ETF rankings
Market-wide metrics and period rankings.
2,676
ETFs with metrics
43.75%
Average return
15.52%
Average volatility
0.59
Average Sharpe
Top returns (36M)
| # | ETF | Return |
|---|---|---|
| 1 | ASA ASA Gold and Precious Metals Ltd 31/03/2023 – 02/04/2026 | 296.23% |
| 2 | WGMI VALKYRIE BITCOIN MINERS ETF 31/03/2023 – 02/04/2026 | 286.23% |
| 3 | FNGO Bank of Montreal 31/03/2023 – 02/04/2026 | 258.57% |
| 4 | GBTC Grayscale Investments LLC 31/03/2023 – 02/04/2026 | 252.87% |
| 5 | RING ISHARES MSCI GLOBAL GOLD MINERS ETF 31/03/2023 – 02/04/2026 | 239.28% |
| 6 | DAPP VANECK DIGITAL TRANSFORMATION ETF 31/03/2023 – 02/04/2026 | 234.81% |
| 7 | SLVP ISHARES MSCI GLOBAL SILVER AND METALS MINERS ETF 31/03/2023 – 02/04/2026 | 233.44% |
| 8 | BITQ BITWISE CRYPTO INDUSTRY INNOVATORS ETF 31/03/2023 – 02/04/2026 | 230.80% |
| 9 | GDXJ VANECK JUNIOR GOLD MINERS ETF 31/03/2023 – 02/04/2026 | 227.00% |
| 10 | GOEX GLOBAL X GOLD EXPLORERS ETF 31/03/2023 – 02/04/2026 | 224.91% |
Worst returns (36M)
| # | ETF | Return |
|---|---|---|
| 1 | VIXY ProShares VIX Short-Term Futures ETF 31/03/2023 – 02/04/2026 | -81.48% |
| 2 | BITI ProShares Short Bitcoin ETF 31/03/2023 – 02/04/2026 | -72.49% |
| 3 | ESGL ESGL Holdings Ltd 31/03/2023 – 02/04/2026 | -69.71% |
| 4 | UNG United States Natural Gas Fund 31/03/2023 – 02/04/2026 | -59.11% |
| 5 | UNL United States 12 Month Natural Gas Fund 31/03/2023 – 02/04/2026 | -41.54% |
| 6 | CCIF Carlyle Credit Income Fund 31/03/2023 – 02/04/2026 | -38.84% |
| 7 | VIXM ProShares VIX Mid-Term Futures ETF 31/03/2023 – 02/04/2026 | -37.62% |
| 8 | WEAT Teucrium Wheat Fund 31/03/2023 – 02/04/2026 | -35.21% |
| 9 | MJ Amplify Alternative Harvest ETF 31/03/2023 – 02/04/2026 | -34.41% |
| 10 | ECC Eagle Point Credit Company Inc 31/03/2023 – 02/04/2026 | -34.26% |
Top Sharpe (36M)
| # | ETF | Sharpe |
|---|---|---|
| 1 | MINT PIMCO ENHANCED SHORT MATURITY ACTIVE EXCHANGE-TRADED FUND 31/03/2023 – 02/04/2026 | 3.50 |
| 2 | BOXX ALPHA ARCHITECT 1-3 MONTH BOX ETF 31/03/2023 – 02/04/2026 | 3.27 |
| 3 | SGOV ISHARES 0-3 MONTH TREASURY BOND ETF 31/03/2023 – 02/04/2026 | 3.05 |
| 4 | VRIG INVESCO VARIABLE RATE INVESTMENT GRADE ETF 31/03/2023 – 02/04/2026 | 2.85 |
| 5 | TBIL US TREASURY 3 MONTH BILL ETF 31/03/2023 – 02/04/2026 | 2.74 |
| 6 | BIL SPDR(R) BLOOMBERG 1-3 MONTH T-BILL ETF 31/03/2023 – 02/04/2026 | 2.73 |
| 7 | TFLO ISHARES TREASURY FLOATING RATE BOND ETF 31/03/2023 – 02/04/2026 | 2.59 |
| 8 | SHV iShares Short Treasury Bond ETF 31/03/2023 – 02/04/2026 | 2.55 |
| 9 | XBIL US TREASURY 6 MONTH BILL ETF 31/03/2023 – 02/04/2026 | 2.46 |
| 10 | BILS SPDR BLOOMBERG 3-12 MONTH T-BILL ETF 31/03/2023 – 02/04/2026 | 2.42 |
Lowest volatility (36M)
| # | ETF | Vol. |
|---|---|---|
| 1 | SGOV ISHARES 0-3 MONTH TREASURY BOND ETF 31/03/2023 – 02/04/2026 | 0.33% |
| 2 | BIL SPDR(R) BLOOMBERG 1-3 MONTH T-BILL ETF 31/03/2023 – 02/04/2026 | 0.33% |
| 3 | SHV iShares Short Treasury Bond ETF 31/03/2023 – 02/04/2026 | 0.35% |
| 4 | BILS SPDR BLOOMBERG 3-12 MONTH T-BILL ETF 31/03/2023 – 02/04/2026 | 0.36% |
| 5 | TBIL US TREASURY 3 MONTH BILL ETF 31/03/2023 – 02/04/2026 | 0.37% |
| 6 | BOXX ALPHA ARCHITECT 1-3 MONTH BOX ETF 31/03/2023 – 02/04/2026 | 0.37% |
| 7 | XBIL US TREASURY 6 MONTH BILL ETF 31/03/2023 – 02/04/2026 | 0.39% |
| 8 | TFLO ISHARES TREASURY FLOATING RATE BOND ETF 31/03/2023 – 02/04/2026 | 0.41% |
| 9 | USFR WISDOMTREE FLOATING RATE TREASURY FUND 31/03/2023 – 02/04/2026 | 0.43% |
| 10 | XHLF BONDBLOXX BLOOMBERG SIX MONTH TARGET DURATION US TREASURY ETF 31/03/2023 – 02/04/2026 | 0.45% |
Sector performance (36M)
| Sector | ETFs | Avg. return | Avg. vol. | Avg. Sharpe | Risk / return |
|---|---|---|---|---|---|
| Basic_Materials | 58 | 78.04% | 26.03% |
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| Technology | 723 | 55.06% | 15.87% |
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| Financial_Services | 416 | 52.66% | 16.38% |
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| Energy | 89 | 51.10% | 16.64% |
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| Industrials | 236 | 50.94% | 17.65% |
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| Communication_Services | 35 | 41.54% | 14.62% |
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| Utilities | 60 | 34.88% | 13.71% |
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| Consumer_Cyclical | 78 | 34.49% | 23.38% |
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| Healthcare | 118 | 31.12% | 19.36% |
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| Other | 745 | 29.01% | 11.95% |
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| Consumer_Defensive | 33 | 23.34% | 13.30% |
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| Realestate | 85 | 23.05% | 15.27% |
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