ETFs with Minimal Maximum Drawdown
ETFs that experienced the smallest peak-to-trough declines, ideal for risk-averse investors seeking capital preservation.
In times of market volatility, investors often seek ETFs that can weather downturns with minimal losses. The "Low-Drawdown ETFs" screener helps identify exchange-traded funds that have historically experienced the smallest maximum drawdowns during significant market declines. A maximum drawdown measures the peak-to-trough decline in an investment's value over a specific period, providing insight into how much an investor might lose at any given time. This screen is particularly valuable for risk-averse investors looking to preserve capital and reduce volatility in their portfolios. By focusing on ETFs with lower historical drawdowns, investors can potentially mitigate the impact of market downturns and maintain more consistent returns over time. Historical evidence suggests that ETFs passing this screen tend to offer a smoother ride through market cycles. These funds often achieve their stability by diversifying across various asset classes or sectors, hedging strategies, or employing sophisticated risk management techniques. While past performance is not indicative of future results, such stable performers can provide reassurance for investors navigating uncertain markets.
| Ticker | Name | Price | AUM | Sharpe | Max DD |
|---|---|---|---|---|---|
| BIL | BIL | $91.39 | $50.0B | -1.28 | -0.3% |
| JPST | JPST | $50.44 | $37.5B | -0.05 | -0.3% |
| STOT | STOT | $46.94 | $399M | 0.15 | -0.9% |
| SPSB | SPSB | $29.94 | $9.8B | 0.02 | -0.9% |
| FLRN | FLRN | $30.76 | $2.8B | 0.54 | -1.4% |
| SUB | SUB | $106.40 | $10.9B | -1.47 | -1.5% |
| SPTS | SPTS | $28.97 | $6.0B | -0.63 | -1.6% |
| SPIB | SPIB | $33.38 | $10.7B | 0.10 | -3.5% |
| TIPX | TIPX | $19.01 | $1.9B | -0.27 | -3.9% |
| SJNK | SJNK | $24.98 | $4.7B | 0.70 | -4.8% |
| JNK | JNK | $96.21 | $7.0B | 0.65 | -5.0% |
| MUB | MUB | $107.10 | $42.6B | -0.54 | -5.8% |
| TOTL | TOTL | $39.37 | $4.2B | -0.18 | -7.0% |
| SPAB | SPAB | $25.43 | $9.3B | -0.27 | -7.2% |
| MBB | MBB | $94.33 | $38.8B | -0.16 | -8.6% |
| SPMB | SPMB | $22.23 | $6.9B | -0.16 | -8.7% |
| USMV | USMV | $96.93 | $22.6B | 0.53 | -9.4% |
| SPLV | SPLV | $71.64 | $7.3B | 0.29 | -9.6% |
| BWX | BWX | $22.02 | $1.5B | -0.46 | -10.2% |
| VFMV | VFMV | $141.20 | $411M | 0.78 | -10.3% |
| WIP | WIP | $40.34 | $463M | -0.08 | -11.2% |
| VDC | VDC | $220.82 | $9.3B | 0.25 | -11.8% |
| CWB | CWB | $110.74 | $4.5B | 0.95 | -11.9% |
| EWU | EWU | $46.93 | $3.3B | 0.90 | -12.6% |
| KIE | KIE | $55.13 | $418M | 0.63 | -12.7% |
