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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(250 / 5,697 ETFs)3.060.38%40.7923.09+26.20%0.112.695.821.53+219.80%+20.92%
201
MINVMATTHEWS ASIA INNOVATORS ACTIVE ETF $56.03$143MJul 13, 20222.630.79%N/AN/AN/AN/AN/AN/A0.95+90.74%0.00%
202
GOOYYIELDMAX(R) GOOGL OPTION INCOME STRATEGY ETF $13.75$268MJul 27, 20232.621.14%N/AN/AN/AN/AN/AN/A0.89+86.37%0.00%
203
OPTZOPTIMIZE STRATEGY INDEX ETF $47.40$242MApr 22, 20242.620.25%41.2814.10+17.68%N/A1.523.821.15+61.42%0.00%
204
AMDLGRANITESHARES 2X LONG AMD DAILY ETF $77$944MMar 15, 20242.61N/AN/AN/AN/AN/AN/AN/A4.30+1164.37%0.00%
205
TAOZThornburg American Opportunities Fund$85.64$489MMar 31, 20262.610.79%25.1217.73+16.93%0.551.793.580.860.00%0.00%
206
STXESTRIVE EMERGING MARKETS EX-CHINA ETF $52.72$134MJan 30, 20232.610.32%N/AN/AN/AN/AN/AN/A0.83+82.42%0.00%
207
VRIGINVESCO VARIABLE RATE INVESTMENT GRADE ETF $25.08$1.50BSep 20, 20162.610.30%N/AN/AN/AN/AN/AN/A0.01+4.99%+4.42%
208
AMUUDIREXION DAILY AMD BULL 2X SHARES $268.32$77MFeb 11, 20252.61N/AN/AN/AN/AN/AN/AN/A4.41+1157.37%0.00%
209
CVRTCalamos Convertible Equity Alternative ETF$53.41$22MOct 4, 20232.610.69%N/AN/AN/AN/AN/AN/A0.99+76.21%0.00%
210
AMDGLEVERAGE SHARES 2X LONG AMD DAILY ETF $130.08$26MJan 23, 20252.61N/AN/AN/AN/AN/AN/AN/A4.40+1144.81%0.00%
211
ARTYISHARES FUTURE AI & TECH ETF $80.02$2.80BJun 26, 20182.600.47%64.2830.43N/A0.296.8711.061.57+110.86%+14.14%
212
EMXCISHARES MSCI EMERGING MARKETS EX CHINA ETF $103$22BJul 18, 20172.600.25%N/AN/AN/AN/AN/AN/A0.85+76.23%+12.78%
213
QTUMDEFIANCE QUANTUM ETF $167.76$4.30BSep 4, 20182.590.40%74.9229.25+12.97%0.081.666.901.44+93.71%+29.16%
214
TFPNBLUEPRINT CHESAPEAKE MULTI-ASSET TREND ETF $32.63$154MJul 11, 20232.591.96%N/AN/AN/AN/AN/AN/A0.46+45.63%0.00%
215
VIDIVIDENT INTERNATIONAL EQUITY STRATEGY ETF $41.24$431MOct 29, 20132.590.61%N/AN/AN/AN/AN/AN/A0.69+48.88%+12.16%
216
LAPRInnovator Premium Income 15 Buffer ETF - April$25.34$7MMar 28, 20242.580.79%N/AN/AN/AN/AN/AN/A0.16+6.98%0.00%
217
KEMXKRANESHARES MSCI EMERGING MARKETS EX CHINA INDEX ETF $52.75$118MApr 12, 20192.580.24%N/AN/AN/AN/AN/AN/A0.86+78.09%+13.54%
218
TMLPTortoise MLP ETF$28.87$43MDec 22, 20252.580.50%N/AN/AN/AN/AN/AN/AN/A0.00%0.00%
219
HLALWAHED FTSE USA SHARIAH ETF $73.55$822MJul 15, 20192.580.50%34.0324.11+21.89%0.565.007.301.00+43.41%+15.86%
220
CTEFCASTELLAN TARGETED EQUITY ETF $86.36$559MJun 17, 20252.570.45%20.8316.39+58.88%0.202.156.631.460.00%0.00%
221
MVLLGRANITESHARES 2X LONG MRVL DAILY ETF $202.93$274MMar 6, 20252.57N/AN/AN/AN/AN/AN/AN/A4.35+1076.41%0.00%
222
INCEFRANKLIN INCOME EQUITY FOCUS ETF $67.47$117MSep 20, 20162.560.29%22.3017.82+2.81%0.773.033.830.55+26.86%+11.10%
223
IUSINVESCO RAFI(TM) STRATEGIC US ETF $65.89$785MSep 12, 20182.560.19%28.8118.30+18.91%N/A1.543.770.78+33.64%+13.61%
224
NBCENEUBERGER BERMAN CHINA EQUITY ETF $42.15$17MJul 17, 20132.560.75%N/AN/AN/AN/AN/AN/A0.40+60.22%0.00%
225
PEMXPutnam Emerging Markets ex-China ETF$90.22$20MMay 17, 20232.560.69%N/AN/AN/AN/AN/AN/A0.86+73.69%0.00%
