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Best Performing ETFs 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Best Performing ETFs 2024

Last updated Nov 21, 2024

Asset Allocation

XAIX.DE 6.7%IUCM.L 6.7%IEMD.L 6.7%XDEM.DE 6.7%ESIT.DE 6.7%MAGS 6.7%IUIT.L 6.7%TQQQ 6.7%FLXI.DE 6.7%BITO 6.7%USD 6.6%QDVA.DE 6.6%C030.DE 6.6%XDDX.DE 6.6%SBT.TO 6.6%EquityEquity
PositionCategory/SectorWeight
BITO
ProShares Bitcoin Strategy ETF		Technology Equities, Actively Managed, Blockchain
6.70%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		Europe Equities
6.60%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)		Technology Equities
6.70%
FLXI.DE
Franklin FTSE India UCITS ETF		Asia Pacific Equities
6.70%
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)		Europe Equities
6.70%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		Communications Equities
6.70%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
6.70%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
6.70%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		Large Cap Growth Equities
6.60%
SBT.TO
Silver Bullion Trust ETF Currency Hedged
6.60%
TQQQ
ProShares UltraPro QQQ		Leveraged Equities, Leveraged
6.70%
USD
ProShares Ultra Semiconductors		Leveraged Equities, Leveraged
6.60%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		Technology Equities
6.70%
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D		Europe Equities
6.60%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		Global Equities
6.70%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Best Performing ETFs 2024, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.18%
11.50%
Best Performing ETFs 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 11, 2023, corresponding to the inception date of MAGS

Returns By Period

YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500		24.05%1.08%11.50%30.38%13.77%11.13%
Best Performing ETFs 202437.63%1.31%10.18%48.47%N/AN/A
Portfolio components:
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		26.86%2.88%12.32%35.94%20.51%N/A
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		35.28%6.38%14.21%39.68%14.05%N/A
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)		13.32%-3.62%-1.57%18.34%9.80%N/A
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		30.81%-0.44%7.75%36.30%13.69%16.22%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)		-4.43%-5.38%-14.62%4.31%N/AN/A
USD
ProShares Ultra Semiconductors		145.13%-5.84%27.28%183.55%59.21%46.27%
MAGS
Roundhill Magnificent Seven ETF		54.53%8.25%26.07%57.99%N/AN/A
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		33.27%0.24%9.64%39.54%13.33%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		32.36%-0.88%12.85%38.67%24.91%N/A
TQQQ
ProShares UltraPro QQQ		53.90%2.86%20.48%78.56%34.01%34.56%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		3.23%-6.65%1.25%12.94%8.29%8.35%
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D		6.57%-5.94%-1.41%13.66%6.53%6.14%
FLXI.DE
Franklin FTSE India UCITS ETF		12.13%-4.59%1.63%22.22%13.47%N/A
BITO
ProShares Bitcoin Strategy ETF		111.12%38.86%31.89%136.19%N/AN/A
SBT.TO
Silver Bullion Trust ETF Currency Hedged		22.44%-8.23%-5.23%29.38%5.81%N/A

Monthly Returns

The table below presents the monthly returns of Best Performing ETFs 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.37%10.18%5.35%-5.05%8.69%5.41%-1.68%0.69%3.41%-1.16%37.63%
20231.01%4.73%6.93%4.08%-2.87%-6.28%-1.24%13.29%7.38%28.75%

Expense Ratio

Best Performing ETFs 2024 features an expense ratio of 0.35%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

USD
ProShares Ultra Semiconductors
Expense ratio chart for USD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
TQQQ
ProShares UltraPro QQQ
Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
BITO
ProShares Bitcoin Strategy ETF
Expense ratio chart for BITO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Expense ratio chart for XAIX.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)
Expense ratio chart for IEMD.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
Expense ratio chart for XDEM.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
Expense ratio chart for C030.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF
Expense ratio chart for QDVA.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
FLXI.DE
Franklin FTSE India UCITS ETF
Expense ratio chart for FLXI.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
Expense ratio chart for ESIT.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
Expense ratio chart for IUCM.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D
Expense ratio chart for XDDX.DE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Best Performing ETFs 2024 is 58, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Best Performing ETFs 2024 is 5858
Combined Rank
The Sharpe Ratio Rank of Best Performing ETFs 2024 is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of Best Performing ETFs 2024 is 6161
Sortino Ratio Rank
The Omega Ratio Rank of Best Performing ETFs 2024 is 6262
Omega Ratio Rank
The Calmar Ratio Rank of Best Performing ETFs 2024 is 5656
Calmar Ratio Rank
The Martin Ratio Rank of Best Performing ETFs 2024 is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Sharpe ratio
The chart of Sharpe ratio for Best Performing ETFs 2024, currently valued at 2.50, compared to the broader market0.002.004.006.002.502.46
The chart of Sortino ratio for Best Performing ETFs 2024, currently valued at 3.23, compared to the broader market-2.000.002.004.006.003.233.31
The chart of Omega ratio for Best Performing ETFs 2024, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.802.001.431.46
The chart of Calmar ratio for Best Performing ETFs 2024, currently valued at 3.24, compared to the broader market0.005.0010.0015.003.243.55
The chart of Martin ratio for Best Performing ETFs 2024, currently valued at 12.23, compared to the broader market0.0010.0020.0030.0040.0050.0060.0012.2315.76
Best Performing ETFs 2024
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		1.932.591.352.569.29
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		2.703.761.515.0315.56
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)		1.201.701.211.816.15
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		2.222.951.422.7111.70
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)		0.040.231.030.050.12
USD
ProShares Ultra Semiconductors		2.412.621.354.0110.50
MAGS
Roundhill Magnificent Seven ETF		2.363.001.403.2410.49
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		2.263.011.413.0012.32
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		1.832.461.332.578.54
TQQQ
ProShares UltraPro QQQ		1.491.961.262.066.16
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		0.640.971.151.113.38
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D		0.791.151.141.183.46
FLXI.DE
Franklin FTSE India UCITS ETF		1.351.831.271.926.87
BITO
ProShares Bitcoin Strategy ETF		2.332.881.354.489.72
SBT.TO
Silver Bullion Trust ETF Currency Hedged		0.651.131.141.182.74

