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 | (300 / 5,962 ETFs) | 1.98 | 0.25% | 26.23 | 17.04 | +18.64% | 0.12 | 2.24 | 3.93 | 1.27 | +88.80% | +13.59% | ||||
251 | GVAL | CAMBRIA GLOBAL VALUE ETF | $37.26 | $519M | Mar 11, 2014 | 1.84 | 0.66% | N/A | N/A | N/A | N/A | N/A | N/A | 0.68 | +35.11% | +15.22% |
252 | RAFE | PIMCO RAFI ESG U.S. ETF | $48.14 | $161M | Dec 18, 2019 | 1.84 | 0.29% | 23.26 | 16.66 | +10.09% | 0.32 | 1.70 | 3.40 | 0.77 | +27.13% | +11.24% |
253 | DHDG | FT VEST U.S. EQUITY QUARTERLY 2.5 TO 15 BUFFER ETF | $36.97 | $144M | Oct 18, 2024 | 1.84 | 0.85% | N/A | N/A | N/A | N/A | N/A | N/A | 0.40 | +15.22% | 0.00% |
254 | HECO | SPDR GALAXY HEDGED DIGITAL ASSET ECOSYSTEM ETF | $67.53 | $86M | Sep 9, 2024 | 1.84 | 0.90% | N/A | 24.21 | +32.57% | N/A | 6.40 | 5.42 | 1.81 | +91.06% | 0.00% |
255 | DFIV | DIMENSIONAL INTERNATIONAL VALUE ETF | $55.96 | $20B | Apr 16, 1999 | 1.83 | 0.27% | N/A | N/A | N/A | N/A | N/A | N/A | 0.66 | +32.19% | 0.00% |
256 | HEWJ | ISHARES CURRENCY HEDGED MSCI JAPAN ETF | $64.11 | $725M | Jan 31, 2014 | 1.83 | 0.49% | N/A | N/A | N/A | N/A | N/A | N/A | 1.02 | +47.93% | +21.53% |
257 | TAOZ | THORNBURG AMERICAN OPPORTUNITIES FUND ETF CLASS | $87.22 | $491M | Mar 31, 2026 | 1.83 | 0.79% | 26.15 | 17.89 | +19.22% | 0.51 | 3.13 | 4.27 | 0.65 | 0.00% | 0.00% |
258 | ISMF | iShares Managed Futures Active ETF | $28.04 | $60M | Mar 12, 2025 | 1.83 | 0.80% | N/A | N/A | N/A | N/A | N/A | N/A | 0.16 | +19.16% | 0.00% |
259 | EWT | ISHARES MSCI TAIWAN ETF | $100.58 | $11B | Jun 20, 2000 | 1.82 | 0.59% | N/A | N/A | N/A | N/A | N/A | N/A | 1.19 | +69.07% | +16.81% |
260 | RPV | INVESCO S&P 500 PURE VALUE ETF | $118.52 | $1.70B | Mar 1, 2006 | 1.82 | 0.35% | 26.61 | 11.89 | +2.35% | 0.40 | 0.63 | 1.61 | 0.62 | +29.99% | +12.09% |
261 | DIVB | ISHARES CORE DIVIDEND ETF | $63.52 | $1.50B | Nov 7, 2017 | 1.82 | 0.05% | 17.34 | 13.75 | +8.20% | 0.10 | 1.63 | 2.70 | 0.66 | +28.81% | +12.77% |
262 | VLU | STATE STREET(R) SPDR(R) S&P(R) 1500 VALUE TILT ETF | $241.64 | $726M | Oct 24, 2012 | 1.82 | 0.12% | 21.09 | 15.04 | +13.62% | N/A | 1.40 | 2.69 | 0.78 | +25.72% | +12.77% |
263 | GEME | PACIFIC NOS GLOBAL EM EQUITY ACTIVE ETF | $42.14 | $367M | Jan 22, 2025 | 1.82 | 0.75% | N/A | N/A | N/A | N/A | N/A | N/A | 0.94 | +54.52% | 0.00% |
264 | KNCT | INVESCO NEXT GEN CONNECTIVITY ETF | $195.15 | $173M | Jun 23, 2005 | 1.82 | 0.40% | 35.45 | 18.72 | +24.07% | 0.08 | 6.34 | 7.65 | 1.20 | +60.83% | +16.95% |
265 | PTH | INVESCO DORSEY WRIGHT HEALTHCARE MOMENTUM ETF | $60.05 | $135M | Oct 12, 2006 | 1.82 | 0.60% | N/A | 32.77 | N/A | N/A | 2.05 | 6.75 | 0.93 | +60.27% | +1.21% |
266 | GOOP | Kurv Yield Premium Strategy Google (GOOGL) ETF | $39.30 | $29M | Oct 30, 2023 | 1.82 | 0.99% | N/A | N/A | N/A | N/A | N/A | N/A | 1.03 | +66.99% | 0.00% |
