Discover 24+ fixed Income Assets — including EMB, UJB, 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) | 23.8% | 1.57 | 13.7% | -9.7% |
| 2 | iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) | 7.0% | 1.19 | 5.6% | -4.5% |
| 3 | ProShares Ultra High Yield (UJB) | 5.2% | 0.72 | 7.2% | -5.0% |
| 4 | iShares iBoxx $ High Yield Corporate Bond ETF (HYG) | 4.8% | 1.23 | 3.8% | -2.3% |
| 5 | iShares National Muni Bond ETF (MUB) | 4.5% | 1.48 | 2.9% | -2.8% |
| 6 | Invesco Ultra Short Duration ETF (GSY) | 4.2% | 9.89 | 0.4% | -0.1% |
| 7 | iShares 0–1 Year Treasury Bond ETF (SHV) | 3.8% | 17.33 | 0.2% | -0.0% |
| 8 | iShares Short Duration Bond Active ETF (NEAR) | 3.3% | 2.30 | 1.3% | -1.1% |
| 9 | iShares MBS ETF (MBB) | 3.1% | 0.71 | 4.2% | -2.9% |
| 10 | iShares 1-3 Year Treasury Bond ETF (SHY) | 2.5% | 1.91 | 1.3% | -0.9% |
| 11 | iShares USD Green Bond ETF (BGRN) | 2.2% | 0.75 | 2.8% | -2.2% |
| 12 | TIP (TIP) | 1.8% | 0.54 | 3.3% | -2.0% |
| 13 | BND (BND) | 1.8% | 0.49 | 3.5% | -2.7% |
| 14 | SUSC (SUSC) | 1.6% | 0.39 | 4.2% | -2.9% |
| 15 | IEI (IEI) | 1.2% | 0.41 | 2.8% | -2.5% |
| 16 | LQD (LQD) | 1.0% | 0.21 | 5.1% | -3.3% |
| 17 | BNDX (BNDX) | 0.8% | 0.25 | 3.5% | -2.9% |
| 18 | IEF (IEF) | 0.6% | 0.16 | 4.4% | -4.1% |
| 19 | IGOV (IGOV) | -1.3% | -0.12 | 7.7% | -6.1% |
| 20 | TLT (TLT) | -2.4% | -0.22 | 9.1% | -7.7% |