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 | 1.38 | 36.29% | 24.83% | -38.11% | 10.6y |
| 🥈 | cto 2 A tech and energy-focused ETF portfolio with global equity diversification across US, Europe, and semiconductor/AI sectors. | 6 | 1.32 | 26.03% | 18.21% | -25.60% | 5.5y |
| 🥉 | cto balanced Diversified global equity ETF portfolio focused on energy, AI, semiconductors, US tech, Europe, and broad world market exposure for growth. | 6 | 1.29 | 25.02% | 17.79% | -24.31% | 5.5y |
| 4 | cto gemini Diversified ETF portfolio targeting global tech, energy, infrastructure, and Asia equities, plus commodities for balanced growth. | 8 | 1.29 | 23.20% | 16.44% | -24.93% | 5.5y |
| 5 | UDE Turc Diversified ETF portfolio: 50% Gold, 25% Asia Pacific equities, and 25% European energy sector stocks for strategic global exposure. | 3 | 1.28 | 17.53% | 12.14% | -10.84% | 5.5y |
| 6 | Browne usa Diversified ETF portfolio with equal 33% allocations to US stocks, short-term US Treasury bonds, and gold for balanced growth and stability. | 3 | 1.25 | 12.13% | 8.13% | -12.01% | 5.7y |
| 7 | Moje A diversified ETF portfolio for growth: 75% S&P 500, 20% semiconductors, and 5% Bitcoin for strategic market exposure. | 3 | 1.24 | 21.17% | 15.42% | -26.05% | 5.3y |
| 8 | Semic90+QDVE10 Tech-focused ETF portfolio with 91% global equities and 9% gold for growth and diversification in a single investment. | 3 | 1.24 | 36.45% | 27.72% | -33.73% | 5.5y |
| 9 | Phase 2 test proxy Tech-focused ETF portfolio with 100% equity allocation across global semiconductor, US tech, and quantum computing sectors. | 3 | 1.23 | 33.99% | 25.98% | -32.03% | 5.5y |
| 10 | test2 — Max Sharpe strategy Max Sharpe portfolio blending leveraged US stocks, gold, volatility, commodities, and Euro bonds for strategic diversification. | 5 | 1.23 | 14.76% | 10.37% | -9.52% | 6.9y |
| 11 | Growth Portfolio A globally diversified ETF portfolio with 85% equities, featuring core Vanguard world exposure plus targeted tech stocks and a EUR money market allocation. | 5 | 1.23 | 23.10% | 17.20% | -22.95% | 5y |
| 12 | 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 | 1.22 | 18.94% | 13.92% | -18.39% | 6.8y |
| 13 | My Accelerated Weird Portfolio Tweak off the 'The Accelerated Weird Portfolio (Minimum risk)', by also adding 5% of Bitcoin | 5 | 1.21 | 14.39% | 10.23% | -11.81% | 5.9y |
| 14 | UdemyPortfolio A diversified ETF portfolio blending semiconductors, German bonds, Euro bonds, and gold for growth and stability across key asset classes. | 4 | 1.19 | 19.81% | 14.98% | -24.14% | 5.5y |
| 15 | clone A concentrated ETF portfolio for tech growth, blending a 90% semiconductor fund with a 10% global equity ETF for core diversification. | 2 | 1.17 | 35.98% | 29.06% | -35.88% | 5.5y |
| 16 | Tillväxt baby Tech-focused ETF portfolio with 70% semiconductors and 30% IT sector for targeted growth in high-innovation markets. | 2 | 1.17 | 34.27% | 27.67% | -33.75% | 5.5y |
| 17 | US ETFs A diversified US and global tech ETF portfolio targeting growth through S&P 500, Nasdaq 100, semiconductors, and AI. | 4 | 1.10 | 22.12% | 18.33% | -26.29% | 5.5y |
| 18 | Rebuild from War Invest in global infrastructure rebuilding with this diversified portfolio of energy, construction, and industrial leaders from Europe and Asia. | 5 | 1.09 | 26.57% | 22.52% | -23.35% | 5.6y |
| 19 | 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 | 1.09 | 21.15% | 17.57% | -31.91% | 9.6y |
| 20 | 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 | 1.09 | 20.88% | 17.40% | -32.18% | 9.6y |
| 21 | Analysis_BWB Semiconductor-focused ETF portfolio blending concentrated tech exposure with diversified global equities for aggressive growth. | 2 | 1.08 | 37.86% | 33.09% | -35.32% | 6.8y |
| 22 | JS B-core Diversified ETF portfolio blending US tech, global stocks, bonds, and gold for balanced exposure across major asset classes. | 5 | 1.08 | 10.73% | 8.08% | -15.50% | 6.8y |
| 23 | 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 | 1.08 | 13.04% | 10.22% | -16.05% | 5.6y |
| 24 | 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 | 1.07 | 16.89% | 13.91% | -19.91% | 5.9y |
| 25 | Tech-diversification Diversified global equity ETF portfolio targeting US growth, tech, and value stocks for long-term capital appreciation. | 4 | 1.07 | 19.33% | 16.26% | -23.27% | 5.5y |
🎲 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: 03 Jun 2026, 12:33
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.