ETF rankings

Market-wide metrics and period rankings.

3,138
ETFs with metrics
24.49%
Average return
16.08%
Average volatility
0.50
Average Sharpe

Top returns (24M)

# ETF Return
1 SHNY Bank of Montreal 02/04/2024 – 02/04/2026 297.33%
2 SLVP ISHARES MSCI GLOBAL SILVER AND METALS MINERS ETF 02/04/2024 – 02/04/2026 255.08%
3 DGP Deutsche Bank AG London 02/04/2024 – 02/04/2026 245.82%
4 AUMI THEMES GOLD MINERS ETF 02/04/2024 – 02/04/2026 239.10%
5 GOEX GLOBAL X GOLD EXPLORERS ETF 02/04/2024 – 02/04/2026 235.51%
6 SIL Global X Silver Miners ETF 02/04/2024 – 02/04/2026 233.85%
7 RING ISHARES MSCI GLOBAL GOLD MINERS ETF 02/04/2024 – 02/04/2026 222.22%
8 GDXJ VANECK JUNIOR GOLD MINERS ETF 02/04/2024 – 02/04/2026 221.85%
9 SILJ Amplify Junior Silver Miners ETF 02/04/2024 – 02/04/2026 221.29%
10 XFLT XAI Octagon Floating Rate & Alternative Income Term Trust 02/04/2024 – 02/04/2026 216.52%

Worst returns (24M)

# ETF Return
1 MRNY YIELDMAX(R) MRNA OPTION INCOME STRATEGY ETF 02/04/2024 – 02/04/2026 -65.28%
2 WEED ROUNDHILL CANNABIS ETF 02/04/2024 – 02/04/2026 -62.39%
3 MSOS ADVISORSHARES PURE US CANNABIS ETF 02/04/2024 – 02/04/2026 -61.99%
4 CNBS AMPLIFY SEYMOUR CANNABIS ETF 02/04/2024 – 02/04/2026 -50.87%
5 QIS SIMPLIFY MULTI-QIS ALTERNATIVE ETF 02/04/2024 – 02/04/2026 -48.95%
6 MJ Amplify Alternative Harvest ETF 02/04/2024 – 02/04/2026 -47.28%
7 CONY YIELDMAX(R) COIN OPTION INCOME STRATEGY ETF 02/04/2024 – 02/04/2026 -47.26%
8 EETH PROSHARES ETHER STRATEGY ETF 02/04/2024 – 02/04/2026 -44.98%
9 CCIF Carlyle Credit Income Fund 02/04/2024 – 02/04/2026 -40.47%
10 ECC Eagle Point Credit Company Inc 02/04/2024 – 02/04/2026 -40.00%

Top Sharpe (24M)

# ETF Sharpe
1 BOXX ALPHA ARCHITECT 1-3 MONTH BOX ETF 02/04/2024 – 02/04/2026 2.93
2 ASA ASA Gold and Precious Metals Ltd 02/04/2024 – 02/04/2026 2.43
3 BWET Breakwave Tanker Shipping ETF 02/04/2024 – 02/04/2026 2.41
4 XTL SPDR(R) S&P(R) TELECOM ETF 02/04/2024 – 02/04/2026 2.37
5 USFR WISDOMTREE FLOATING RATE TREASURY FUND 02/04/2024 – 02/04/2026 2.29
6 VNLA JANUS HENDERSON SHORT DURATION INCOME ETF 02/04/2024 – 02/04/2026 2.17
7 UFO PROCURE SPACE ETF 02/04/2024 – 02/04/2026 2.16
8 IYZ ISHARES U.S. TELECOMMUNICATIONS ETF 02/04/2024 – 02/04/2026 2.13
9 SHLD GLOBAL X DEFENSE TECH ETF 02/04/2024 – 02/04/2026 2.12
10 ROKT SPDR S&P KENSHO FINAL FRONTIERS ETF 02/04/2024 – 02/04/2026 2.08

Lowest volatility (24M)

# ETF Volatility
1 BOXX ALPHA ARCHITECT 1-3 MONTH BOX ETF 02/04/2024 – 02/04/2026 0.34%
2 TBLL INVESCO SHORT TERM TREASURY ETF 02/04/2024 – 02/04/2026 0.36%
3 BIL SPDR(R) BLOOMBERG 1-3 MONTH T-BILL ETF 02/04/2024 – 02/04/2026 0.36%
4 USFR WISDOMTREE FLOATING RATE TREASURY FUND 02/04/2024 – 02/04/2026 0.36%
5 SGOV ISHARES 0-3 MONTH TREASURY BOND ETF 02/04/2024 – 02/04/2026 0.36%
6 SHV iShares Short Treasury Bond ETF 02/04/2024 – 02/04/2026 0.37%
7 TBIL F/M US TREASURY 3 MONTH BILL ETF 02/04/2024 – 02/04/2026 0.38%
8 BILS SPDR BLOOMBERG 3-12 MONTH T-BILL ETF 02/04/2024 – 02/04/2026 0.39%
9 XBIL F/M US TREASURY 6 MONTH BILL ETF 02/04/2024 – 02/04/2026 0.40%
10 GBIL GOLDMAN SACHS ACCESS TREASURY 0-1 YEAR ETF 02/04/2024 – 02/04/2026 0.41%
Sector performance (24M)
Sector ETFs Avg. return Avg. vol. Avg. Sharpe Risk / return
Basic_Materials 55 83.20% 29.49% 0.90
282.1
Industrials 252 30.68% 19.02% 0.54
161.3
Utilities 67 29.15% 13.62% 0.74
214.1
Financial_Services 476 28.26% 16.82% 0.60
168.0
Energy 116 27.63% 16.92% 0.65
163.3
Technology 916 25.63% 16.56% 0.53
154.7
Communication_Services 43 23.04% 14.00% 0.55
164.6
Consumer_Cyclical 87 18.90% 23.50% 0.23
80.5
Other 865 18.14% 12.58% 0.41
144.3
Healthcare 132 17.72% 19.75% 0.33
89.7
Realestate 96 14.38% 14.47% 0.30
99.4
Consumer_Defensive 33 13.67% 14.74% 0.25
92.8