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 | (400 / 5,962 ETFs) | 2.02 | 0.24% | 24.72 | 16.62 | +17.14% | 0.14 | 2.11 | 3.77 | 1.16 | +92.35% | +13.57% | ||||
351 | FIVA | FIDELITY INTERNATIONAL VALUE FACTOR ETF | $38.74 | $560M | Jan 16, 2018 | 1.80 | 0.18% | N/A | N/A | N/A | N/A | N/A | N/A | 0.72 | +34.66% | +14.12% |
352 | KMAR | Innovator U.S. Small Cap Power Buffer ETF March | $32.22 | $34M | Feb 28, 2025 | 1.80 | 0.79% | N/A | N/A | N/A | N/A | N/A | N/A | 0.58 | +21.68% | 0.00% |
353 | XIMR | FT VEST U.S. EQUITY BUFFER & PREMIUM INCOME ETF - MARCH | $31.43 | $31M | Mar 18, 2024 | 1.80 | 0.85% | N/A | N/A | N/A | N/A | N/A | N/A | 0.21 | +7.76% | 0.00% |
354 | IWDL | UBS AG London Branch | $64.53 | $6.20M | Feb 5, 2021 | 1.80 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 1.50 | +51.08% | +15.57% |
355 | FSEG | FIDELITY ENHANCED SMALL CAP GROWTH ETF | $27.56 | $5.70M | Apr 28, 2026 | 1.80 | 0.28% | N/A | 19.15 | N/A | N/A | 1.70 | 5.05 | 1.32 | 0.00% | 0.00% |
356 | IDV | ISHARES INTERNATIONAL SELECT DIVIDEND ETF | $43.02 | $8B | Jun 11, 2007 | 1.79 | 0.50% | N/A | N/A | N/A | N/A | N/A | N/A | 0.49 | +27.81% | +13.08% |
357 | PXF | INVESCO FTSE RAFI DEVELOPED MARKETS EX-U.S. ETF | $76.07 | $2.80B | Jun 25, 2007 | 1.79 | 0.43% | N/A | N/A | N/A | N/A | N/A | N/A | 0.72 | +35.68% | +14.22% |
358 | CII | BlackRock Enhanced Capital and Income Fund Inc | $24.66 | $1B | N/A | 1.79 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.86 | +36.74% | +13.56% |
359 | NRK | Nuveen New York AMT-Free Quality Municipal Income Fund | $10.48 | $957M | N/A | 1.79 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.16 | +20.67% | +0.02% |
360 | LALT | FIRST TRUST MULTI-STRATEGY ALTERNATIVE ETF | $24.20 | $248M | Jan 31, 2023 | 1.79 | 1.18% | N/A | N/A | N/A | N/A | N/A | N/A | 0.20 | +16.44% | 0.00% |
361 | COM | DIREXION AUSPICE BROAD COMMODITY STRATEGY ETF | $34.09 | $196M | Mar 30, 2017 | 1.79 | 0.72% | N/A | N/A | N/A | N/A | N/A | N/A | 0.11 | +23.30% | +8.55% |
362 | DVYA | ISHARES ASIA/PACIFIC DIVIDEND ETF | $49.63 | $66M | Feb 23, 2012 | 1.79 | 0.49% | N/A | N/A | N/A | N/A | N/A | N/A | 0.60 | +28.65% | +10.81% |
363 | MYLD | CAMBRIA MICRO AND SMALLCAP SHAREHOLDER YIELD ETF | $33.21 | $28M | Jan 3, 2024 | 1.79 | 1.09% | 28.81 | 9.68 | +3.89% | N/A | 0.61 | 1.24 | 0.88 | +38.20% | 0.00% |
364 | 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% |
365 | IBB | ISHARES BIOTECHNOLOGY ETF | $189.31 | $9.10B | Feb 5, 2001 | 1.78 | 0.44% | N/A | 18.91 | +16.11% | N/A | 6.91 | 5.48 | 0.78 | +42.87% | +3.03% |
366 | FRDM | FREEDOM 100 EMERGING MARKETS ETF | $66.85 | $3.60B | May 22, 2019 | 1.78 | 0.49% | N/A | N/A | N/A | N/A | N/A | N/A | 1.05 | +68.62% | +17.78% |
367 | HGER | HARBOR COMMODITY ALL-WEATHER STRATEGY ETF | $32.35 | $3.20B | Feb 9, 2022 | 1.78 | 0.68% | N/A | N/A | N/A | N/A | N/A | N/A | 0.15 | +38.50% | 0.00% |
