Explore 136+ ETFs — including EWY, URTY, TQQQ — 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) | 209.0% | 2.60 | 46.1% | -23.1% |
| 2 | ProShares UltraPro Russell2000 (URTY) | 119.9% | 1.61 | 57.6% | -32.6% |
| 3 | ProShares UltraPro QQQ (TQQQ) | 112.6% | 1.68 | 51.1% | -37.0% |
| 4 | ProShares Ultra MSCI Emerging Markets (EET) | 101.6% | 1.80 | 42.6% | -26.4% |
| 5 | iShares MSCI Taiwan ETF (EWT) | 96.2% | 2.59 | 26.5% | -10.5% |
| 6 | iShares MSCI Peru ETF (EPU) | 91.4% | 2.21 | 30.5% | -20.9% |
| 7 | iShares Silver Trust (SLV) | 82.2% | 1.30 | 59.0% | -45.4% |
| 8 | ProShares Ultra Silver (AGQ) | 79.5% | 1.19 | 120.9% | -79.9% |
| 9 | ProShares Ultra Russell2000 (UWM) | 78.2% | 1.65 | 38.2% | -22.3% |
| 10 | ProShares Ultra QQQ (QLD) | 73.1% | 1.72 | 34.2% | -25.1% |
| 11 | UPRO (UPRO) | 69.8% | 1.59 | 36.3% | -26.8% |
| 12 | UDOW (UDOW) | 63.7% | 1.49 | 36.4% | -28.1% |
| 13 | IXN (IXN) | 62.8% | 2.09 | 23.9% | -13.8% |
| 14 | ARKQ (ARKQ) | 57.9% | 1.50 | 33.1% | -20.6% |
| 15 | ARKX (ARKX) | 57.1% | 1.49 | 33.0% | -20.4% |
| 16 | EWO (EWO) | 55.1% | 2.33 | 18.9% | -14.1% |
| 17 | XLK (XLK) | 54.7% | 1.98 | 22.5% | -15.9% |
| 18 | EEM (EEM) | 50.0% | 1.94 | 21.4% | -13.5% |
| 19 | THD (THD) | 49.0% | 1.82 | 22.6% | -13.1% |
| 20 | ESGE (ESGE) | 48.9% | 1.90 | 21.5% | -13.9% |