ETFs with the Best Risk-Adjusted Returns
ETFs ranked by Sharpe ratio — showing which funds deliver the highest return per unit of risk taken.
The 'High-Sharpe ETFs' screener is designed to help investors identify exchange-traded funds (ETFs) that offer the best risk-adjusted returns, as measured by their Sharpe ratios. The Sharpe ratio quantifies how much excess return you receive for the extra volatility you endure relative to a risk-free rate. In simpler terms, it tells us whether an ETF's higher returns are due to smart investment choices or simply from taking on additional risk. Investors use this screen to pinpoint ETFs that have historically provided strong performance while managing their risks effectively. By focusing on funds with high Sharpe ratios, investors can aim for better long-term gains without unnecessarily exposing themselves to heightened volatility and potential losses. Historical evidence suggests that ETFs passing the High-Sharpe filter often exhibit consistent outperformance over time, particularly during market downturns. These funds tend to have well-diversified portfolios, robust management strategies, and a disciplined approach to risk management. As such, they can be valuable additions to any portfolio looking for efficient returns. This screener provides an objective way to evaluate ETF performance based on rigorous financial metrics, helping investors make informed decisions that align with their investment goals and risk tolerance levels.
| Ticker | Name | Price | AUM | Sharpe | Max DD |
|---|---|---|---|---|---|
| XTL | XTL | $247.62 | $418M | 1.24 | -22.8% |
| XAR | XAR | $279.28 | $5.8B | 1.21 | -19.7% |
| VYMI | VYMI | $100.43 | $18.9B | 1.17 | -12.8% |
| ITA | ITA | $228.33 | $13.5B | 1.13 | -15.8% |
| VOX | VOX | $192.11 | $5.8B | 1.13 | -21.1% |
| XNTK | XNTK | $387.27 | $1.4B | 1.11 | -28.1% |
| OEF | OEF | $377.82 | $17.8B | 1.07 | -19.8% |
| IYZ | IYZ | $45.95 | $798M | 1.07 | -13.9% |
| GDXJ | GDXJ | $115.98 | $9.0B | 1.07 | -32.9% |
| VIS | VIS | $342.25 | $7.6B | 1.05 | -20.8% |
| EWY | EWY | $214.53 | $15.7B | 1.04 | -27.4% |
| IYW | IYW | $259.94 | $17.7B | 1.03 | -26.5% |
| SPYG | SPYG | $122.41 | $41.6B | 1.02 | -22.1% |
| IVW | IVW | $141.38 | $60.9B | 1.02 | -22.1% |
| ARKQ | ARKQ | $141.85 | $1.8B | 1.02 | -30.8% |
| QQQ | Invesco QQQ Trust | $746.16 | $411.8B | 1.02 | -22.8% |
| JEPQ | JEPQ | $60.86 | $34.3B | 1.01 | -20.1% |
| VOO | Vanguard S&P 500 ETF | $698.26 | $1.51T | 1.01 | -18.7% |
| VLUE | VLUE | $203.70 | $10.0B | 1.00 | -17.9% |
| EWT | EWT | $107.11 | $7.2B | 1.00 | -25.7% |
| ARKX | ARKX | $36.66 | $717M | 1.00 | -25.5% |
| EWC | EWC | $59.46 | $4.7B | 1.00 | -13.0% |
| SCHX | SCHX | $29.92 | $61.4B | 1.00 | -19.0% |
| IYF | IYF | $123.02 | $3.3B | 1.00 | -16.6% |
| MGK | MGK | $91.78 | $27.9B | 0.99 | -23.4% |
