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Country Index ETFs

Last updated Feb 28, 2024

Asset Allocation


WIP 12.5%ARGT 12.5%EWA 12.5%TUR 12.5%VXUS 12.5%INDA 12.5%ENZL 12.5%EWS 12.5%BondBondEquityEquity
PositionCategory/SectorWeight
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
Inflation-Protected Bonds

12.50%

ARGT
Global X MSCI Argentina ETF
Latin America Equities

12.50%

EWA
iShares MSCI-Australia ETF
Asia Pacific Equities

12.50%

TUR
iShares MSCI Turkey ETF
Emerging Markets Equities

12.50%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

12.50%

INDA
iShares MSCI India ETF
Asia Pacific Equities

12.50%

ENZL
iShares MSCI New Zealand ETF
Asia Pacific Equities

12.50%

EWS
iShares MSCI Singapore ETF
Asia Pacific Equities

12.50%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Country Index 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


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
6.03%
12.91%
Country Index ETFs
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 3, 2012, corresponding to the inception date of INDA

Returns

As of Feb 28, 2024, the Country Index ETFs returned 0.51% Year-To-Date and 5.51% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.46%3.83%12.91%27.52%12.80%10.59%
Country Index ETFs0.51%0.21%6.24%13.04%7.26%5.51%
ARGT
Global X MSCI Argentina ETF
-3.49%-6.65%5.63%26.82%13.92%11.24%
EWA
iShares MSCI-Australia ETF
-1.44%0.54%10.01%8.98%6.51%4.13%
TUR
iShares MSCI Turkey ETF
16.79%5.57%1.26%11.04%10.06%1.63%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
-4.96%-1.09%-0.28%2.74%-0.85%-0.40%
VXUS
Vanguard Total International Stock ETF
1.67%2.58%7.35%13.26%5.78%4.26%
INDA
iShares MSCI India ETF
5.77%3.29%16.98%33.31%11.42%9.23%
ENZL
iShares MSCI New Zealand ETF
-5.92%-3.37%2.80%-3.93%0.72%4.84%
EWS
iShares MSCI Singapore ETF
-3.85%0.84%-0.28%0.36%-0.88%0.66%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.54%
20235.54%-2.12%-2.87%-4.97%9.70%4.62%

Sharpe Ratio

The current Country Index ETFs Sharpe ratio is 1.11. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.11

The Sharpe ratio of Country Index 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.11
2.27
Country Index ETFs
Benchmark (^GSPC)
Portfolio components

Dividend yield

Country Index ETFs granted a 3.62% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Country Index ETFs3.62%3.65%3.52%4.11%1.44%2.88%3.43%2.56%2.64%2.88%2.76%2.63%
ARGT
Global X MSCI Argentina ETF
1.65%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%0.62%
EWA
iShares MSCI-Australia ETF
3.77%3.72%5.28%5.08%2.02%3.97%6.11%4.44%4.03%5.48%4.92%4.68%
TUR
iShares MSCI Turkey ETF
3.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%1.63%2.34%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
6.47%6.54%11.15%4.63%1.59%2.46%4.05%1.91%1.27%1.14%2.56%2.38%
VXUS
Vanguard Total International Stock ETF
3.19%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
INDA
iShares MSCI India ETF
0.16%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%0.63%0.61%
ENZL
iShares MSCI New Zealand ETF
3.19%3.00%1.62%2.46%1.66%3.35%3.60%3.69%4.76%4.29%5.15%3.95%
EWS
iShares MSCI Singapore ETF
6.76%6.50%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%3.77%

Expense Ratio

The Country Index ETFs has a high expense ratio of 0.49%, 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.


0.69%
0.00%2.15%
0.60%
0.00%2.15%
0.59%
0.00%2.15%
0.50%
0.00%2.15%
0.50%
0.00%2.15%
0.50%
0.00%2.15%
0.07%
0.00%2.15%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.27
Country Index ETFs
1.11
ARGT
Global X MSCI Argentina ETF
0.98
EWA
iShares MSCI-Australia ETF
0.50
TUR
iShares MSCI Turkey ETF
0.45
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
0.24
VXUS
Vanguard Total International Stock ETF
1.04
INDA
iShares MSCI India ETF
2.91
ENZL
iShares MSCI New Zealand ETF
-0.15
EWS
iShares MSCI Singapore ETF
0.05

Asset Correlations Table

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

WIPTURARGTENZLINDAEWSEWAVXUS
WIP1.000.300.310.410.280.350.400.41
TUR0.301.000.350.320.410.390.400.47
ARGT0.310.351.000.410.450.500.540.63
ENZL0.410.320.411.000.390.500.640.59
INDA0.280.410.450.391.000.540.540.66
EWS0.350.390.500.500.541.000.670.76
EWA0.400.400.540.640.540.671.000.83
VXUS0.410.470.630.590.660.760.831.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.96%
-0.21%
Country Index ETFs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Country Index 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 Index ETFs was 40.05%, occurring on Mar 23, 2020. Recovery took 186 trading sessions.

The current Country Index ETFs drawdown is 0.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.05%Jan 29, 2018541Mar 23, 2020186Dec 15, 2020727
-25.67%Jul 25, 2014375Jan 20, 2016318Apr 25, 2017693
-22.48%Sep 7, 2021215Jul 14, 2022128Jan 17, 2023343
-16.04%May 9, 201332Jun 24, 2013216May 2, 2014248
-15.57%Feb 22, 201271Jun 1, 201272Sep 13, 2012143

Volatility Chart

The current Country Index ETFs volatility is 3.69%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
3.69%
3.92%
Country Index ETFs
Benchmark (^GSPC)
Portfolio components
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