226
IXNISHARES GLOBAL TECH ETF $148.24$7.80BNov 12, 20012.540.39%33.7424.03+34.51%0.296.118.081.42+73.85%+23.25%
227
IYZISHARES U.S. TELECOMMUNICATIONS ETF $44.59$966MMay 22, 20002.540.38%61.6116.81+10.09%N/A2.462.740.74+60.41%+8.19%
228
PATNPACER NASDAQ INTERNATIONAL PATENT LEADERS ETF $37.88$79MSep 16, 20242.530.65%N/AN/AN/AN/AN/AN/A0.84+71.31%0.00%
229
AMDYYIELDMAX(R) AMD OPTION INCOME STRATEGY ETF $59.52$235MSep 18, 20232.531.00%N/AN/AN/AN/AN/AN/A1.75+238.23%0.00%
230
SPTESP FUNDS S&P GLOBAL TECHNOLOGY ETF $49.87$141MNov 30, 20232.530.55%37.3227.44+36.07%0.302.1712.251.41+72.84%0.00%
231
DIEMFRANKLIN EMERGING MARKET CORE DIVIDEND TILT INDEX ETF $44.55$50MJun 1, 20162.530.19%N/AN/AN/AN/AN/AN/A0.75+59.00%+11.51%
232
SGRTSMART EARNINGS GROWTH 30 ETF $37.88$37MAug 19, 20252.520.59%40.2222.08+25.98%0.343.126.962.010.00%0.00%
233
AAPRInnovator Equity Defined Protection ETF - 2 Yr to April 2026$29.50$52MMar 28, 20242.520.79%N/AN/AN/AN/AN/AN/A0.27+9.76%0.00%
234
XCEMCOLUMBIA EM CORE EX-CHINA ETF $53.06$1.70BSep 1, 20152.520.16%N/AN/AN/AN/AN/AN/A0.85+69.52%+11.96%
235
GGLLDIREXION DAILY GOOGL BULL 2X SHARES $117.64$1.20BSep 6, 20222.52N/AN/AN/AN/AN/AN/AN/A2.20+284.57%0.00%
236
CTECGLOBAL X CLEANTECH ETF $75.93$30MOct 27, 20202.510.50%N/AN/AN/AN/AN/AN/A1.06+130.66%-3.59%
237
AVLVAVANTIS U.S. LARGE CAP VALUE ETF $91.15$12BSep 21, 20212.510.15%20.9615.57+22.42%0.421.753.720.88+39.42%0.00%
238
BNDSINFRASTRUCTURE CAPITAL BOND INCOME ETF $50.70$60MJan 14, 20252.510.88%N/AN/AN/AN/AN/AN/A0.23+12.45%-0.35%
239
FNDXSCHWAB FUNDAMENTAL U.S. LARGE COMPANY ETF $31.05$26BAug 15, 20132.510.25%26.3016.29+13.28%N/A1.403.030.77+32.82%+12.83%
240
FRNWFidelity Clean Energy ETF$27.22$141MOct 5, 20212.500.39%N/A21.50N/AN/A0.824.820.83+84.63%0.00%
241
DFEVDIMENSIONAL EMERGING MARKETS VALUE ETF $43.64$1.80BApr 26, 20222.500.43%N/AN/AN/AN/AN/AN/A0.68+55.50%0.00%
242
USDPROSHARES ULTRA SEMICONDUCTORS $112.24$2.40BJan 30, 20072.50N/AN/AN/AN/AN/AN/AN/A3.93+269.18%+69.53%
243
PBWINVESCO WILDERHILL CLEAN ENERGY ETF $45.35$447MMar 3, 20052.490.64%N/A18.56+17.62%N/A0.813.071.56+148.96%-10.03%
244
STHHSTMICROELECTRONICS NV ADRHEDGED(TM) $158.13$2.20MMar 13, 20252.490.19%362.7464.10-31.31%0.704.873.392.00+181.31%0.00%
245
XAIXXtrackers Artificial Intelligence and Big Data ETF$60.01$123MAug 1, 20242.490.35%26.7518.69+24.40%0.332.604.751.24+68.61%0.00%
246
HECOSPDR GALAXY HEDGED DIGITAL ASSET ECOSYSTEM ETF $68.08$82MSep 9, 20242.480.90%N/A32.00+39.57%N/A4.747.991.83+132.41%0.00%
247
GLWGLeverage Shares 2X Long GLW Daily ETF$30.95$26MMar 9, 20262.48N/AN/AN/AN/AN/AN/AN/A5.310.00%0.00%
248
GOOXT-REX 2X LONG ALPHABET DAILY TARGET ETF $82.92$58MJan 10, 20242.48N/A29.0626.39+28.33%0.6311.049.742.24+268.82%0.00%
249
VUSVirtus US Dividend ETF$30.06$17MDec 2, 20252.480.25%25.4916.79+23.23%N/A2.963.341.070.00%0.00%
250
TYLGGLOBAL X INFORMATION TECHNOLOGY COVERED CALL & GROWTH ETF $43.24$13MNov 21, 20222.470.60%N/AN/AN/AN/AN/AN/A1.22+48.32%0.00%