Country Index ETFs
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ARGT Global X MSCI Argentina ETF | Latin America Equities | 12.50% |
ENZL iShares MSCI New Zealand ETF | Asia Pacific Equities | 12.50% |
EWA iShares MSCI-Australia ETF | Asia Pacific Equities | 12.50% |
EWS iShares MSCI Singapore ETF | Asia Pacific Equities | 12.50% |
INDA iShares MSCI India 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% |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | Inflation-Protected Bonds | 12.50% |
Performance
Performance Chart
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 every 3 months.
The earliest data available for this chart is Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Jan 25, 2025, the Country Index ETFs returned 2.17% Year-To-Date and 5.78% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.22% | 0.69% | 10.04% | 22.93% | 12.98% | 11.70% |
| Country Index ETFs | 2.17% | 0.95% | 10.21% | 17.59% | 7.50% | 6.06% |
| Portfolio components: | ||||||
ARGT Global X MSCI Argentina ETF | 4.12% | 2.41% | 55.99% | 62.84% | 29.20% | 18.15% |
EWA iShares MSCI-Australia ETF | 4.40% | 3.53% | 3.35% | 8.99% | 5.87% | 5.78% |
TUR iShares MSCI Turkey ETF | 1.90% | -1.30% | -12.64% | 5.24% | 8.39% | -0.94% |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | 1.77% | 2.11% | -2.30% | -2.82% | -2.43% | -0.30% |
VXUS Vanguard Total International Stock ETF | 3.65% | 2.83% | 2.53% | 10.40% | 5.35% | 5.46% |
INDA iShares MSCI India ETF | -3.72% | -4.56% | -10.19% | 3.77% | 9.14% | 6.03% |
ENZL iShares MSCI New Zealand ETF | 1.70% | -0.04% | 3.35% | 0.05% | -2.20% | 4.98% |
EWS iShares MSCI Singapore ETF | 2.47% | 2.33% | 17.46% | 30.71% | 3.60% | 2.93% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.91% | 0.03% | 2.53% | 0.87% | 4.93% | -1.32% | 1.93% | 4.07% | 2.20% | -2.28% | 5.37% | -3.13% | 14.75% |
| 2023 | 6.93% | -4.45% | 1.00% | 0.54% | -2.59% | 5.36% | 4.21% | -3.22% | -3.64% | -4.89% | 11.08% | 5.00% | 14.80% |
| 2022 | -4.03% | 0.63% | 3.51% | -6.49% | -2.04% | -8.72% | 6.73% | -0.74% | -7.70% | 5.29% | 10.91% | -0.87% | -5.39% |
| 2021 | -1.17% | -0.44% | 0.24% | 2.27% | 1.37% | -0.88% | 0.36% | 4.77% | -3.76% | 2.62% | -6.57% | 3.02% | 1.31% |
| 2020 | -2.41% | -6.93% | -19.33% | 8.21% | 5.54% | 7.15% | 4.43% | 1.98% | -3.48% | -0.31% | 13.21% | 6.17% | 10.43% |
| 2019 | 7.22% | 0.66% | 1.62% | 0.39% | -1.37% | 6.37% | -0.53% | -7.28% | 2.36% | 1.15% | 2.54% | 4.35% | 18.05% |
| 2018 | 4.98% | -3.81% | -1.07% | -1.14% | -3.98% | -2.61% | 2.41% | -4.09% | -0.29% | -6.17% | 4.28% | -2.98% | -14.14% |
| 2017 | 6.63% | 2.17% | 2.52% | 1.86% | 2.18% | 1.47% | 4.09% | 0.04% | -0.39% | 1.09% | -0.22% | 5.35% | 30.00% |
| 2016 | -4.83% | 0.25% | 11.10% | 2.33% | -2.40% | 2.90% | 3.61% | -0.32% | 1.57% | -3.49% | -3.50% | -0.05% | 6.37% |
| 2015 | -0.71% | 3.29% | -2.15% | 1.95% | -2.68% | -2.84% | -1.78% | -8.11% | -3.06% | 8.28% | -2.72% | 0.21% | -10.65% |
| 2014 | -5.57% | 5.26% | 5.19% | 2.46% | 1.98% | 1.97% | 0.30% | -0.01% | -5.88% | 3.07% | -0.12% | -3.18% | 4.81% |
Expense Ratio
