World Country Index Returns

Last Update: 30 November 2023

The best performing Country in the last 5 years is Argentina, that granded a +15.79% annualized return.

The worst is Pakistan, with a -10.69% annualized return in the last 5 years.

The main Country Stock Indexes can be easily replicated by ETFs.

Country Stock Index - Metrics

Columns are sortable, assets are pre-ordered by 5 year return.

COUNTRY STOCK INDEXES
Metrics: Return - Risk - Drawdown
Last Update: 30 November 2023
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 3Y: 5.74% , 5Y: 4.07% , 10Y: 2.82%
Returns over 1 year are annualized. Last update: 30 November 2023.
Risk is represented as the annualized Standard Deviation of monthly returns.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 30 November 2023.
The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 30 November 2023.
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. 2023: 3.66%, 2022: 6.45%, 2021: 7.04%, 2020: 1.36%
Last update: 30 November 2023.
Swipe left to see all data
Return (%) - Nov 30, 2023
St.Dev. (%)
Ann. Return / St.Dev.
Max Drawdown (%)
Return / Drawdown
Ulcer Index
YTD(%)
Yearly Returns (%)
Dividend Yield (%)
Ticker Asset 1M 3M 6M 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y 1Y 3Y 5Y 10Y 3Y 5Y 10Y 3Y 5Y 10Y 3Y 5Y 10Y 2023 2022 2021 2020 2023 2022 2021 2020
ARGT
Argentina
31.37
6.43
27.70
54.53
22.30
15.79
10.13
40.45 32.99 38.45 32.15 1.35 0.68 0.41 0.32 -30.81 -49.03 -55.87 0.72 0.32 0.18 11.12 17.47 19.73
49.62
10.36
3.83
14.57
0.86 2.68 0.96 0.32
EDEN
Denmark
9.26
2.05
2.31
15.47
6.82
14.50
11.05
13.22 20.88 19.48 16.85 1.17 0.33 0.74 0.66 -34.38 -34.38 -34.38 0.20 0.42 0.32 12.47 9.96 8.63
11.84
-11.44
14.80
42.55
1.87 1.29 0.84 0.59
EWT
Taiwan
11.90
6.80
5.41
13.10
6.76
13.83
9.58
20.02 23.34 22.19 18.91 0.65 0.29 0.62 0.51 -37.46 -37.46 -37.46 0.18 0.37 0.26 16.87 13.64 11.73
21.27
-28.84
28.94
31.50
0.00 11.35 3.32 2.37
GREK
Greece
11.11
-0.48
10.64
41.91
19.51
12.85
-4.33
25.54 24.44 29.20 30.90 1.64 0.80 0.44 -0.14 -25.28 -43.83 -74.10 0.77 0.29 -0.06 8.69 16.73 57.28
41.21
0.98
6.16
-14.48
0.81 2.85 2.25 2.21
EWW
Mexico
15.40
2.56
6.45
20.62
18.93
12.05
1.56
25.81 23.70 26.54 23.54 0.80 0.80 0.45 0.07 -18.30 -38.18 -55.47 1.03 0.32 0.03 7.24 12.93 26.34
28.83
1.26
20.31
-3.05
0.93 3.59 2.44 1.37
VTI
United States
9.42
1.41
10.04
12.72
8.22
11.71
11.16
16.21 17.40 19.38 15.49 0.78 0.47 0.60 0.72 -24.81 -24.81 -24.81 0.33 0.47 0.45 10.83 9.20 6.95
19.72
-19.51
25.67
21.03
1.27 1.33 1.51 1.71
EWN
Netherlands
12.63
2.25
1.87
10.10
4.24
10.02
7.24