| VONE | VONE | $343.09 | $10.3B | 0.99 | -19.1% |
| SCHG | SCHG | $35.10 | $48.4B | 0.99 | -23.4% |
| LRGF | LRGF | $77.07 | $2.9B | 0.99 | -19.4% |
| IWB | IWB | $414.78 | $42.8B | 0.98 | -19.1% |
| SPTM | SPTM | $92.00 | $11.7B | 0.98 | -18.9% |
| VT | VT | $159.35 | $80.3B | 0.97 | -16.5% |
| VONG | VONG | $132.06 | $45.7B | 0.97 | -23.3% |
| SPLG | SPLG | $89.29 | $97.3B | 0.97 | -18.7% |
| QUS | QUS | $185.60 | $1.5B | 0.96 | -13.9% |
| VTI | Vanguard Total Stock Market Index Fund ETF Shares | $374.36 | $2.10T | 0.96 | -19.3% |
| MTUM | MTUM | $326.03 | $20.2B | 0.96 | -21.0% |
| CWB | CWB | $110.74 | $4.5B | 0.95 | -11.9% |
| VFMO | VFMO | $236.01 | $1.3B | 0.95 | -24.4% |
| VGT | VGT | $125.77 | $122.0B | 0.93 | -27.2% |
| QUAL | QUAL | $215.78 | $46.5B | 0.93 | -18.0% |
| ESGV | ESGV | $134.80 | $11.1B | 0.92 | -20.4% |
| XME | XME | $132.83 | $4.4B | 0.92 | -30.5% |
| MGV | MGV | $158.70 | $11.4B | 0.91 | -13.2% |
| EWU | EWU | $46.93 | $3.3B | 0.90 | -12.6% |
| DFAI | DFAI | $41.84 | $14.6B | 0.90 | -13.3% |
| DWM | DWM | $74.26 | $631M | 0.89 | -12.7% |
| DFAC | DFAC | $44.49 | $40.4B | 0.89 | -20.0% |
| SCHF | SCHF | $28.02 | $56.6B | 0.89 | -13.4% |
| VFH | VFH | $126.31 | $13.4B | 0.89 | -17.3% |
| SPDW | SPDW | $51.52 | $35.6B | 0.88 | -13.5% |
| RDVY | RDVY | $76.04 | $19.9B | 0.88 | -19.1% |
| CWI | CWI | $40.94 | $2.3B | 0.87 | -13.9% |
| VEU | VEU | $85.00 | $86.0B | 0.87 | -13.7% |
| DGRO | DGRO | $75.36 | $37.5B | 0.87 | -14.0% |
| VXUS | VXUS | $86.96 | $623.7B | 0.86 | -13.6% |
| VPL | VPL | $118.11 | $12.4B | 0.85 | -16.4% |
| SCHV | SCHV | $33.98 | $14.8B | 0.84 | -15.3% |
| VONV | VONV | $105.02 | $18.2B | 0.83 | -15.7% |
| IEMG | IEMG | $85.99 | $134.1B | 0.83 | -17.2% |
| DEM | DEM | $56.44 | $3.5B | 0.82 | -15.6% |
| IYJ | IYJ | $157.47 | $2.0B | 0.82 | -19.7% |
| VSGX | VSGX | $83.25 | $5.8B | 0.82 | -13.8% |
| DGRW | DGRW | $97.97 | $15.4B | 0.81 | -16.2% |
| VIG | VIG | $235.94 | $118.0B | 0.81 | -14.9% |
| ARKF | ARKF | $41.49 | $762M | 0.81 | -38.5% |
| SPYV | SPYV | $61.04 | $31.8B | 0.79 | -17.5% |
| VSS | VSS | $160.28 | $13.0B | 0.79 | -15.7% |
| VFMV | VFMV | $141.20 | $411M | 0.78 | -10.3% |
| IVE | IVE | $227.86 | $46.6B | 0.78 | -17.6% |
| KBE | KBE | $63.52 | $1.3B | 0.77 | -26.0% |
| VGK | VGK | $88.96 | $37.4B | 0.76 | -14.3% |
| EWZ | EWZ | $35.78 | $9.7B | 0.76 | -31.4% |
| GWX | GWX | $46.24 | $812M | 0.76 | -14.7% |
| SPEM | SPEM | $53.39 | $15.7B | 0.75 | -17.6% |
| EZU | EZU | $69.34 | $9.1B | 0.75 | -15.0% |
| VOE | VOE | $195.70 | $35.4B | 0.75 | -18.4% |
| EWJ | EWJ | $93.58 | $18.3B | 0.74 | -14.7% |
| SCZ | SCZ | $85.56 | $13.4B | 0.74 | -15.1% |
| DIA | DIA | $514.05 | $41.8B | 0.73 | -16.0% |
| IYC | IYC | $100.73 | $1.1B | 0.73 | -21.6% |
| FDN | FDN | $285.84 | $4.5B | 0.72 | -25.0% |
| ONEO | ONEO | $151.65 | $25M | 0.71 | -19.7% |