267 | VTV | VANGUARD VALUE INDEX FUND ETF SHARES | $218.63 | $255B | Jan 26, 2004 | 1.81 | 0.03% | 22.03 | 15.52 | +12.76% | 0.20 | 2.11 | 3.42 | 0.66 | +24.83% | +12.12% |
268 | CLOA | BlackRock AAA CLO ETF | $51.86 | $2.20B | Jan 10, 2023 | 1.81 | 0.20% | N/A | N/A | N/A | N/A | N/A | N/A | 0.04 | +5.12% | 0.00% |
269 | CSD | INVESCO S&P SPIN-OFF ETF | $136.82 | $223M | Dec 15, 2006 | 1.81 | 0.65% | 58.53 | 22.85 | N/A | 0.20 | 1.93 | 2.54 | 1.29 | +60.61% | +16.91% |
270 | ALTY | GLOBAL X ALTERNATIVE INCOME ETF | $12.41 | $46M | Jul 13, 2015 | 1.81 | 0.50% | N/A | N/A | N/A | N/A | N/A | N/A | 0.41 | +15.13% | +5.93% |
271 | VUS | Virtus US Dividend ETF | $30.01 | $18M | Dec 2, 2025 | 1.81 | 0.25% | 25.74 | 15.88 | +22.12% | N/A | 2.54 | 3.23 | 1.02 | 0.00% | 0.00% |
272 | ACSV | AMERICAN CENTURY SMALL CAP VALUE INSIGHTS ETF | $50.17 | $17M | Oct 14, 2025 | 1.81 | 0.49% | 38.24 | 12.35 | +10.85% | N/A | 1.15 | 1.87 | 0.78 | 0.00% | 0.00% |
273 | JHID | JOHN HANCOCK INTERNATIONAL HIGH DIVIDEND ETF | $42.70 | $11M | Dec 20, 2022 | 1.81 | 0.46% | N/A | N/A | N/A | N/A | N/A | N/A | 0.59 | +29.52% | 0.00% |
274 | USNG | AMPLIFY SAMSUNG U.S. NATURAL GAS INFRASTRUCTURE ETF | $35.59 | $7.40M | May 19, 2025 | 1.81 | 0.59% | 0.96 | 22.10 | N/A | 0.91 | 1.65 | 4.13 | 0.53 | +40.41% | 0.00% |
275 | UDI | USCF DIVIDEND INCOME FUND | $36.62 | $4.10M | Jun 8, 2022 | 1.81 | 0.65% | 18.39 | 15.77 | +8.76% | 0.57 | 2.52 | 2.67 | 0.55 | +24.11% | 0.00% |
276 | TCAI | TORTOISE AI INFRASTRUCTURE ETF | $49.83 | $278M | Aug 4, 2025 | 1.80 | 0.65% | 77.89 | 23.58 | +25.92% | 0.41 | 4.65 | 7.16 | 2.13 | 0.00% | 0.00% |
277 | CANC | TEMA ONCOLOGY ETF | $41.14 | $190M | Aug 14, 2023 | 1.80 | 0.75% | N/A | N/A | +10.35% | N/A | 8.97 | 7.20 | 0.73 | +54.88% | 0.00% |
278 | BNDS | INFRASTRUCTURE CAPITAL BOND INCOME ETF | $50.67 | $79M | Jan 14, 2025 | 1.80 | 0.88% | N/A | N/A | N/A | N/A | N/A | N/A | 0.22 | +10.45% | -0.21% |
279 | XUDV | Franklin U.S. Dividend Multiplier Index ETF | $32.45 | $74M | Jan 21, 2025 | 1.80 | 0.09% | 23.38 | 12.80 | +4.88% | 0.11 | 1.44 | 2.19 | 0.73 | +29.11% | 0.00% |
280 | EWY | ISHARES MSCI SOUTH KOREA ETF | $172.90 | $25B | May 9, 2000 | 1.79 | 0.59% | N/A | N/A | N/A | N/A | N/A | N/A | 1.33 | +125.49% | +15.13% |
281 | FESM | FIDELITY ENHANCED SMALL CAP ETF | $47.64 | $5.80B | Dec 20, 2007 | 1.79 | 0.28% | 648.73 | 16.15 | +5.15% | N/A | 1.18 | 2.31 | 1.09 | +45.10% | 0.00% |
282 | CGHM | CAPITAL GROUP MUNICIPAL HIGH-INCOME ETF SHARE CLASS | $25.67 | $3.20B | Jun 25, 2024 | 1.79 | 0.34% | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +9.63% | 0.00% |
283 | RDIV | INVESCO S&P ULTRA DIVIDEND REVENUE ETF | $61.39 | $1.30B | Sep 30, 2013 | 1.79 | 0.39% | 17.41 | 12.01 | +6.32% | 0.20 | 0.88 | 1.59 | 0.60 | +31.01% | +13.37% |
