Explore 136+ ETFs — including EWY, AGQ, SLV — ranked by Sharpe ratio and risk-adjusted returns. Compare returns, volatility, and max drawdown to find the best ETFs to invest in through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | iShares MSCI South Korea ETF (EWY) | 126.7% | 2.51 | 33.9% | -18.4% |
| 2 | ProShares Ultra Silver (AGQ) | 121.3% | 1.37 | 113.8% | -75.5% |
| 3 | iShares Silver Trust (SLV) | 101.7% | 1.53 | 55.0% | -41.7% |
| 4 | ProShares Ultra Gold (UGL) | 86.9% | 1.42 | 52.6% | -33.2% |
| 5 | iShares MSCI Peru ETF (EPU) | 70.4% | 1.99 | 27.9% | -20.9% |
| 6 | ARK Autonomous Technology & Robotics ETF (ARKQ) | 66.4% | 1.57 | 35.3% | -19.4% |
| 7 | United States Oil Fund, LP (USO) | 64.7% | 1.50 | 36.6% | -20.4% |
| 8 | ARK Space & Defense Innovation ETF (ARKX) | 61.8% | 1.56 | 33.4% | -19.4% |
| 9 | iShares MSCI Israel ETF (EIS) | 58.1% | 2.11 | 22.1% | -10.5% |
| 10 | SPDR Gold Shares (GLD) | 47.2% | 1.55 | 26.4% | -16.6% |
| 11 | EET (EET) | 45.9% | 1.16 | 37.8% | -26.8% |
| 12 | EWT (EWT) | 45.1% | 1.52 | 25.9% | -18.8% |
| 13 | TQQQ (TQQQ) | 41.0% | 0.83 | 65.5% | -42.0% |
| 14 | ENOR (ENOR) | 39.2% | 1.56 | 22.1% | -15.8% |
| 15 | EWZ (EWZ) | 39.1% | 1.42 | 24.6% | -11.8% |
| 16 | EZA (EZA) | 39.1% | 1.22 | 29.9% | -23.3% |
| 17 | EWW (EWW) | 38.7% | 1.46 | 23.6% | -14.0% |
| 18 | ARKK (ARKK) | 38.2% | 0.96 | 41.6% | -28.3% |
| 19 | EWP (EWP) | 38.2% | 1.62 | 20.5% | -12.2% |
| 20 | DBC (DBC) | 34.4% | 1.71 | 17.7% | -11.0% |