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 |
|---|---|---|---|---|---|---|---|
| 🥇 | Roa 4.2 bt proxy Diversified portfolio blending commodities, equities, bonds, crypto, and leveraged ETFs for multi-asset exposure and growth potential. | 7 | 1.85 | 24.56% | 12.19% | -15.41% | 6.3y |
| 🥈 | Roa 3.2.2 goldx2 bt proxy Diversified portfolio blending global momentum stocks, managed futures, Bitcoin, reinsurance bonds, and commodities for multi-asset growth. | 6 | 1.69 | 23.16% | 12.50% | -15.69% | 6.3y |
| 🥉 | relax balanced Global equity portfolio with frontier markets focus for growth, diversified across multiple regions and fund strategies. | 4 | 1.67 | 23.21% | 12.71% | -17.26% | 5.7y |
| 4 | roa originale A diversified portfolio blending global momentum stocks (65%), gold (20%), and Bitcoin (15%) for growth and asset class balance. | 3 | 1.63 | 32.30% | 18.62% | -32.64% | 9.6y |
| 5 | relax Global equity portfolio with 25% frontier markets exposure for diversified growth across developed and emerging economies. | 4 | 1.54 | 19.60% | 11.47% | -15.22% | 5.7y |
| 6 | PENSIONE BT PROXY Diversified ETF portfolio blending global stocks, bonds, gold, commodities, and Bitcoin for broad multi-asset exposure and risk management. | 8 | 1.46 | 10.50% | 5.81% | -10.21% | 6.5y |
| 7 | Roa 3.2.1 bt proxy Diversified portfolio blending global momentum stocks, managed futures, Bitcoin, gold, and commodities for multi-asset growth and risk mitigation. | 6 | 1.42 | 20.88% | 13.27% | -21.19% | 6.5y |
| 8 | Global Stocks + Gold + Bitcoin Diversified global ETF portfolio blending gold, Bitcoin, and worldwide equities for EUR-based growth with annual rebalancing. | 5 | 1.35 | 35.42% | 24.76% | -38.11% | 10.8y |
| 9 | Computing Technology-focused equity portfolio with concentrated holdings in Alphabet, Dell, and NVIDIA for targeted growth potential. | 3 | 1.35 | 47.79% | 33.97% | -44.46% | 6.6y |
| 10 | cto 2 A tech and energy-focused ETF portfolio with global equity diversification across US, Europe, and semiconductor/AI sectors. | 6 | 1.29 | 25.72% | 18.35% | -25.60% | 5.6y |
| 11 | cto balanced Diversified global equity ETF portfolio focused on energy, AI, semiconductors, US tech, Europe, and broad world market exposure for growth. | 6 | 1.26 | 24.55% | 17.90% | -24.31% | 5.6y |
| 12 | USA 15/70/10/5 Diversified ETF portfolio blending US stocks, Treasury bonds, gold, and Bitcoin for a balanced exposure to equities, fixed income, and alternative assets. | 4 | 1.25 | 15.64% | 10.95% | -25.08% | 6.9y |
| 13 | cto gemini Diversified ETF portfolio targeting global tech, energy, infrastructure, and Asia equities, plus commodities for balanced growth. | 8 | 1.24 | 22.81% | 16.72% | -24.93% | 5.6y |
| 14 | Moje A diversified ETF portfolio for growth: 75% S&P 500, 20% semiconductors, and 5% Bitcoin for strategic market exposure. | 3 | 1.23 | 21.07% | 15.46% | -26.05% | 5.4y |
| 15 | Semic90+QDVE10 Tech-focused ETF portfolio with 91% global equities and 9% gold for growth and diversification in a single investment. | 3 | 1.22 | 36.62% | 28.42% | -33.73% | 5.6y |
| 16 | test Diversified ETF portfolio blending global stocks, European small caps, gold, and bonds for balanced growth across key asset classes. | 5 | 1.19 | 14.15% | 10.25% | -11.76% | 5.7y |
| 17 | My Accelerated Weird Portfolio Tweak off the 'The Accelerated Weird Portfolio (Minimum risk)', by also adding 5% of Bitcoin | 5 | 1.18 | 14.04% | 10.22% | -11.81% | 6y |
| 18 | test2 — Max Sharpe strategy Max Sharpe portfolio blending leveraged US stocks, gold, volatility, commodities, and Euro bonds for strategic diversification. | 5 | 1.17 | 14.21% | 10.40% | -9.52% | 7y |
| 19 | UDE Turc Diversified ETF portfolio: 50% Gold, 25% Asia Pacific equities, and 25% European energy sector stocks for strategic global exposure. | 3 | 1.16 | 16.15% | 12.24% | -10.84% | 5.6y |
| 20 | clone A concentrated ETF portfolio for tech growth, blending a 90% semiconductor fund with a 10% global equity ETF for core diversification. | 2 | 1.15 | 36.33% | 29.75% | -35.88% | 5.6y |
| 21 | Tillväxt baby Invest in a 100% tech-focused equity portfolio with top semiconductor and U.S. information technology ETFs for targeted growth. | 2 | 1.14 | 34.31% | 28.23% | -33.75% | 5.6y |
| 22 | All-World 15/65/10/5/5 Diversified ETF portfolio blending global stocks, bonds, gold, real estate, and Bitcoin for a balanced, multi-asset growth strategy. | 5 | 1.14 | 13.54% | 10.10% | -27.34% | 9.3y |
| 23 | Cartera 1 MB Diversified global equity and money market portfolio with 69% stocks and 31% cash-like holdings for balanced growth and stability. | 7 | 1.14 | 9.56% | 6.63% | -12.38% | 5.6y |
| 24 | UdemyPortfolio A diversified ETF portfolio blending semiconductors, German bonds, Euro bonds, and gold for growth and stability across key asset classes. | 4 | 1.14 | 19.76% | 15.60% | -24.14% | 5.6y |
| 25 | Global A diversified ETF portfolio for global growth, combining core world and US equity funds with targeted semiconductor exposure. | 3 | 1.13 | 21.66% | 17.38% | -24.88% | 5.6y |
🎲 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: 13 Jul 2026, 19:48
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.