284 | RLY | STATE STREET(R) MULTI-ASSET REAL RETURN ETF | $35.85 | $1.20B | Apr 25, 2012 | 1.79 | 0.50% | N/A | N/A | N/A | N/A | N/A | N/A | 0.41 | +24.10% | +10.59% |
285 | MKOR | MATTHEWS KOREA ACTIVE ETF | $58.78 | $150M | Oct 29, 2010 | 1.79 | 0.79% | N/A | N/A | N/A | N/A | N/A | N/A | 1.09 | +103.97% | 0.00% |
286 | XIDV | Franklin International Dividend Multiplier Index ETF | $37.44 | $40M | Jan 21, 2025 | 1.79 | 0.19% | N/A | N/A | N/A | N/A | N/A | N/A | 0.54 | +28.08% | 0.00% |
287 | AMZG | Leverage Shares 2X Long AMZN Daily ETF | $15.27 | N/A | Jul 6, 2026 | 1.79 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 2.72 | 0.00% | 0.00% |
288 | GIF | REX GROWTH & INCOME UNIVERSE ETF | $22.55 | N/A | N/A | 1.79 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.00% |
289 | FBT | FIRST TRUST NYSE ARCA BIOTECHNOLOGY INDEX FUND | $248.59 | $2.80B | Jun 19, 2006 | 1.78 | 0.55% | 346.04 | 21.97 | +9.35% | N/A | 4.96 | 3.97 | 0.80 | +53.84% | +8.32% |
290 | FTGC | FIRST TRUST GLOBAL TACTICAL COMMODITY STRATEGY FUND | $29.21 | $2.70B | Oct 22, 2013 | 1.78 | 0.98% | N/A | N/A | N/A | N/A | N/A | N/A | 0.19 | +35.07% | +13.42% |
291 | SDOG | ALPS SECTOR DIVIDEND DOGS ETF | $70.99 | $1.30B | Jun 29, 2012 | 1.78 | 0.36% | 22.40 | 13.49 | +5.64% | 0.07 | 1.22 | 2.18 | 0.57 | +26.86% | +10.78% |
292 | CII | BlackRock Enhanced Capital and Income Fund Inc | $24.66 | $1B | N/A | 1.78 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.86 | +36.61% | +13.66% |
293 | FTQI | FIRST TRUST NASDAQ BUYWRITE INCOME ETF | $22.08 | $926M | Jan 6, 2014 | 1.78 | 0.75% | 35.86 | 23.03 | +25.09% | 0.18 | 4.28 | 7.32 | 0.87 | +25.23% | +11.92% |
294 | THW | abrdn World Healthcare Fund | $13.38 | $567M | N/A | 1.78 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.51 | +47.07% | +6.54% |
295 | AVGV | AVANTIS ALL EQUITY MARKETS VALUE ETF | $85.72 | $391M | Jun 27, 2023 | 1.78 | 0.26% | N/A | N/A | N/A | N/A | N/A | N/A | 0.84 | +30.17% | 0.00% |
296 | ESN | ESSENTIAL 40 STOCK ETF | $19.92 | $297M | Jun 11, 2014 | 1.78 | 0.70% | 23.47 | 18.44 | +11.74% | 0.40 | 1.61 | 3.80 | 0.66 | +23.12% | 0.00% |
297 | PIT | VANECK COMMODITY STRATEGY ETF | $73.92 | $260M | Dec 20, 2022 | 1.78 | 0.55% | N/A | N/A | N/A | N/A | N/A | N/A | 0.16 | +48.59% | 0.00% |
298 | INCE | FRANKLIN INCOME EQUITY FOCUS ETF | $67.08 | $126M | Sep 20, 2016 | 1.78 | 0.29% | 22.85 | 18.20 | +4.74% | 0.79 | 3.06 | 3.92 | 0.54 | +20.14% | +10.32% |
299 | GINX | SGI ENHANCED GLOBAL INCOME ETF | $35.33 | $96M | Feb 28, 2024 | 1.78 | 1.02% | 16.70 | 13.84 | +10.13% | 0.26 | 0.10 | 2.58 | 0.64 | +27.45% | 0.00% |
300 | EMDM | FIRST TRUST BLOOMBERG EMERGING MARKET DEMOCRACIES ETF | $40.84 | $36M | Mar 2, 2023 | 1.78 | 0.75% | N/A | N/A | N/A | N/A | N/A | N/A | 0.99 | +61.20% | 0.00% |