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 | (300 / 5,697 ETFs) | 2.85 | 0.31% | 37.15 | 23.18 | +27.55% | 0.14 | 3.01 | 6.14 | 1.48 | +166.95% | +20.45% | ||||
251 | LALT | FIRST TRUST MULTI-STRATEGY ALTERNATIVE ETF | $24.71 | $61M | Jan 31, 2023 | 2.47 | 1.18% | N/A | N/A | N/A | N/A | N/A | N/A | 0.19 | +22.07% | 0.00% |
252 | XLK | THE TECHNOLOGY SELECT SECTOR SPDR FUND | $196.23 | $103B | Dec 16, 1998 | 2.47 | 0.08% | 40.04 | 26.27 | +33.71% | 0.25 | 8.18 | 10.34 | 1.43 | +66.67% | +23.83% |
253 | EQRR | PROSHARES EQUITIES FOR RISING RATES ETF | $81.68 | $45M | Jul 24, 2017 | 2.47 | 0.35% | 23.70 | 15.64 | +15.77% | 0.85 | 2.10 | 3.08 | 0.72 | +43.17% | +12.35% |
254 | TLG | Touchstone Large Company Growth ETF | $27.61 | N/A | N/A | 2.46 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 1.40 | 0.00% | 0.00% |
255 | QCLN | FIRST TRUST NASDAQ CLEAN EDGE GREEN ENERGY INDEX FUND | $68.19 | $739M | Feb 8, 2007 | 2.46 | 0.59% | N/A | 35.50 | +14.82% | N/A | 2.50 | 5.10 | 1.51 | +119.23% | +2.16% |
256 | XNTK | SPDR(R) NYSE TECHNOLOGY ETF | $387 | $1.80B | Sep 25, 2000 | 2.45 | 0.35% | 44.28 | 28.85 | +25.57% | 0.54 | 4.64 | 10.50 | 1.48 | +75.68% | +21.35% |
257 | TINY | PROSHARES NANOTECHNOLOGY ETF | $85.04 | $7.50M | Oct 26, 2021 | 2.45 | 0.58% | 80.99 | 28.17 | N/A | 1.03 | 4.33 | 5.71 | 1.59 | +111.21% | 0.00% |
258 | BROL | Baron Risk Optimized Large Cap | $25.16 | N/A | May 27, 2026 | 2.45 | 0.45% | N/A | N/A | N/A | N/A | N/A | N/A | 1.64 | 0.00% | 0.00% |
259 | CPRA | Calamos ETF Trust Russell 2000 Structured Alt Protection ETF April | $27.54 | $10M | Apr 1, 2025 | 2.45 | 0.69% | N/A | N/A | N/A | N/A | N/A | N/A | 0.12 | +9.40% | 0.00% |
260 | NACP | IMPACT SHARES NAACP MINORITY EMPOWERMENT ETF | $60.04 | $68M | Jul 12, 2018 | 2.45 | 0.49% | 29.58 | 21.69 | +22.62% | 0.28 | 3.62 | 5.34 | 1.00 | +43.91% | +15.99% |
261 | PIE | INVESCO DORSEY WRIGHT EMERGING MARKETS MOMENTUM ETF | $32.85 | $201M | Dec 28, 2007 | 2.45 | 0.90% | N/A | N/A | N/A | N/A | N/A | N/A | 0.82 | +68.40% | +7.02% |
262 | OPPJ | WISDOMTREE JAPAN OPPORTUNITIES FUND | $58.48 | $284M | Jun 28, 2013 | 2.45 | 0.58% | N/A | N/A | N/A | N/A | N/A | N/A | 0.68 | +65.37% | +25.15% |
263 | TMVE | Thrivent Mid Cap Value ETF | $17.34 | $309M | Feb 28, 2020 | 2.45 | 0.55% | 37.75 | 15.69 | +7.89% | 10.86 | 1.68 | 2.69 | 0.82 | 0.00% | 0.00% |
264 | PRF | INVESCO RAFI US 1000 ETF | $53.65 | $9.50B | Dec 19, 2005 | 2.45 | 0.34% | 26.12 | 16.95 | +12.93% | N/A | 1.68 | 3.04 | 0.77 | +33.37% | +12.42% |
265 | RHRX | RH TACTICAL ROTATION ETF | $22.32 | $34M | Sep 20, 2012 | 2.44 | 1.38% | N/A | N/A | N/A | N/A | N/A | N/A | 1.00 | +40.65% | 0.00% |
266 | RLY | SPDR SSGA MULTI-ASSET REAL RETURN ETF | $36.80 | $1.20B | Apr 25, 2012 | 2.44 | 0.50% | N/A | N/A | N/A | N/A | N/A | N/A | 0.41 | +31.81% | +10.43% |