22.74 24.58 23.58 19.06 0.44 0.17 0.43 0.38 -41.29 -41.29 -41.29 0.10 0.24 0.18 19.55 15.81 12.29
14.53
-24.41
22.74
23.22
1.26 1.48 1.24 0.95
TUR
Turkey
3.28
-5.87
20.39
7.06
20.69
9.35
-1.86
30.23 35.40 36.02 33.41 0.23 0.58 0.26 -0.06 -30.79 -35.87 -64.14 0.67 0.26 -0.03 15.20 17.56 40.04
-1.25
105.81
-27.48
-1.20
2.91 3.95 2.97 0.85
EWI
Italy
10.30
2.74
13.84
23.28
8.61
8.97
3.85
21.16 22.46 25.42 22.09 1.10 0.38 0.35 0.17 -32.87 -32.87 -35.53 0.26 0.27 0.11 11.65 12.05 17.17
25.42
-14.10
14.41
1.67
2.72 3.79 2.95 1.66
KSA
Saudi Arabia
4.51
-3.18
0.20
2.72
9.99
8.97
-
16.11 19.06 19.76 - 0.17 0.52 0.45 - -27.10 -30.48 - 0.37 0.29 - 13.60 14.28 -
6.23
-6.07
33.56
2.63
1.30 1.79 2.03 1.78
EIRL
Ireland
10.15
-1.59
4.74
23.85
7.41
8.92
6.41
20.60 24.33 24.88 20.62 1.16 0.30 0.36 0.31 -39.15 -39.15 -39.15 0.19 0.23 0.16 16.48 14.78 12.86
25.88
-18.81
13.72
9.62
1.00 0.91 0.92 0.54
EWQ
France
9.06
-0.24
3.81
14.11
8.45
8.91
5.72
19.42 20.70 22.76 18.79 0.73 0.41 0.39 0.30 -29.04 -29.04 -29.04 0.29 0.31 0.20 9.82 10.51 10.71
15.97
-11.99
21.47
2.85
2.47 2.76 4.46 1.04
EWL
Switzerland
8.35
-1.54
0.37
8.28
4.32
8.56
5.74
17.04 17.64 16.36 14.09 0.49 0.24 0.52 0.41 -27.53 -27.53 -27.53 0.16 0.31 0.21 11.82 9.59 8.84
10.75
-18.86
20.19
11.79
2.44 1.63 2.05 1.59
INDA
India
6.43
4.66
10.57
4.22
10.45
8.52
8.18
12.89 14.83 19.28 18.44 0.33 0.71 0.44 0.44 -15.45 -32.31 -34.00 0.68 0.26 0.24 6.53 8.65 10.07
10.46
-8.94
21.41
14.83
0.19 0.00 7.27 0.31
EWC
Canada
10.21
0.84
6.24
1.87
7.17
8.00
4.07
19.78 18.56 21.32 17.80 0.09 0.39 0.38 0.23 -22.93 -26.90 -34.11 0.31 0.30 0.12 10.01 9.56 13.10
7.96
-12.95
27.00
5.52
1.06 2.01 2.31 2.16
EWD
Sweden
14.46
8.07
4.86
8.14
0.61
7.35
3.91
20.92 24.43 24.26 19.49 0.39 0.02 0.30 0.20 -40.26 -40.26 -40.26 0.02 0.18 0.10 20.39 16.50 14.04
11.38
-27.79
22.86
22.26
0.00 2.58 6.44 1.19
EWA
Australia
8.25
1.08
4.59
-1.64
3.91
6.10
3.33
20.18 21.65 22.83 19.43 -0.08 0.18 0.27 0.17 -23.37 -31.36 -31.36 0.17 0.19 0.11 9.25 9.87 12.30
2.90
-5.86
8.95
8.26
1.88 4.78 5.32 2.15
EWP
Spain
14.05
7.16
14.40
28.04
7.71
4.62
1.29
20.15 20.79 24.22 20.88 1.39 0.37 0.19 0.06 -32.46 -32.46 -41.58 0.24 0.14 0.03 12.51 13.51 22.01
27.84
-5.16
0.27
-3.95
1.46 2.85 3.22 2.41
UAE
United Arab Emirates
7.39
-1.40
4.34
-4.17
11.78
4.52
-
18.96 18.88 21.23 - -0.22 0.62 0.21 - -23.62 -37.26 - 0.50 0.12 - 12.66 15.33 -
1.96
-5.31
44.10
-7.26
2.60 2.47 6.76 4.18
EWU
United Kingdom
6.20
1.22
3.51
6.29
8.47
4.44
1.72
13.70 16.09 19.08 16.17 0.46 0.53 0.23 0.11 -21.24 -29.97 -29.97 0.40 0.15 0.06 5.98 10.98 11.96
7.69
-4.38
18.22
-11.80
2.03 3.19 4.97 2.15
EWJ
Japan
6.19
1.57
6.26
13.25
0.51
4.15
4.22
