Explore 136+ ETFs — including EWY, AGQ, URTY — 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) | 203.8% | 3.10 | 36.9% | -23.1% |
| 2 | ProShares Ultra Silver (AGQ) | 179.0% | 1.56 | 115.6% | -76.2% |
| 3 | ProShares UltraPro Russell2000 (URTY) | 138.4% | 1.76 | 56.9% | -32.6% |
| 4 | ProShares UltraPro QQQ (TQQQ) | 132.4% | 1.95 | 47.6% | -37.0% |
| 5 | United States Oil Fund, LP (USO) | 131.2% | 2.15 | 41.8% | -20.4% |
| 6 | iShares Silver Trust (SLV) | 123.6% | 1.68 | 56.3% | -42.5% |
| 7 | ProShares Ultra MSCI Emerging Markets (EET) | 99.5% | 2.04 | 36.0% | -26.4% |
| 8 | ProShares UltraPro S&P500 (UPRO) | 88.2% | 1.86 | 36.4% | -26.8% |
| 9 | ProShares Ultra Russell2000 (UWM) | 88.0% | 1.80 | 37.7% | -22.3% |
| 10 | iShares MSCI Taiwan ETF (EWT) | 83.2% | 2.66 | 23.0% | -10.5% |
| 11 | QLD (QLD) | 82.9% | 1.99 | 31.8% | -25.1% |
| 12 | EPU (EPU) | 79.8% | 2.19 | 27.7% | -20.9% |
| 13 | ARKQ (ARKQ) | 76.5% | 1.91 | 31.3% | -20.6% |
| 14 | EIS (EIS) | 72.6% | 2.52 | 21.8% | -12.4% |
| 15 | ARKX (ARKX) | 67.2% | 1.76 | 30.9% | -20.4% |
| 16 | UGL (UGL) | 60.9% | 1.14 | 52.9% | -37.6% |
| 17 | IXN (IXN) | 59.4% | 2.27 | 20.8% | -13.8% |
| 18 | SSO (SSO) | 57.0% | 1.92 | 24.3% | -18.2% |
| 19 | EWZ (EWZ) | 56.7% | 1.93 | 24.0% | -11.4% |
| 20 | DBC (DBC) | 56.3% | 2.52 | 17.7% | -7.1% |