.3% 15.8% 15.1% 13.4% 13.8% 0%
EWO 8.4% 15.5% 15.3% 16.5% 17.1% 19.8%
EWP 10.6% 13.1% 12.9% 14.4% 16.6% 17.3%
EWQ 11.1% 14.3% 13.1% 13% 14.2% 15.4%
EWU 7.2% 11.2% 10.1% 11.7% 11.8% 12.7%
EZU 9% 14.3% 13.3% 13% 14.2% 15.8%
GREK 11.4% 16% 16.3% 20.8% 0% 0%
NORW 7.8% 16.9% 16.6% 16.2% 0% 0%
EIS 11.6% 16.7% 14.8% 14.2% 14.1% 0%
EZA 10.7% 19% 17.5% 19.1% 18% 19.6%
TUR 14.7% 19.1% 21.3% 22.6% 21.9% 0%
EWC 8% 12.9% 11.9% 12.7% 12.4% 14.7%
EWW 12.6% 14.8% 14.2% 17.8% 16.7% 18.6%
SPTM 8.3% 12.2% 11.2% 11.1% 10.4% 11.5%
ARGT 15.7% 22.9% 21.8% 24.1% 0% 0%
ECH 10.1% 20.3% 19.3% 18.6% 17.8% 0%
EPU 9.1% 16.8% 17.1% 17.9% 17.1% 0%
EWZ 14.1% 18.7% 20.1% 24.2% 22.4% 24.4%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
THD 0.33 0.51 0.69 0.76 0.79  
Peer Group* average
60% Equity / 40% Bonds 0.74 0.74 0.71 0.67 0.65 0.65
Global Equities (ACWI) 0.80 0.93 0.91 0.94 0.98  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.74 0.74 0.71 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 0.25190063780268 0.40998683676499 0.585043054359223 0.780251620872513 0 0
ENZL 0.715389138288515 0.929432752521229 0.890098732174813 0.890204584104573 0 0
EPHE -0.245942537605778 0.769364561260987 0.593098310419924 0.659450545455337 0 0
EWA 1.0620046104215 1.06641069444295 1.03099125328482 1.03224717113047 1.12087369463226 1.19080429620813
EWH 0.0414427156783717 0.329002732428803 0.421496650617768 0.611553857949693 0.69893884576516 0.825297176488209
EWJ 0.496090911813946 0.792071465175553 0.6483482073563 0.701483430802513 0.695412409700548 0.728277235022322
EWM 0.324358902768099 0.536900886268462 0.520930852399432 0.531912440384933 0.596774576137421 0.640241473975589
EWS 0.383590954326044 0.638702370449998 0.641909875533941 0.819488185914277 0.865694324183238 1.02637806618076
EWT 0.679842899636248 0.959041780739631 0.864379279340792 0.845041667678556 0.912541383557408 1.0248771939361
EWY 0.488602823227035 1.22736862801951 1.09499734021477 1.05315804278325 1.10606007636723 1.25711694050869
INDY 0.0260701227714175 0.475247677137962 0.545626150828009 0.680440627356126 0.803809327489728 0
MCHI -0.191250942203316 0.302223656755994 0.28813297589423 0.579813617715487 0 0
THD 0.325147742144907 0.507603422274434 0.689949236534014 0.755827189047229 0.793474959508647 0
VNM 0.38062474386619 0.93977518539363 0.968608356710038 0.974023735796041 0.967116771431697 0
EPOL -0.0786919405133601 1.09538375637837 1.19144242065533 1.12377455594418 0 0
EWD 0.658530042739116 1.12253226638071 1.12014906212569 1.05310891759166 1.17369547134566 1.24009962468351
EWG 0.368283134258663 1.04969241578899 1.04100802743017 1.05812330591809 1.16992482764788 1.23606715300874
EWI -0.039750307291864 0.9296901163315 0.9259395526272 0.985537103612646 1.14744866718412 1.19985688502461
EWK 0.0799279887673123 0.678641674537224 0.804687863796507 0.875572426602223 0.953101561297795 1.08759200819065
EWL 0.592714003517054 0.77639850816324 0.778689841840204 0.744115122890139 0.798537556347811 0.837406164638882
EWN 0.463064468829427 1.13966299831158 1.09615931791166 1.04493350244422 1.13715552981867 0
EWO -0.163755733322964 0.803758240716377 0.895760854974513 1.0362695781303 1.17515249527807 1.32377969263214
EWP 0.00178027429895001 0.732957004180965 0.781446722192532 0.872294283373103 1.04740122079276 1.09140966885556
EWQ 0.111866156902111 0.914891177231783 0.931089184168476 0.96299688755766 1.09396186679174 1.14409416557375
EWU 0.222098318839706 0.672347854713563 0.674883099828831 0.800410965577926 0.90358098482132 0.94829512001226
EZU 0.219989742071976 0.968212748260205 0.971540818320214 0.990902764172565 1.11617271926486 1.18089944632514
GREK -0.486857698174446 0.644199157776568 0.826471665628541 1.02616553436385 0 0
NORW 0.192739887898199 0.859741148298464 0.982974838994309 1.02228219679191 0 0
EIS 1.04691872195725 1.0685615719609 1.00469394196861 1.04393917766839 1.04307485812181 0
EZA -0.0538658375512647 0.876938476800616 0.752381415266247 0.959252215333582 1.00514945634152 1.12526415905994
TUR 0.327616638478661 0.207187692499409 0.411605897687144 0.629339174262949 0.760513148518438 0
EWC 0.746292641699001 0.948312084695233 0.944528170102392 0.970984596597728 0.988936472502128 1.08916475592407
EWW -0.150717817935172 0.839718388641933 0.829685242930034 0.921339412321718 0.984417133017672 1.12801875796581
SPTM 1.01490756795507 1.00476554564123 1.00244672055058 1.01410692671591 1.01470088139692 1.0186735775886
ARGT 0.708943017226103 1.24084129581374 1.16860497681079 1.26041738364576 0 0
ECH 0.0247233619739017 0.964047838436899 0.794819278246827 0.844726942591663 0.890338441571914 0
EPU -0.300402046659231 0.874155994914454 0.763419161128957 0.892100629643552 0.856643330166187 0
EWZ -0.151864914446213 0.873241303916735 0.832252398981125 0.972598802960353 1.1163880832695 1.23650612811863


  Compare: Correlation

for period ending March 31, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.28 0.55 0.61 0.66 0.64
to S&P500 (SPY) 0.19 0.46 0.54 0.59 0.55
to U.S. Bonds (BND) 0.32 0.57 0.43 0.31 0.27
to Commodities (DBC) -0.38 0.22 0.30 0.41 0.44
to Gold (GLD) 0.23 0.46 0.25 0.24 0.28


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