13.58 15.26 15.76 13.80 0.98 0.03 0.26 0.31 -28.85 -28.85 -28.85 0.02 0.14 0.15 13.09 10.81 9.49
15.82
-17.72
1.17
15.41
0.79 1.00 2.07 1.19
EWG
Germany
12.83
1.76
4.33
15.01
0.77
3.88
1.69
22.25 22.96 24.09 20.01 0.67 0.03 0.16 0.08 -41.66 -41.66 -41.66 0.02 0.09 0.04 18.46 15.35 15.59
18.04
-22.20
5.84
10.57
3.07 2.44 2.80 2.28
EWO
Austria
9.25
4.55
10.80
12.26
9.27
3.62
3.21
19.80 23.70 27.71 22.98 0.62 0.39 0.13 0.14 -37.60 -37.60 -47.58 0.25 0.10 0.07 15.59 16.71 19.37
14.59
-21.92
31.54
-3.68
3.05 3.59 3.12 0.93
EWK
Belgium
8.80
-0.27
5.96
5.84
1.14
3.25
3.90
17.23 18.01 21.05 17.48 0.34 0.06 0.15 0.22 -32.34 -32.34 -32.96 0.04 0.10 0.12 13.41 12.64 12.31
3.30
-13.93
12.87
0.00
1.86 2.17 3.98 1.64
PGAL
Portugal
7.72
2.65
6.82
6.92
4.39
2.87
-
15.49 19.80 21.73 - 0.45 0.22 0.13 - -25.00 -25.99 - 0.18 0.11 - 10.12 10.78 -
7.77
-5.48
2.64
-0.50
3.71 3.08 3.43 2.40
EWZ
Brazil
14.24
10.24
20.90
19.13
9.16
2.79
1.02
26.75 29.56 35.03 34.21 0.72 0.31 0.08 0.03 -28.49 -50.35 -61.50 0.32 0.06 0.02 14.16 24.35 28.96
24.58
12.35
-17.27
-20.33
2.70 12.89 7.56 1.34
EWY
South Korea
14.72
0.94
0.41
5.10
-4.93
2.33
1.37
25.95 26.20 25.88 22.20 0.20 -0.19 0.09 0.06 -48.08 -48.08 -48.08 -0.10 0.05 0.03 26.20 21.51 20.33
11.61
-26.60
-7.56
39.44
0.00 0.90 1.95 1.01
ENZL
New Zealand
11.65
2.72
-1.52
-3.25
-9.36
1.71
5.57
20.00 20.79 21.23 18.92 -0.16 -0.45 0.08 0.29 -37.29 -37.29 -37.29 -0.25 0.05 0.15 21.90 17.57 13.29
-3.28
-16.17
-11.38
20.04
0.97 1.34 2.14 1.97
QAT
Qatar
6.90
-3.39
-2.10
-11.17
2.17
1.34
-
16.93 14.78 15.35 - -0.66 0.15 0.09 - -27.26 -27.26 - 0.08 0.05 - 12.49 11.19 -
-1.66
-7.23
14.42
6.85
3.88 4.28 2.61 2.73
EIS
Israel
16.28
-1.62
4.35
-10.20
-1.52
1.04
2.80
25.88 21.13 22.60 18.37 -0.39 -0.07 0.05 0.15 -38.63 -38.63 -38.63 -0.04 0.03 0.07 18.93 15.57 12.39
-2.19
-27.03
22.84
12.01
0.98 1.20 1.27 0.18
NORW
Norway
3.89
1.12
10.32
-6.19
2.62
0.96
-0.11
15.80 22.43 26.28 22.26 -0.39 0.12 0.04 0.00 -30.84 -37.03 -44.21 0.08 0.03 0.00 14.90 14.95 21.98
-1.73
-14.12
18.11
1.22
3.29 3.40 1.15 2.11
EPOL
Poland
9.47
13.47
27.97
46.62
9.11
0.50
-1.57
31.31 33.86 33.41 27.76 1.49 0.27 0.01 -0.06 -52.77 -52.87 -60.36 0.17 0.01 -0.03 22.84 23.22 29.32
40.56
-24.62
12.22
-8.37
0.00 1.95 1.48 1.30
EPU
Peru
6.14
-4.40
6.52
7.48
0.93
0.43
2.21
20.89 25.44 26.74 24.23 0.36 0.04 0.02 0.09 -31.60 -39.60 -45.01 0.03 0.01 0.05 17.52 17.47 20.33
9.35
2.13
-11.83
-4.31
2.52 5.45 2.69 1.80
EZA
South Africa
8.16
3.40
11.07
-6.03
3.35
0.14
-0.51
28.37 26.07 28.47 25.45 -0.21 0.13 0.00 -0.02 -33.64 -44.45 -53.99 0.10 0.00 -0.01 17.82 19.04 21.98
-2.99
-5.13
7.92
-5.19
1.61 3.60 2.17 4.99
