Skip to main content

Want a detailed portfolio tracker?

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(250 / 5,962 ETFs)2.080.32%29.0618.14+22.44%0.082.404.411.60+122.35%+15.02%
201
SOXXISHARES SEMICONDUCTOR ETF $552.69$48BJul 10, 20011.920.34%52.3322.76+31.79%0.053.5611.052.01+113.23%+29.72%
202
DFUVDIMENSIONAL US MARKETWIDE VALUE ETF $55.15$15BDec 16, 19981.920.21%20.5013.93+14.92%N/A1.902.600.79+30.34%0.00%
203
GVUSGOLDMAN SACHS MARKETBETA(R) RUSSELL 1000 VALUE EQUITY ETF $63.49$417MNov 28, 20231.920.12%23.8718.61+12.25%N/A2.443.450.73+28.22%0.00%
204
CCNRALPS | CORECOMMODITY NATURAL RESOURCES ETF $38$364MJul 10, 20241.920.39%N/AN/AN/AN/AN/AN/A0.75+44.44%0.00%
205
TEKXSPDR GALAXY TRANSFORMATIVE TECH ACCELERATORS ETF $67.53$18MSep 9, 20241.920.65%1376.8726.04+31.03%N/A5.776.211.96+98.96%0.00%
206
VONVVANGUARD RUSSELL 1000 VALUE INDEX FUND ETF SHARES$108.49$22BSep 20, 20101.910.06%23.8918.65+12.05%N/A2.443.440.72+28.29%+11.50%
207
JIVEJPMORGAN INTERNATIONAL VALUE ETF $94.03$3.10BSep 13, 20231.910.55%N/AN/AN/AN/AN/AN/A0.68+35.92%0.00%
208
ILCVISHARES MORNINGSTAR VALUE ETF $103.72$1.30BJun 28, 20041.910.04%22.9317.45+14.88%N/A2.613.820.71+24.81%+12.22%
209
DLLLGRANITESHARES 2X LONG DELL DAILY ETF $21.09$161MFeb 12, 20251.91N/AN/AN/AN/AN/AN/AN/A3.58+461.33%0.00%
210
BRIFFIS Bright Portfolios Focused Equity ETF$36.90$154MDec 19, 20241.910.65%30.5721.38+30.85%0.243.756.740.92+52.93%0.00%
211
AMDWROUNDHILL AMD WEEKLYPAY ETF $100.97$122MJul 23, 20251.91N/AN/AN/AN/AN/AN/AN/A3.630.00%0.00%
212
GOOWROUNDHILL GOOGL WEEKLYPAY ETF $64.13$85MJul 23, 20251.91N/AN/AN/AN/AN/AN/AN/A1.670.00%0.00%
213
GSIBTHEMES GLOBAL SYSTEMICALLY IMPORTANT BANKS ETF $62.62$27MDec 14, 20231.910.35%14.8713.42N/A0.700.131.710.89+42.17%0.00%
214
SOXLDIREXION DAILY SEMICONDUCTOR BULL 3X SHARES $158.54$32BMar 11, 20101.90N/A52.3422.77+31.78%0.053.5611.055.95+397.64%+27.49%
215
AMDLGRANITESHARES 2X LONG AMD DAILY ETF $69.62$1.70BMar 15, 20241.90N/AN/AN/AN/AN/AN/AN/A4.47+485.10%0.00%
216
GARYMANGO GROWTH ETF $26.13$299MDec 19, 20251.900.77%49.1328.57+28.26%0.794.208.931.370.00%0.00%
217
COLOGLOBAL X MSCI COLOMBIA ETF $45.42$196MFeb 5, 20091.900.62%N/AN/AN/AN/AN/AN/A0.64+57.65%+18.12%
218
AMUUDIREXION DAILY AMD BULL 2X SHARES $245.44$145MFeb 11, 20251.90N/AN/AN/AN/AN/AN/AN/A4.64+489.38%0.00%
219
PJFVPGIM JENNISON FOCUSED VALUE ETF $99.48$100MDec 12, 20221.900.33%25.2017.81+15.91%0.602.343.570.83+31.83%0.00%
220
FFLVFIDELITY FUNDAMENTAL LARGE CAP VALUE ETF $28.19$16MFeb 22, 20241.900.38%21.6517.00+17.19%0.261.723.240.70+28.20%0.00%
221
RBPROSHARES RUSSELL 2000 DYNAMIC DAILY BUFFER ETF $46.96$1.20MJun 24, 20251.900.58%227.3615.59+8.54%N/A1.722.430.34+17.67%0.00%
222
HQHabrdn Healthcare Investors$21.27$1.40BN/A1.89N/AN/AN/AN/AN/AN/AN/A0.66+51.00%+6.83%
223
MMAXISHARES LARGE CAP MAX BUFFER MAR ETF $27.15$74MMar 31, 20251.890.50%N/AN/AN/AN/AN/AN/A0.11+6.58%0.00%
224
AMDGLEVERAGE SHARES 2X LONG AMD DAILY ETF $118.05$51MJan 23, 20251.89N/AN/AN/AN/AN/AN/AN/A4.63+478.45%0.00%
225
EQRRPROSHARES EQUITIES FOR RISING RATES ETF $81.43$38MJul 24, 20171.890.35%20.8914.05+16.81%0.641.923.030.75+36.37%+13.90%
