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Top Fixed Income Assets by Sharpe Ratio & Risk-Adjusted Returns | pfolio

Discover 24+ fixed Income Assets — including GSY, SHV, NEAR — 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.

#Asset1Y ReturnSharpeVolatilityMax Drawdown
1ACWI (ACWI)11.7%0.8413.8%-9.7%
2Invesco Ultra Short Duration ETF (GSY)3.9%7.930.5%-0.2%
3iShares 0–1 Year Treasury Bond ETF (SHV)3.0%6.000.5%-0.3%
4iShares Short Duration Bond Active ETF (NEAR)1.4%0.971.4%-1.3%
5iShares 1-3 Year Treasury Bond ETF (SHY)1.4%0.951.4%-1.0%
6iShares iBoxx $ High Yield Corporate Bond ETF (HYG)0.9%0.253.8%-3.4%
7iShares MBS ETF (MBB)-0.3%-0.034.8%-5.8%
8iShares National Muni Bond ETF (MUB)-0.3%-0.073.6%-6.3%
9iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB)-0.5%-0.055.9%-5.7%
10iShares TIPS Bond ETF (TIP)-0.5%-0.123.5%-4.0%
11iShares USD Green Bond ETF (BGRN)-0.6%-0.163.1%-3.7%
12UJB (UJB)-0.7%-0.067.2%-6.4%
13BND (BND)-0.9%-0.203.9%-4.8%
14IEI (IEI)-0.9%-0.253.1%-4.2%
15BNDX (BNDX)-0.9%-0.223.7%-3.3%
16SUSC (SUSC)-1.4%-0.274.5%-5.0%
17IEF (IEF)-2.4%-0.464.9%-7.1%
18LQD (LQD)-2.5%-0.415.5%-6.3%
19IGOV (IGOV)-3.0%-0.367.5%-7.9%
20TLT (TLT)-6.1%-0.609.4%-12.8%