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ETFs by Sharpe Ratio

The list of 5962 ETFs ranked by Sharpe Ratio. The Sharpe Ratio measures risk-adjusted return for an ETF - it shows how much excess return you receive for the extra volatility. Higher is better, as it means more return per unit of risk. There is also such a data: expense ratio, P/E and forward P/E ratio, PEG, performance, beta ratio and others.

Total Net Assets: $20T
Rank
Average(500 / 5,962 ETFs)1.970.24%24.7216.54+16.66%0.152.013.611.10+83.72%+13.27%
451
GNOVFT VEST U.S. EQUITY MODERATE BUFFER ETF - NOVEMBER $42$295MNov 17, 20231.690.85%N/AN/AN/AN/AN/AN/A0.47+13.97%0.00%
452
GQINatixis Gateway Quality Income ETF$59.71$258MDec 12, 20231.690.34%28.9821.14+28.11%0.181.978.110.78+21.53%0.00%
453
ELCVEVENTIDE HIGH DIVIDEND ETF $31.95$256MSep 30, 20241.690.49%26.2519.39+13.99%0.383.413.770.67+26.15%0.00%
454
QARPXTRACKERS RUSSELL 1000 US QUALITY AT A REASONABLE PRICE ETF $65.74$74MApr 4, 20181.690.19%25.4520.82+20.38%0.361.995.030.77+22.40%+11.69%
455
AAPBGRANITESHARES 2X LONG AAPL DAILY ETF $43.16$18MAug 8, 20221.69N/A39.3834.13+12.93%1.3710.8045.172.17+106.13%0.00%
456
TSRSTruth Social American Red State REITs ETF$28.55$2.80MDec 29, 20251.690.65%26.7128.16+10.63%N/A8.201.76N/A0.00%0.00%
457
QUVUHartford Quality Value ETF$30.44N/AN/A1.69N/AN/AN/AN/AN/AN/AN/A0.63+23.95%0.00%
458
NXJNuveen New Jersey Quality Municipal Income Fund$12.41N/AN/A1.69N/AN/AN/AN/AN/AN/AN/A0.11+18.03%+0.89%
459
AVUVAVANTIS U.S. SMALL CAP VALUE ETF $126.06$29BSep 24, 20191.680.25%28.2312.55+11.89%N/A0.791.560.99+34.54%+13.84%
460
AIAiShares Asia 50 ETF$136.32$5.20BNov 13, 20071.680.50%N/AN/AN/AN/AN/AN/A1.10+65.42%+11.58%
461
EWPISHARES MSCI SPAIN ETF $59.46$1.90BMar 12, 19961.680.50%N/AN/AN/AN/AN/AN/A0.67+36.93%+20.48%
462
FVALFIDELITY VALUE FACTOR ETF $79.80$1.30BSep 12, 20161.680.15%21.5915.75+25.83%0.291.913.440.90+25.12%+12.37%
463
DUSADAVIS SELECT U.S. EQUITY ETF $57.88$1.20BJan 11, 20171.680.59%35.2613.73+5.15%0.411.132.170.87+26.12%+12.03%
464
AVGEAVANTIS ALL EQUITY MARKETS ETF $99.09$1BSep 27, 20221.680.23%N/AN/AN/AN/AN/AN/A0.87+27.25%0.00%
465
NANRSTATE STREET(R) SPDR(R) S&P(R) NORTH AMERICAN NATURAL RESOURCES ETF $79.19$736MDec 15, 20151.680.35%23.4912.69+26.27%N/A1.432.160.73+37.79%+17.94%
466
DJDINVESCO DOW JONES INDUSTRIAL AVERAGE DIVIDEND ETF $63.76$464MDec 16, 20151.680.07%23.5119.72+8.02%0.762.615.100.52+21.36%+11.22%
467
CAFMorgan Stanley China A Share Fund Inc$20.12$340MN/A1.68N/AN/AN/AN/AN/AN/AN/A0.42+40.99%+0.33%
468
AAPUDIREXION DAILY AAPL BULL 2X SHARES $44.38$161MAug 8, 20221.68N/AN/AN/AN/AN/AN/AN/A2.18+102.80%0.00%
469
STXESTRIVE EMERGING MARKETS EX-CHINA ETF $49.24$150MJan 30, 20231.680.32%N/AN/AN/AN/AN/AN/A0.92+61.30%0.00%
470
MOODRELATIVE SENTIMENT TACTICAL ALLOCATION ETF $43.80$127MMay 18, 20221.680.73%N/AN/AN/AN/AN/AN/A0.45+30.32%0.00%
471
GCVGabelli Convertible and Income Securities Fund Inc$4.65$96MN/A1.68N/AN/AN/AN/AN/AN/AN/A0.45+33.40%+4.91%
472
LNOKDEFIANCE DAILY TARGET 2X LONG NOK ETF $39.90$76MJan 20, 20261.68N/AN/AN/AN/AN/AN/AN/A4.090.00%0.00%
473