226
VFLOVICTORYSHARES FREE CASH FLOW ETF $48$7.80BJun 21, 20231.880.39%20.7512.29+23.90%0.081.423.240.80+38.45%0.00%
227
EPUISHARES MSCI PERU AND GLOBAL EXPOSURE ETF $87.13$524MJun 19, 20091.880.59%19.1219.41+32.11%0.071.753.670.87+76.26%+29.61%
228
VSMVVICTORYSHARES US MULTI-FACTOR MINIMUM VOLATILITY ETF $60.07$156MJun 21, 20171.880.35%19.2516.78+15.78%0.311.605.010.57+23.07%+10.77%
229
AIVCAMPLIFY BLOOMBERG AI VALUE CHAIN ETF $105.81$126MMar 8, 20161.880.59%52.5122.71+25.05%0.234.936.871.60+84.37%+14.71%
230
UGAUnited States Gasoline Fund LP$121.93$108MFeb 26, 20081.881.08%N/AN/AN/AN/AN/AN/A0.04+94.40%+27.84%
231
FYXFIRST TRUST SMALL CAP CORE ALPHADEX FUND $143.18$1.40BMay 8, 20071.870.58%27.6813.41+5.86%N/A1.071.661.00+44.59%+10.63%
232
AMDYYIELDMAX(R) AMD OPTION INCOME STRATEGY ETF $53.35$461MSep 18, 20231.871.00%N/AN/AN/AN/AN/AN/A1.82+162.00%0.00%
233
ROCQJPMORGAN NASDAQ EQUITY PREMIUM YIELD ETF $55.93$378MMar 18, 20261.870.35%37.2722.52+31.47%0.296.619.331.220.00%0.00%
234
THTASOFI ENHANCED YIELD ETF $15.52$49MNov 14, 20231.870.65%N/AN/AN/AN/AN/AN/A0.70+15.40%0.00%
235
XESSTATE STREET(R) SPDR(R) S&P(R) OIL & GAS EQUIPMENT & SERVICES ETF $114.68$467MJun 19, 20061.860.35%2.5816.36N/AN/A1.441.881.21+77.24%+16.35%
236
KFKorea Fund Inc$63.73$365MN/A1.86N/AN/AN/AN/AN/AN/AN/A1.12+122.97%+15.68%
237
PIPEInvesco SteelPath MLP & Energy Infrastructure ETF$30.71$65MFeb 18, 20251.860.75%27.3418.13N/A1.000.783.720.45+36.59%0.00%
238
WTLSWISDOMTREE EFFICIENT LONG/SHORT U.S. EQUITY FUND $60.82$12MJan 20, 20261.860.88%N/AN/AN/AN/AN/AN/A1.140.00%0.00%
239
IBRNISHARES NEUROSCIENCE AND HEALTHCARE ETF $37.87$5.80MAug 24, 20221.860.47%N/AN/AN/AN/A6.884.250.95+65.10%0.00%
240
HAKYAmplify HACK Cybersecurity Covered Call ETF$29.85$2.90MJan 20, 20261.860.65%103.0233.60+12.54%1.717.218.480.960.00%0.00%
241
QBProShares Nasdaq100 Dynamic Buffer ETF$47.71$2.80MJun 24, 20251.860.58%33.2322.77+30.64%0.284.908.170.45+18.17%0.00%
242
SMHVANECK SEMICONDUCTOR ETF $584.08$77BDec 20, 20111.850.35%48.6624.31+42.08%0.114.2612.051.91+92.95%+34.99%
243
MGVVANGUARD MEGA CAP VALUE INDEX FUND ETF SHARES$162.61$13BDec 17, 20071.850.05%22.0516.76+13.29%0.292.723.860.65+25.03%+12.60%
244
FLTWFRANKLIN FTSE TAIWAN ETF $96.60$3BNov 2, 20171.850.19%N/AN/AN/AN/AN/AN/A1.20+73.65%+18.53%
245
SOXQINVESCO PHLX SEMICONDUCTOR ETF $97.23$2.80BJun 11, 20211.850.19%49.5422.40+38.84%0.066.7011.642.04+105.37%+31.39%
246
SOXYYIELDMAX(R) TARGET 12(TM) SEMICONDUCTOR OPTION INCOME ETF $96.84$80MDec 2, 20241.851.06%58.6127.21+24.45%0.071.969.561.72+93.12%0.00%
247
IVSSAPPLIED FINANCE IVS US SMID ETF $30.47$27MDec 3, 20251.850.59%20.5213.66N/AN/A1.132.520.790.00%0.00%
248
NRKNuveen New York AMT-Free Quality Municipal Income Fund$10.48$957MN/A1.84N/AN/AN/AN/AN/AN/AN/A0.16+21.81%+0.23%
249
XTLSTATE STREET(R) SPDR(R) S&P(R) TELECOM ETF $214.96$712MJan 26, 20111.840.35%N/A18.88+9.86%N/A2.022.881.24+75.73%+17.09%
250
DBJPXTRACKERS MSCI JAPAN HEDGED EQUITY ETF $114.40$670MJun 9, 20111.840.45%N/AN/AN/AN/AN/AN/A1.01+48.05%+21.56%