Best Global Large Cap funds
Ranking of the top 20 Global Large Cap funds (Equity) by composite score (risk-adjusted return). Updated 19/10/2026.
This page ranks 20 Global Large Cap funds, a subcategory of Equity, ordered by a composite score that rewards risk-adjusted return and curve stability while penalizing drawdowns. Use it to compare options within the same investment style before exploring each fund's history in the interactive view.
ℹ️ Methodology: period and indicators
All indicators are computed over the last 3 years of prices, with daily data. The risk-free rate used is 2.0%.
Score formula (risk-adjusted return):
0.15·R² + 0.15·Sortino* + 0.2·DD* + 0.2·CAGR_excess* + 0.1·Volatility_inv* + 0.2·Ulcer_inv*
* Components normalized to the analyzed set of funds (best in set = 1, worst = 0). The drawdown term is 1 − (MaxDD / 30.0%)3, clamped to [0,1]. Volatility and Ulcer are inverted (less = better).
A higher score means better relative behavior within the analyzed set, not an investment recommendation.
🏆 Ranking
| # | ISIN | Name | Score | R² | Total Ret. | Annual Ret. | Volatility | Sharpe | Sortino | Max Drawdown | Calmar |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | ES0156674006 | Kaizen Global Income FI | 0.646 | 0.933 | 13.29% | 9.61% | 5.36% | 1.42 | 1.56 | 3.35% | 2.87 |
| 2 | ES0148019005 | Indexa RV internacional FI | 0.642 | 0.950 | 27.08% | 18.26% | 9.75% | 1.67 | 1.67 | 6.99% | 2.61 |
| 3 | IE000ZYRH0Q7 | iShares Developed World Index (IE) Acc EUR clase S | 0.637 | 0.899 | 24.36% | 20.82% | 10.53% | 1.79 | 1.71 | 6.57% | 3.17 |
| 4 | LU2972959774 | FLAB EQUITY H ACC EUR | 0.633 | 0.939 | 37.02% | 22.63% | 12.67% | 1.63 | 1.64 | 8.77% | 2.58 |
| 5 | ES0143562595 | GVC Gaesco Crossover - M&S Quality RVI A FI | 0.628 | 0.969 | 55.75% | 15.90% | 10.06% | 1.38 | 1.61 | 10.40% | 1.53 |
| 6 | LU0605515377 | Fidelity Global Dividend A-Acc-EUR H | 0.626 | 0.958 | 51.48% | 14.84% | 9.67% | 1.33 | 1.25 | 10.04% | 1.48 |
| 7 | IE000N51F726 | iShares Developed World ESG Screened Index Fund (IE) D Acc EUR | 0.625 | 0.870 | 23.88% | 20.42% | 11.32% | 1.63 | 1.57 | 7.70% | 2.65 |
| 8 | LU1549401203 | GLOBAL PREMIUM EQ DH ACC EUR | 0.623 | 0.961 | 61.45% | 17.31% | 10.17% | 1.50 | 1.40 | 11.77% | 1.47 |
| 9 | ES0110407105 | Gestión Boutique VI Gestivalue Cap A FI | 0.622 | 0.938 | 55.78% | 15.93% | 8.95% | 1.56 | 1.47 | 12.04% | 1.32 |
| 10 | ES0110407147 | Gestión Boutique VI Gestivalue Cap B FI | 0.620 | 0.932 | 51.80% | 14.94% | 8.75% | 1.48 | 1.41 | 11.98% | 1.25 |
| 11 | ES0111171106 | Atl Capital Best Managers Renta Variable FI | 0.620 | 0.967 | 93.45% | 24.62% | 13.20% | 1.71 | 1.86 | 14.01% | 1.76 |
| 12 | ES0110407154 | Gestión Boutique VI Gestivalue Capital C FI | 0.616 | 0.917 | 38.43% | 16.00% | 9.52% | 1.47 | 1.41 | 12.07% | 1.33 |
| 13 | DE000DWS1U90 | DWS Top Dividende LC | 0.615 | 0.931 | 47.17% | 13.74% | 9.13% | 1.29 | 1.18 | 11.45% | 1.20 |
| 14 | LU0507265923 | DWS Invest Top Dividend LC | 0.615 | 0.931 | 46.81% | 13.65% | 9.30% | 1.25 | 1.13 | 11.25% | 1.21 |
| 15 | LU1261431768 | Fidelity Funds - Global Dividend Fund A-Acc-EUR | 0.615 | 0.935 | 50.09% | 14.49% | 9.81% | 1.27 | 1.20 | 12.09% | 1.20 |
| 16 | LU0203975437 | Robeco BP Global Premium Eq D Acc Eur | 0.615 | 0.959 | 61.36% | 17.29% | 10.20% | 1.50 | 1.37 | 13.70% | 1.26 |
| 17 | LU0951559797 | Robeco BP Global Premium Equities D USD | 0.615 | 0.959 | 61.32% | 17.28% | 10.20% | 1.50 | 1.37 | 13.70% | 1.26 |
| 18 | ES0114289004 | Beka Optima Global FI | 0.609 | 0.944 | 51.06% | 14.74% | 10.96% | 1.16 | 1.08 | 12.80% | 1.15 |
| 19 | ES0162948006 | ABANCA RV DIVID MINORISTA EUR | 0.607 | 0.926 | 64.73% | 18.06% | 10.11% | 1.59 | 1.71 | 14.07% | 1.28 |
| 20 | LU0705782398 | Robeco QI Global Conservative Equities D EUR | 0.605 | 0.927 | 46.97% | 13.69% | 9.54% | 1.23 | 1.14 | 13.15% | 1.04 |
📊 Compared evolution (base 100)
❓ Frequently asked questions
How is the fund ranking calculated?
Each fund gets a composite score from 0 to 1 that combines risk-adjusted return (excess CAGR and Sortino), curve stability (R² and inverted volatility) and drawdown control (a non-linear penalty plus the Ulcer Index). Funds are then ordered by that score.
What does the score mean for Global Large Cap funds?
A higher score means better relative behavior within the analyzed set: more stable growth and smaller drawdowns for the return achieved. It is a comparison tool, not an investment recommendation.
How often is the data updated?
The ranking is recomputed from daily NAV data each time the site is regenerated. This page was last updated on 19/10/2026.
Is this investment advice?
No. All content is educational and based on historical data. Past performance does not guarantee future results. Consult a licensed advisor before investing.