Best Global Large Cap funds
Ranking of the top 20 Global Large Cap funds (Equity) by composite score (risk-adjusted return). Updated 20/07/2026.
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 1.0 years (380 trading days), with daily data. The risk-free rate used is 2.0%.
Score formula (risk-adjusted return):
0.25·R² + 0.15·Sortino* + 0.2·DD* + 0.2·CAGR_excess* + 0.1·Volatility_inv* + 0.1·Ulcer_inv*
* Components normalized to the analyzed set of funds (best in set = 1, worst = 0). The drawdown term is 1 − (MaxDD / 25.0%)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 | Ret./MaxDD | Calmar |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | LU0826452848 | DWS Invest II Global Equity High Conviction Fund LC | 0.703 | 0.945 | 49.22% | 46.92% | 14.49% | 3.10 | 3.06 | 8.52% | 5.78 | 5.51 |
| 2 | ES0110485010 | Tressis Cartera Eco30 R FI | 0.699 | 0.964 | 36.27% | 34.65% | 10.72% | 3.05 | 2.94 | 4.21% | 8.62 | 8.23 |
| 3 | ES0162948006 | ABANCA RV DIVID MINORISTA EUR | 0.689 | 0.967 | 27.82% | 26.61% | 8.99% | 2.74 | 3.26 | 5.08% | 5.47 | 5.24 |
| 4 | ES0115279012 | BALTIA GLOBAL, FI | 0.687 | 0.943 | 38.58% | 36.84% | 13.00% | 2.68 | 2.71 | 5.99% | 6.44 | 6.15 |
| 5 | LU1493953001 | T. Rowe Price Funds SICAV - Global Value Equity Fund A EUR | 0.685 | 0.962 | 38.02% | 36.30% | 13.32% | 2.58 | 2.51 | 8.20% | 4.64 | 4.43 |
| 6 | IE00BF0GL212 | Polar Capital Automation & Artificial Intelligence R Acc | 0.678 | 0.939 | 68.18% | 64.82% | 23.10% | 2.72 | 2.55 | 14.18% | 4.81 | 4.57 |
| 7 | IE00BF0GL329 | Polar Capital Funds PLC - Artificial Intelligence Fund I Acc | 0.677 | 0.938 | 73.95% | 70.25% | 24.34% | 2.80 | 2.65 | 15.20% | 4.87 | 4.62 |
| 8 | ES0111171106 | Atl Capital Best Managers Renta Variable FI | 0.670 | 0.936 | 36.75% | 35.10% | 14.41% | 2.30 | 2.69 | 9.02% | 4.08 | 3.89 |
| 9 | ES0138445038 | Fondmapfre Global R FI | 0.670 | 0.913 | 29.29% | 28.00% | 10.57% | 2.46 | 2.83 | 6.08% | 4.82 | 4.61 |
| 10 | LU2596602628 | Goldman Sachs Global Future Economic Security Equity Portfolio E EUR Acc | 0.669 | 0.922 | 37.83% | 36.13% | 15.81% | 2.16 | 2.09 | 6.56% | 5.77 | 5.51 |
| 11 | LU2146179192 | Assenagon Value Size Global (P2) | 0.668 | 0.936 | 29.10% | 27.82% | 11.84% | 2.18 | 2.20 | 6.32% | 4.60 | 4.40 |
| 12 | LU1883342377 | PIONEER GLB EQUITY A ACC EUR | 0.666 | 0.928 | 31.12% | 29.75% | 12.08% | 2.30 | 2.19 | 7.32% | 4.25 | 4.06 |
| 13 | DE0008474024 | DWS AKKUMULA ACC EUR | 0.664 | 0.899 | 34.05% | 32.54% | 11.59% | 2.64 | 2.52 | 8.62% | 3.95 | 3.77 |
| 14 | ES0162701009 | Metavalor Dividendo FI | 0.663 | 0.944 | 23.90% | 22.87% | 9.49% | 2.20 | 2.19 | 6.74% | 3.55 | 3.40 |
| 15 | IE00B3V93F27 | BNY Mellon Global Equity Income Fund EUR A Acc | 0.662 | 0.935 | 26.02% | 24.89% | 9.62% | 2.38 | 2.32 | 7.82% | 3.33 | 3.18 |
| 16 | LU2905591629 | SIFTER FUND - GLOBAL-RA-EUR | 0.662 | 0.920 | 31.52% | 30.13% | 13.15% | 2.14 | 2.34 | 7.79% | 4.05 | 3.87 |
| 17 | LU0507265923 | DWS Invest Top Dividend LC | 0.659 | 0.931 | 23.36% | 22.36% | 8.42% | 2.42 | 2.25 | 6.87% | 3.40 | 3.25 |
| 18 | LU0705782398 | Robeco QI Global Conservative Equities D EUR | 0.659 | 0.951 | 17.26% | 16.54% | 8.39% | 1.73 | 1.65 | 3.60% | 4.80 | 4.60 |
| 19 | LU1897556517 | WORLD R EVOLUTIONS NC ACC EUR | 0.658 | 0.904 | 34.76% | 33.20% | 14.49% | 2.15 | 2.23 | 8.70% | 4.00 | 3.82 |
| 20 | ES0105263000 | Acacia Premium FI | 0.655 | 0.928 | 25.14% | 24.05% | 10.91% | 2.02 | 1.97 | 7.65% | 3.29 | 3.14 |
📊 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 20/07/2026.
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.