267 | IHD | Voya Emerging Markets High Dividend Equity Fund | $8.02 | $134M | N/A | 2.44 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.64 | +56.35% | +10.65% |
268 | CPSP | Calamos S&P 500 Structured Alt Protection ETF April | $26.90 | $19M | Apr 1, 2025 | 2.44 | 0.69% | N/A | N/A | N/A | N/A | N/A | N/A | 0.11 | +7.17% | 0.00% |
269 | MCHS | MATTHEWS CHINA DISCOVERY ACTIVE ETF | $46.79 | $3.40M | Jan 10, 2024 | 2.44 | 0.89% | N/A | N/A | N/A | N/A | N/A | N/A | 0.74 | +71.43% | 0.00% |
270 | CTEX | PROSHARES S&P KENSHO CLEANTECH ETF | $49.29 | $6M | Sep 29, 2021 | 2.44 | 0.58% | N/A | 27.63 | N/A | N/A | 0.43 | 2.87 | 1.44 | +154.85% | 0.00% |
271 | PSCT | INVESCO S&P SMALLCAP INFORMATION TECHNOLOGY ETF | $87.28 | $448M | Apr 7, 2010 | 2.44 | 0.29% | 142521.84 | 24.36 | +13.75% | N/A | 2.70 | 4.38 | 1.53 | +97.78% | +13.84% |
272 | GAPR | FT VEST U.S. EQUITY MODERATE BUFFER ETF - APRIL | $41.66 | $281M | Apr 21, 2023 | 2.43 | 0.85% | N/A | N/A | N/A | N/A | N/A | N/A | 0.42 | +10.41% | 0.00% |
273 | DECO | SPDR GALAXY DIGITAL ASSET ECOSYSTEM ETF | $81.59 | $16M | Sep 9, 2024 | 2.43 | 0.65% | N/A | 33.12 | N/A | N/A | 9.23 | 7.98 | 2.19 | +162.11% | 0.00% |
274 | MEMX | MATTHEWS EMERGING MARKETS EX CHINA ACTIVE ETF | $49.79 | $45M | Jan 10, 2023 | 2.43 | 0.79% | N/A | N/A | N/A | N/A | N/A | N/A | 0.84 | +69.33% | 0.00% |
275 | MGNR | AMERICAN BEACON GLG NATURAL RESOURCES ETF | $55.36 | $797M | Feb 5, 2024 | 2.43 | 0.75% | 26.18 | 14.80 | N/A | N/A | 1.35 | 2.02 | 1.07 | +74.30% | 0.00% |
276 | QQQA | PROSHARES NASDAQ-100 DORSEY WRIGHT MOMENTUM ETF | $82.68 | $17M | May 18, 2021 | 2.43 | 0.58% | 64.92 | 36.67 | +31.71% | 0.03 | 8.90 | 8.25 | 1.46 | +88.30% | +14.74% |
277 | TECL | DIREXION DAILY TECHNOLOGY BULL 3X SHARES | $265.10 | $4.80B | Dec 17, 2008 | 2.43 | N/A | 41.70 | 27.45 | +34.95% | 0.24 | 8.59 | 11.37 | 4.22 | +265.67% | +43.41% |
278 | VEGN | US VEGAN CLIMATE ETF | $80.17 | $155M | Sep 9, 2019 | 2.42 | 0.60% | 32.72 | 20.92 | +23.91% | N/A | 3.93 | 6.89 | 1.12 | +49.97% | +16.69% |
279 | LVHI | FRANKLIN INTERNATIONAL LOW VOLATILITY HIGH DIVIDEND INDEX ETF | $40.97 | $4.80B | Jul 27, 2016 | 2.42 | 0.40% | N/A | N/A | N/A | N/A | N/A | N/A | 0.46 | +30.41% | +15.79% |
280 | SPHB | INVESCO S&P 500 HIGH BETA ETF | $152.17 | $831M | May 5, 2011 | 2.42 | 0.25% | 38.52 | 21.88 | +15.38% | N/A | 2.89 | 4.69 | 1.50 | +69.10% | +15.18% |
281 | KLAG | Leverage Shares 2x Long KLAC Daily ETF | $40.84 | $5.10M | Dec 17, 2025 | 2.42 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 4.99 | 0.00% | 0.00% |
282 | PBOG | Portfolio Building Block Integrated Oil and Gas and Exploration and Production Index ETF | $33.39 | $549M | Nov 25, 2025 | 2.42 | 0.13% | 20.05 | 11.63 | N/A | 0.73 | 2.14 | 2.11 | N/A | 0.00% | 0.00% |
283 | ECON | COLUMBIA RESEARCH ENHANCED EMERGING ECONOMIES ETF | $36.90 | $327M | Sep 14, 2010 | 2.41 | 0.47% | N/A | N/A | N/A | N/A | N/A | N/A | 0.79 | +63.26% | +7.11% |
