Asset Class Comparison
Compare risk and return for 59 global asset classes and 5 benchmarks

How to subscribe for free
The daily Asset Class Comparison daily report is available as a Free Subscription at no cost to you.

The Asset Class Comparison is a free 1-page report comparing risk and return metrics for 59 global asset classes and 5 benchmarks. Subscribe for free to receive immediate access to this report.

The Asset Class Comparison contains 34 metrics for each portfolio, plus three scatterplots at the bottom of the page showing risk vs. return for the most recent 12-month, 36-month, and 60-month periods.
 What you can do with this report:
  • Identify the best risk-adjusted returns using the risk vs. return scatterplot chart
  • Compare portfolios head-to-head using 34 risk and return metrics, including 5-year total return, trends, alpha, and Modigliani risk-adjusted return.
  • Compare the correlation for each portfolio with five major asset classes
  • Compare the latest close with 50-day and 200-day moving averages
  • Find new ideas for investing in global asset classes
Update frequency: The Asset Class Comparison is updated daily.

How to get this comparison
It's 100% free! The VizMetrics Asset Class Comparison daily report is available as part of the Free Subscription Package.

Portfolio categories included on the Asset Class Comparison 1-page VizMetrics report: 
  • 9 ETFs for international equity asset class comparison
  • 12 ETFs for U.S. equity asset class comparison
  • 7 ETFs for commodity asset class comparison
  • 3 ETFs for real estate asset class comparison
  • 28 ETFs for fixed-income asset class comparison
  • 5 benchmarks

Portfolios types included on the Asset Class Comparison:
  • 64 exchange-traded funds (ETFs)

Metrics included for each portfolio on the Asset Class Comparison: 
  • 1-day return
  • 1-week return
  • 4-week return
  • return vs. 50-day moving average
  • return vs. 200-day moving average
  • 200-day trend graph
  • Year-to-date (YTD) return
  • recent yield
  • 1-year return, annualized
  • 3-year return, annualized
  • 5-year return, annualized
  • 60-month trend graph
  • calendar year total return (last year, 2 years ago, 3 years ago, 4 years ago)
  • standard deviation % (1-year, 3-year, and 5-year)
  • maximum draw down % during past 5 years
  • beta vs. ACWI (3-year)
  • R-squared (3-year)
  • Modigliani-Modigliani (M2) risk-adjusted return % (1-year, 3-year, and 5-year)
  • Alpha % (1-year, 3-year, and 5-year)
  • correlation to All-Country World equities
  • correlation to S&P 500
  • correlation to broad commodities
  • correlation to total bond return
  • correlation to gold return

Graphical comparisons included: 
  • comparative graphs for all returns, across all portfolios
  • trend graph for 200-day adjusted closing price
  • trend graph 60-month adjusted closing price
  • bubble comparison for recent yield
  • bubble comparison for standard deviation (1-year, 3-year, and 5-year)
  • heatmap for correlations to global equities, S&P 500, commodities, bonds, and gold