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Risk vs Return Map

Where does each ETF sit on the spectrum?

Every dot is an ETF. X-axis = annualized volatility (risk). Y-axis = CAGR (return). Hover to explore. Click to see details.

Time Window
Asset Class
0ETFs plotted
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Equity
Fixed Income
Commodity
Real Estate
Multi-Asset
High Return · Low Risk

The best spot — strong returns with contained volatility

High Return · High Risk

Growth at a price — expect large drawdowns

Low Return · Low Risk

Capital preservation — bonds, T-Bills, cash equivalents

Low Return · High Risk

The worst spot — high volatility without compensation

How it's calculated

CAGR is calculated as (endPrice / startPrice)^(12/months) - 1 using adjusted close prices (dividends reinvested). Volatility is the annualized standard deviation of monthly log-returns (σ × √12). Sharpe ratio approximates (CAGR - riskFreeRate) / σ with a 4.5% risk-free rate assumption. Data source: Yahoo Finance.

Disclaimer: Past performance does not guarantee future results. This visualization is for educational purposes only.