284 | ROM | PROSHARES ULTRA TECHNOLOGY | $167.54 | $961M | Jan 30, 2007 | 2.41 | N/A | 42.61 | 27.36 | +33.87% | 0.24 | 8.63 | 11.39 | 2.85 | +151.57% | +31.70% |
285 | IDGT | ISHARES U.S. DIGITAL INFRASTRUCTURE AND REAL ESTATE ETF | $130.57 | $275M | Jul 10, 2001 | 2.41 | 0.39% | 23.88 | 29.32 | +15.06% | 0.12 | 4.04 | 7.76 | 0.94 | +62.19% | +13.30% |
286 | HAP | VANECK NATURAL RESOURCES ETF | $73.07 | $316M | Aug 29, 2008 | 2.41 | 0.41% | 19.00 | 14.53 | +23.10% | N/A | 0.04 | 2.45 | 0.61 | +46.94% | +11.51% |
287 | SLX | VANECK STEEL ETF | $112.26 | $159M | Oct 10, 2006 | 2.41 | 0.55% | 13.22 | 13.71 | +17.63% | 0.09 | N/A | 1.68 | 1.07 | +77.03% | +16.18% |
288 | XES | SPDR(R) S&P(R) OIL & GAS EQUIPMENT & SERVICES ETF | $123.17 | $566M | Jun 19, 2006 | 2.40 | 0.35% | 2.13 | 17.33 | N/A | N/A | 1.57 | 2.09 | 1.24 | +100.25% | +13.75% |
289 | SEMY | GRANITESHARES YIELDBOOST SEMICONDUCTOR ETF | $16.84 | $94M | Nov 17, 2025 | 2.40 | 1.07% | N/A | N/A | N/A | N/A | N/A | N/A | 1.42 | 0.00% | 0.00% |
290 | BCHI | GMO BEYOND CHINA ETF | $41.36 | $18M | Feb 12, 2025 | 2.40 | 0.65% | N/A | N/A | N/A | N/A | N/A | N/A | 0.80 | +63.12% | 0.00% |
291 | TMAR | FT VEST EMERGING MARKETS BUFFER ETF - MARCH | $26.18 | $8.90M | Mar 21, 2025 | 2.40 | 0.95% | N/A | N/A | N/A | N/A | N/A | N/A | 0.46 | +27.96% | 0.00% |
292 | DEHP | DIMENSIONAL EMERGING MARKETS HIGH PROFITABILITY ETF | $43.62 | $396M | Apr 26, 2022 | 2.40 | 0.41% | N/A | N/A | N/A | N/A | N/A | N/A | 0.80 | +65.75% | 0.00% |
293 | PXJ | INVESCO OIL & GAS SERVICES ETF | $42.68 | $137M | Oct 26, 2005 | 2.40 | 0.63% | 33.40 | 9.66 | N/A | N/A | 1.52 | 1.71 | 1.07 | +84.80% | +17.25% |
294 | PEXL | PACER US EXPORT LEADERS ETF | $75.05 | $46M | Jul 23, 2018 | 2.40 | 0.60% | 34.38 | 26.57 | +18.77% | 0.24 | 7.19 | 8.45 | 1.22 | +53.57% | +13.25% |
295 | PVAL | Putnam Focused Large Cap Value ETF | $50.77 | $10B | May 25, 2021 | 2.39 | 0.55% | 21.02 | 16.11 | +12.27% | 0.38 | 1.62 | 3.00 | 0.76 | +32.92% | +15.96% |
296 | PULS | PGIM ULTRA SHORT BOND ETF | $49.57 | $16B | Apr 5, 2018 | 2.39 | 0.15% | N/A | N/A | N/A | N/A | N/A | N/A | N/A | +4.65% | +4.12% |
297 | PQUS | PICTET AI ENHANCED US EQUITY ETF | $27.90 | $85M | Feb 25, 2026 | 2.39 | 0.22% | 27.72 | 21.32 | +27.22% | 0.25 | 3.86 | 5.34 | 1.02 | 0.00% | 0.00% |
298 | COMD | GLOBAL X COMMODITY STRATEGY ETF | $28.41 | $3.40M | Feb 10, 2026 | 2.39 | 0.55% | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.00% |
299 | DFLV | DIMENSIONAL US LARGE CAP VALUE ETF | $39.56 | $5.90B | Dec 6, 2022 | 2.39 | 0.21% | 20.23 | 15.19 | +13.76% | N/A | 2.07 | 2.75 | 0.74 | +34.22% | 0.00% |
300 | HIBL | DIREXION DAILY S&P 500(R) HIGH BETA BULL 3X SHARES | $128.89 | $84M | Nov 7, 2019 | 2.39 | N/A | 38.82 | 21.86 | N/A | N/A | 2.92 | 4.72 | 4.52 | +277.96% | +11.54% |