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Country ETFs
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


EGPT 2.13%PAK 2.13%EPOL 2.13%GREK 2.13%ARGT 2.13%INDA 2.13%EIRL 2.13%GXG 2.13%VTI 2.13%EWW 2.13%EDEN 2.13%EWJ 2.13%EWZ 2.13%EWI 2.13%EPU 2.13%EWP 2.13%EWT 2.13%TUR 2.13%EWN 2.13%EWD 2.13%KSA 2.13%EWQ 2.13%EWL 2.13%EWG 2.13%EWO 2.13%UAE 2.13%VNM 2.13%EWC 2.13%EWU 2.13%PGAL 2.13%EIS 2.13%NORW 2.13%EWA 2.13%EWK 2.13%EIDO 2.13%EWY 2.13%EPHE 2.13%QAT 2.13%EWS 2.13%EWM 2.13%ENZL 2.13%ECH 2.13%EZA 2.13%THD 2.13%EWH 2.13%NGE 2.13%FXI 2.13%EquityEquity
PositionCategory/SectorWeight
ARGT
Global X MSCI Argentina ETF
Latin America Equities

2.13%

ECH
iShares MSCI Chile ETF
Foreign Large Cap Equities

2.13%

EDEN
iShares MSCI Denmark ETF
Europe Equities

2.13%

EGPT
VanEck Vectors Egypt Index ETF
Emerging Markets Equities

2.13%

EIDO
iShares MSCI Indonesia ETF
Asia Pacific Equities

2.13%

EIRL
iShares MSCI Ireland ETF
Europe Equities

2.13%

EIS
iShares MSCI Israel ETF
Large Cap Blend Equities

2.13%

ENZL
iShares MSCI New Zealand ETF
Asia Pacific Equities

2.13%

EPHE
iShares MSCI Philippines ETF
Asia Pacific Equities

2.13%

EPOL
iShares MSCI Poland ETF
Europe Equities

2.13%

EPU
iShares MSCI Peru ETF
Mid Cap Blend Equities

2.13%

EWA
iShares MSCI-Australia ETF
Asia Pacific Equities

2.13%

EWC
iShares MSCI Canada ETF
Canada Equities

2.13%

EWD
iShares MSCI Sweden ETF
Europe Equities

2.13%

EWG
iShares MSCI Germany ETF
Europe Equities

2.13%

EWH
iShares MSCI Hong Kong ETF
Asia Pacific Equities

2.13%

EWI
iShares MSCI Italy ETF
Europe Equities

2.13%

EWJ
iShares MSCI Japan ETF
Japan Equities

2.13%

EWK
iShares MSCI Belgium ETF
Europe Equities

2.13%

EWL
iShares MSCI Switzerland ETF
Europe Equities

2.13%

EWM

2.13%

EWN

2.13%

EWO

2.13%

EWP

2.13%

EWQ

2.13%

EWS

2.13%

EWT

2.13%

EWU

2.13%

EWW

2.13%

EWY

2.13%

EWZ

2.13%

EZA

2.13%

FXI

2.13%

GREK

2.13%

GXG

2.13%

INDA

2.13%

KSA

2.13%

NGE

2.13%

NORW

2.13%

PAK

2.13%

PGAL

2.13%

QAT

2.13%

THD

2.13%

TUR

2.13%

UAE

2.13%

VNM

2.13%

VTI

2.13%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Country ETFs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.29%
19.37%
Country ETFs
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 26, 2012, corresponding to the inception date of EDEN

