DuPont analysis - Trading Studio

Growth of $10,000 invested in DuPont ROE portfolios on Taiwanese stocks (TAI+TWO) vs TAIEX from 2000 to 2025.

DuPont analysis

DuPont ROE on Taiwanese Stocks: Marginal +0.43% Over TAIEX (25-Year Backtest)

DuPont ROE decomposition on TAI+TWO from 2000-2025. Quality ROE returned just 3.30% CAGR with 25.1% volatility and -58.7% max drawdown. All tracks trail SPY (7.30%). Taiwan's tech-heavy export economy resists DuPont quality screening.

Growth of $10,000 invested in DuPont ROE portfolios on Chinese stocks (SHH+SHZ) vs SSE Composite from 2000 to 2025.

DuPont analysis

DuPont ROE on Chinese Stocks: +2.07% Over SSE Composite, Margin Beats Leverage

DuPont ROE decomposition on SHH+SHZ from 2000-2025. Margin-driven ROE at 4.50% CAGR beat leverage-driven at 2.40%, but all tracks trail SPY (7.30%). The +2.1% margin-leverage spread is real but weak in China's state-influenced economy.

Growth of $10,000 invested in DuPont ROE portfolios on UK stocks (LSE) vs FTSE 100 from 2000 to 2025.

DuPont analysis

DuPont ROE on UK Stocks: +5.30% Over FTSE 100, Leverage Leads at 7.70% CAGR

DuPont ROE decomposition on LSE from 2000-2025. Leverage-driven ROE at 7.00% CAGR beat margin-driven at 4.30%. The UK reverses the US pattern: commodity-heavy sectors and dividend culture reward productive leverage.