EWS
Singapore
2.57
-3.28
-0.68
-2.02
-0.87
-0.57
-0.13
17.44 15.71 19.69 17.85 -0.12 -0.06 -0.03 -0.01 -24.34 -28.13 -32.07 -0.04 -0.02 0.00 12.48 13.25 14.72
-0.94
-9.79
5.56
-8.49
3.62 2.26 6.03 2.40
EGPT
Egypt
5.18
31.82
35.56
37.48
1.97
-0.60
-4.94
21.31 21.11 24.04 25.13 1.76 0.09 -0.02 -0.20 -37.36 -44.76 -73.35 0.05 -0.01 -0.07 21.54 25.79 54.22
27.64
-24.63
11.36
-11.50
0.00 0.98 2.66 2.16
EIDO
Indonesia
6.93
-5.52
-5.04
-5.66
2.19
-0.65
1.11
15.60 14.95 24.00 21.55 -0.36 0.15 -0.03 0.05 -16.12 -45.80 -48.60 0.14 -0.01 0.02 6.69 17.18 17.82
-0.85
-0.15
-0.60
-7.14
2.15 2.48 1.31 1.39
VNM
Vietnam
13.32
-13.59
5.39
3.44
-5.80
-2.92
-2.35
32.78 26.43 26.59 23.06 0.10 -0.22 -0.11 -0.10 -46.50 -46.50 -49.34 -0.12 -0.06 -0.05 27.32 22.71 26.25
10.64
-43.75
22.05
9.84
0.00 0.52 0.59 0.44
EWM
Malaysia
2.96
0.76
5.38
-3.82
-5.05
-3.32
-3.91
16.03 16.00 15.54 15.68 -0.24 -0.32 -0.21 -0.25 -23.78 -24.98 -41.03 -0.21 -0.13 -0.10 13.41 13.04 26.80
-5.32
-5.98
-7.41
3.17
1.60 2.75 5.72 1.91
EWH
Hong Kong
0.18
-7.38
-9.86
-13.52
-8.57
-3.55
0.85
18.44 22.01 21.75 19.12 -0.73 -0.39 -0.16 0.04 -40.35 -40.35 -40.35 -0.21 -0.09 0.02 21.02 17.92 14.18
-18.70
-6.82
-3.48
4.19
1.49 2.65 2.63 2.61
EPHE
Philippines
7.23
3.00
-0.69
-4.81
-5.34
-3.66
-1.97
18.77 21.82 21.95 19.05 -0.26 -0.24 -0.17 -0.10 -32.20 -36.03 -43.71 -0.17 -0.10 -0.05 15.75 18.94 21.80
-3.16
-15.86
-2.22
-3.94
1.19 1.44 1.02 0.68
THD
Thailand
1.89
-11.70
-9.24
-14.97
-4.29
-4.28
0.73
18.82 17.51 22.58 19.22 -0.80 -0.25 -0.19 0.04 -23.52 -39.40 -39.98 -0.18 -0.11 0.02 10.24 18.95 15.90
-17.47
1.22
1.85
-9.87
1.60 2.40 3.14 2.04
ECH
Chile
10.94
-4.68
-1.13
5.72
5.25
-5.35
-2.79
22.05 29.80 30.89 26.23 0.26 0.18 -0.17 -0.11 -29.46 -52.60 -59.61 0.18 -0.10 -0.05 15.40 33.19 31.97
3.14
25.17
-20.02
-7.11
4.31 8.02 3.94 1.97
GXG
Colombia
8.39
6.42
15.12
6.43
-3.92
-5.46
-9.04
25.52 28.67 32.53 29.29 0.25 -0.14 -0.17 -0.31 -41.89 -47.37 -70.97 -0.09 -0.12 -0.13 25.67 30.19 53.22
11.64
-25.06
-11.48
-16.32
2.13 9.09 2.02 2.68
FXI
China
-1.41
-8.18
-2.58
-8.27
-17.15
-7.77
-2.33
26.74 31.85 27.55 24.11 -0.31 -0.54 -0.28 -0.10 -56.74 -56.74 -56.74 -0.30 -0.14 -0.04 32.44 25.63 23.88
-10.60
-20.67
-20.05
8.93
0.54 2.03 1.26 2.34
NGE
Nigeria
0.52
-11.72
-2.53
7.49
-5.08
-8.86
-
48.98 32.89 32.83 - 0.15 -0.15 -0.27 - -36.98 -49.21 - -0.14 -0.18 - 20.13 30.88 -
13.32
-20.22
-12.30
-9.40
12.06 6.45 6.43 5.74
PAK
Pakistan
13.49
36.01
39.03
5.10
-10.75
-10.69
-
29.76 24.86 30.75 - 0.17 -0.43 -0.35 - -54.54 -59.13 - -0.20 -0.18 - 34.72 34.77 -
17.57
-32.09
-14.66
-6.50
2.25 6.12 6.74 2.31
Return over 1 year are annualized.