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Country ETFs0.47%-1.13%12.29%6.55%4.20%N/A
EGPT
VanEck Vectors Egypt Index ETF
-11.22%0.00%-95.86%-95.86%-48.80%-99.82%
PAK
0.84%0.00%12.69%38.07%-7.06%N/A
EPOL
iShares MSCI Poland ETF
6.18%4.07%29.72%42.26%2.91%0.05%
GREK
10.63%1.18%23.19%31.86%12.80%N/A
ARGT
Global X MSCI Argentina ETF
8.77%2.65%43.10%44.48%18.10%12.06%
INDA
6.56%3.01%18.88%29.66%9.94%N/A
EIRL
iShares MSCI Ireland ETF
10.98%-1.38%31.30%21.28%11.15%7.38%
GXG
10.22%3.79%34.36%29.77%-2.89%N/A
VTI
6.01%-3.06%20.57%24.07%12.72%N/A
EWW
-2.00%-1.47%26.85%12.63%10.18%N/A
EDEN
iShares MSCI Denmark ETF
7.73%-1.57%24.40%10.70%15.60%10.80%
EWJ
iShares MSCI Japan ETF
4.96%-6.27%16.97%16.54%5.98%6.01%
EWZ
-10.87%-3.02%6.73%18.04%0.71%N/A
EWI
iShares MSCI Italy ETF
10.85%0.59%27.69%22.25%9.71%3.77%
EPU
iShares MSCI Peru ETF
15.27%0.76%39.36%32.50%4.89%4.44%
EWP
4.64%0.88%23.07%13.06%4.90%N/A
EWT
0.61%-4.87%17.20%18.35%12.99%N/A
TUR
18.59%5.57%6.88%18.81%14.29%N/A
EWN
8.65%-1.16%31.07%16.52%11.31%N/A
EWD
iShares MSCI Sweden ETF
0.05%-2.93%28.76%9.72%7.67%4.57%
KSA
2.39%-3.41%18.96%9.87%6.33%N/A
EWQ
3.75%-1.12%18.48%4.71%8.89%N/A
EWL
iShares MSCI Switzerland ETF
-3.79%-2.03%9.35%-2.07%7.34%5.26%
EWG
iShares MSCI Germany ETF
4.18%-1.15%21.97%8.23%4.40%2.41%
EWO
2.31%3.07%19.50%11.44%4.38%N/A
UAE
-3.84%-4.54%4.91%-1.57%2.27%N/A
VNM
-7.04%-12.53%-2.25%6.73%-5.01%N/A
EWC
iShares MSCI Canada ETF
2.78%-0.29%18.69%9.55%8.22%4.56%
EWU
3.69%1.09%13.66%5.53%4.33%N/A
PGAL
-3.05%0.00%10.43%-2.84%2.17%N/A
EIS
iShares MSCI Israel ETF
2.23%-6.96%29.90%11.97%2.59%3.02%
NORW
-3.42%0.04%9.13%5.40%6.00%N/A
EWA
iShares MSCI-Australia ETF
-1.97%-1.65%16.37%6.30%5.94%3.46%
EWK
iShares MSCI Belgium ETF
-0.98%0.73%13.44%-1.57%2.54%3.08%
EIDO
iShares MSCI Indonesia ETF
-5.42%-6.72%1.52%-8.78%-1.84%-0.90%
EWY
-3.88%-6.06%11.71%5.68%2.35%N/A
EPHE
iShares MSCI Philippines ETF
-2.89%-7.34%6.65%-3.06%-4.87%-2.34%
QAT
-4.30%-4.04%6.25%0.69%1.48%N/A
EWS
1.12%3.11%9.73%1.01%-0.91%N/A
EWM
3.67%0.55%9.46%4.02%-2.28%N/A
ENZL
iShares MSCI New Zealand ETF
-9.20%-2.76%6.33%-8.62%-0.78%3.79%
ECH
iShares MSCI Chile ETF
-5.81%1.37%10.71%0.60%-5.34%-2.41%
EZA
-7.06%1.60%5.39%-6.43%-1.95%N/A
THD
-9.11%-1.59%-3.11%-16.07%-5.99%N/A
EWH
iShares MSCI Hong Kong ETF
-12.20%-3.85%-8.34%-22.31%-7.73%0.22%
NGE
-31.50%0.00%-26.84%-44.57%-13.85%N/A
FXI
3.20%4.73%-2.38%-9.00%-8.79%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.18%2.41%1.79%
2023-3.65%-3.65%8.85%3.24%

