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) | 11.7% | 0.84 | 13.8% | -9.7% |
| 2 | Invesco Ultra Short Duration ETF (GSY) | 3.9% | 7.93 | 0.5% | -0.2% |
| 3 | iShares 0–1 Year Treasury Bond ETF (SHV) | 3.0% | 6.00 | 0.5% | -0.3% |
| 4 | iShares Short Duration Bond Active ETF (NEAR) | 1.4% | 0.97 | 1.4% | -1.3% |
| 5 | iShares 1-3 Year Treasury Bond ETF (SHY) | 1.4% | 0.95 | 1.4% | -1.0% |
| 6 | iShares iBoxx $ High Yield Corporate Bond ETF (HYG) | 0.9% | 0.25 | 3.8% | -3.4% |
| 7 | iShares MBS ETF (MBB) | -0.3% | -0.03 | 4.8% | -5.8% |
| 8 | iShares National Muni Bond ETF (MUB) | -0.3% | -0.07 | 3.6% | -6.3% |
| 9 | iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) | -0.5% | -0.05 | 5.9% | -5.7% |
| 10 | iShares TIPS Bond ETF (TIP) | -0.5% | -0.12 | 3.5% | -4.0% |
| 11 | iShares USD Green Bond ETF (BGRN) | -0.6% | -0.16 | 3.1% | -3.7% |
| 12 | UJB (UJB) | -0.7% | -0.06 | 7.2% | -6.4% |
| 13 | BND (BND) | -0.9% | -0.20 | 3.9% | -4.8% |
| 14 | IEI (IEI) | -0.9% | -0.25 | 3.1% | -4.2% |
| 15 | BNDX (BNDX) | -0.9% | -0.22 | 3.7% | -3.3% |
| 16 | SUSC (SUSC) | -1.4% | -0.27 | 4.5% | -5.0% |
| 17 | IEF (IEF) | -2.4% | -0.46 | 4.9% | -7.1% |
| 18 | LQD (LQD) | -2.5% | -0.41 | 5.5% | -6.3% |
| 19 | IGOV (IGOV) | -3.0% | -0.36 | 7.5% | -7.9% |
| 20 | TLT (TLT) | -6.1% | -0.60 | 9.4% | -12.8% |