why are investors heading overseas? improved international equity returns adn diversification are underlying reasons for adopting an overseas investing strategy. Diversification is an important motive for Australian investors, as the australian share market account for only 2% of the world equity value. Although australian investors are reputedly the keenest share owners in the world, with about half the population owning shares, the Australian share market is highly concentrated, dominated by a number of companies and sectors that account for the lion's share of market capitalisation.