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Global Equities, ranked by Sharpe

for period ending December 31, 2021
 
Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.
   Sharpe Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average0.640.510.430.300.370.26 8.0%9.4%7.4%4.3%5.2%3.7%
 
ArgentinaARGTSouth America0.260.440.350.390.29  3.8%10.8%7.1%8.4%4.8% 
ChileECHSouth America-0.96-0.45-0.17-0.13-0.22  -19.7%-15.6%-7.1%-5.5%-7.0% 
EqyptEGPTMideast and Africa0.770.160.18-0.250.09  11.4%1.7%2.7%-8.8%-0.8% 
IndonesiaEIDOAsia and Australia0.030.100.110.050.06  -0.6%-0.9%0.7%-1.0%-0.9% 
IsraelEISMideast and Africa2.460.910.660.550.56  22.8%18.5%12.3%9.2%8.9% 
New ZealandENZLAsia and Australia-0.750.600.650.540.70  -11.4%11.2%11.3%9.3%12.0% 
PhilippinesEPHEAsia and Australia-0.040.100.05-0.060.26  -2.2%0.6%0.2%-1.9%3.8% 
PolandEPOLEurope0.580.080.270.090.18  12.2%-1.2%4.9%-0.0%2.1% 
PeruEPUSouth America-0.37-0.000.100.140.08  -11.8%-3.3%0.6%1.2%-0.3% 
RussiaERUSEurope1.120.710.490.630.28  21.3%18.2%10.6%14.4%4.7% 
AustraliaEWAAsia and Australia0.670.640.500.380.390.29 9.0%13.0%8.8%6.2%6.3%4.9%
CanadaEWCNorth America1.780.910.570.390.400.30 27.0%19.6%10.4%6.4%6.0%4.9%
SwedenEWDEurope1.371.010.750.570.620.34 22.9%22.3%14.2%9.6%10.3%6.2%
GermanyEWGEurope0.520.580.390.310.480.24 5.8%11.7%6.9%5.0%7.9%3.8%
Hong KongEWHAsia and Australia-0.230.240.410.310.470.33 -3.5%3.6%6.8%4.8%7.3%5.6%
ItalyEWIEurope0.950.600.460.330.350.04 14.4%13.8%9.5%5.8%6.1%-1.5%
JapanEWJAsia and Australia0.190.830.600.570.600.20 1.2%11.7%8.3%7.6%8.0%2.7%
BelgiumEWKEurope0.920.600.380.400.630.16 12.9%12.1%6.8%6.5%10.2%1.9%
SwitzerlandEWLEurope1.291.371.040.730.860.47 20.2%20.9%14.6%9.9%11.3%7.3%
MalaysiaEWMAsia and Australia-0.45-0.120.13-0.14-0.030.22 -7.4%-2.0%1.9%-2.6%-0.9%3.1%
NetherlandsEWNEurope1.461.260.970.790.830.39 22.7%26.0%17.8%13.3%13.5%6.9%
AustriaEWOEurope2.060.580.540.500.460.12 31.5%14.0%11.8%10.2%8.6%0.2%
SpainEWPEurope0.100.180.190.040.180.08 0.3%2.2%2.8%-0.7%2.2%-0.5%
FranceEWQEurope1.510.760.640.550.600.24 21.5%16.5%12.2%9.4%9.9%3.7%
SingaporeEWSAsia and Australia0.500.230.340.110.270.24 5.6%3.4%5.7%1.2%3.9%3.7%
TaiwanEWTAsia and Australia2.111.541.130.860.850.46 28.9%31.2%20.9%14.9%13.7%8.7%
UKEWUEurope1.520.450.350.200.320.13 18.2%8.1%5.7%2.8%4.4%1.6%
MexicoEWWNorth America1.000.450.290.090.150.17 20.3%9.5%5.1%-0.2%1.3%1.8%
S KoreaEWYAsia and Australia-0.590.550.500.390.350.27 -7.6%11.6%9.9%7.0%5.8%4.6%
BrazilEWZSouth America-0.640.030.160.150.040.15 -17.3%-5.6%0.3%-0.4%-3.8%-0.1%
S AfricaEZAMideast and Africa0.540.260.190.090.150.20 7.9%3.9%2.7%-0.2%1.3%2.4%
EMUEZUEurope1.050.700.540.420.520.19 13.9%14.4%9.8%6.9%8.5%2.5%
GreeceGREKEurope0.380.470.270.020.09  6.2%11.1%4.9%-3.7%-3.0% 
IndiaINDYAsia and Australia1.320.620.660.450.54  19.5%13.1%13.5%8.2%10.4% 
ChinaMCHIAsia and Australia-1.220.410.480.290.39  -21.7%7.3%8.9%4.8%6.5% 
NorwayNORWEurope1.170.490.450.350.31  18.6%11.0%9.0%6.2%5.0% 
US Equity: Russell 3000SPTMNorth America2.421.341.070.941.160.67 28.6%25.8%18.0%14.5%16.3%10.6%
ThailandTHDAsia and Australia0.180.080.220.180.31  1.9%-0.2%3.7%2.4%5.0% 
TurkeyTURMideast and Africa-1.10-0.04-0.09-0.25-0.04  -27.5%-6.6%-8.1%-11.9%-5.4% 
VietnamVNMAsia and Australia1.620.620.550.200.33  22.0%13.6%11.1%2.9%5.7%