Explore 136+ ETFs — including EWY, URTY, EPU — 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) | 127.4% | 1.76 | 53.2% | -34.2% |
| 2 | ProShares UltraPro Russell2000 (URTY) | 107.9% | 1.53 | 56.6% | -32.6% |
| 3 | iShares MSCI Peru ETF (EPU) | 81.5% | 1.99 | 31.5% | -20.9% |
| 4 | iShares MSCI Taiwan ETF (EWT) | 73.0% | 1.90 | 30.2% | -19.8% |
| 5 | ProShares Ultra Russell2000 (UWM) | 71.2% | 1.57 | 37.5% | -22.3% |
| 6 | United States Oil Fund, LP (USO) | 66.8% | 1.30 | 46.0% | -32.5% |
| 7 | ARK Genomic Revolution ETF (ARKG) | 63.7% | 1.34 | 42.2% | -27.5% |
| 8 | ProShares Ultra MSCI Emerging Markets (EET) | 63.1% | 1.22 | 48.3% | -27.4% |
| 9 | ProShares UltraPro Dow30 (UDOW) | 57.5% | 1.39 | 36.5% | -28.1% |
| 10 | ProShares UltraPro QQQ (TQQQ) | 56.9% | 1.06 | 56.3% | -37.0% |
| 11 | SLV (SLV) | 55.9% | 1.03 | 60.3% | -52.3% |
| 12 | UPRO (UPRO) | 53.9% | 1.30 | 37.5% | -26.8% |
| 13 | EWO (EWO) | 47.8% | 2.03 | 19.6% | -14.1% |
| 14 | EFO (EFO) | 44.1% | 1.28 | 31.2% | -22.2% |
| 15 | EWZ (EWZ) | 43.7% | 1.54 | 24.6% | -19.3% |
| 16 | XLE (XLE) | 43.5% | 1.80 | 20.6% | -15.0% |
| 17 | IXN (IXN) | 42.5% | 1.41 | 26.9% | -16.1% |
| 18 | EWP (EWP) | 42.3% | 1.91 | 18.8% | -11.4% |
| 19 | QLD (QLD) | 42.2% | 1.09 | 37.7% | -25.1% |
| 20 | EPOL (EPOL) | 40.7% | 1.57 | 22.7% | -11.0% |