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Shared by Andres Naranjo


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Symbol
Full Name
Category
Inception
Expense Ratio
YTD Return
10Y Return (Annualized)
Dividend Yield

Risk / Return Rank

Max. Drawdown
Sharpe Ratio
Sortino Ratio
Omega Ratio
Martin Ratio
Calmar Ratio
Ulcer Index
iShares Edge MSCI EM Minimum Volatility UCITS ETFEmerging Markets EquitiesNov 30, 20120.40%
2.49%
4.77%
0.00%
25
ProShares UltraShort EuroLeveraged Currency, LeveragedNov 25, 20080.99%
4.94%
2.54%
0.00%
4
Ossiam Shiller Barclays CAPE® Global Sector Value...Europe EquitiesDec 21, 20220.65%
6.10%
0.00%
71
Franklin STOXX Europe 600 Paris Aligned Climate UC...Europe EquitiesJul 29, 20200.15%
-0.62%
0.00%
22
Ossiam Shiller Barclays CAPE® Europe Sector Value ...Europe EquitiesDec 30, 20140.65%
10.33%
8.92%
0.00%
72
Direxion Daily FTSE Europe Bull 3x SharesLeveraged Equities, LeveragedJan 22, 20141.07%
-5.07%
7.84%
1.64%
46
iShares MSCI USA Equal Weighted ETFLarge Cap Growth EquitiesMay 5, 20100.15%
-0.45%
10.96%
1.67%
30
iShares ESG Advanced Total USD Bond Market ETFIntermediate Core-Plus BondJun 23, 20200.12%
0.04%
3.92%
54
WisdomTree Europe Hedged SmallCap Equity FundEurope EquitiesMar 4, 20150.58%
6.13%
12.21%
2.89%
85
SPDR MSCI Europe Value UCITS ETFEurope EquitiesFeb 18, 20150.20%
3.31%
11.35%
0.00%
90
Direxion Daily Electric and Autonomous Vehicles Bu...Leveraged Equities, LeveragedAug 10, 20220.98%0.81%
Eaton Vance High Yield ETFHigh Yield BondsOct 16, 20230.48%
-0.19%
7.35%
76
Eaton Vance Intermediate Municipal Income ETFMunicipal BondsOct 16, 20230.29%
0.12%
3.57%
62
Eaton Vance Floating-Rate ETFBank LoanFeb 6, 20240.60%
-0.65%
7.17%
79
iShares MSCI Emerging Markets Value Factor ETFEmerging Markets EquitiesSep 4, 20240.35%
4.30%
4.99%
84
Eaton Vance Mortgage Opportunities ETFMortgage Backed SecuritiesAug 4, 20250.45%
0.48%
3.17%
Invesco Electric Vehicle Metals Commodity Strategy...CommoditiesApr 27, 20220.59%
5.43%
11.19%
78
AltShares Event-Driven ETFEvent Driven, Actively Managed, Long-ShortDec 31, 20141.30%
1.65%
4.70%
75
Evovest Global Equity ETFGlobal EquitiesMar 28, 20241.15%
2.72%
0.60%
25
Eaton Vance Ultra-Short Income ETFUltrashort BondOct 16, 20230.17%
0.92%
4.67%
99

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Risk vs. Return Scatterplot

The Risk vs. Return Scatterplot allows you to quickly compare funds, stocks, and ETFs in one view. It displays the yearly return of an instrument on one axis and the risk (volatility) on the other.

0%Annualized Volatility0%Annualized Return

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