Top 25 Portfolios by Sharpe Ratio
The best risk-adjusted UCITS ETF portfolios ranked by Sharpe ratio, filtered to only include portfolios with at least 5 years of backtest data. A higher Sharpe ratio means better returns per unit of risk taken — helping you find portfolios that balance performance with stability.
Compare annualized returns, volatility, and maximum drawdown alongside Sharpe ratios. All portfolios use EU-domiciled UCITS ETFs with real historical data.
| Rank | Portfolio | Assets | Sharpe Ratio | Ann. Return | Volatility | Max Drawdown | Data |
|---|---|---|---|---|---|---|---|
| 🥇 | Global Stocks + Gold + Bitcoin Diversified global ETF portfolio blending gold, Bitcoin, and worldwide equities for EUR-based growth with annual rebalancing. | 5 | 1.39 | 36.55% | 24.93% | -38.11% | 10.5y |
| 🥈 | UDE Turc Diversified ETF portfolio blending 50% gold with 50% Asian and European energy equities, rebalanced quarterly for EUR investors. | 3 | 1.29 | 17.61% | 12.14% | -10.84% | 5.4y |
| 🥉 | My Accelerated Weird Portfolio Tweak off the 'The Accelerated Weird Portfolio (Minimum risk)', by also adding 5% of Bitcoin | 5 | 1.23 | 14.61% | 10.26% | -11.81% | 5.8y |
| 4 | Rebuild from War Invest in global infrastructure rebuilding with this diversified portfolio of energy, construction, and industrial leaders from Europe and Asia. | 5 | 1.20 | 28.68% | 22.27% | -23.30% | 5.5y |
| 5 | Max Sharpe Core Portfolio A diversified ETF portfolio blending global tech, gold, bonds, and value stocks for a balanced core allocation designed for risk-adjusted returns. | 5 | 1.17 | 18.26% | 13.90% | -18.39% | 6.7y |
| 6 | Dream Team Low Vol A low-volatility ETF portfolio blending global stocks, gold, commodities, and defensive sectors for stable, diversified growth. | 10 | 1.14 | 13.42% | 10.00% | -20.37% | 7.3y |
| 7 | Moje A diversified ETF portfolio for growth: 75% S&P 500, 20% semiconductors, and 5% Bitcoin for strategic market exposure. | 3 | 1.07 | 18.46% | 15.45% | -26.05% | 5.2y |
| 8 | CARTERA PERMANENTE ACTUAL EMU Diversified EUR-based portfolio with small caps exposure, annual rebalancing strategy for long-term wealth building and portfolio stability. | 5 | 1.05 | 8.68% | 6.34% | -10.63% | 5.5y |
| 9 | Perfecta III de Alex Morian Explore the Perfecta III portfolio: A diversified global ETF strategy with annual rebalancing, blending stocks, gold, and Bitcoin for EUR investors. | 5 | 1.02 | 16.21% | 13.92% | -19.91% | 5.8y |
| 10 | CARTERA PERMANENTE EMU - JAPON Comprehensive permanent ETF portfolio for Eurozone and Japan markets, offering annual rebalancing and diversified exposure for EUR-based growth. | 7 | 1.01 | 8.20% | 6.12% | -8.16% | 5.5y |
| 11 | SP500 + BTC A diversified ETF portfolio blending 90% S&P 500 stocks with 10% Bitcoin ETP for core US equity growth plus crypto exposure. | 2 | 1.01 | 21.69% | 19.43% | -34.54% | 7.1y |
| 12 | Etoro ETFs UCITs MIX 5 test Aggressive growth ETF portfolio: S&P 500, Nasdaq 100, US dividend stocks, and tech/semiconductor sector exposure for diversified upside. | 6 | 1.01 | 19.65% | 17.56% | -31.91% | 9.4y |
| 13 | SP500 Explore a diversified investment portfolio combining gold bullion (GBS) and a S&P 500 ETF (ESEE), denominated in EUR for strategic asset allocation. | 2 | 1.00 | 13.26% | 11.22% | -20.28% | 12.5y |
| 14 | Etoro ETFs UCITs MIX 4-3 Actual Diversified US ETF portfolio focused on S&P 500, Nasdaq 100, tech, semiconductors, and dividend growth stocks for long-term capital appreciation. | 6 | 1.00 | 19.41% | 17.38% | -32.18% | 9.4y |