368 | CLOA | BlackRock AAA CLO ETF | $51.86 | $2.20B | Jan 10, 2023 | 1.78 | 0.20% | N/A | N/A | N/A | N/A | N/A | N/A | 0.03 | +5.06% | 0.00% |
369 | FTA | FIRST TRUST LARGE CAP VALUE ALPHADEX FUND | $98.82 | $1.30B | May 8, 2007 | 1.78 | 0.58% | 14.63 | 12.16 | +10.04% | 0.30 | 1.34 | 1.86 | 0.64 | +24.60% | +10.97% |
370 | VIDI | VIDENT INTERNATIONAL EQUITY STRATEGY ETF | $38.93 | $436M | Oct 29, 2013 | 1.78 | 0.61% | N/A | N/A | N/A | N/A | N/A | N/A | 0.71 | +34.45% | +12.33% |
371 | IVLU | ISHARES MSCI INTL VALUE FACTOR ETF | $42.56 | $4.20B | Jun 16, 2015 | 1.77 | 0.31% | N/A | N/A | N/A | N/A | N/A | N/A | 0.71 | +32.82% | +15.55% |
372 | PBOG | Portfolio Building Block Integrated Oil and Gas and Exploration and Production Index ETF | $32.78 | $471M | Nov 25, 2025 | 1.77 | 0.13% | 19.82 | 11.20 | N/A | 0.70 | 2.10 | 2.09 | N/A | 0.00% | 0.00% |
373 | CPAI | COUNTERPOINT QUANTITATIVE EQUITY ETF | $51.19 | $369M | Nov 28, 2023 | 1.77 | 0.75% | 50.77 | 16.76 | +17.22% | 0.26 | 0.78 | 3.07 | 1.04 | +44.11% | +571.50% |
374 | BNDS | INFRASTRUCTURE CAPITAL BOND INCOME ETF | $50.67 | $79M | Jan 14, 2025 | 1.77 | 0.88% | N/A | N/A | N/A | N/A | N/A | N/A | 0.22 | +10.27% | -0.23% |
375 | NACP | IMPACT SHARES NAACP MINORITY EMPOWERMENT ETF | $59.18 | $76M | Jul 12, 2018 | 1.77 | 0.49% | 28.91 | 19.38 | +23.29% | 0.21 | 3.72 | 5.43 | 1.02 | +34.83% | +14.90% |
376 | DVLU | FIRST TRUST DORSEY WRIGHT MOMENTUM & VALUE ETF | $40.84 | $46M | Sep 5, 2018 | 1.77 | 0.60% | 16.61 | 12.16 | +12.68% | 0.10 | 0.90 | 2.01 | 0.97 | +36.74% | +13.48% |
377 | DECO | SPDR GALAXY DIGITAL ASSET ECOSYSTEM ETF | $77.82 | $22M | Sep 9, 2024 | 1.77 | 0.65% | N/A | 24.11 | +34.00% | N/A | 7.31 | 5.38 | 2.17 | +100.87% | 0.00% |
378 | GSX | Tradr 2X Long GS Daily ETF | $1.81 | N/A | N/A | 1.77 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 1.53 | -50.97% | -37.56% |
379 | NDP | Tortoise Energy Independence Fund Inc | $40.40 | N/A | N/A | 1.77 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.75 | 0.00% | +22.81% |
380 | CERY | STATE STREET(R) SPDR(R) BLOOMBERG ENHANCED ROLL YIELD COMMODITY STRATEGY NO K-1 ETF SPDR BLOOMBERG ENHANCED ROLL YIELD COMMODITY STRATEGY NO K-1 ETF | $36.23 | $979M | Sep 4, 2024 | 1.76 | 0.28% | N/A | N/A | N/A | N/A | N/A | N/A | 0.17 | +35.52% | 0.00% |
381 | BME | BlackRock Health Sciences Trust | $42.60 | $572M | N/A | 1.76 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.46 | +28.41% | +4.02% |
382 | XLEI | STATE STREET(R) ENERGY SELECT SECTOR SPDR(R) PREMIUM INCOME ETF STATE STREET(R)ENERGY SELECT SECTOR SPDR(R) PREMIUM INCOME ETF | $26.75 | $40M | Jul 29, 2025 | 1.76 | 0.35% | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.00% | 0.00% |
383 | PRVS | PARNASSUS VALUE SELECT ETF | $32.39 | $25M | Dec 11, 2024 | 1.76 | 0.59% | 105.40 | 17.44 | +17.50% | N/A | 2.20 | 5.01 | 0.86 | +28.62% | 0.00% |