| IYK | IYK | $70.22 | $1.3B | -0.01 | -12.7% |
| DWM | DWM | $74.26 | $631M | 0.89 | -12.7% |
| VYMI | VYMI | $100.43 | $18.9B | 1.17 | -12.8% |
| EWC | EWC | $59.46 | $4.7B | 1.00 | -13.0% |
| MGV | MGV | $158.70 | $11.4B | 0.91 | -13.2% |
| DFAI | DFAI | $41.84 | $14.6B | 0.90 | -13.3% |
| JEPI | JEPI | $55.33 | $44.0B | 0.53 | -13.3% |
| SPHD | SPHD | $49.51 | $3.3B | 0.42 | -13.3% |
| SCHF | SCHF | $28.02 | $56.6B | 0.89 | -13.4% |
| SPDW | SPDW | $51.52 | $35.6B | 0.88 | -13.5% |
| VXUS | VXUS | $86.96 | $623.7B | 0.86 | -13.6% |
| VEU | VEU | $85.00 | $86.0B | 0.87 | -13.7% |
| VSGX | VSGX | $83.25 | $5.8B | 0.82 | -13.8% |
| IYZ | IYZ | $45.95 | $798M | 1.07 | -13.9% |
| CWI | CWI | $40.94 | $2.3B | 0.87 | -13.9% |
| QUS | QUS | $185.60 | $1.5B | 0.96 | -13.9% |
| DGRO | DGRO | $75.36 | $37.5B | 0.87 | -14.0% |
| VGK | VGK | $88.96 | $37.4B | 0.76 | -14.3% |
| SDY | SDY | $148.90 | $20.7B | 0.37 | -14.4% |
| VIGI | VIGI | $94.15 | $8.8B | 0.41 | -14.5% |
| EWJ | EWJ | $93.58 | $18.3B | 0.74 | -14.7% |
| GWX | GWX | $46.24 | $812M | 0.76 | -14.7% |
| ONEV | ONEV | $140.68 | $522M | 0.56 | -14.8% |
| VIG | VIG | $235.94 | $118.0B | 0.81 | -14.9% |
| EZU | EZU | $69.34 | $9.1B | 0.75 | -15.0% |
| SCZ | SCZ | $85.56 | $13.4B | 0.74 | -15.1% |
| SCHV | SCHV | $33.98 | $14.8B | 0.84 | -15.3% |
| DEM | DEM | $56.44 | $3.5B | 0.82 | -15.6% |
| VONV | VONV | $105.02 | $18.2B | 0.83 | -15.7% |
| VSS | VSS | $160.28 | $13.0B | 0.79 | -15.7% |
| EWG | EWG | $43.57 | $1.4B | 0.69 | -15.8% |
| ITA | ITA | $228.33 | $13.5B | 1.13 | -15.8% |
| DIA | DIA | $514.05 | $41.8B | 0.73 | -16.0% |
| SCHD | Schwab U.S. Dividend Equity ETF | $32.37 | $78.4B | 0.55 | -16.1% |
| SPYD | SPYD | $47.45 | $7.0B | 0.50 | -16.1% |
| DGRW | DGRW | $97.97 | $15.4B | 0.81 | -16.2% |
| VPL | VPL | $118.11 | $12.4B | 0.85 | -16.4% |
| VNQI | VNQI | $45.35 | $3.7B | 0.36 | -16.4% |
| VT | VT | $159.35 | $80.3B | 0.97 | -16.5% |
| IYF | IYF | $123.02 | $3.3B | 1.00 | -16.6% |
| VHT | VHT | $272.98 | $18.8B | 0.12 | -16.9% |
| SCHE | SCHE | $37.18 | $11.2B | 0.71 | -17.1% |
| IEMG | IEMG | $85.99 | $134.1B | 0.83 | -17.2% |
| IDU | IDU | $110.95 | $1.6B | 0.62 | -17.2% |
| VFH | VFH | $126.31 | $13.4B | 0.89 | -17.3% |
| ONEY | ONEY | $129.08 | $848M | 0.59 | -17.5% |
| SPYV | SPYV | $61.04 | $31.8B | 0.79 | -17.5% |
| IVE | IVE | $227.86 | $46.6B | 0.78 | -17.6% |
| SPEM | SPEM | $53.39 | $15.7B | 0.75 | -17.6% |
| XHS | XHS | $113.25 | $82M | 0.15 | -17.8% |
| RSP | RSP | $210.04 | $83.2B | 0.62 | -17.8% |
| VLUE | VLUE | $203.70 | $10.0B | 1.00 | -17.9% |
| IYH | IYH | $61.59 | $2.9B | 0.06 | -17.9% |