| 15 | Steady Income with Growth Mix (Trade Republic) Balanced ETF portfolio combining 40% dividend-paying stocks, emerging markets, and gold for steady income plus growth. Trade Republic ready. | 4 | 1.00 | 13.69% | 11.69% | -16.64% | 5.9y |
| 16 | UdemyPortfolio A diversified ETF portfolio blending semiconductors, German bonds, Euro bonds, and gold for growth and stability across key asset classes. | 4 | 1.00 | 16.62% | 14.65% | -24.14% | 5.4y |
| 17 | ETF A diversified ETF portfolio in euros with a simple buy-and-hold strategy for long-term, low-maintenance investing. | 5 | 0.99 | 14.33% | 12.40% | -16.50% | 5.7y |
| 18 | Iron Dome further backtest A diversified ETF portfolio blending global industrials, utilities, technology, energy, European quality stocks, and physical gold for balanced exposure. | 6 | 0.98 | 14.27% | 12.50% | -28.96% | 6.9y |
| 19 | test US-focused ETF portfolio blending S&P 500, dividend growth, Nasdaq tech, and semiconductors for diversified equity growth. | 5 | 0.98 | 18.63% | 16.94% | -31.90% | 9.8y |
| 20 | Current optimized Current optimized diversified portfolio with global stocks, bonds, and gold. EUR-based allocation rebalanced annually for balanced growth and risk management. | 4 | 0.98 | 11.84% | 10.05% | -19.79% | 6.7y |
| 21 | SP500 optimized SP500 optimized diversified ETF portfolio with 45% US stocks, 35% bonds, 20% gold. Annual rebalancing in EUR for balanced growth and risk management. | 3 | 0.97 | 10.09% | 8.33% | -17.21% | 8.3y |
| 22 | CARTERA PERMANENTE MOMENTUM Maximize long term returns with this momentum portfolio, combining European small cap value ETFs, gold, cash and bonds for a resilient and diversified strategy | 5 | 0.97 | 8.44% | 6.64% | -12.49% | 6.9y |
| 23 | Fit for retirement Diversified retirement portfolio blending global stocks, bonds, gold, and commodities for a target 5% safe withdrawal rate. | 7 | 0.97 | 10.49% | 8.77% | -20.04% | 7.5y |
| 24 | Etoro ETFs UCITs MIX 4-4 Actual A diversified US equity ETF portfolio blending S&P 500, Nasdaq 100, dividend growth, and tech sector exposure for core growth. | 6 | 0.97 | 18.76% | 17.36% | -32.27% | 9.4y |
| 25 | lk Diversified ETF portfolio with 80% S&P 500 stocks and 20% gold for core US growth with inflation protection. | 2 | 0.96 | 15.12% | 13.62% | -28.08% | 8.5y |
🎲 Just for fun! These rankings look at risk-adjusted returns, interesting to see which strategies have been smoothest to ride. Not to base any decisions on.
Last updated: 23 Apr 2026, 19:20
Frequently Asked Questions
What is the Sharpe Ratio?
The Sharpe ratio measures risk-adjusted returns by dividing a portfolio's excess return (return above the risk-free rate) by its volatility. A Sharpe ratio of 1.0 or higher is generally considered good, while above 2.0 is excellent.
Why rank by Sharpe Ratio instead of returns?
High returns can come with high risk. The Sharpe ratio rewards portfolios that achieve strong returns with lower volatility — helping you find strategies that deliver consistent performance without excessive ups and downs.
What do the volatility and max drawdown columns show?
Volatility is the annualized standard deviation of returns — a measure of how much a portfolio's value fluctuates. Max drawdown shows the largest peak-to-trough decline during the backtest period, representing the worst-case scenario an investor would have experienced.
Can I request new features or suggest improvements?
Absolutely! We welcome feature requests and suggestions from our community. Whether you'd like to see new ETF data sources, additional portfolio metrics, or enhanced backtesting capabilities, we'd love to hear from you. Please contact us with your ideas.