Country Index ETFs
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ARGT Global X MSCI Argentina ETF | Latin America Equities | 14.29% |
EWA iShares MSCI-Australia ETF | Asia Pacific Equities | 14.29% |
EWS iShares MSCI Singapore ETF | Asia Pacific Equities | 14.29% |
FLSW Franklin FTSE Switzerland ETF | Europe Equities | 14.29% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 14.29% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 14.29% |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | Inflation-Protected Bonds | 14.29% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLSW
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 3.96% | -2.00% | 12.02% | 14.19% | 10.85% |
| Country Index ETFs | 11.50% | 2.59% | 7.89% | 18.19% | 13.99% | N/A |
| Portfolio components: | ||||||
ARGT Global X MSCI Argentina ETF | 9.14% | 7.34% | 9.26% | 45.94% | 34.75% | 16.66% |
EWA iShares MSCI-Australia ETF | 8.17% | 1.98% | -0.70% | 8.53% | 11.72% | 5.88% |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | 8.37% | 0.50% | 4.73% | 4.28% | 0.09% | 0.54% |
VXUS Vanguard Total International Stock ETF | 13.93% | 2.94% | 10.66% | 12.83% | 10.46% | 5.58% |
INDA iShares MSCI India ETF | 3.17% | 0.74% | -0.14% | 3.19% | 16.33% | 7.52% |
EWS iShares MSCI Singapore ETF | 17.80% | 3.42% | 16.20% | 37.51% | 11.96% | 4.35% |
FLSW Franklin FTSE Switzerland ETF | 19.69% | 1.40% | 13.87% | 15.02% | 9.93% | N/A |
Monthly Returns
The table below presents the monthly returns of Country Index ETFs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.80% | -0.18% | 0.84% | 4.11% | 3.50% | 11.50% | |||||||
| 2024 | -1.65% | 0.10% | 2.92% | -0.65% | 4.89% | -0.79% | 2.66% | 4.49% | 2.59% | -3.03% | 3.46% | -3.24% | 11.93% |
| 2023 | 8.25% | -4.73% | 2.38% | 1.69% | -2.59% | 5.39% | 3.68% | -3.37% | -4.38% | -3.73% | 10.12% | 6.11% | 18.78% |
| 2022 | -2.87% | -0.05% | 3.60% | -6.51% | -1.56% | -8.78% | 6.28% | -1.84% | -6.91% | 3.63% | 9.53% | -1.89% | -8.68% |
| 2021 | -1.49% | 1.46% | 1.57% | 2.30% | 3.73% | -0.35% | 0.93% | 4.01% | -4.47% | 3.24% | -4.87% | 3.62% | 9.54% |
| 2020 | -2.17% | -6.60% | -18.12% | 7.63% | 5.76% | 5.56% | 5.30% | 2.20% | -2.88% | -1.56% | 12.76% | 5.98% | 10.54% |
| 2019 | 6.95% | 1.13% | 1.55% | 0.94% | -0.86% | 6.59% | -1.82% | -6.33% | 1.92% | 1.75% | 1.07% | 4.35% | 17.84% |
| 2018 | 3.20% | -1.48% | 0.27% | -3.66% | -3.07% | 4.32% | -3.16% | -0.99% | -6.37% | 3.07% | -2.86% | -10.73% |
Expense Ratio
Country Index ETFs has an expense ratio of 0.42%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 85, Country Index ETFs is among the top 15% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ARGT Global X MSCI Argentina ETF | 1.42 | 2.23 | 1.28 | 2.38 | 8.22 |
EWA iShares MSCI-Australia ETF | 0.44 | 0.72 | 1.10 | 0.40 | 1.26 |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | 0.46 | 0.63 | 1.07 | 0.19 | 0.89 |
VXUS Vanguard Total International Stock ETF | 0.80 | 1.12 | 1.15 | 0.90 | 2.86 |
INDA iShares MSCI India ETF | 0.19 | 0.29 | 1.04 | 0.11 | 0.24 |
EWS iShares MSCI Singapore ETF | 1.88 | 2.60 | 1.42 | 2.29 | 12.70 |
FLSW Franklin FTSE Switzerland ETF | 1.08 | 1.66 | 1.22 | 1.39 | 3.26 |
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Dividends
Dividend yield
Country Index ETFs provided a 2.75% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.75% | 3.09% | 3.44% | 3.79% | 4.01% | 1.61% | 2.51% | 3.24% | 2.02% | 1.92% | 2.25% | 2.19% |
| Portfolio components: | ||||||||||||
ARGT Global X MSCI Argentina ETF | 1.29% | 1.41% | 1.59% | 2.45% | 0.93% | 0.28% | 1.21% | 1.34% | 0.49% | 0.36% | 0.89% | 0.47% |
EWA iShares MSCI-Australia ETF | 3.43% | 3.71% | 3.72% | 5.28% | 5.08% | 2.02% | 3.97% | 6.11% | 4.44% | 4.03% | 5.48% | 4.92% |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | 5.55% | 6.06% | 6.54% | 11.15% | 4.63% | 1.59% | 2.49% | 4.05% | 1.92% | 1.26% | 1.14% | 2.56% |
VXUS Vanguard Total International Stock ETF | 2.92% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
INDA iShares MSCI India ETF | 0.73% | 0.76% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% |
EWS iShares MSCI Singapore ETF | 3.63% | 4.28% | 6.49% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% | 3.35% |
FLSW Franklin FTSE Switzerland ETF | 1.70% | 2.04% | 2.36% | 2.02% | 1.86% | 2.28% | 1.15% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 35.74%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Country Index ETFs drawdown is 0.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.74% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -23.06% | Nov 9, 2021 | 235 | Oct 14, 2022 | 197 | Jul 31, 2023 | 432 |
| -18.22% | Feb 27, 2018 | 209 | Dec 24, 2018 | 131 | Jul 3, 2019 | 340 |
| -11.4% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -11.33% | Mar 26, 2025 | 10 | Apr 8, 2025 | 11 | Apr 24, 2025 | 21 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | WIP | INDA | ARGT | FLSW | EWS | EWA | VXUS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.27 | 0.53 | 0.58 | 0.59 | 0.62 | 0.74 | 0.80 | 0.77 |
| WIP | 0.27 | 1.00 | 0.31 | 0.32 | 0.38 | 0.34 | 0.41 | 0.44 | 0.51 |
| INDA | 0.53 | 0.31 | 1.00 | 0.42 | 0.44 | 0.52 | 0.54 | 0.65 | 0.71 |
| ARGT | 0.58 | 0.32 | 0.42 | 1.00 | 0.44 | 0.51 | 0.57 | 0.63 | 0.78 |
| FLSW | 0.59 | 0.38 | 0.44 | 0.44 | 1.00 | 0.53 | 0.63 | 0.72 | 0.73 |
| EWS | 0.62 | 0.34 | 0.52 | 0.51 | 0.53 | 1.00 | 0.68 | 0.77 | 0.78 |
| EWA | 0.74 | 0.41 | 0.54 | 0.57 | 0.63 | 0.68 | 1.00 | 0.86 | 0.86 |
| VXUS | 0.80 | 0.44 | 0.65 | 0.63 | 0.72 | 0.77 | 0.86 | 1.00 | 0.93 |
| Portfolio | 0.77 | 0.51 | 0.71 | 0.78 | 0.73 | 0.78 | 0.86 | 0.93 | 1.00 |