Country Index ETFs features an expense ratio of 0.49%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Country Index ETFs is 42, indicating average performance compared to other portfolios on our website. Here’s 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 | 2.52 | 3.19 | 1.39 | 4.48 | 11.56 |
EWA iShares MSCI-Australia ETF | 0.60 | 0.93 | 1.11 | 0.92 | 2.40 |
TUR iShares MSCI Turkey ETF | 0.46 | 0.80 | 1.09 | 0.25 | 0.81 |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | -0.22 | -0.26 | 0.97 | -0.10 | -0.52 |
VXUS Vanguard Total International Stock ETF | 0.93 | 1.35 | 1.17 | 1.21 | 3.16 |
INDA iShares MSCI India ETF | 0.35 | 0.55 | 1.08 | 0.35 | 0.99 |
ENZL iShares MSCI New Zealand ETF | 0.07 | 0.23 | 1.03 | 0.04 | 0.28 |
EWS iShares MSCI Singapore ETF | 2.26 | 3.05 | 1.42 | 1.67 | 14.70 |
Dividends
Dividend yield
Country Index ETFs provided a 2.87% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.87% | 2.94% | 3.65% | 3.51% | 4.11% | 1.44% | 2.88% | 3.43% | 2.56% | 2.64% | 2.88% | 2.76% |
| Portfolio components: | ||||||||||||
ARGT Global X MSCI Argentina ETF | 1.35% | 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 | 3.56% | 3.71% | 3.72% | 5.28% | 5.08% | 2.02% | 3.97% | 6.11% | 4.44% | 4.03% | 5.48% | 4.92% |
TUR iShares MSCI Turkey ETF | 1.75% | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.63% | 2.89% | 3.04% | 1.63% |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | 5.95% | 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 | 3.25% | 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 | 0.79% | 0.76% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% |
ENZL iShares MSCI New Zealand ETF | 2.10% | 2.13% | 3.00% | 1.62% | 2.46% | 1.66% | 3.35% | 3.60% | 3.69% | 4.78% | 4.29% | 5.15% |
EWS iShares MSCI Singapore ETF | 4.18% | 4.28% | 6.49% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% | 3.35% |
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.
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 39.07%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Country Index ETFs drawdown is 1.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.07% | Jan 29, 2018 | 541 | Mar 23, 2020 | 172 | Nov 24, 2020 | 713 |
| -25.53% | Jul 25, 2014 | 375 | Jan 20, 2016 | 323 | May 2, 2017 | 698 |
| -24.61% | Sep 7, 2021 | 280 | Oct 14, 2022 | 293 | Dec 14, 2023 | 573 |
| -16.5% | May 9, 2013 | 32 | Jun 24, 2013 | 224 | May 14, 2014 | 256 |
| -15.36% | Feb 22, 2012 | 71 | Jun 1, 2012 | 72 | Sep 13, 2012 | 143 |
Volatility
Volatility Chart
The current Country Index ETFs volatility is 3.67%, 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.
Diversification
Asset Correlations Table
| WIP | TUR | ARGT | INDA | ENZL | EWS | EWA | VXUS | |
|---|---|---|---|---|---|---|---|---|
| WIP | 1.00 | 0.29 | 0.30 | 0.27 | 0.41 | 0.35 | 0.40 | 0.42 |
| TUR | 0.29 | 1.00 | 0.34 | 0.40 | 0.31 | 0.38 | 0.39 | 0.46 |
| ARGT | 0.30 | 0.34 | 1.00 | 0.44 | 0.40 | 0.49 | 0.53 | 0.62 |
| INDA | 0.27 | 0.40 | 0.44 | 1.00 | 0.39 | 0.53 | 0.53 | 0.65 |
| ENZL | 0.41 | 0.31 | 0.40 | 0.39 | 1.00 | 0.50 | 0.64 | 0.59 |
| EWS | 0.35 | 0.38 | 0.49 | 0.53 | 0.50 | 1.00 | 0.67 | 0.76 |
| EWA | 0.40 | 0.39 | 0.53 | 0.53 | 0.64 | 0.67 | 1.00 | 0.83 |
| VXUS | 0.42 | 0.46 | 0.62 | 0.65 | 0.59 | 0.76 | 0.83 | 1.00 |