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ETFs by Sharpe Ratio

The list of 5960 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(150 / 5,960 ETFs)2.430.39%23.6614.09+16.67%0.161.622.991.49+183.62%+6.49%
101
PMAPPGIM S&P 500 MAX BUFFER ETF - APRIL $27.34$4.90MMar 31, 20252.230.50%N/AN/AN/AN/AN/AN/A0.11+6.45%0.00%
102
IUSINVESCO RAFI(TM) STRATEGIC US ETF $66.77$882MSep 12, 20182.220.19%22.6716.22+16.29%0.371.233.350.77+30.57%+14.13%
103
NAPRInnovator Growth-100 Power Buffer ETF - April$58.87$210MMar 31, 20202.210.79%N/AN/AN/AN/AN/AN/A0.54+14.30%+9.41%
104
TXNUDirexion Daily TXN Bull 2X$46.84$14MMar 24, 20262.21N/AN/AN/AN/AN/AN/AN/A3.830.00%0.00%
105
SPVUInvesco S&P 500 Enhanced Value ETF$66.92N/AN/A2.20N/AN/AN/AN/AN/AN/AN/A0.66+36.71%+11.58%
106
FMARFT VEST U.S. EQUITY BUFFER ETF - MARCH $52.28$1.10BMar 19, 20212.190.85%N/AN/AN/AN/AN/AN/A0.55+15.81%+10.44%
107
AFOSARS FOCUSED OPPORTUNITIES STRATEGY ETF $43.61$301MJun 25, 20252.190.45%44.8019.06+35.53%0.193.797.061.45+65.03%0.00%
108
GOOYYIELDMAX(R) GOOGL OPTION INCOME STRATEGY ETF $12.94$250MJul 27, 20232.191.14%N/AN/AN/AN/AN/AN/A0.89+67.14%0.00%
109
LINTDirexion Daily INTC Bull 2X ETF$118.89$135MNov 18, 20252.19N/AN/AN/AN/AN/AN/AN/A5.890.00%0.00%
110
ACEPARS CORE EQUITY PORTFOLIO ETF $19.52$98MNov 20, 20252.190.45%24.2318.27+16.88%0.642.794.861.050.00%0.00%
111
APRTALLIANZIM U.S. EQUITY BUFFER10 APR ETF $45.87$48MMay 28, 20202.190.74%N/AN/AN/AN/AN/AN/A0.59+15.74%+10.33%
112
GMETVANECK GREEN METALS ETF $44.79$32MNov 9, 20212.190.61%N/AN/AN/AN/AN/AN/A1.09+104.09%0.00%
113
GMARFT VEST U.S. EQUITY MODERATE BUFFER ETF - MARCH $44.32$398MMar 17, 20232.170.85%N/AN/AN/AN/AN/AN/A0.42+12.92%0.00%
114
ASMHASML HOLDING NV ADRHEDGED(TM) $11.91$6.80MMar 13, 20252.170.19%61.9940.16+21.97%1.5120.3128.851.98+150.24%0.00%
115
KSMDWS Strategic Municipal Income Trust$10.07N/AN/A2.17N/AN/AN/AN/AN/AN/AN/AN/A0.00%-1.03%
116
INTWGRANITESHARES 2X LONG INTC DAILY ETF $23.33$809MFeb 12, 20252.16N/AN/AN/AN/AN/AN/AN/A3.64+788.69%0.00%
117
FYLDCAMBRIA FOREIGN SHAREHOLDER YIELD ETF $37.91$651MDec 2, 20132.160.59%N/AN/AN/AN/AN/AN/A0.60+32.47%+12.38%
118
EUSCWisdomTree Europe Hedged SmallCap Equity Fund$46.35$270MMar 4, 20152.160.58%N/AN/AN/AN/AN/AN/A0.020.00%0.00%
119
IWXISHARES RUSSELL TOP 200 VALUE ETF $107.81$3.60BSep 22, 20092.150.20%23.4719.54+12.60%0.652.953.900.67+29.72%+12.31%
120
SEIVSEI ENHANCED U.S. LARGE CAP VALUE FACTOR ETF $47.91$1.50BMay 16, 20222.150.15%15.2110.82+21.34%0.150.892.340.87+34.92%0.00%
121
FELVFIDELITY ENHANCED LARGE CAP VALUE ETF $40.99$3.20BApr 19, 20072.140.18%22.9418.05+14.86%N/A2.353.320.75+30.76%0.00%
122
PSCWPACER SWAN SOS CONSERVATIVE (APRIL) ETF $30.06$60MMar 31, 20212.140.49%N/AN/AN/AN/AN/AN/A0.45+12.33%+7.03%
123
FNDXSCHWAB FUNDAMENTAL U.S. LARGE COMPANY INDEX ETF $31.33$26BAug 15, 20132.130.25%25.5215.81+12.66%N/A1.422.960.76+28.52%+13.64%
124
AVLVAVANTIS U.S. LARGE CAP VALUE ETF $91.30$17BSep 21, 20212.120.15%21.5615.52+18.80%0.311.983.760.87+34.08%0.00%
