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Top Assets from Asia Ranked by Risk-Adjusted Returns | pfolio

Compare 56+ assets from Asia — including EWY, TSM, EWT — by Sharpe ratio, risk-adjusted returns, and volatility. Explore asia investment opportunities and build diversified portfolios to invest through your own broker with pfolio.

#Asset1Y ReturnSharpeVolatilityMax Drawdown
1iShares MSCI South Korea ETF (EWY)240.5%3.0841.2%-23.1%
2Taiwan Semiconductor Manufacturing Company Limited (TSM)114.9%2.3034.7%-18.1%
3iShares MSCI Taiwan ETF (EWT)103.3%2.9224.5%-10.5%
4iShares MSCI Israel ETF (EIS)64.3%2.3021.9%-12.4%
5Baidu, Inc. (BIDU)60.3%1.1848.5%-34.4%
6NIO Inc. (NIO)52.2%0.9661.5%-43.7%
7iShares MSCI Thailand ETF (THD)39.5%1.5522.4%-13.1%
8ProShares UltraShort Yen (YCS)31.4%1.6317.1%-8.3%
9iShares MSCI Japan ETF (EWJ)31.3%1.4719.2%-13.6%
10Ping An Insurance (Group) Company of China, Ltd. (PNGAY)30.7%1.1325.8%-23.8%
11ACWI (ACWI)30.1%2.0912.5%-9.7%
12AAGIY (AAGIY)29.9%1.1325.2%-11.7%
13TUR (TUR)28.3%1.1024.7%-16.1%
14EWH (EWH)28.0%1.5815.9%-7.8%
15EWM (EWM)22.0%1.4813.6%-7.3%
16CICHY (CICHY)21.7%1.0719.6%-15.5%
17EWS (EWS)18.9%1.2314.5%-7.8%
18CNHJPY (CNHJPY)16.2%1.838.1%-3.9%
19SGDJPY (SGDJPY)10.8%1.715.9%-2.3%
20UAE (UAE)9.7%0.5321.4%-21.5%