Expense Ratio

The Country ETFs has a high expense ratio of 0.57%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for EGPT: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
Expense ratio chart for EPOL: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for ARGT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for EIRL: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for EPU: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EIS: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EIDO: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EPHE: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EWD: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for EDEN: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
Expense ratio chart for EWA: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for EWJ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for EWI: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for ECH: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EWL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for EWG: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for EWC: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for ENZL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for EWK: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for EWH: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Country ETFs
Sharpe ratio
The chart of Sharpe ratio for Country ETFs, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.005.000.60
Sortino ratio
The chart of Sortino ratio for Country ETFs, currently valued at 0.93, compared to the broader market0.002.004.006.000.93
Omega ratio
The chart of Omega ratio for Country ETFs, currently valued at 1.11, compared to the broader market0.801.001.201.401.601.801.11
Calmar ratio
The chart of Calmar ratio for Country ETFs, currently valued at 0.54, compared to the broader market0.002.004.006.008.000.54
Martin ratio
The chart of Martin ratio for Country ETFs, currently valued at 1.50, compared to the broader market0.0010.0020.0030.0040.0050.001.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EGPT
VanEck Vectors Egypt Index ETF
-0.95-1.030.35-0.99-1.74
PAK
1.412.201.300.476.65
EPOL
iShares MSCI Poland ETF
1.632.401.281.106.03
GREK
1.422.131.261.343.86
ARGT
Global X MSCI Argentina ETF
1.612.411.292.306.39
INDA
2.793.731.501.7517.67
EIRL
iShares MSCI Ireland ETF
1.231.851.221.283.96
GXG
1.421.991.240.664.53
VTI
1.982.851.341.547.69
EWW
0.661.061.130.722.06
EDEN
iShares MSCI Denmark ETF
0.711.161.130.672.43
EWJ
iShares MSCI Japan ETF
1.121.641.190.824.70
EWZ
0.861.341.150.662.85
EWI
iShares MSCI Italy ETF
1.472.131.241.754.90
EPU
iShares MSCI Peru ETF
1.802.661.301.344.94
EWP
0.861.321.150.982.86
EWT
1.111.611.200.733.94
TUR
0.601.041.130.662.12
EWN
0.961.441.170.582.23
EWD
iShares MSCI Sweden ETF
0.560.921.110.331.45
KSA
0.721.081.130.381.76
EWQ
0.360.611.070.360.94
EWL
iShares MSCI Switzerland ETF
-0.11-0.060.99-0.07-0.26
EWG
iShares MSCI Germany ETF
0.600.951.110.331.50
EWO
0.831.281.140.462.74
UAE
-0.09-0.021.00-0.05-0.29
VNM
0.260.511.070.140.60
EWC
iShares MSCI Canada ETF
0.641.011.120.482.21
EWU
0.450.731.080.571.47
PGAL
-0.15-0.100.99-0.13-0.36
EIS
iShares MSCI Israel ETF
0.671.061.130.341.85
NORW
0.320.581.070.221.41
EWA
iShares MSCI-Australia ETF
0.380.661.080.371.28
EWK
iShares MSCI Belgium ETF
-0.060.021.00-0.04-0.15
EIDO
iShares MSCI Indonesia ETF
-0.59-0.770.91-0.33-1.11
EWY
0.230.481.060.120.66
EPHE
iShares MSCI Philippines ETF
-0.050.041.00-0.02-0.10
QAT
0.040.181.020.020.09
EWS
0.060.201.020.040.13
EWM
0.390.651.070.121.00
ENZL
iShares MSCI New Zealand ETF
-0.42-0.510.95-0.19-0.77
ECH
iShares MSCI Chile ETF
0.040.221.020.020.06
EZA
-0.27-0.220.98-0.19-0.62
THD
-0.92-1.270.86-0.45-1.23
EWH
iShares MSCI Hong Kong ETF
-1.16-1.650.82-0.54-1.51
NGE
-1.29-1.930.72-0.59-1.52
FXI
-0.36-0.350.96-0.17-0.64

