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ETFs by Sharpe Ratio

The list of 5697 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: $19T
Rank
Average(200 / 5,697 ETFs)3.250.42%48.7525.72+29.05%0.103.317.121.71+272.27%+23.91%
151
RSSYRETURN STACKED(R) U.S. STOCKS & FUTURES YIELD ETF $25.43$107MMay 28, 20242.830.99%N/AN/AN/AN/AN/AN/A0.84+48.02%0.00%
152
FSEGFIDELITY ENHANCED SMALL CAP GROWTH ETF $26.60$5.10MApr 28, 20262.830.28%105.5421.07+16.39%N/A1.915.161.720.00%0.00%
153
PBDINVESCO GLOBAL CLEAN ENERGY ETF $22.25$208MJun 13, 20072.820.75%N/AN/AN/AN/AN/AN/A1.00+90.39%-3.65%
154
MARSRoundhill Space & Technology$36.70$29MMar 4, 20262.820.75%N/AN/AN/AN/A9.607.212.420.00%0.00%
155
AEFabrdn Emerging Markets Equity Income Fund Inc$9.83$396MN/A2.81N/AN/AN/AN/AN/AN/AN/A0.83+98.16%+10.31%
156
TCAITORTOISE AI INFRASTRUCTURE ETF $56.30$136MAug 4, 20252.810.65%84.7527.72+24.76%0.444.618.272.020.00%0.00%
157
SMHXVANECK FABLESS SEMICONDUCTOR ETF $67.86$202MAug 27, 20242.810.35%82.1341.20+33.64%0.9916.7013.431.96+136.67%0.00%
158
GMARFT VEST U.S. EQUITY MODERATE BUFFER ETF - MARCH $44.17$395MMar 17, 20232.810.85%N/AN/AN/AN/AN/AN/A0.43+15.09%0.00%
159
BREEMFS BLENDED RESEARCH EMERGING MARKETS EQUITY ETF $27.89$24MMar 5, 20262.800.44%N/AN/AN/AN/AN/AN/A1.620.00%0.00%
160
SEIVSEI ENHANCED U.S. LARGE CAP VALUE FACTOR ETF $48.86$1.30BMay 16, 20222.800.15%16.6011.82+19.97%0.600.922.510.88+45.57%0.00%
161
NTGTortoise Midstream Energy Fund Inc$53.36N/AN/A2.79N/AN/AN/AN/AN/AN/AN/A0.530.00%+18.74%
162
DTCRGLOBAL X DATA CENTER & DIGITAL INFRASTRUCTURE ETF $32.19$1.70BOct 27, 20202.780.50%27.9534.18+18.41%0.062.986.410.90+80.91%+15.52%
163
EVLUISHARES MSCI EMERGING MARKETS VALUE FACTOR ETF $42.96$13MSep 4, 20242.780.35%N/AN/AN/AN/AN/AN/A0.76+70.08%0.00%
164
GEMEPACIFIC NOS GLOBAL EM EQUITY ACTIVE ETF $44.58$265MJan 22, 20252.770.75%N/AN/AN/AN/AN/AN/A0.88+79.68%0.00%
165
MMAXISHARES LARGE CAP MAX BUFFER MAR ETF $27.04$72MMar 31, 20252.770.50%N/AN/AN/AN/AN/AN/A0.11+7.62%0.00%
166
FRDMFREEDOM 100 EMERGING MARKETS ETF $73.83$3BMay 22, 20192.760.49%N/AN/AN/AN/AN/AN/A0.97+95.88%+19.30%
167
CRAKVANECK OIL REFINERS ETF $49.97$152MAug 18, 20152.760.61%N/AN/AN/AN/AN/AN/A0.58+68.16%+13.54%
168
KAPRInnovator U.S. Small Cap Power Buffer ETF - April$38.98$209MMar 31, 20202.750.79%N/AN/AN/AN/AN/AN/A0.52+22.74%+7.18%
169
SQSSAPIENT QUALITY SELECT ETF $28.25$1.40BMar 13, 20262.750.80%30.1524.94+35.57%N/A6.278.421.220.00%0.00%
170
PHDPioneer Floating Rate Fund Inc$0.40N/AN/A2.74N/AN/AN/AN/AN/AN/AN/AN/A-95.84%-44.56%
171
AIFDTCW ARTIFICIAL INTELLIGENCE ETF $56.36$107MAug 31, 20172.730.75%54.7834.70+33.43%0.476.7413.711.55+97.08%0.00%
172
EMDMFIRST TRUST BLOOMBERG EMERGING MARKET DEMOCRACIES ETF $43.57$23MMar 2, 20232.730.75%N/AN/AN/AN/AN/AN/A0.93+90.01%0.00%
173
AIAiShares Asia 50 ETF$148.87$4.10BNov 13, 20072.730.50%N/AN/AN/AN/AN/AN/A1.03+96.65%+12.43%
174
TEKXSPDR GALAXY TRANSFORMATIVE TECH ACCELERATORS ETF $70.74$6.10MSep 9, 20242.730.65%N/A33.60N/AN/A6.717.701.98+155.91%0.00%
175