384 | IWN | ISHARES RUSSELL 2000 VALUE ETF | $222.91 | $15B | Jul 24, 2000 | 1.75 | 0.24% | 619.53 | 11.90 | +6.29% | N/A | 1.28 | 1.56 | 0.96 | +36.77% | +9.34% |
385 | OIH | VANECK OIL SERVICES ETF | $383.49 | $2B | Dec 20, 2011 | 1.75 | 0.35% | 1.94 | 15.22 | N/A | N/A | 1.53 | 1.97 | 1.11 | +63.82% | +16.66% |
386 | GAM | General American Investors Co. Inc | $64.56 | $1.70B | N/A | 1.75 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.70 | +25.54% | +15.36% |
387 | DNOV | FT VEST U.S. EQUITY DEEP BUFFER ETF - NOVEMBER | $51.59 | $393M | Nov 15, 2019 | 1.75 | 0.85% | N/A | N/A | N/A | N/A | N/A | N/A | 0.43 | +14.18% | +8.22% |
388 | IDNA | ISHARES GENOMICS IMMUNOLOGY AND HEALTHCARE ETF | $32.84 | $194M | Jun 11, 2019 | 1.75 | 0.47% | N/A | N/A | N/A | N/A | 8.75 | 3.79 | 0.86 | +51.96% | -7.17% |
389 | ACVU | Hartford Quality Value ETF | $31.28 | $184M | Feb 28, 2017 | 1.75 | 0.45% | 23.84 | 18.32 | +13.72% | 0.60 | 2.35 | 3.45 | 0.63 | +24.62% | 0.00% |
390 | FYT | FIRST TRUST SMALL CAP VALUE ALPHADEX FUND | $71.44 | $182M | Apr 19, 2011 | 1.75 | 0.70% | 17.26 | 11.41 | +3.16% | N/A | 0.87 | 1.34 | 0.91 | +36.50% | +9.57% |
391 | PIPE | Invesco SteelPath MLP & Energy Infrastructure ETF | $30.71 | $65M | Feb 18, 2025 | 1.75 | 0.75% | 27.34 | 18.14 | N/A | 1.00 | 0.78 | 3.72 | 0.45 | +36.05% | 0.00% |
392 | GENW | GENTER CAPITAL INTERNATIONAL DIVIDEND ETF | $15.15 | $4.90M | Jan 13, 2025 | 1.75 | 0.38% | N/A | N/A | N/A | N/A | N/A | N/A | 0.61 | +29.75% | 0.00% |
393 | MNVR | PACER SWAN SOS MODERATE (NOVEMBER) ETF | $32.77 | $1.60M | Apr 30, 2026 | 1.75 | 0.49% | N/A | N/A | N/A | N/A | N/A | N/A | 0.28 | 0.00% | 0.00% |
394 | DBMF | IMGP DBI MANAGED FUTURES STRATEGY ETF | $31.32 | $3.90B | May 7, 2019 | 1.74 | 0.85% | N/A | N/A | N/A | N/A | N/A | N/A | 0.27 | +27.54% | +8.72% |
395 | VTWV | VANGUARD RUSSELL 2000 VALUE INDEX FUND ETF SHARES | $196.89 | $1.40B | Sep 20, 2010 | 1.74 | 0.06% | 3784.75 | 12.19 | +6.32% | N/A | 1.28 | 1.60 | 0.97 | +37.23% | +9.60% |
396 | CHI | Calamos Convertible Opportunities and Income Fund | $13.14 | $1B | N/A | 1.74 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.74 | +38.46% | +7.59% |
397 | EWJV | ISHARES MSCI JAPAN VALUE ETF | $46.02 | $720M | Mar 5, 2019 | 1.74 | 0.15% | N/A | N/A | N/A | N/A | N/A | N/A | 0.78 | +41.09% | +14.76% |
398 | BEDY | BNY MELLON ENHANCED DIVIDEND AND INCOME ETF | $29.02 | $167M | Oct 2, 2000 | 1.74 | 0.50% | 20.38 | 15.09 | +7.43% | 0.44 | 1.76 | 2.81 | 0.56 | 0.00% | 0.00% |
399 | QVMT | Invesco S&P 500 Enhanced Value ETF | $66.62 | $137M | Oct 9, 2015 | 1.74 | 0.13% | 20.78 | 16.70 | +15.76% | 0.18 | 1.71 | 3.56 | 0.69 | +30.57% | +13.13% |
400 | GNOM | GLOBAL X GENOMICS & BIOTECHNOLOGY ETF | $54.86 | $77M | Apr 5, 2019 | 1.74 | 0.50% | N/A | 21.63 | -0.62% | N/A | 7.03 | 4.34 | 1.13 | +57.41% | -9.88% |