Discover 24+ fixed Income Assets — including GSY, SHV, EMB — 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) | 18.3% | 1.24 | 13.8% | -9.7% |
| 2 | Invesco Ultra Short Duration ETF (GSY) | 3.8% | 8.42 | 0.4% | -0.1% |
| 3 | iShares 0–1 Year Treasury Bond ETF (SHV) | 3.6% | 17.51 | 0.2% | -0.0% |
| 4 | iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) | 3.2% | 0.58 | 5.6% | -4.5% |
| 5 | iShares iBoxx $ High Yield Corporate Bond ETF (HYG) | 3.0% | 0.79 | 3.7% | -2.3% |
| 6 | iShares Short Duration Bond Active ETF (NEAR) | 2.1% | 1.59 | 1.3% | -1.1% |
| 7 | iShares 1-3 Year Treasury Bond ETF (SHY) | 1.7% | 1.23 | 1.3% | -0.9% |
| 8 | ProShares Ultra High Yield (UJB) | 1.6% | 0.25 | 7.1% | -5.0% |
| 9 | iShares MBS ETF (MBB) | 0.4% | 0.11 | 4.4% | -3.5% |
| 10 | iShares USD Green Bond ETF (BGRN) | 0.2% | 0.10 | 2.9% | -2.2% |
| 11 | iShares National Muni Bond ETF (MUB) | -0.1% | -0.03 | 3.0% | -4.0% |
| 12 | BND (BND) | -0.3% | -0.06 | 3.6% | -3.2% |
| 13 | BNDX (BNDX) | -0.4% | -0.08 | 3.6% | -3.2% |
| 14 | SUSC (SUSC) | -0.7% | -0.13 | 4.2% | -3.1% |
| 15 | IEI (IEI) | -0.8% | -0.25 | 2.9% | -3.3% |
| 16 | TIP (TIP) | -1.1% | -0.32 | 3.3% | -2.7% |
| 17 | LQD (LQD) | -1.8% | -0.30 | 5.2% | -4.1% |
| 18 | IEF (IEF) | -2.2% | -0.45 | 4.6% | -5.2% |
| 19 | IGOV (IGOV) | -4.4% | -0.54 | 7.5% | -6.2% |
| 20 | TLT (TLT) | -5.1% | -0.52 | 9.0% | -8.7% |