VizMetrics Inc. - Better visibility. Better results.
Return to Ingredient Summary Page

iShares Global Industrials ETF

for period ending November 30, 2023
 
This portfolio ingredient is provided by iShares.
EXI is the ticker for this portfolio ingredient. This ticker appears in the scatterplots below and on the Summary Page showing all portfolio ingredients. You can invest in this portfolio ingredient using the ticker "EXI" at your favorite brokerage. See How to Invest (below) for more details on how buy this portfolio ingredient.
 
Use this page to find a high return, lower risk portfolio ingredients that you can use in constructing your own portfolio. To see portfolio recipes that combine multiple ingredients into optimized portfolios and minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime. VizMetrics applies the Choose – Invest – Rebalance process to help you find a portfolio recipe that meets your needs by comparing return, risk, and cost. viz, upgrade, upgrade2
 

How to Choose

Risk vs. return for EXI:   The scatterplots below show the best portfolio ingredients as dots closest to the green smiley the at top left of each scatterplot. The yellow dot shows the total return and risk for this portfolio ingredient. The risk is measured by maximum loss over each period. Any dot closer to the top left corner has shown better performance using this metric.

For more metrics (Total Return, Risk and Volatility, Correlation) scroll down on this page. The Summary Page compares all portfolio ingredients.
Maximum Drawdown vs. Annual Return
EXIPeer groupAll other recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
 
Description   iShares Global Industrials ETF gives investors access to equities in a particular global sector. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Sectors, Industrials

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

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to track the investment results of an index composed of global equities in the industrials sector. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the S&P Global 1200 Industrials Sector IndexTM (the "underlying index"), which measures the performance of companies that S&P Dow Jones Indices LLC ("S&P"), a subsidiary of McGraw Hill Financial, Inc., deems to be part of the industrials sector of the economy and that S&P believes are important to global markets. 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 "EXI" 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: Risk vs. Return

for period ending November 30, 2023
Downside Deviation vs. Annual Return
EXIPeer groupAll other recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
EXIPeer groupAll other recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
M-squared
 1 year3 year5 year7 year10 year15 year
EXI-3.6%-3.7%-4.5%-5.1%-5.0%-4.6%
Peer Group* average-10.1%-4.3%-4.7%-4.9%-5.5%-5.9%
60% Equity / 40% Bonds-4.8%-6.6%-2.7%-2.5%-1.5%0.0%
Global Equities (ACWI)-2.5%-3.8%-3.1%-2.8%-3.9%-4.0%
U.S. Equities (SPY)0.0%0.0%0.0%0.0%0.0%0.0%
U.S. Bonds (BND)-17.2%-26.8%-15.8%-15.3%-11.0%-7.6%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Alpha
 1 year3 year5 year7 year10 year15 year
EXI-3.3%-3.7%-4.5%-5.1%-5.0%-4.8%
Peer Group* average-8.7%-3.3%-3.3%-3.3%-4.2%-4.9%
60% Equity / 40% Bonds-3.7%-4.7%-1.7%-1.6%-0.9%0.2%
Global Equities (ACWI)-2.4%-3.5%-2.8%-2.5%-3.5%-3.7%
U.S. Equities (SPY)0.0%0.0%0.0%0.0%0.0%0.0%
U.S. Bonds (BND)-7.4%-9.8%-3.5%-3.1%-1.5%0.4%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Sharpe
 1 year3 year5 year7 year10 year15 year
EXI0.370.220.370.410.400.58
Peer Group* average-0.040.180.360.420.370.50
60% Equity / 40% Bonds0.280.030.410.500.580.81
Global Equities (ACWI)0.430.200.420.510.460.60
U.S. Equities (SPY)0.570.400.570.670.690.83
U.S. Bonds (BND)-0.47-1.04-0.25-0.23-0.030.32
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Sortino
 1 year3 year5 year7 year10 year15 year
EXI0.720.330.540.590.600.88
Peer Group* average0.2%0.3%0.5%0.6%0.6%0.8%
60% Equity / 40% Bonds0.490.040.590.730.851.25
Global Equities (ACWI)0.780.280.610.740.670.93
U.S. Equities (SPY)1.010.580.850.991.061.30
U.S. Bonds (BND)-0.70-1.18-0.32-0.29-0.040.44
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
VizMetricsTM Score This is a 0 to 100 score that measures risk-adjusted return
 1 year3 year5 year7 year10 year15 year
EXI1007975767686
Peer Group* average707172746871
60% Equity / 40% Bonds998397100100100
Global Equities (ACWI)1008287948895
U.S. Equities (SPY)1009398100100100
U.S. Bonds (BND)8669898993100
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All

