Global ex US market index returns

The growing proliferation of indexes from index providers, along with a corresponding growing number of index funds and ETFs, creates a number of issues for investors, since the index returns of the different providers result in a dispersion of both yearly and multi-period returns. These return differences are mainly due to the differing methodologies index providers utilize in constructing their indexes. Different benchmarks cover varying ranges of stocks, have different selection criteria for growth versus value, and are even maintained and rebalanced differently.

Global ex US market index returns
The table below provides returns data for international stock market returns.

Indexes: Dow Jones Global ex U.S. Index; FTSE All World ex-U.S.Index; Morningstar Global ex-U.S. Index; MSCI AWCI ex-US Index; Russell Global ex-U.S. Index; S&P Global ex-U.S. Index

Methodology

 * Dow Jones
 * FTSE
 * Morningstar
 * Msci
 * Russell
 * S&P

Papers

 * Evaluating global benchmarks Vanguard Research, (September 15, 2010)