Discover 24+ fixed Income Assets — including EMB, UJB, MUB — ranked by Sharpe ratio and risk-adjusted performance. Compare fixed Income Assets by returns, volatility, and drawdown, then build a well-diversified portfolio and invest through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | ACWI (ACWI) | 22.7% | 1.54 | 13.5% | -9.7% |
| 2 | iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) | 9.8% | 1.67 | 5.5% | -4.5% |
| 3 | ProShares Ultra High Yield (UJB) | 7.1% | 0.97 | 7.1% | -5.0% |
| 4 | iShares National Muni Bond ETF (MUB) | 6.4% | 2.14 | 2.8% | -2.8% |
| 5 | iShares iBoxx $ High Yield Corporate Bond ETF (HYG) | 5.7% | 1.44 | 3.8% | -2.3% |
| 6 | iShares MBS ETF (MBB) | 5.6% | 1.24 | 4.4% | -2.9% |
| 7 | iShares ESG USD Corporate Bond ETF (SUSC) | 4.4% | 1.00 | 4.3% | -2.9% |
| 8 | Invesco Ultra Short Duration ETF (GSY) | 4.4% | 9.94 | 0.4% | -0.1% |
| 9 | iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) | 4.3% | 0.80 | 5.2% | -3.3% |
| 10 | Vanguard Total Bond Market Index Fund (BND) | 4.2% | 1.10 | 3.6% | -2.7% |
| 11 | iShares USD Green Bond ETF (BGRN) | 3.9% | 1.31 | 2.9% | -2.2% |
| 12 | SHV (SHV) | 3.8% | 16.78 | 0.2% | -0.0% |
| 13 | NEAR (NEAR) | 3.7% | 2.61 | 1.4% | -1.1% |
| 14 | TLT (TLT) | 3.4% | 0.40 | 9.2% | -7.6% |
| 15 | IEF (IEF) | 3.4% | 0.72 | 4.6% | -4.1% |
| 16 | SHY (SHY) | 3.1% | 2.16 | 1.4% | -0.9% |
| 17 | TIP (TIP) | 3.0% | 0.86 | 3.4% | -2.0% |
| 18 | IEI (IEI) | 2.8% | 0.91 | 3.0% | -2.5% |
| 19 | UST (UST) | 2.4% | 0.30 | 9.1% | -8.8% |
| 20 | BNDX (BNDX) | 1.8% | 0.52 | 3.5% | -2.9% |