RMTRoyce Micro-Cap Trust Inc$14.10$792MN/A2.72N/AN/AN/AN/AN/AN/AN/A1.04+71.17%+11.74%
176
QCAPFT VEST NASDAQ-100 CONSERVATIVE BUFFER ETF - APRIL $24.96$114MApr 19, 20242.720.90%N/AN/AN/AN/AN/AN/A0.46+11.21%0.00%
177
HEEMISHARES CURRENCY HEDGED MSCI EMERGING MARKETS ETF $45.27$258MSep 23, 20142.720.72%N/AN/AN/AN/AN/AN/A0.70+62.16%+10.41%
178
PWERMACQUARIE ENERGY TRANSITION ETF $46$12MNov 28, 20232.720.80%19.3713.98N/A0.261.632.230.95+71.01%0.00%
179
LITGlobal X Lithium & Battery Tech ETF$84.86$2.10BJul 22, 20102.710.75%N/AN/AN/AN/AN/AN/A0.99+129.74%+4.98%
180
WTLSWISDOMTREE EFFICIENT LONG/SHORT U.S. EQUITY FUND $60.74$11MJan 20, 20262.700.88%N/AN/AN/AN/AN/AN/A1.150.00%0.00%
181
BAPRInnovator U.S. Equity Buffer ETF - April$53.17$396MMar 29, 20192.700.79%N/AN/AN/AN/AN/AN/A0.64+20.09%+11.17%
182
PSCWPACER SWAN SOS CONSERVATIVE (APRIL) ETF $29.98$61MMar 31, 20212.700.49%N/AN/AN/AN/AN/AN/A0.46+14.98%+7.19%
183
INTWGRANITESHARES 2X LONG INTC DAILY ETF $285.96$431MFeb 12, 20252.69N/AN/AN/AN/AN/AN/AN/A3.38+1621.61%0.00%
184
TTPTortoise Pipeline & Energy Fund Inc$47.61N/AN/A2.69N/AN/AN/AN/AN/AN/AN/A0.470.00%+21.23%
185
DBEMXTRACKERS MSCI EMERGING MARKETS HEDGED EQUITY ETF $42.09$95MJun 9, 20112.670.66%N/AN/AN/AN/AN/AN/A0.75+62.09%+9.74%
186
WTAIWISDOMTREE ARTIFICIAL INTELLIGENCE AND INNOVATION FUND $46.57$475MDec 7, 20212.670.45%71.4430.38+27.18%N/A3.048.181.61+108.18%0.00%
187
ROKTSPDR S&P KENSHO FINAL FRONTIERS ETF $124.62$155MOct 19, 20182.670.45%140.2024.07+9.39%1.063.655.811.16+111.07%+24.68%
188
TRFKPACER DATA AND DIGITAL REVOLUTION ETF $108.86$614MJun 8, 20222.670.49%59.4631.82+37.68%0.4110.7213.211.58+103.72%0.00%
189
MLPINEOS MLP & ENERGY INFRASTRUCTURE HIGH INCOME ETF $55.41$588MDec 17, 20252.660.68%29.5115.71+20.83%N/A1.373.50N/A0.00%0.00%
190
LSVDLSV DISCIPLINED VALUE ETF $35.02$605MDec 17, 20242.660.40%21.5517.11+28.51%0.382.684.420.96+43.40%0.00%
191
AINTFINQ DOLLAR NEUTRAL U.S. LARGE CAP AI-MANAGED EQUITY ETF $31.86$4.20MFeb 5, 20262.661.25%N/AN/AN/AN/AN/AN/A0.820.00%0.00%
192
CNXTVANECK CHINEXT INNOVATORS ETF $58.44$76MJul 23, 20142.660.65%N/AN/AN/AN/AN/AN/A0.56+115.95%+4.14%
193
HYDRGLOBAL X HYDROGEN ETF $66.79$113MJul 12, 20212.660.50%N/AN/AN/AN/AN/AN/A1.40+246.17%0.00%
194
FRWDNomura Transformational Technologies ETF$33.67$144MJan 12, 20262.660.65%46.9331.56+34.62%0.424.9013.931.860.00%0.00%
195
RSPTINVESCO S&P 500 EQUAL WEIGHT TECHNOLOGY ETF $66.98$4.60BNov 1, 20062.650.40%38.4825.16+18.36%0.094.166.301.34+75.16%+19.46%
196
ROAMHARTFORD MULTIFACTOR EMERGING MARKETS ETF $36.95$106MFeb 25, 20152.650.44%N/AN/AN/AN/AN/AN/A0.65+50.35%+12.30%
197
DRIVGlobal X Autonomous & Electric Vehicles ETF$42.09$401MApr 13, 20182.640.68%N/A25.30N/A1.431.634.431.31+90.28%+9.49%
198
TERGLeverage Shares 2X Long TER Daily ETF$61.58$14MNov 14, 20252.64N/AN/AN/AN/AN/AN/AN/A6.340.00%0.00%
199
DARPGRIZZLE GROWTH ETF $59.96$37MDec 15, 20212.630.75%41.4023.39+35.29%0.294.078.061.43+81.52%0.00%
200
FYLDCAMBRIA FOREIGN SHAREHOLDER YIELD ETF $38.40$644MDec 2, 20132.630.59%N/AN/AN/AN/AN/AN/A0.61+40.14%+11.39%