| QUAL | QUAL | $215.78 | $46.5B | 0.93 | -18.0% |
| VOE | VOE | $195.70 | $35.4B | 0.75 | -18.4% |
| VPU | VPU | $190.78 | $10.8B | 0.56 | -18.6% |
| VOO | Vanguard S&P 500 ETF | $698.26 | $1.51T | 1.01 | -18.7% |
| SIZE | SIZE | $176.80 | $374M | 0.64 | -18.7% |
| SPLG | SPLG | $89.29 | $97.3B | 0.97 | -18.7% |
| SPTM | SPTM | $92.00 | $11.7B | 0.98 | -18.9% |
| VO | VO | $79.91 | $205.2B | 0.69 | -19.0% |
| SCHX | SCHX | $29.92 | $61.4B | 1.00 | -19.0% |
| VONE | VONE | $343.09 | $10.3B | 0.99 | -19.1% |
| IWB | IWB | $414.78 | $42.8B | 0.98 | -19.1% |
| RDVY | RDVY | $76.04 | $19.9B | 0.88 | -19.1% |
| VTI | Vanguard Total Stock Market Index Fund ETF Shares | $374.36 | $2.10T | 0.96 | -19.3% |
| LRGF | LRGF | $77.07 | $2.9B | 0.99 | -19.4% |
| IYJ | IYJ | $157.47 | $2.0B | 0.82 | -19.7% |
| ONEO | ONEO | $151.65 | $25M | 0.71 | -19.7% |
| XAR | XAR | $279.28 | $5.8B | 1.21 | -19.7% |
| OEF | OEF | $377.82 | $17.8B | 1.07 | -19.8% |
| DFAC | DFAC | $44.49 | $40.4B | 0.89 | -20.0% |
| JEPQ | JEPQ | $60.86 | $34.3B | 1.01 | -20.1% |
| IYE | IYE | $61.56 | $1.7B | 0.46 | -20.4% |
| ESGV | ESGV | $134.80 | $11.1B | 0.92 | -20.4% |
| IWS | IWS | $161.85 | $14.2B | 0.69 | -20.6% |
| VFQY | VFQY | $165.20 | $411M | 0.63 | -20.7% |
| SPTL | SPTL | $26.02 | $10.5B | -0.48 | -20.8% |
| VIS | VIS | $342.25 | $7.6B | 1.05 | -20.8% |
| MTUM | MTUM | $326.03 | $20.2B | 0.96 | -21.0% |
| IWR | IWR | $108.23 | $48.2B | 0.69 | -21.1% |
| VOX | VOX | $192.11 | $5.8B | 1.13 | -21.1% |
| EWX | EWX | $75.69 | $684M | 0.67 | -21.4% |
| VDE | VDE | $163.72 | $12.9B | 0.51 | -21.4% |
| MOAT | MOAT | $104.02 | $11.6B | 0.52 | -21.4% |
| IYC | IYC | $100.73 | $1.1B | 0.73 | -21.6% |
| VOT | VOT | $304.49 | $30.4B | 0.54 | -21.8% |
| EWA | EWA | $29.47 | $1.3B | 0.50 | -21.9% |
| SPYG | SPYG | $122.41 | $41.6B | 1.02 | -22.1% |
| IVW | IVW | $141.38 | $60.9B | 1.02 | -22.1% |
| MDYV | MDYV | $92.23 | $2.4B | 0.53 | -22.6% |
| IJJ | IJJ | $143.40 | $8.0B | 0.52 | -22.7% |
| INDA | INDA | $48.03 | $6.7B | 0.26 | -22.7% |
| QQQ | Invesco QQQ Trust | $746.16 | $411.8B | 1.02 | -22.8% |
| XTL | XTL | $247.62 | $418M | 1.24 | -22.8% |
| IHI | IHI | $48.19 | $3.2B | -0.20 | -22.8% |
| VAW | VAW | $234.57 | $4.4B | 0.48 | -23.2% |
| VONG | VONG | $132.06 | $45.7B | 0.97 | -23.3% |
| MGK | MGK | $91.78 | $27.9B | 0.99 | -23.4% |
| SCHG | SCHG | $35.10 | $48.4B | 0.99 | -23.4% |
| XPH | XPH | $55.70 | $308M | 0.46 | -23.6% |
| IYM | IYM | $187.48 | $1.2B | 0.56 | -23.6% |
| MDY | MDY | $686.15 | $24.2B | 0.58 | -24.0% |
| VFVA | VFVA | $146.60 | $758M | 0.62 | -24.1% |
| SPMD | SPMD | $65.95 | $15.6B | 0.60 | -24.1% |
