The way I chase higher returns by taking bigger risks is through leverage. To me, it’s the most “reliable” way to do it, though the risk profile is different than pure stocks because of the addition of the risk of liquidation and the drag induced by ongoing costs.
If the fun of comparing the returns of two different assets and number crunching is part of the thought process, I would actually think that small cap value might be a good candidate (so AVUV (US small cap value) and/or AVDV (international (ex US) small cap value) wouldn’t be a bad choice), provided you stay with it for the very long run (30+ years). The graph in this post is, in my opinion, pretty self explanatory of the past behavior of small cap value stocks vs the global market: When do we reach the bottom of the dip? (2022-24 Edition) - #663 by Wolverine