| SCHE | SCHE | $37.18 | $11.2B | 0.71 | -17.1% |
| SJNK | SJNK | $24.98 | $4.7B | 0.70 | -4.8% |
| VXF | VXF | $239.63 | $84.3B | 0.70 | -26.9% |
| EWG | EWG | $43.57 | $1.4B | 0.69 | -15.8% |
| IWS | IWS | $161.85 | $14.2B | 0.69 | -20.6% |
| IWR | IWR | $108.23 | $48.2B | 0.69 | -21.1% |
| VO | VO | $79.91 | $205.2B | 0.69 | -19.0% |
| EWX | EWX | $75.69 | $684M | 0.67 | -21.4% |
| XSD | XSD | $640.04 | $1.6B | 0.65 | -41.3% |
| JNK | JNK | $96.21 | $7.0B | 0.65 | -5.0% |
| XBI | XBI | $127.76 | $7.4B | 0.65 | -33.0% |
| SMMD | SMMD | $89.08 | $2.6B | 0.65 | -25.5% |
| SIZE | SIZE | $176.80 | $374M | 0.64 | -18.7% |
| KRE | KRE | $69.54 | $3.7B | 0.64 | -28.2% |
| VBR | VBR | $236.07 | $62.3B | 0.64 | -24.2% |
| MDYG | MDYG | $109.74 | $2.5B | 0.63 | -25.4% |
| VFQY | VFQY | $165.20 | $411M | 0.63 | -20.7% |
| SCHA | SCHA | $34.27 | $19.8B | 0.63 | -27.3% |
| KIE | KIE | $55.13 | $418M | 0.63 | -12.7% |
| IJK | IJK | $115.01 | $9.9B | 0.63 | -25.6% |
| RSP | RSP | $210.04 | $83.2B | 0.62 | -17.8% |
| VFVA | VFVA | $146.60 | $758M | 0.62 | -24.1% |
| ARKK | ARK Innovation ETF | $79.91 | $6.7B | 0.62 | -39.6% |
| VB | VB | $295.29 | $170.1B | 0.62 | -25.4% |
| IWN | IWN | $215.00 | $12.5B | 0.62 | -26.7% |
| IDU | IDU | $110.95 | $1.6B | 0.62 | -17.2% |
| VTWO | VTWO | $117.84 | $14.5B | 0.61 | -27.6% |
| SPMD | SPMD | $65.95 | $15.6B | 0.60 | -24.1% |
| IJH | IJH | $75.22 | $106.0B | 0.59 | -24.1% |
| XHB | XHB | $104.32 | $1.5B | 0.59 | -30.5% |
| VCR | VCR | $393.17 | $6.2B | 0.59 | -27.4% |
| ONEY | ONEY | $129.08 | $848M | 0.59 | -17.5% |
| MDY | MDY | $686.15 | $24.2B | 0.58 | -24.0% |
| VBK | VBK | $358.10 | $39.8B | 0.58 | -27.5% |
| IWP | IWP | $143.52 | $18.7B | 0.56 | -25.2% |
| ONEV | ONEV | $140.68 | $522M | 0.56 | -14.8% |
| VPU | VPU | $190.78 | $10.8B | 0.56 | -18.6% |
| IWO | IWO | $382.39 | $12.2B | 0.56 | -28.6% |
| IYM | IYM | $187.48 | $1.2B | 0.56 | -23.6% |
| SCHD | Schwab U.S. Dividend Equity ETF | $32.37 | $78.4B | 0.55 | -16.1% |
| DFAS | DFAS | $79.05 | $12.8B | 0.55 | -26.1% |
| FLRN | FLRN | $30.76 | $2.8B | 0.54 | -1.4% |
| VOT | VOT | $304.49 | $30.4B | 0.54 | -21.8% |
| JEPI | JEPI | $55.33 | $44.0B | 0.53 | -13.3% |
| USMV | USMV | $96.93 | $22.6B | 0.53 | -9.4% |
| MDYV | MDYV | $92.23 | $2.4B | 0.53 | -22.6% |
| IJT | IJT | $163.55 | $6.5B | 0.52 | -27.4% |
| IJJ | IJJ | $143.40 | $8.0B | 0.52 | -22.7% |
| SLYG | SLYG | $109.21 | $4.0B | 0.52 | -27.4% |
| MOAT | MOAT | $104.02 | $11.6B | 0.52 | -21.4% |
| VDE | VDE | $163.72 | $12.9B | 0.51 | -21.4% |
| XES | XES | $123.86 | $450M | 0.51 | -46.0% |
| EWA | EWA | $29.47 | $1.3B | 0.50 | -21.9% |
| SPYD | SPYD | $47.45 | $7.0B | 0.50 | -16.1% |
| SPSM | SPSM | $54.33 | $13.9B | 0.49 | -27.9% |
| IJR | IJR | $139.69 | $92.0B | 0.49 | -28.0% |
| XTN | XTN | $111.73 | $267M | 0.49 | -33.7% |