Sharpe Ratio

The current Country ETFs Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.60

The Sharpe ratio of Country ETFs is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.60
1.92
Country ETFs
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Country ETFs granted a 5.26% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Country ETFs5.26%4.67%3.76%3.09%1.81%2.88%2.95%2.37%2.56%3.35%2.38%1.99%
EGPT
VanEck Vectors Egypt Index ETF
6.94%6.02%0.00%0.13%0.12%0.09%0.08%0.04%0.00%0.10%0.32%0.15%
PAK
5.89%5.94%9.17%8.36%2.49%3.49%5.62%3.53%2.97%2.80%0.00%0.00%
EPOL
iShares MSCI Poland ETF
2.71%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%3.44%3.28%
GREK
2.36%2.61%2.82%2.16%2.62%2.25%2.41%2.13%1.95%1.52%0.97%0.12%
ARGT
Global X MSCI Argentina ETF
1.47%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%0.62%
INDA
0.15%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%0.63%0.40%
EIRL
iShares MSCI Ireland ETF
0.90%1.00%1.13%0.82%0.50%2.11%1.52%1.44%1.34%1.70%2.26%1.65%
GXG
6.35%6.99%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%3.20%4.10%
VTI
1.41%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
EWW
2.23%2.19%3.63%2.06%1.42%2.91%2.29%2.21%1.76%2.31%1.22%1.93%
EDEN
iShares MSCI Denmark ETF
1.78%1.92%1.47%0.74%0.42%2.36%2.01%2.03%1.28%1.46%0.87%0.86%
EWJ
iShares MSCI Japan ETF
1.94%2.03%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%1.32%1.11%
EWZ
6.35%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.07%3.77%3.22%
EWI
iShares MSCI Italy ETF
3.07%3.40%4.57%2.63%1.66%3.80%4.71%2.19%3.64%2.31%2.51%2.19%
EPU
iShares MSCI Peru ETF
3.61%4.17%5.56%3.13%1.91%2.67%1.53%3.30%0.85%1.90%1.66%1.72%
EWP
2.58%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%4.72%2.84%
EWT
11.93%12.01%18.82%2.64%1.83%2.49%3.16%2.81%2.39%3.12%1.93%1.82%
TUR
3.74%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%1.63%2.34%
EWN
1.65%1.79%1.98%1.01%0.78%2.57%2.40%1.68%2.71%1.92%2.30%1.50%
EWD
iShares MSCI Sweden ETF
2.41%2.41%3.68%5.46%0.98%4.15%5.17%3.23%3.91%4.08%3.92%3.47%
KSA
2.38%2.44%1.93%1.58%1.76%2.15%2.51%2.30%3.05%0.04%0.00%0.00%
EWQ
2.63%2.73%3.23%3.79%1.02%2.44%2.90%1.90%2.84%2.25%3.37%2.43%
EWL
iShares MSCI Switzerland ETF
2.20%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%2.49%1.83%
EWG
iShares MSCI Germany ETF
2.46%2.56%3.24%2.69%2.08%2.51%2.93%2.03%2.31%1.90%2.27%1.35%
EWO
