Countries & Sectors Comparison
Compare risk and return for investments in countries, currencies, and global sectors

How to get this report

The Countries & Sectors Comparison report is included in the Basic Subscription Package.

The Countries & Sectors Comparison is a 1-page report comparing 64 ETFs in the areas of country-specific portfolios, currency funds, and global sector funds. Subscribe to the Basic Subscription to receive this report.

Compare risk and return for investments in countries, currencies, and global sectors

The Countries & Sectors Comparison contains 34 metrics for each portfolio, plus 3 scatterplots at the bottom of the page showing risk vs. return.

 What you can do:
  • 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 global investing
Update frequency: The VizMetrics Countries & Sectors Comparison is updated daily.

How to subscribe 
This daily comparison is available as part of the Basic Subscription, which includes 9 different in-depth, 1-page comparison reports. See the Pricing page for details about available subscriptions.

Portfolio categories included on the Countries & Sectors Comparison: 
  • 7 country ETFs from the Americas
  • 14 country ETFs from Asia and Australia
  • 16 country ETFs covering Europe
  • 6 Mideast and Africa ETFs
  • 8 currency ETFs
  • 13 global sector ETFs

Portfolios types included on the Countries & Sectors Comparison:
  • exchange-traded funds (ETFs)

Metrics included for each portfolio on the Countries & Sectors Comparison: 
  • daily return
  • 1-week return
  • 4-week return
  • return vs. 50-day moving average
  • return vs. 200-day moving average
  • 200-day trend
  • Year-to-date (YTD) return
  • recent yield
  • 1-year return
  • 3-year return
  • 5-year return
  • 60-month trend
  • calendar year total return (last four years)
  • standard deviation (1-year, 3-year, and 5-year)
  • maximum draw down during past 5 years
  • beta (vs. ACWI index)
  • R-squared
  • Modigliani 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