DARPGRIZZLE GROWTH ETF $57.02$37MDec 15, 20211.680.75%36.7718.14+39.15%0.163.857.551.45+56.99%0.00%
474
CPSPCalamos S&P 500 Structured Alt Protection ETF April$26.98$20MMar 31, 20251.680.69%N/AN/AN/AN/AN/AN/A0.11+6.24%0.00%
475
FARXFRONTIER ASSET ABSOLUTE RETURN ETF $29.24$13MDec 19, 20241.680.95%N/AN/AN/AN/AN/AN/A0.23+16.63%0.00%
476
DGROISHARES CORE DIVIDEND GROWTH ETF $76.86$41BJun 10, 20141.670.08%22.8118.41+10.22%0.272.504.140.63+20.29%+11.00%
477
BLCRBlackRock Large Cap Core ETF$49.44$6.40BOct 24, 20231.670.36%33.4920.37+28.98%0.322.236.231.08+35.41%0.00%
478
XSDSTATE STREET(R) SPDR(R) S&P(R) SEMICONDUCTOR ETF $528.66$3.50BJan 31, 20061.670.35%N/A24.72+13.41%0.066.385.382.13+97.88%+24.05%
479
RYLDGLOBAL X RUSSELL 2000 COVERED CALL ETF $16.07$1.40BApr 18, 20191.670.60%N/AN/AN/AN/AN/AN/A0.73+22.90%+3.40%
480
AODabrdn Total Dynamic Dividend Fund$10.60$1.10BN/A1.67N/AN/AN/AN/AN/AN/AN/A0.83+32.71%+11.06%
481
JDVLJOHN HANCOCK DISCIPLINED VALUE SELECT ETF $31.45$880MAug 5, 20251.670.56%23.6316.47+22.68%0.421.864.070.960.00%0.00%
482
JVALJPMORGAN U.S. VALUE FACTOR ETF $57.82$821MNov 8, 20171.670.12%20.7314.31+15.91%0.121.542.760.96+29.76%+12.60%
483
ISMDINSPIRE SMALL/MID CAP ETF $49.63$382MFeb 27, 20171.670.53%N/A14.73+5.02%N/A1.101.660.93+36.49%+10.47%
484
ECMLEUCLIDEAN FUNDAMENTAL VALUE ETF $39.62$131MMay 17, 20231.670.95%12.8010.86+19.83%0.101.112.240.76+28.29%0.00%
485
FAAAFIDELITY AAA CLO ETF $50.35$60MFeb 10, 20261.67N/AN/AN/AN/AN/AN/AN/AN/A0.00%0.00%
486
GENDGENTER CAPITAL DIVIDEND INCOME ETF $13.05$4.80MJan 13, 20251.670.38%19.3314.55+5.92%0.051.722.800.58+22.56%0.00%
487
SOFAmplify ETF Trust Samsung SOFR$100.61N/AN/A1.67N/AN/AN/AN/AN/AN/AN/AN/A0.00%0.00%
488
DLNWISDOMTREE U.S. LARGECAP DIVIDEND FUND $97.91$6.10BJun 16, 20061.660.28%23.0618.06+17.38%0.502.804.070.65+19.36%+12.42%
489
MIGOMIG CORE ETF $29.31$787MFeb 20, 20261.660.45%38.0521.48N/A0.263.438.421.640.00%0.00%
490
MUJBlackRock MuniHoldings New Jersey Quality Fund Inc$12.16$676MN/A1.66N/AN/AN/AN/AN/AN/AN/A0.19+19.63%+0.28%
491
LEXIALEXIS PRACTICAL TACTICAL ETF $40.24$184MJun 30, 20211.661.00%N/AN/AN/AN/AN/AN/A0.82+23.75%+11.03%
492
CSTKInvesco Comstock Contrarian Equity ETF$33.05$173MMay 5, 20251.660.35%20.9715.98+11.26%0.442.002.760.70+23.29%0.00%
493
ENDWCAMBRIA ENDOWMENT STYLE ETF $34.17$139MApr 9, 20251.660.22%N/AN/AN/AN/AN/AN/A0.74+22.28%0.00%
494
ZAPRInnovator Equity Defined Protection ETF 1 Yr April$26.72$65MMar 31, 20251.660.79%N/AN/AN/AN/AN/AN/A0.11+6.35%0.00%
495
AAPWROUNDHILL AAPL WEEKLYPAY ETF $42.47$38MFeb 18, 20251.66N/AN/AN/AN/AN/AN/AN/A1.19+59.41%0.00%
496
SCHVSCHWAB U.S. LARGE-CAP VALUE ETF $34.09$16BDec 11, 20091.650.04%23.7617.09+12.49%0.202.403.550.70+23.48%+10.86%
497
GCOWPACER GLOBAL CASH COWS DIVIDEND ETF $45$3.20BFeb 22, 20161.650.60%N/AN/AN/AN/AN/AN/A0.37+21.01%+12.82%
498
AVIVAVANTIS INTERNATIONAL LARGE CAP VALUE ETF $79.05$1.90BSep 29, 20211.650.25%N/AN/AN/AN/AN/AN/A0.68+29.01%0.00%
499
NFJVirtus AllianzGI Dividend Interest & Premium Strategy Fund$15.07$1.50BN/A1.65N/AN/AN/AN/AN/AN/AN/A0.70+29.24%+8.79%
500
IWMINEOS RUSSELL 2000 HIGH INCOME ETF $53.26$1BJun 24, 20241.650.68%N/AN/AN/AN/AN/AN/A0.92+31.56%0.00%