| VAW | VAW | $234.57 | $4.4B | 0.48 | -23.2% |
| IYE | IYE | $61.56 | $1.7B | 0.46 | -20.4% |
| XPH | XPH | $55.70 | $308M | 0.46 | -23.6% |
| SLYV | SLYV | $105.62 | $4.1B | 0.44 | -28.7% |
| IJS | IJS | $132.30 | $7.6B | 0.44 | -28.6% |
| SPHD | SPHD | $49.51 | $3.3B | 0.42 | -13.3% |
| VIGI | VIGI | $94.15 | $8.8B | 0.41 | -14.5% |
| XRT | XRT | $83.70 | $217M | 0.40 | -25.6% |
| SDY | SDY | $148.90 | $20.7B | 0.37 | -14.4% |
| VNQI | VNQI | $45.35 | $3.7B | 0.36 | -16.4% |
| IBB | IBB | $164.27 | $8.1B | 0.35 | -24.9% |
| XOP | XOP | $168.85 | $3.5B | 0.35 | -35.0% |
| LIT | LIT | $86.40 | $1.7B | 0.31 | -53.0% |
| EWH | EWH | $23.17 | $810M | 0.31 | -27.4% |
| IGV | IGV | $104.73 | $10.4B | 0.30 | -36.6% |
| SPLV | SPLV | $71.64 | $7.3B | 0.29 | -9.6% |
| INDA | INDA | $48.03 | $6.7B | 0.26 | -22.7% |
| VDC | VDC | $220.82 | $9.3B | 0.25 | -11.8% |
| MCHI | MCHI | $57.19 | $6.6B | 0.24 | -25.9% |
| XSW | XSW | $182.85 | $375M | 0.18 | -33.8% |
| XHS | XHS | $113.25 | $82M | 0.15 | -17.8% |
| STOT | STOT | $46.94 | $399M | 0.15 | -0.9% |
| VHT | VHT | $272.98 | $18.8B | 0.12 | -16.9% |
| SPIB | SPIB | $33.38 | $10.7B | 0.10 | -3.5% |
| IYH | IYH | $61.59 | $2.9B | 0.06 | -17.9% |
| SPSB | SPSB | $29.94 | $9.8B | 0.02 | -0.9% |
| CLOU | CLOU | $25.64 | $206M | 0.00 | -33.2% |
| IYK | IYK | $70.22 | $1.3B | -0.01 | -12.7% |
| JPST | JPST | $50.44 | $37.5B | -0.05 | -0.3% |
| WIP | WIP | $40.34 | $463M | -0.08 | -11.2% |
| SPMB | SPMB | $22.23 | $6.9B | -0.16 | -8.7% |
| MBB | MBB | $94.33 | $38.8B | -0.16 | -8.6% |
| TOTL | TOTL | $39.37 | $4.2B | -0.18 | -7.0% |
| IHI | IHI | $48.19 | $3.2B | -0.20 | -22.8% |
| TIPX | TIPX | $19.01 | $1.9B | -0.27 | -3.9% |
| SPAB | SPAB | $25.43 | $9.3B | -0.27 | -7.2% |
| XHE | XHE | $78.00 | $135M | -0.35 | -32.8% |
| BWX | BWX | $22.02 | $1.5B | -0.46 | -10.2% |
| SPTL | SPTL | $26.02 | $10.5B | -0.48 | -20.8% |
| MUB | MUB | $107.10 | $42.6B | -0.54 | -5.8% |
| SPTS | SPTS | $28.97 | $6.0B | -0.63 | -1.6% |
| BIL | BIL | $91.39 | $50.0B | -1.28 | -0.3% |
| SUB | SUB | $106.40 | $10.9B | -1.47 | -1.5% |
Methodology
Screener results are computed from financial statement data, price history, and SEC filings. All metrics (ROIC, Piotroski F-Score, Altman Z-Score, Beneish M-Score, DCF, FTD volumes, Risk Factor word counts) are calculated deterministically using standard academic formulas and public government data sources. Results update when the data pipeline runs. None of the algorithmic screens constitute a recommendation to buy or sell any security.
Related Screeners
Data computed deterministically from financial statements, SEC filings, and US Treasury data.
SecuritiesDB provides programmatic data aggregation and algorithmic screening for informational purposes only. None of the screens, metrics, or summaries constitute a recommendation to buy or sell any security.