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.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | ACWI (ACWI) | 17.2% | 1.17 | 14.0% | -9.7% |
| 2 | Invesco Ultra Short Duration ETF (GSY) | 3.8% | 7.97 | 0.4% | -0.2% |
| 3 | iShares 0–1 Year Treasury Bond ETF (SHV) | 3.6% | 17.69 | 0.2% | -0.0% |
| 4 | iShares Short Duration Bond Active ETF (NEAR) | 2.0% | 1.39 | 1.4% | -1.1% |
| 5 | iShares iBoxx $ High Yield Corporate Bond ETF (HYG) | 1.9% | 0.48 | 3.8% | -2.9% |
| 6 | iShares 1-3 Year Treasury Bond ETF (SHY) | 1.7% | 1.18 | 1.3% | -0.9% |
| 7 | iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) | 1.0% | 0.20 | 5.8% | -5.2% |
| 8 | Vanguard Total International Bond Index Fund ETF Shares (BNDX) | -0.5% | -0.11 | 3.7% | -3.2% |
| 9 | iShares USD Green Bond ETF (BGRN) | -0.7% | -0.21 | 3.1% | -3.3% |
| 10 | ProShares Ultra High Yield (UJB) | -0.9% | -0.08 | 7.4% | -6.0% |
| 11 | iShares MBS ETF (MBB) | -1.2% | -0.23 | 4.7% | -5.4% |
| 12 | IEI (IEI) | -1.3% | -0.39 | 3.0% | -4.0% |
| 13 | BND (BND) | -1.5% | -0.37 | 3.8% | -4.5% |
| 14 | TIP (TIP) | -1.9% | -0.52 | 3.5% | -4.0% |
| 15 | MUB (MUB) | -2.0% | -0.57 | 3.4% | -6.3% |
| 16 | SUSC (SUSC) | -2.1% | -0.44 | 4.4% | -4.7% |
| 17 | LQD (LQD) | -3.4% | -0.59 | 5.4% | -6.0% |
| 18 | IEF (IEF) | -3.5% | -0.69 | 4.8% | -6.8% |
| 19 | IGOV (IGOV) | -4.0% | -0.48 | 7.5% | -7.8% |
| 20 | TLT (TLT) | -8.5% | -0.88 | 9.2% | -12.5% |