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) | 153.2% | 1.91 | 54.8% | -34.2% |
| 2 | iShares MSCI Taiwan ETF (EWT) | 96.1% | 2.28 | 30.6% | -19.8% |
| 3 | Taiwan Semiconductor Manufacturing Company Limited (TSM) | 82.2% | 1.66 | 39.6% | -21.5% |
| 4 | iShares MSCI Israel ETF (EIS) | 37.0% | 1.44 | 23.0% | -15.4% |
| 5 | iShares MSCI Japan ETF (EWJ) | 31.0% | 1.37 | 20.7% | -13.6% |
| 6 | China Construction Bank Corporation (CICHY) | 29.7% | 1.31 | 20.9% | -12.0% |
| 7 | iShares MSCI Thailand ETF (THD) | 29.3% | 1.25 | 21.6% | -13.1% |
| 8 | iShares MSCI Singapore ETF (EWS) | 27.7% | 1.63 | 15.2% | -7.8% |
| 9 | ACWI (ACWI) | 23.6% | 1.56 | 13.7% | -9.7% |
| 10 | iShares MSCI Turkey ETF (TUR) | 19.0% | 0.81 | 24.2% | -16.1% |
| 11 | ProShares UltraShort Yen (YCS) | 18.4% | 1.06 | 16.8% | -9.4% |
| 12 | EWM (EWM) | 18.0% | 1.21 | 13.9% | -10.6% |
| 13 | EWH (EWH) | 14.0% | 0.85 | 16.4% | -13.4% |
| 14 | CNHJPY (CNHJPY) | 13.7% | 1.68 | 7.5% | -3.9% |
| 15 | SGDJPY (SGDJPY) | 8.5% | 1.43 | 5.6% | -3.2% |
| 16 | AAGIY (AAGIY) | 8.4% | 0.42 | 27.2% | -21.5% |
| 17 | PNGAY (PNGAY) | 7.5% | 0.41 | 24.8% | -28.5% |
| 18 | CNHCHF (CNHCHF) | 7.3% | 0.99 | 7.1% | -4.9% |
| 19 | UAE (UAE) | 7.1% | 0.40 | 23.1% | -21.5% |
| 20 | CNHHKD (CNHHKD) | 6.7% | 2.30 | 2.8% | -1.6% |