Explore 136+ ETFs — including USO, EWY, EWT — 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 | United States Oil Fund, LP (USO) | 116.2% | 1.76 | 49.2% | -32.5% |
| 2 | iShares MSCI South Korea ETF (EWY) | 59.8% | 1.08 | 57.4% | -34.2% |
| 3 | iShares MSCI Taiwan ETF (EWT) | 58.0% | 1.55 | 31.8% | -19.8% |
| 4 | State Street Energy Select Sector SPDR ETF (XLE) | 57.0% | 2.08 | 22.2% | -15.0% |
| 5 | ARK Genomic Revolution ETF (ARKG) | 55.1% | 1.16 | 45.1% | -27.5% |
| 6 | Invesco DB Commodity Index Tracking Fund (DBC) | 46.6% | 1.91 | 20.5% | -16.5% |
| 7 | iShares MSCI Norway ETF (ENOR) | 41.5% | 2.05 | 17.1% | -14.6% |
| 8 | iShares MSCI Peru ETF (EPU) | 32.1% | 1.01 | 31.8% | -20.9% |
| 9 | iShares MSCI Poland ETF (EPOL) | 31.9% | 1.30 | 22.6% | -11.0% |
| 10 | State Street Health Care Select Sector SPDR ETF (XLV) | 30.1% | 1.66 | 16.1% | -10.5% |
| 11 | EWO (EWO) | 28.8% | 1.30 | 20.5% | -14.1% |
| 12 | XLB (XLB) | 27.6% | 1.44 | 17.3% | -12.4% |
| 13 | VOE (VOE) | 25.7% | 2.11 | 10.8% | -6.9% |
| 14 | VTV (VTV) | 25.6% | 2.27 | 9.9% | -6.4% |
| 15 | URTY (URTY) | 23.4% | 0.65 | 53.2% | -32.6% |
| 16 | EIRL (EIRL) | 22.8% | 1.18 | 18.2% | -14.3% |
| 17 | XLP (XLP) | 22.3% | 1.38 | 14.9% | -9.7% |
| 18 | SVXY (SVXY) | 21.8% | 0.84 | 27.2% | -22.9% |
| 19 | EWC (EWC) | 21.5% | 1.38 | 14.4% | -8.5% |
| 20 | VBR (VBR) | 21.5% | 1.45 | 13.6% | -8.9% |