Compare 56+ assets from Asia — including EWY, EWT, TSM — by Sharpe ratio, risk-adjusted returns, and volatility. Explore asia investment opportunities and build diversified portfolios to invest through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | iShares MSCI South Korea ETF (EWY) | 157.0% | 1.94 | 54.8% | -34.2% |
| 2 | iShares MSCI Taiwan ETF (EWT) | 90.1% | 2.18 | 30.7% | -19.8% |
| 3 | Taiwan Semiconductor Manufacturing Company Limited (TSM) | 80.5% | 1.64 | 39.7% | -21.5% |
| 4 | iShares MSCI Israel ETF (EIS) | 33.7% | 1.34 | 22.9% | -15.4% |
| 5 | iShares MSCI Thailand ETF (THD) | 32.2% | 1.36 | 21.6% | -13.1% |
| 6 | iShares MSCI Japan ETF (EWJ) | 27.1% | 1.23 | 20.6% | -13.6% |
| 7 | iShares MSCI Singapore ETF (EWS) | 27.1% | 1.61 | 15.1% | -7.8% |
| 8 | China Construction Bank Corporation (CICHY) | 25.5% | 1.18 | 20.5% | -12.0% |
| 9 | ProShares UltraShort Yen (YCS) | 25.3% | 1.42 | 16.3% | -8.5% |
| 10 | ACWI (ACWI) | 22.7% | 1.51 | 13.7% | -9.7% |
| 11 | iShares MSCI Malaysia ETF (EWM) | 19.3% | 1.32 | 13.6% | -10.6% |
| 12 | TUR (TUR) | 16.7% | 0.73 | 24.4% | -16.1% |
| 13 | CNHJPY (CNHJPY) | 14.9% | 1.82 | 7.5% | -3.9% |
| 14 | EWH (EWH) | 13.5% | 0.83 | 16.3% | -13.4% |
| 15 | SGDJPY (SGDJPY) | 9.2% | 1.55 | 5.6% | -3.2% |
| 16 | BIDU (BIDU) | 7.9% | 0.40 | 51.1% | -44.1% |
| 17 | KSA (KSA) | 7.2% | 0.49 | 16.2% | -11.6% |
| 18 | CNHHKD (CNHHKD) | 7.0% | 2.38 | 2.8% | -1.6% |
| 19 | CNHCHF (CNHCHF) | 6.6% | 0.90 | 7.1% | -4.9% |
| 20 | PNGAY (PNGAY) | 5.9% | 0.35 | 24.6% | -28.5% |