5.53%5.66%4.75%2.42%0.98%3.11%4.04%2.03%1.99%1.51%3.93%2.02%
UAE
3.38%3.25%2.67%4.88%4.75%3.54%5.56%3.38%4.74%3.77%2.58%0.00%
VNM
5.61%5.21%0.96%0.49%0.40%0.76%0.83%0.99%2.43%3.68%2.65%3.18%
EWC
iShares MSCI Canada ETF
2.21%2.27%2.34%1.85%2.09%2.16%2.65%1.97%1.75%2.34%2.15%2.37%
EWU
4.00%4.14%3.43%4.35%2.48%4.13%4.99%3.91%3.97%4.11%7.59%2.39%
PGAL
4.28%4.15%3.33%3.43%2.41%3.49%4.60%3.05%4.29%4.53%2.23%0.00%
EIS
iShares MSCI Israel ETF
1.36%1.39%1.66%1.04%0.16%2.06%0.87%2.02%1.78%2.55%1.86%2.20%
NORW
5.46%5.27%4.01%2.42%1.13%2.46%3.53%3.64%3.79%2.95%3.85%2.58%
EWA
iShares MSCI-Australia ETF
3.79%3.72%5.28%5.08%2.02%3.97%6.11%4.44%4.03%5.48%4.92%4.68%
EWK
iShares MSCI Belgium ETF
2.11%2.09%2.58%3.64%1.66%2.77%2.78%2.91%1.75%2.06%1.85%4.62%
EIDO
iShares MSCI Indonesia ETF
3.11%2.94%2.53%1.33%1.51%1.78%1.99%1.26%1.16%1.67%1.32%2.03%
EWY
2.62%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%1.20%1.39%
EPHE
iShares MSCI Philippines ETF
2.07%2.01%1.73%1.05%0.72%0.78%0.45%0.36%0.71%1.03%0.97%1.05%
QAT
4.10%3.92%4.78%2.33%2.63%3.57%4.63%4.10%3.51%4.49%0.00%0.00%
EWS
6.42%6.50%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%3.77%
EWM
3.34%3.47%3.00%6.48%1.89%2.91%3.84%5.58%5.97%37.54%4.03%3.03%
ENZL
iShares MSCI New Zealand ETF
3.30%3.00%1.62%2.46%1.66%3.35%3.60%3.69%4.76%4.29%5.15%3.95%
ECH
iShares MSCI Chile ETF
5.06%4.77%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%1.74%1.42%
EZA
3.06%2.84%3.90%2.05%5.51%12.27%3.81%1.55%4.10%3.03%2.20%2.44%
THD
3.22%2.92%2.41%3.16%2.31%2.42%2.57%2.16%2.61%3.58%2.33%2.93%
EWH
iShares MSCI Hong Kong ETF
4.87%4.28%2.91%2.78%2.56%2.71%2.93%4.35%3.08%2.63%3.52%2.96%
NGE
86.08%58.96%8.08%7.90%6.76%6.31%5.49%1.92%2.46%4.30%2.90%1.05%
FXI
3.07%3.17%2.60%1.59%2.18%2.72%2.68%2.30%2.68%2.89%2.50%2.63%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.48%
-3.50%
Country ETFs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Country ETFs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Country ETFs was 41.64%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Country ETFs drawdown is 2.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.64%Jan 29, 2018541Mar 23, 2020200Jan 6, 2021741
-23.54%Jun 15, 2021328Sep 30, 2022204Jul 26, 2023532
-17.26%Oct 26, 201559Jan 20, 201662Apr 19, 2016121
-12.7%Aug 1, 202363Oct 27, 202385Mar 1, 2024148
-8.51%Jun 9, 201613Jun 27, 201623Jul 29, 201636

