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) | 27.3% | 1.83 | 13.2% | -9.7% |
| 2 | iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) | 11.3% | 1.89 | 5.6% | -4.5% |
| 3 | ProShares Ultra High Yield (UJB) | 8.1% | 1.08 | 7.2% | -5.0% |
| 4 | iShares iBoxx $ High Yield Corporate Bond ETF (HYG) | 6.3% | 1.56 | 3.8% | -2.3% |
| 5 | iShares National Muni Bond ETF (MUB) | 6.2% | 2.09 | 2.8% | -2.8% |
| 6 | iShares MBS ETF (MBB) | 6.0% | 1.30 | 4.4% | -2.9% |
| 7 | iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) | 5.3% | 0.98 | 5.2% | -3.3% |
| 8 | iShares ESG USD Corporate Bond ETF (SUSC) | 5.1% | 1.15 | 4.3% | -2.9% |
| 9 | iShares USD Green Bond ETF (BGRN) | 4.7% | 1.54 | 2.9% | -2.2% |
| 10 | Vanguard Total Bond Market Index Fund (BND) | 4.4% | 1.17 | 3.6% | -2.7% |
| 11 | Invesco Ultra Short Duration ETF (GSY) | 4.4% | 10.16 | 0.4% | -0.1% |
| 12 | TLT (TLT) | 4.2% | 0.47 | 9.3% | -7.6% |
| 13 | NEAR (NEAR) | 3.9% | 2.73 | 1.4% | -1.1% |
| 14 | SHV (SHV) | 3.8% | 17.17 | 0.2% | -0.0% |
| 15 | TIP (TIP) | 3.7% | 1.07 | 3.3% | -2.0% |
| 16 | LTPZ (LTPZ) | 3.6% | 0.43 | 8.9% | -7.0% |
| 17 | IEF (IEF) | 3.3% | 0.71 | 4.6% | -4.1% |
| 18 | SHY (SHY) | 3.0% | 2.12 | 1.3% | -0.9% |
| 19 | IEI (IEI) | 2.7% | 0.89 | 3.0% | -2.5% |
| 20 | UST (UST) | 2.5% | 0.31 | 9.1% | -8.8% |