What it tells you
Maximum drawdown is often the more useful risk figure, because it describes the worst outcome that actually occurred rather than an average.
Ranking
Shallowest Drawdowns ETFs
Ordered by the deepest peak-to-trough decline in the observed window, shallowest first. Different funds have different observation windows.
Maximum observed drawdown
Shallowest Drawdowns
Ordered by the deepest peak-to-trough decline in the observed window, shallowest first. Different funds have different observation windows.
| # | Fund | Maximum observed drawdown | Score | 1Y return |
|---|---|---|---|---|
| 1 | BND Vanguard Total Bond Market Index Fund |
-18.6% | 72.8 | +2.6% |
| 2 | HYG iShares iBoxx $ High Yield Corporate Bond ETF |
-22.0% | 72.4 | +4.8% |
| 3 | VUAA Vanguard S&P 500 UCITS ETF USD Accumulation |
-23.3% | 63.3 | +22.5% |
| 4 | IEF iShares 7-10 Year Treasury Bond ETF |
-23.9% | 72.6 | +1.8% |
| 5 | XLP State Street Consumer Staples Select Sector SPDR ETF |
-24.5% | 56.9 | +9.6% |
| 6 | LQD iShares iBoxx $ Investment Grade Corporate Bond ETF |
-25.0% | 72 | +1.9% |
| 7 | GLD SPDR Gold Shares |
-26.4% | 55.4 | +22.6% |
| 8 | XLV State Street Health Care Select Sector SPDR ETF |
-28.4% | 57.3 | +26.8% |
| 9 | VIG Vanguard Dividend Appreciation Index Fund ETF Shares |
-31.7% | 60.5 | +18.0% |
| 10 | VWRL Vanguard FTSE All-World UCITS ETF |
-33.3% | 70 | +24.4% |
Reading this ranking
What the order means
What it does not
Windows differ between funds. A fund listed after a crash has not been tested by it, so a shallow figure can reflect a short history.
TradeAlphaAI ETF intelligence describes observed structure, cost and historical measurement only. It is not a trading signal, execution instruction or investment advice.