Volatility

Volatility Chart

The current Country ETFs volatility is 3.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.20%
3.58%
Country ETFs
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

EGPTPAKNGEQATUAEKSATURVNMEPHEGXGENZLGREKEWZECHEPUEIDOTHDEWMARGTEWHEISINDAPGALEDENFXIEWWEWJEPOLEIRLEWSEZANORWEWTEWYEWLEWOEWPEWKVTIEWIEWCEWAEWDEWNEWUEWGEWQ
EGPT1.000.01-0.010.020.00-0.01-0.010.02-0.030.00-0.020.00-0.03-0.000.01-0.01-0.01-0.00-0.05-0.02-0.010.00-0.01-0.02-0.05-0.010.01-0.01-0.000.00-0.02-0.00-0.00-0.01-0.01-0.030.01-0.01-0.02-0.01-0.02-0.010.00-0.01-0.010.01-0.01
PAK0.011.000.080.100.100.080.110.130.130.160.150.140.150.140.160.170.170.160.150.180.150.160.150.130.160.170.160.170.170.170.190.160.200.200.150.170.160.180.200.170.190.180.180.180.170.180.18
NGE-0.010.081.000.080.130.130.120.130.150.190.160.170.170.150.170.160.170.190.190.170.170.160.180.150.170.180.190.180.160.180.190.180.170.190.190.200.200.190.210.210.230.230.190.200.210.200.21
QAT0.020.100.081.000.340.290.200.220.250.250.220.240.260.270.260.250.260.270.240.240.250.250.230.200.260.270.250.260.250.270.290.250.280.280.260.260.250.260.280.250.310.300.270.270.290.270.27
UAE0.000.100.130.341.000.330.250.240.300.280.230.280.320.300.300.340.310.320.310.300.310.340.280.260.320.300.310.310.270.310.340.290.360.340.300.310.290.290.350.320.350.330.310.340.340.330.33
KSA-0.010.080.130.290.331.000.230.250.300.310.270.290.330.310.340.320.340.340.330.330.310.340.290.270.340.350.330.340.330.360.370.340.350.340.340.330.340.340.380.350.410.360.360.360.380.350.38
TUR-0.010.110.120.200.250.231.000.250.280.310.310.300.340.340.310.380.350.360.330.320.310.390.320.300.320.380.320.380.320.350.430.320.370.380.320.350.350.340.320.340.350.350.340.360.360.360.37
VNM0.020.130.130.220.240.250.251.000.340.300.330.330.320.320.320.380.390.390.350.400.380.370.320.350.430.360.410.360.360.400.390.370.470.460.390.370.360.360.450.370.420.410.380.420.420.400.41
EPHE-0.030.130.150.250.300.300.280.341.000.390.360.340.430.400.410.510.480.520.380.430.380.470.370.340.450.470.410.440.400.470.510.400.500.500.410.400.410.410.450.410.480.470.430.450.470.440.45
GXG0.000.160.190.250.280.310.310.300.391.000.370.360.490.520.530.420.400.440.500.400.400.410.460.380.410.520.430.470.430.480.530.520.460.470.440.520.490.480.470.490.600.530.490.460.530.490.50
ENZL-0.020.150.160.220.230.270.310.330.360.371.000.390.410.410.430.410.430.420.440.410.450.430.440.460.420.450.460.480.490.520.500.490.490.500.510.470.470.500.530.480.560.650.510.530.560.530.54
GREK0.000.140.170.240.280.290.300.330.340.360.391.000.380.380.400.420.400.410.410.400.450.440.480.480.380.460.470.510.530.470.470.500.470.460.530.570.560.550.520.580.540.530.540.570.560.580.60
EWZ-0.030.150.170.260.320.330.340.320.430.490.410.381.000.540.500.460.440.480.580.420.390.460.400.370.440.580.440.490.420.480.580.460.480.490.450.480.470.470.470.470.550.530.470.470.510.470.50
ECH-0.000.140.150.270.300.310.340.320.400.520.410.380.541.000.540.470.460.470.550.450.440.450.410.410.480.550.460.490.460.510.570.500.520.530.470.500.480.490.490.480.570.550.520.520.540.520.53