125
DXJWISDOMTREE JAPAN HEDGED EQUITY FUND $172.05$7.10BJun 16, 20062.120.48%N/AN/AN/AN/AN/AN/A0.95+51.49%+26.82%
126
SBIOALPS MEDICAL BREAKTHROUGHS ETF $63.60$190MDec 30, 20142.120.50%N/AN/AN/AN/A8.004.141.01+94.93%+6.86%
127
ZIVB-1x Short VIX Mid-Term Futures Strategy ETF$20.50$14MApr 17, 20232.121.42%N/AN/AN/AN/AN/AN/AN/A0.00%0.00%
128
IHEISHARES U.S. PHARMACEUTICALS ETF $98.85$1.10BMay 1, 20062.110.38%82.5117.86+12.21%N/A4.315.090.48+50.42%+11.35%
129
EFASGLOBAL X MSCI SUPERDIVIDEND EAFE ETF $22.19$48MNov 10, 20162.110.55%N/AN/AN/AN/AN/AN/A0.35+28.57%+13.86%
130
RMTRoyce Micro-Cap Trust Inc$13.92$896MN/A2.10N/AN/AN/AN/AN/AN/AN/A1.05+58.03%+12.11%
131
CTEFCASTELLAN TARGETED EQUITY ETF $88.95$679MJun 17, 20252.100.45%19.0614.27+60.94%0.152.035.881.48+65.22%0.00%
132
GMOIGMO INTERNATIONAL VALUE ETF $38.50$457MOct 28, 20242.100.60%N/AN/AN/AN/AN/AN/A0.61+35.62%0.00%
133
BAPRInnovator U.S. Equity Buffer ETF - April$53.28$404MMar 29, 20192.100.79%N/AN/AN/AN/AN/AN/A0.63+16.26%+10.83%
134
AAUAALPHA ARCHITECT US EQUITY 3 ETF $56.67$370MMar 18, 20262.100.15%31.4622.85+28.29%N/A3.576.781.130.00%0.00%
135
CHPSXTRACKERS SEMICONDUCTOR SELECT EQUITY ETF $82.86$129MJul 12, 20232.100.15%50.2621.48+28.23%0.0812.1210.381.86+133.62%0.00%
136
OPPJWISDOMTREE JAPAN OPPORTUNITIES FUND $55.77$280MJun 28, 20132.090.58%N/AN/AN/AN/AN/AN/A0.72+58.00%+24.45%
137
KCAIKRANESHARES CHINA ALPHA INDEX ETF $32.15$3.20MAug 27, 20242.090.79%N/AN/AN/AN/AN/AN/A0.27+36.48%0.00%
138
TSCVTHRIVENT SMALL CAP VALUE ETF $31.82$187MMar 31, 20222.080.60%50.4713.98+15.88%N/A1.351.930.830.00%0.00%
139
DEWWISDOMTREE GLOBAL HIGH DIVIDEND FUND $70.70$140MJun 16, 20062.080.58%21.3415.25+9.59%N/A1.972.370.48+26.32%+12.52%
140
LFSCF/M EMERALD LIFE SCIENCES INNOVATION ETF $44.39$122MOct 30, 20242.080.54%N/A5.00-9.12%N/A8.767.361.03+80.20%0.00%
141
ICPYTweedy, Browne International Insider + Value ETF$12.64N/AN/A2.08N/AN/AN/AN/AN/AN/AN/A0.730.00%0.00%
142
GGLLDIREXION DAILY GOOGL BULL 2X SHARES $109.30$1.20BSep 6, 20222.07N/AN/AN/AN/AN/AN/AN/A2.22+186.05%0.00%
143
VFMFVANGUARD U.S. MULTIFACTOR ETF ETF SHARES$179.37$703MFeb 13, 20182.070.18%19.5712.23+15.95%N/A1.012.120.88+35.09%+14.65%
144
RSSYRETURN STACKED(R) U.S. STOCKS & FUTURES YIELD ETF $25.30$96MMay 28, 20242.070.99%N/AN/AN/AN/AN/AN/A0.85+35.97%0.00%
145
AVIEAVANTIS INFLATION FOCUSED EQUITY ETF $76.34$10MSep 27, 20222.060.25%24.8616.13+14.35%N/A1.752.860.46+28.67%0.00%
146
SNPVXTRACKERS S&P 500 VALUE ESG ETF $40.03N/AN/A2.06N/AN/AN/AN/AN/AN/AN/A0.70+28.31%0.00%
147
PRFINVESCO FTSE RAFI US 1000 ETF $54.18$9.70BDec 19, 20052.050.34%25.9616.58+13.84%N/A1.842.930.77+28.86%+13.15%
148
TVALT. ROWE PRICE VALUE ETF $41.90$944MJun 14, 20232.050.33%25.2619.16+13.91%0.552.433.710.71+29.56%0.00%
149
GOOXT-REX 2X LONG ALPHABET DAILY TARGET ETF $78.59$53MJan 10, 20242.05N/A27.9624.51+28.33%0.6110.328.942.26+179.71%0.00%
150
TPUTT. Rowe Price Capital Appreciation Market Opportunities ETF$25.19$24MJun 10, 20262.050.25%N/AN/AN/AN/AN/AN/A0.080.00%0.00%