| IJH | IJH | $75.22 | $106.0B | 0.59 | -24.1% |
| VBR | VBR | $236.07 | $62.3B | 0.64 | -24.2% |
| VFMO | VFMO | $236.01 | $1.3B | 0.95 | -24.4% |
| IBB | IBB | $164.27 | $8.1B | 0.35 | -24.9% |
| FDN | FDN | $285.84 | $4.5B | 0.72 | -25.0% |
| IWP | IWP | $143.52 | $18.7B | 0.56 | -25.2% |
| VB | VB | $295.29 | $170.1B | 0.62 | -25.4% |
| MDYG | MDYG | $109.74 | $2.5B | 0.63 | -25.4% |
| ARKX | ARKX | $36.66 | $717M | 1.00 | -25.5% |
| SMMD | SMMD | $89.08 | $2.6B | 0.65 | -25.5% |
| XRT | XRT | $83.70 | $217M | 0.40 | -25.6% |
| IJK | IJK | $115.01 | $9.9B | 0.63 | -25.6% |
| EWT | EWT | $107.11 | $7.2B | 1.00 | -25.7% |
| MCHI | MCHI | $57.19 | $6.6B | 0.24 | -25.9% |
| KBE | KBE | $63.52 | $1.3B | 0.77 | -26.0% |
| DFAS | DFAS | $79.05 | $12.8B | 0.55 | -26.1% |
| IYW | IYW | $259.94 | $17.7B | 1.03 | -26.5% |
| IWN | IWN | $215.00 | $12.5B | 0.62 | -26.7% |
| VXF | VXF | $239.63 | $84.3B | 0.70 | -26.9% |
| VGT | VGT | $125.77 | $122.0B | 0.93 | -27.2% |
| SCHA | SCHA | $34.27 | $19.8B | 0.63 | -27.3% |
| VCR | VCR | $393.17 | $6.2B | 0.59 | -27.4% |
| EWY | EWY | $214.53 | $15.7B | 1.04 | -27.4% |
| EWH | EWH | $23.17 | $810M | 0.31 | -27.4% |
| SLYG | SLYG | $109.21 | $4.0B | 0.52 | -27.4% |
| IJT | IJT | $163.55 | $6.5B | 0.52 | -27.4% |
| VBK | VBK | $358.10 | $39.8B | 0.58 | -27.5% |
| VTWO | VTWO | $117.84 | $14.5B | 0.61 | -27.6% |
| SPSM | SPSM | $54.33 | $13.9B | 0.49 | -27.9% |
| IJR | IJR | $139.69 | $92.0B | 0.49 | -28.0% |
| XNTK | XNTK | $387.27 | $1.4B | 1.11 | -28.1% |
| KRE | KRE | $69.54 | $3.7B | 0.64 | -28.2% |
| IWO | IWO | $382.39 | $12.2B | 0.56 | -28.6% |
| IJS | IJS | $132.30 | $7.6B | 0.44 | -28.6% |
| SLYV | SLYV | $105.62 | $4.1B | 0.44 | -28.7% |
| XME | XME | $132.83 | $4.4B | 0.92 | -30.5% |
| XHB | XHB | $104.32 | $1.5B | 0.59 | -30.5% |
| ARKQ | ARKQ | $141.85 | $1.8B | 1.02 | -30.8% |
| EWZ | EWZ | $35.78 | $9.7B | 0.76 | -31.4% |
| XHE | XHE | $78.00 | $135M | -0.35 | -32.8% |
| GDXJ | GDXJ | $115.98 | $9.0B | 1.07 | -32.9% |
| XBI | XBI | $127.76 | $7.4B | 0.65 | -33.0% |
| CLOU | CLOU | $25.64 | $206M | 0.00 | -33.2% |
| XTN | XTN | $111.73 | $267M | 0.49 | -33.7% |
| XSW | XSW | $182.85 | $375M | 0.18 | -33.8% |
| XOP | XOP | $168.85 | $3.5B | 0.35 | -35.0% |
| IGV | IGV | $104.73 | $10.4B | 0.30 | -36.6% |
| ARKF | ARKF | $41.49 | $762M | 0.81 | -38.5% |
| ARKK | ARK Innovation ETF | $79.91 | $6.7B | 0.62 | -39.6% |
| XSD | XSD | $640.04 | $1.6B | 0.65 | -41.3% |
| XES | XES | $123.86 | $450M | 0.51 | -46.0% |
| LIT | LIT | $86.40 | $1.7B | 0.31 | -53.0% |
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.