EPU0.010.160.170.260.300.340.310.320.410.530.430.400.500.541.000.450.470.470.530.460.440.450.460.410.490.520.430.510.490.520.580.500.510.500.460.520.480.490.490.480.630.570.520.500.580.510.52
EIDO-0.010.170.160.250.340.320.380.380.510.420.410.420.460.470.451.000.530.570.430.480.420.560.420.410.510.520.490.510.430.560.590.470.580.580.480.480.480.480.510.480.520.540.510.510.530.510.52
THD-0.010.170.170.260.310.340.350.390.480.400.430.400.440.460.470.531.000.560.440.530.460.540.440.430.550.490.500.540.470.570.580.490.580.600.490.480.470.480.500.480.540.550.520.530.540.530.54
EWM-0.000.160.190.270.320.340.360.390.520.440.420.410.480.470.470.570.561.000.450.500.420.520.430.420.540.520.490.510.450.580.600.470.590.600.500.460.470.470.510.490.550.560.500.520.540.520.53
ARGT-0.050.150.190.240.310.330.330.350.380.500.440.410.580.550.530.430.440.451.000.430.550.470.440.470.470.540.510.490.500.530.540.540.520.520.520.520.520.530.610.530.630.570.560.580.560.560.56
EWH-0.020.180.170.240.300.330.320.400.430.400.410.400.420.450.460.480.530.500.431.000.450.480.470.450.790.470.530.490.490.630.590.530.630.620.510.510.500.520.550.510.540.570.540.570.580.550.57
EIS-0.010.150.170.250.310.310.310.380.380.400.450.450.390.440.440.420.460.420.550.451.000.480.460.540.470.460.550.490.560.540.480.570.560.550.580.520.520.550.720.540.610.600.600.650.570.610.60
INDA0.000.160.160.250.340.340.390.370.470.410.430.440.460.450.450.560.540.520.470.480.481.000.440.460.520.530.530.550.520.550.560.500.600.590.530.510.510.520.560.530.540.550.560.570.580.580.58
PGAL-0.010.150.180.230.280.290.320.320.370.460.440.480.400.410.460.420.440.430.440.470.460.441.000.570.460.490.500.570.580.530.520.570.510.520.590.660.690.660.570.660.600.590.610.650.650.650.69
EDEN-0.020.130.150.200.260.270.300.350.340.380.460.480.370.410.410.410.430.420.470.450.540.460.571.000.460.440.540.540.630.510.500.700.520.520.700.600.600.680.590.630.570.570.680.720.640.710.70
FXI-0.050.160.170.260.320.340.320.430.450.410.420.380.440.480.490.510.550.540.470.790.470.520.460.461.000.480.530.500.480.630.640.530.660.660.500.510.480.510.560.510.550.570.550.600.570.560.56
EWW-0.010.170.180.270.300.350.380.360.470.520.450.460.580.550.520.520.490.520.540.470.460.530.490.440.481.000.510.570.530.550.650.530.550.580.530.550.560.550.570.550.610.610.570.570.600.570.61
EWJ0.010.160.190.250.310.330.320.410.410.430.460.470.440.460.430.490.500.490.510.530.550.530.500.540.530.511.000.520.580.600.530.590.610.610.610.580.600.600.690.620.630.660.640.680.650.670.68
EPOL-0.010.170.180.260.310.340.380.360.440.470.480.510.490.490.510.510.540.510.490.490.490.550.570.540.500.570.521.000.580.580.610.580.570.590.580.650.630.630.550.630.600.620.620.630.640.660.66
EIRL-0.000.170.160.250.270.330.320.360.400.430.490.530.420.460.490.430.470.450.500.490.560.520.580.630.480.530.580.581.000.570.530.630.550.560.670.700.690.730.660.700.650.650.730.750.730.760.78
EWS0.000.170.180.270.310.360.350.400.470.480.520.470.480.510.520.560.570.580.530.630.540.550.530.510.630.550.600.580.571.000.630.580.680.690.590.600.590.600.630.600.650.680.640.650.660.640.65
EZA-0.020.190.190.290.340.370.430.390.510.530.500.470.580.570.580.590.580.600.540.590.480.560.520.500.640.650.530.610.530.631.000.580.660.670.570.580.570.570.560.580.630.660.620.620.640.620.64
