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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(350 / 5,962 ETFs)2.030.23%25.0016.74+17.37%0.142.123.881.18+95.97%+13.66%
301
EVLUISHARES MSCI EMERGING MARKETS VALUE FACTOR ETF $40.09$15MSep 4, 20241.870.35%N/AN/AN/AN/AN/AN/A0.80+48.82%0.00%
302
TMYYGRANITESHARES YIELDBOOST TSM ETF $23.10$1MApr 13, 20261.871.07%N/AN/AN/AN/AN/AN/A1.020.00%0.00%
303
CGHMCAPITAL GROUP MUNICIPAL HIGH-INCOME ETF SHARE CLASS$25.67$3.20BJun 25, 20241.860.34%N/AN/AN/AN/AN/AN/AN/A+9.37%0.00%
304
SHOCSTRIVE U.S. SEMICONDUCTOR ETF $108.79$278MOct 5, 20221.860.40%46.1018.79+46.58%0.0914.6312.681.95+101.28%0.00%
305
CHPXGLOBAL X AI SEMICONDUCTOR & QUANTUM ETF $94.42$265MSep 30, 20251.860.50%46.0618.08+40.98%0.163.4011.042.540.00%0.00%
306
BIBPROSHARES ULTRA NASDAQ BIOTECHNOLOGY $99.50$84MApr 6, 20101.86N/AN/AN/AN/AN/A7.095.221.49+95.49%+0.85%
307
XUDVFranklin U.S. Dividend Multiplier Index ETF$32.45$74MJan 21, 20251.860.09%23.3812.80+4.88%0.111.442.190.73+28.38%0.00%
308
ISMFiShares Managed Futures Active ETF$28.04$60MMar 12, 20251.860.80%N/AN/AN/AN/AN/AN/A0.16+19.43%0.00%
309
VYMIVANGUARD INTERNATIONAL HIGH DIVIDEND YIELD INDEX FUND ETF SHARES$101.31$20BFeb 25, 20161.850.07%N/AN/AN/AN/AN/AN/A0.61+29.80%+13.73%
310
USVMVICTORYSHARES US SMALL MID CAP VALUE MOMENTUM ETF FORMERLY VICTORYSHARES USAA MSCI USA SMALL CAP VALUE MOMENTUM ETF $110.56$1.70BOct 24, 20171.850.29%22.3212.41+9.27%N/A0.901.600.93+33.36%+11.77%
311
RLYSTATE STREET(R) MULTI-ASSET REAL RETURN ETF $35.85$1.20BApr 25, 20121.850.50%N/AN/AN/AN/AN/AN/A0.41+24.18%+10.78%
312
QVALALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF $57.23$532MOct 21, 20141.850.28%12.7411.13+22.23%0.111.072.310.81+32.17%+13.01%
313
GOOWROUNDHILL GOOGL WEEKLYPAY ETF $64.13$85MJul 23, 20251.85N/AN/AN/AN/AN/AN/AN/A1.650.00%0.00%
314
XIDVFranklin International Dividend Multiplier Index ETF$37.44$40MJan 21, 20251.850.19%N/AN/AN/AN/AN/AN/A0.54+27.65%0.00%
315
TERGLeverage Shares 2X Long TER Daily ETF$43.40$12MNov 14, 20251.85N/AN/AN/AN/AN/AN/AN/A7.210.00%0.00%
316
PQXVPGIM S&P 500 Quarterly Buffer 15 ETF$25.11$2MJun 30, 20261.850.50%N/AN/AN/AN/AN/AN/A0.240.00%0.00%
317
COPYTweedy, Browne Insider + Value ETF$15.40N/AN/A1.85N/AN/AN/AN/AN/AN/AN/A0.78+29.44%0.00%
318
FYCFIRST TRUST SMALL CAP GROWTH ALPHADEX FUND $121.66$1.30BApr 19, 20111.840.70%154.6316.02+10.38%N/A2.393.711.16+51.05%+12.19%
319
TAOZTHORNBURG AMERICAN OPPORTUNITIES FUND ETF CLASS$87.22$491MMar 31, 20261.840.79%26.1517.85+19.22%0.513.134.270.650.00%0.00%
320
HAPVANECK NATURAL RESOURCES ETF $70.41$299MAug 29, 20081.840.41%17.8413.68+22.82%N/A0.042.340.62+33.61%+12.48%
321
CSDINVESCO S&P SPIN-OFF ETF $136.82$223MDec 15, 20061.840.65%58.5322.83N/A0.201.932.541.29+61.22%+17.27%
322
FLJHFRANKLIN FTSE JAPAN HEDGED ETF $45.41$172MNov 2, 20171.840.09%N/AN/AN/AN/AN/AN/A0.96+45.36%+21.54%
323
GINXSGI ENHANCED GLOBAL INCOME ETF $35.33$96MFeb 28, 20241.841.02%16.7013.83+10.13%0.260.102.580.64+27.18%0.00%
324
GMOVGMO U.S. VALUE ETF $31.04$91MOct 28, 20241.840.50%15.1112.71+10.49%0.181.242.420.66+24.15%0.00%
