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) | 115.5% | 1.60 | 56.4% | -34.2% |
| 2 | iShares MSCI Taiwan ETF (EWT) | 94.0% | 2.21 | 31.1% | -19.8% |
| 3 | Taiwan Semiconductor Manufacturing Company Limited (TSM) | 60.0% | 1.36 | 38.8% | -21.5% |
| 4 | China Construction Bank Corporation (CICHY) | 42.0% | 1.71 | 21.1% | -12.0% |
| 5 | iShares MSCI Japan ETF (EWJ) | 29.5% | 1.32 | 20.5% | -13.6% |
| 6 | iShares MSCI Thailand ETF (THD) | 27.2% | 1.17 | 21.8% | -13.1% |
| 7 | ACWI (ACWI) | 20.2% | 1.36 | 13.8% | -9.7% |
| 8 | iShares MSCI Israel ETF (EIS) | 19.4% | 0.87 | 22.7% | -15.4% |
| 9 | ProShares UltraShort Yen (YCS) | 17.1% | 1.02 | 16.3% | -11.7% |
| 10 | iShares MSCI Singapore ETF (EWS) | 16.2% | 1.01 | 15.6% | -8.7% |
| 11 | iShares MSCI Hong Kong ETF (EWH) | 11.5% | 0.73 | 16.3% | -13.4% |
| 12 | CNHJPY (CNHJPY) | 10.2% | 1.27 | 7.6% | -5.5% |
| 13 | EWM (EWM) | 9.7% | 0.71 | 14.0% | -11.5% |
| 14 | CNHCHF (CNHCHF) | 9.6% | 1.31 | 7.0% | -4.9% |
| 15 | CNHHKD (CNHHKD) | 7.4% | 2.55 | 2.7% | -1.6% |
| 16 | PNGAY (PNGAY) | 6.5% | 0.37 | 24.5% | -28.5% |
| 17 | UAE (UAE) | 6.2% | 0.37 | 23.0% | -21.5% |
| 18 | TUR (TUR) | 5.3% | 0.32 | 25.0% | -21.8% |
| 19 | SGDJPY (SGDJPY) | 4.9% | 0.84 | 5.7% | -4.6% |
| 20 | AAGIY (AAGIY) | 3.3% | 0.25 | 27.6% | -23.4% |