NORW-0.000.160.180.250.290.340.320.370.400.520.490.500.460.500.500.470.490.470.540.530.570.500.570.700.530.530.590.580.630.580.581.000.570.570.670.680.650.680.630.680.680.670.790.710.730.720.74
EWT-0.000.200.170.280.360.350.370.470.500.460.490.470.480.520.510.580.580.590.520.630.560.600.510.520.660.550.610.570.550.680.660.571.000.790.570.580.560.570.670.570.620.660.630.690.630.640.64
EWY-0.010.200.190.280.340.340.380.460.500.470.500.460.490.530.500.580.600.600.520.620.550.590.520.520.660.580.610.590.560.690.670.570.791.000.560.590.560.580.640.580.620.660.630.670.620.640.64
EWL-0.010.150.190.260.300.340.320.390.410.440.510.530.450.470.460.480.490.500.520.510.580.530.590.700.500.530.610.580.670.590.570.670.570.561.000.630.680.740.690.700.660.680.770.780.770.780.81
EWO-0.030.170.200.260.310.330.350.370.400.520.470.570.480.500.520.480.480.460.520.510.520.510.660.600.510.550.580.650.700.600.580.680.580.590.631.000.770.750.620.780.680.660.740.730.740.780.80
EWP0.010.160.200.250.290.340.350.360.410.490.470.560.470.480.480.480.470.470.520.500.520.510.690.600.480.560.600.630.690.590.570.650.560.560.680.771.000.760.640.840.660.660.730.740.770.790.84
EWK-0.010.180.190.260.290.340.340.360.410.480.500.550.470.490.490.480.480.470.530.520.550.520.660.680.510.550.600.630.730.600.570.680.570.580.740.750.761.000.670.760.670.670.770.780.770.820.84
VTI-0.020.200.210.280.350.380.320.450.450.470.530.520.470.490.490.510.500.510.610.550.720.560.570.590.560.570.690.550.660.630.560.630.670.640.690.620.640.671.000.680.760.740.710.780.710.740.74
EWI-0.010.170.210.250.320.350.340.370.410.490.480.580.470.480.480.480.480.490.530.510.540.530.660.630.510.550.620.630.700.600.580.680.570.580.700.780.840.760.681.000.690.670.760.780.770.830.86
EWC-0.020.190.230.310.350.410.350.420.480.600.560.540.550.570.630.520.540.550.630.540.610.540.600.570.550.610.630.600.650.650.630.680.620.620.660.680.660.670.760.691.000.780.710.710.770.710.73
EWA-0.010.180.230.300.330.360.350.410.470.530.650.530.530.550.570.540.550.560.570.570.600.550.590.570.570.610.660.620.650.680.660.670.660.660.680.660.660.670.740.670.781.000.710.720.790.720.74
EWD0.000.180.190.270.310.360.340.380.430.490.510.540.470.520.520.510.520.500.560.540.600.560.610.680.550.570.640.620.730.640.620.790.630.630.770.740.730.770.710.760.710.711.000.820.790.850.84
EWN-0.010.180.200.270.340.360.360.420.450.460.530.570.470.520.500.510.530.520.580.570.650.570.650.720.600.570.680.630.750.650.620.710.690.670.780.730.740.780.780.780.710.720.821.000.770.870.87
EWU-0.010.170.210.290.340.380.360.420.470.530.560.560.510.540.580.530.540.540.560.580.570.580.650.640.570.600.650.640.730.660.640.730.630.620.770.740.770.770.710.770.770.790.790.771.000.800.85
EWG0.010.180.200.270.330.350.360.400.440.490.530.580.470.520.510.510.530.520.560.550.610.580.650.710.560.570.670.660.760.640.620.720.640.640.780.780.790.820.740.830.710.720.850.870.801.000.91
EWQ-0.010.180.210.270.330.380.370.410.450.500.540.600.500.530.520.520.540.530.560.570.600.580.690.700.560.610.680.660.780.650.640.740.640.640.810.800.840.840.740.860.730.740.840.870.850.911.00