325
VMAXHARTFORD US VALUE ETF $63.44$48MDec 5, 20231.840.29%15.3413.01+16.86%0.201.432.390.83+27.55%0.00%
326
ALTYGLOBAL X ALTERNATIVE INCOME ETF $12.41$46MJul 13, 20151.840.50%N/AN/AN/AN/AN/AN/A0.41+15.16%+5.91%
327
SPDFDEFENDER RISK ADAPTIVE 500 ETF $27.44$19MApr 15, 20261.840.69%N/AN/AN/AN/AN/AN/A0.950.00%0.00%
328
PSAIPACER S&P 500 3AI TOP 100 ETF $27.85$2.80MMay 6, 20261.840.60%23.7616.03+18.27%0.172.334.261.460.00%0.00%
329
FNDFSCHWAB FUNDAMENTAL INTERNATIONAL EQUITY ETF $53.23$24BAug 15, 20131.830.25%N/AN/AN/AN/AN/AN/A0.72+35.74%+14.17%
330
IGPTINVESCO AI AND NEXT GEN SOFTWARE ETF $93.35$1.30BJun 23, 20051.830.56%43.3519.02+38.44%N/A9.458.561.61+86.96%+13.57%
331
PITVANECK COMMODITY STRATEGY ETF $73.92$260MDec 20, 20221.830.55%N/AN/AN/AN/AN/AN/A0.16+50.60%0.00%
332
IBATISHARES ENERGY STORAGE & MATERIALS ETF $39.64$81MMar 19, 20241.830.47%N/AN/AN/AN/AN/AN/A1.03+67.98%0.00%
333
GVLEGOLDMAN SACHS VALUE OPPORTUNITIES ETF $47.09$41MJul 31, 20151.830.45%26.6321.88+12.94%0.992.853.590.880.00%0.00%
334
STXXALPS STOXX EUROPE 600 ETF$47.69$23MApr 23, 20261.83N/AN/AN/AN/AN/AN/AN/A6.76+108.34%+15.81%
335
USNGAMPLIFY SAMSUNG U.S. NATURAL GAS INFRASTRUCTURE ETF $35.59$7.40MMay 19, 20251.830.59%0.9622.10N/A0.911.654.130.53+42.49%0.00%
336
DIVBISHARES CORE DIVIDEND ETF $63.52$1.50BNov 7, 20171.820.05%17.3413.76+8.20%0.101.632.700.66+27.55%+12.75%
337
RDIVINVESCO S&P ULTRA DIVIDEND REVENUE ETF $61.39$1.30BSep 30, 20131.820.39%17.4112.01+6.32%0.200.881.590.60+29.63%+13.64%
338
EBILONGVIEW ADVANTAGE ETF $65.66$662MFeb 25, 20251.820.24%20.4614.76+28.81%N/A1.883.510.92+28.11%0.00%
339
EMFTempleton Emerging Markets Fund$21.55$386MN/A1.82N/AN/AN/AN/AN/AN/AN/A0.75+59.53%+11.22%
340
FIDIFIDELITY INTERNATIONAL HIGH DIVIDEND ETF $28.50$325MJan 16, 20181.820.18%N/AN/AN/AN/AN/AN/A0.52+25.38%+12.36%
341
SEMYGRANITESHARES YIELDBOOST SEMICONDUCTOR ETF $14.42$94MNov 17, 20251.821.07%N/AN/AN/AN/AN/AN/A1.310.00%0.00%
342
UDIUSCF DIVIDEND INCOME FUND $36.62$4.10MJun 8, 20221.820.65%18.3915.76+8.76%0.572.522.670.55+22.83%0.00%
343
SCHDSCHWAB U.S. DIVIDEND EQUITY ETF $32.82$96BOct 20, 20111.810.06%18.1015.07+7.34%0.931.813.760.53+24.89%+9.38%
344
FTGCFIRST TRUST GLOBAL TACTICAL COMMODITY STRATEGY FUND $29.21$2.70BOct 22, 20131.810.98%N/AN/AN/AN/AN/AN/A0.19+36.36%+13.92%
345
PBEINVESCO BIOTECHNOLOGY & GENOME ETF $90.40$278MJun 23, 20051.810.58%35.6320.23+10.60%N/A4.604.420.73+41.11%+4.39%
346
INCEFRANKLIN INCOME EQUITY FOCUS ETF $67.08$126MSep 20, 20161.810.29%22.8518.20+4.74%0.793.063.920.54+19.51%+10.32%
347
CPRORussell 2000 Structured Alt Protection ETF - October$28.28$29MSep 30, 20241.810.69%N/AN/AN/AN/AN/AN/A0.14+11.80%0.00%
348
PQXXPGIM S&P 500 Quarterly Buffer 20 ETF$25.10$2MJun 30, 20261.810.50%N/AN/AN/AN/AN/AN/A0.190.00%0.00%
349
BSVOEA BRIDGEWAY OMNI SMALL-CAP VALUE ETF $29.58$2.40BDec 31, 20101.800.45%144.7810.68N/AN/A0.621.230.95+39.29%0.00%
350
SDOGALPS SECTOR DIVIDEND DOGS ETF $70.99$1.30BJun 29, 20121.800.36%22.4013.48+5.64%0.071.222.180.57+25.28%+10.95%