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) | 128.6% | 1.83 | 50.7% | -25.5% |
| 2 | ProShares UltraPro Russell2000 (URTY) | 99.7% | 1.46 | 56.9% | -32.6% |
| 3 | iShares MSCI Peru ETF (EPU) | 79.7% | 1.98 | 31.1% | -20.9% |
| 4 | iShares MSCI Taiwan ETF (EWT) | 77.6% | 2.09 | 28.5% | -10.5% |
| 5 | ProShares UltraPro QQQ (TQQQ) | 67.4% | 1.19 | 54.6% | -37.0% |
| 6 | ProShares Ultra Russell2000 (UWM) | 66.6% | 1.50 | 37.7% | -22.3% |
| 7 | ARK Genomic Revolution ETF (ARKG) | 61.1% | 1.30 | 42.1% | -27.5% |
| 8 | ProShares Ultra MSCI Emerging Markets (EET) | 58.9% | 1.20 | 46.5% | -26.4% |
| 9 | United States Oil Fund, LP (USO) | 58.7% | 1.23 | 44.1% | -32.5% |
| 10 | ProShares UltraPro S&P500 (UPRO) | 54.6% | 1.33 | 36.9% | -26.8% |
| 11 | UDOW (UDOW) | 51.0% | 1.29 | 35.9% | -28.1% |
| 12 | QLD (QLD) | 48.1% | 1.22 | 36.6% | -25.1% |
| 13 | SLV (SLV) | 46.4% | 0.93 | 60.1% | -52.3% |
| 14 | EWO (EWO) | 45.9% | 2.00 | 19.2% | -14.1% |
| 15 | IXN (IXN) | 43.7% | 1.49 | 25.8% | -13.8% |
| 16 | THD (THD) | 40.5% | 1.59 | 22.2% | -13.1% |
| 17 | EWP (EWP) | 38.7% | 1.82 | 18.3% | -11.4% |
| 18 | XLK (XLK) | 38.0% | 1.41 | 24.1% | -15.9% |
| 19 | SSO (SSO) | 37.7% | 1.38 | 24.6% | -18.2% |
| 20 | XLE (XLE) | 36.5% | 1.56 | 20.6% | -15.0% |