Discover 24+ fixed Income Assets — including UJB, EMB, HYG — 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) | 17.4% | 1.01 | 16.8% | -13.5% |
| 2 | ProShares Ultra High Yield (UJB) | 7.9% | 0.77 | 10.2% | -8.6% |
| 3 | iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) | 7.4% | 1.09 | 6.6% | -4.7% |
| 4 | iShares iBoxx $ High Yield Corporate Bond ETF (HYG) | 5.4% | 0.99 | 5.3% | -4.2% |
| 5 | iShares International Treasury Bond ETF (IGOV) | 4.9% | 0.58 | 8.7% | -5.1% |
| 6 | iShares MBS ETF (MBB) | 4.9% | 0.99 | 4.8% | -2.6% |
| 7 | Invesco Ultra Short Duration ETF (GSY) | 4.5% | 10.42 | 0.4% | -0.2% |
| 8 | iShares Short Duration Bond Active ETF (NEAR) | 4.3% | 2.24 | 1.8% | -1.2% |
| 9 | iShares USD Green Bond ETF (BGRN) | 4.1% | 1.15 | 3.4% | -2.2% |
| 10 | iShares 0–1 Year Treasury Bond ETF (SHV) | 4.0% | 18.03 | 0.2% | -0.0% |
| 11 | iShares 3-7 Year Treasury Bond ETF (IEI) | 3.9% | 1.13 | 3.3% | -1.9% |
| 12 | SUSC (SUSC) | 3.7% | 0.71 | 5.2% | -2.9% |
| 13 | BND (BND) | 3.7% | 0.86 | 4.2% | -2.4% |
| 14 | IEF (IEF) | 3.6% | 0.69 | 5.2% | -3.2% |
| 15 | LQD (LQD) | 3.6% | 0.56 | 6.4% | -3.4% |
| 16 | SHY (SHY) | 3.5% | 2.43 | 1.4% | -0.8% |
| 17 | TIP (TIP) | 3.5% | 0.84 | 4.1% | -2.7% |
| 18 | MUB (MUB) | 3.1% | 0.76 | 4.0% | -3.3% |
| 19 | UST (UST) | 2.7% | 0.29 | 11.1% | -8.4% |
| 20 | BNDX (BNDX) | 2.6% | 0.85 | 2.9% | -2.6% |