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 | 1.40 | 36.73% | 24.88% | -38.11% | 10.6y |
| 🥈 | UDE Turc Diversified ETF portfolio blending 50% gold with 50% Asian and European energy equities, rebalanced quarterly for EUR investors. | 3 | 1.30 | 17.70% | 12.12% | -10.84% | 5.5y |
| 🥉 | test2 — Max Sharpe strategy Max Sharpe portfolio blending leveraged US stocks, gold, volatility, commodities, and Euro bonds for strategic diversification. | 5 | 1.26 | 15.06% | 10.37% | -9.52% | 6.8y |
| 4 | My Accelerated Weird Portfolio Tweak off the 'The Accelerated Weird Portfolio (Minimum risk)', by also adding 5% of Bitcoin | 5 | 1.21 | 14.35% | 10.24% | -11.81% | 5.8y |
| 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 | 1.20 | 18.62% | 13.90% | -18.39% | 6.8y |
| 6 | Rebuild from War Invest in global infrastructure rebuilding with this diversified portfolio of energy, construction, and industrial leaders from Europe and Asia. | 5 | 1.19 | 28.68% | 22.37% | -23.38% | 5.6y |
| 7 | Moje A diversified ETF portfolio for growth: 75% S&P 500, 20% semiconductors, and 5% Bitcoin for strategic market exposure. | 3 | 1.18 | 20.24% | 15.42% | -26.05% | 5.3y |
| 8 | Dream Team Low Vol A low-volatility ETF portfolio blending global stocks, gold, commodities, and defensive sectors for stable, diversified growth. | 10 | 1.16 | 13.56% | 9.98% | -20.37% | 7.4y |
| 9 | UdemyPortfolio A diversified ETF portfolio blending semiconductors, German bonds, Euro bonds, and gold for growth and stability across key asset classes. | 4 | 1.14 | 18.83% | 14.78% | -24.14% | 5.4y |
| 10 | Tillväxt baby Tech-focused ETF portfolio with 70% semiconductors and 30% IT sector for targeted growth in high-innovation markets. | 2 | 1.10 | 32.40% | 27.52% | -33.75% | 5.4y |
| 11 | clone A concentrated ETF portfolio for tech growth, blending a 90% semiconductor fund with a 10% global equity ETF for core diversification. | 2 | 1.09 | 33.43% | 28.86% | -35.88% | 5.4y |
| 12 | Mixed Ratio Diversified ETF portfolio with 50% global equity, 25% bonds, 15% gold, and 10% commodities for balanced, long-term growth across major asset classes. | 6 | 1.07 | 12.96% | 10.24% | -16.05% | 5.5y |
| 13 | 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 | 1.07 | 20.72% | 17.56% | -31.91% | 9.5y |
| 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 | 1.06 | 20.46% | 17.38% | -32.18% | 9.5y |
| 15 | 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 | 1.05 | 16.66% | 13.90% | -19.91% | 5.8y |
| 16 | test1 -- annual A leveraged US equity ETF portfolio diversified with volatility control and gold for aggressive growth and risk management. | 3 | 1.04 | 19.05% | 16.35% | -27.30% | 6.8y |
| 17 | Etoro ETFs UCITs MIX 4-7 Actual Diversified US equity portfolio blending S&P 500, Nasdaq 100 ETFs with quality dividend growth for long-term stability. | 5 | 1.04 | 19.52% | 16.88% | -32.27% | 9.5y |
| 18 | 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 | 1.04 | 22.09% | 19.37% | -34.54% | 7.2y |
| 19 | ETF A diversified ETF portfolio in euros with a simple buy-and-hold strategy for long-term, low-maintenance investing. | 5 | 1.04 | 14.84% | 12.39% | -16.50% | 5.7y |
| 20 | Analysis_BWB Semiconductor-focused ETF portfolio blending concentrated tech exposure with diversified global equities for aggressive growth. | 2 | 1.03 | 36.05% | 33.05% | -35.32% | 6.8y |
| 21 | test US-focused ETF portfolio blending S&P 500, dividend growth, Nasdaq tech, and semiconductors for diversified equity growth. | 5 | 1.03 | 19.43% | 16.93% | -31.90% | 9.9y |
| 22 | 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 | 1.03 | 14.00% | 11.67% | -16.64% | 5.9y |
| 23 | 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 | 1.03 | 19.82% | 17.37% | -32.27% | 9.5y |
| 24 | Golden Ratio EU USA Growth Diversified ETF portfolio blending US growth, small-cap value, European bonds, and gold for balanced, multi-asset exposure. | 6 | 1.01 | 11.19% | 9.07% | -14.04% | 5.5y |
| 25 | Iron Dome further backtest A diversified ETF portfolio blending global industrials, utilities, technology, energy, European quality stocks, and physical gold for balanced exposure. | 6 | 1.01 | 14.65% | 12.49% | -28.96% | 6.9y |
🎲 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: 14 May 2026, 03:46
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.