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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)136.8%1.9150.1%-23.3%
2Taiwan Semiconductor Manufacturing Company Limited (TSM)85.0%1.7238.8%-18.1%
3iShares MSCI Taiwan ETF (EWT)82.8%2.1928.4%-10.5%
4iShares MSCI Thailand ETF (THD)44.6%1.7122.3%-13.1%
5iShares MSCI Japan ETF (EWJ)33.7%1.4820.4%-13.6%
6Baidu, Inc. (BIDU)30.4%0.7550.8%-36.0%
7ProShares UltraShort Yen (YCS)29.6%1.6216.3%-8.3%
8NIO Inc. (NIO)26.4%0.6761.6%-43.7%
9iShares MSCI Israel ETF (EIS)25.6%1.0922.5%-13.9%
10iShares MSCI Singapore ETF (EWS)24.9%1.5015.1%-7.8%
11ACWI (ACWI)22.5%1.5313.5%-9.7%
12EWM (EWM)18.4%1.2513.9%-10.6%
13TUR (TUR)17.8%0.7824.2%-16.1%
14CNHJPY (CNHJPY)17.2%2.017.8%-3.9%
15EWH (EWH)11.2%0.7116.2%-13.4%
16SGDJPY (SGDJPY)9.5%1.615.6%-2.3%
17CNHCHF (CNHCHF)7.6%1.037.1%-4.9%
18BABA (BABA)6.2%0.3544.3%-49.5%
19AAGIY (AAGIY)6.1%0.3526.4%-21.5%
20CNHHKD (CNHHKD)5.7%1.872.9%-1.6%