Explore 136+ ETFs — including EWY, USO, ARKG — 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) | 133.6% | 1.75 | 55.7% | -34.2% |
| 2 | United States Oil Fund, LP (USO) | 107.2% | 1.70 | 48.1% | -32.5% |
| 3 | ARK Genomic Revolution ETF (ARKG) | 96.4% | 1.69 | 44.2% | -27.5% |
| 4 | iShares MSCI Taiwan ETF (EWT) | 83.1% | 2.04 | 31.1% | -19.8% |
| 5 | iShares MSCI Peru ETF (EPU) | 59.8% | 1.58 | 31.9% | -20.9% |
| 6 | iShares Silver Trust (SLV) | 56.0% | 1.02 | 61.5% | -52.3% |
| 7 | Invesco DB Commodity Index Tracking Fund (DBC) | 51.6% | 2.09 | 20.2% | -16.5% |
| 8 | State Street Energy Select Sector SPDR ETF (XLE) | 47.8% | 1.86 | 21.5% | -15.0% |
| 9 | ProShares UltraPro QQQ (TQQQ) | 46.1% | 0.92 | 57.5% | -37.0% |
| 10 | ProShares Ultra MSCI Emerging Markets (EET) | 45.3% | 0.98 | 49.5% | -27.4% |
| 11 | IXN (IXN) | 45.3% | 1.44 | 27.7% | -16.1% |
| 12 | EWO (EWO) | 44.8% | 1.95 | 19.3% | -14.1% |
| 13 | EPOL (EPOL) | 44.3% | 1.71 | 22.1% | -11.0% |
| 14 | URTY (URTY) | 43.3% | 0.91 | 55.1% | -32.6% |
| 15 | XLK (XLK) | 39.3% | 1.36 | 25.9% | -15.9% |
| 16 | UPRO (UPRO) | 37.4% | 1.00 | 37.8% | -26.8% |
| 17 | QLD (QLD) | 36.0% | 0.96 | 38.6% | -25.1% |
| 18 | EIS (EIS) | 35.4% | 1.39 | 22.9% | -15.4% |
| 19 | ENOR (ENOR) | 34.5% | 1.71 | 17.7% | -14.6% |
| 20 | UWM (UWM) | 33.4% | 0.94 | 36.5% | -22.3% |