The current Best Performing ETFs 2024 Sharpe ratio is 2.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.60, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Best Performing ETFs 2024 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.50
2.46
Best Performing ETFs 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Best Performing ETFs 2024 provided a 3.67% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio3.67%1.54%0.77%0.37%0.45%0.55%0.58%0.35%0.58%0.10%0.51%0.18%
Portfolio components:
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)		2.54%2.78%2.90%1.77%1.36%2.00%2.51%0.00%0.00%0.00%0.00%0.00%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.63%0.00%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors		0.02%0.05%0.59%0.00%0.27%1.09%0.93%0.41%7.43%0.39%3.33%0.80%
MAGS
Roundhill Magnificent Seven ETF		0.28%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ		1.23%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		0.00%0.00%2.21%1.70%2.04%2.37%2.78%2.76%0.00%0.00%0.00%0.00%
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D		2.80%3.34%5.35%2.05%3.14%2.81%2.34%2.16%1.40%1.06%3.78%1.97%
FLXI.DE
Franklin FTSE India UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BITO
ProShares Bitcoin Strategy ETF		47.97%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBT.TO
Silver Bullion Trust ETF Currency Hedged		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.71%
-1.40%
Best Performing ETFs 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Best Performing ETFs 2024. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Best Performing ETFs 2024 was 14.47%, occurring on Aug 5, 2024. Recovery took 50 trading sessions.

The current Best Performing ETFs 2024 drawdown is 1.71%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.47%Jul 11, 202418Aug 5, 202450Oct 14, 202468
-11.74%Jul 20, 202371Oct 26, 202314Nov 15, 202385
-7.18%Mar 26, 202418Apr 19, 202418May 15, 202436
-3.72%Oct 30, 20244Nov 4, 20243Nov 7, 20247
-3.7%Dec 28, 20234Jan 3, 202412Jan 19, 202416

Volatility

Volatility Chart

The current Best Performing ETFs 2024 volatility is 5.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.44%
4.07%
Best Performing ETFs 2024
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SBT.TOBITOFLXI.DEC030.DEIUCM.LMAGSUSDXDDX.DEIEMD.LIUIT.LTQQQESIT.DEQDVA.DEXAIX.DEXDEM.DE
SBT.TO1.000.070.140.190.200.160.120.200.220.120.180.160.170.160.19
BITO0.071.000.100.140.140.200.210.190.200.110.220.150.200.190.21
FLXI.DE0.140.101.000.380.200.310.320.370.420.220.370.350.320.360.38
C030.DE0.190.140.381.000.330.200.220.760.780.310.290.540.440.440.55
IUCM.L0.200.140.200.331.000.470.290.370.380.590.440.450.560.690.57
MAGS0.160.200.310.200.471.000.740.320.310.540.900.420.470.560.49
USD0.120.210.320.220.290.741.000.320.340.610.830.510.540.570.54
XDDX.DE0.200.190.370.760.370.320.321.000.890.400.390.730.500.520.63
IEMD.L0.220.200.420.780.380.310.340.891.000.440.390.690.590.540.72
IUIT.L0.120.110.220.310.590.540.610.400.441.000.610.660.750.840.73
TQQQ0.180.220.370.290.440.900.830.390.390.611.000.540.560.640.58
ESIT.DE0.160.150.350.540.450.420.510.730.690.660.541.000.640.710.70
QDVA.DE0.170.200.320.440.560.470.540.500.590.750.560.641.000.810.95
XAIX.DE0.160.190.360.440.690.560.570.520.540.840.640.710.811.000.82
XDEM.DE0.190.210.380.550.570.490.540.630.720.730.580.700.950.821.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2023