Compare: Total Return

for period ending November 30, 2023
5-year graph EXIGlobal equities (ACWI)U.S. equities (SPY)U.S. bonds (BND)60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
 Year-to-dateNov 20231 year3 year5 year7 year10 year15 year
EXI13.8%9.9%10.6%6.2%8.7%8.7%7.4%10.8%
Peer Group* average8.8%8.0%4.4%5.6%8.6%8.8%6.8%8.7%
60% Equity / 40% Bonds12.3%7.5%8.0%3.2%7.6%7.8%7.4%9.4%
Global Equities (ACWI)16.7%8.9%11.3%5.8%9.1%9.7%7.6%10.1%
U.S. Equities (SPY)20.7%9.1%13.7%9.6%12.5%12.9%11.7%13.6%
U.S. Bonds (BND)1.8%4.5%1.0%-4.6%0.7%0.8%1.3%2.6%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Historical Return
 20182019202020212022
EXI-14.4%27.1%11.3%17.4%-12.4%
Peer Group* average-9.9%26.7%20.9%15.8%-8.8%
60% Equity / 40% Bonds-2.8%21.8%16.4%14.0%-16.7%
Global Equities (ACWI)-9.1%26.6%16.3%18.7%-18.4%
U.S. Equities (SPY)-4.6%31.2%18.4%28.7%-18.2%
U.S. Bonds (BND)0.1%8.8%7.7%-1.9%-13.1%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All

Compare: Risk & Volatility

for period ending November 30, 2023
Maximum Drawdown
 1 year3 year5 year7 year10 year15 year
EXI-11.7%-26.4%-27.0%-27.0%-27.0%-27.0%
Peer Group* average-12.9%-26.7%-31.2%-32.6%-33.4%-35.5%
60% Equity / 40% Bonds-7.3%-20.7%-20.7%-20.7%-20.7%-20.7%
Global Equities (ACWI)-9.4%-25.7%-25.7%-25.7%-25.7%-25.7%
U.S. Equities (SPY)-8.3%-23.9%-23.9%-23.9%-23.9%-23.9%
U.S. Bonds (BND)-6.0%-17.1%-17.3%-17.3%-17.3%-17.3%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Standard Deviation
 1 year3 year5 year7 year10 year15 year
EXI18.9%21.0%24.0%21.2%18.8%21.2%
Peer Group* average19.3%21.8%24.4%21.6%19.6%21.0%
60% Equity / 40% Bonds13.3%13.0%14.0%12.3%10.9%11.0%
Global Equities (ACWI)17.7%17.6%19.9%17.6%15.9%18.0%
U.S. Equities (SPY)17.9%19.2%21.5%18.9%16.9%17.5%
U.S. Bonds (BND)7.5%6.5%6.2%5.3%4.8%4.6%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Downside Deviation
 1 year3 year5 year7 year10 year15 year
EXI9.2%13.0%15.6%14.1%12.3%13.5%
Peer Group* average11.4%14.0%15.9%14.1%12.8%13.5%
60% Equity / 40% Bonds7.1%8.9%9.1%8.0%7.0%6.8%
Global Equities (ACWI)9.1%11.7%13.1%11.7%10.4%11.4%
U.S. Equities (SPY)9.5%12.4%13.8%12.2%10.7%10.8%
U.S. Bonds (BND)4.3%5.0%4.2%3.6%3.2%2.9%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Beta
 1 year3 year5 year7 year10 year15 year
EXI1.011.051.081.081.081.15
Peer Group* average0.930.880.940.930.931.00
60% Equity / 40% Bonds0.770.710.680.670.660.65
Global Equities (ACWI)0.990.930.940.940.941.02
U.S. Equities (SPY)1.001.001.001.001.001.00
U.S. Bonds (BND)0.390.280.160.150.120.08
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All

Compare: Correlation

for period ending November 30, 2023
 1 year3 year5 year7 year10 year15 year
to Global Stocks (ACWI)0.950.950.960.960.950.96
to S&P500 (SPY)0.940.940.940.940.940.94
to U.S. Bonds (BND)0.760.650.420.410.330.26
to Commodities (DBC)0.300.290.560.530.480.52
to Gold (GLD)0.220.310.160.150.090.08