ETF screener

Asset Class

Category

Issuer

Currency

Year-to-Date Return

< 0.0%

—

> 10.0%

10-Year Annualized Return

< 0.0%

—

> 10.0%

Sharpe Ratio

< 0.0

—

> 0.1

Omega ratio

< 0.0

—

> 0.1

Sortino ratio

< 0.0

—

> 0.1

Calmar ratio

< 0.0

—

> 0.1

Ulcer Index

< 0.0%

—

> 10.0%

10Y Volatility

< 0.0%

—

> 10.0%

Maximum Drawdown

< 0.0%

—

> 10.0%

Dividend Yield

< 0.0%

—

> 10.0%

Symbol	Full name	Category	Inception	Expense Ratio	YTD Ret.	10Y Ann. Ret.	Div. Yield	Max. Drawdown	Sharpe Ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer Index
100D.L	Lyxor FTSE 100 UCITS ETF - Dist	Europe Equities	Sep 24, 2021	0.14%	3.1%	N/A	0.0%	-34.6%	1.0	1.5	1.2	1.5	3.2%
500D.L	Amundi S&P 500 UCITS ETF USD (D)	Large Cap Blend Equities	Nov 4, 2021	0.15%	11.7%	N/A	0.0%	-24.2%	1.0	1.7	1.2	2.0	2.9%
500G.L	Amundi S&P 500 UCITS ETF C USD	Large Cap Blend Equities	Mar 22, 2018	0.05%	11.5%	15.2%	0.0%	-25.5%	0.7	1.1	1.1	1.4	3.3%
500P.L	Franklin S&P 500 Paris Aligned Climate UCITS ETF	Large Cap Blend Equities	Jul 29, 2020	0.07%	13.7%	N/A	0.0%	-19.4%	0.8	1.2	1.1	1.5	3.3%
500U.L	Amundi S&P 500 UCITS ETF C USD	Large Cap Blend Equities	Mar 22, 2018	0.05%	11.7%	11.5%	0.0%	-34.0%	1.1	1.8	1.2	2.3	2.9%
5ESG.DE	UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis	Large Cap Blend Equities	Mar 10, 2020	0.17%	15.7%	N/A	0.0%	-26.1%	0.9	1.4	1.2	1.4	3.4%
5ESG.L	UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis	ESG	Mar 25, 2019	0.17%	11.9%	N/A	0.0%	-31.5%	0.7	1.0	1.1	1.3	3.1%
5HEP.L	Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)	Large Cap Blend Equities	Apr 5, 2018	0.75%	1.6%	9.7%	0.0%	-98.8%	-0.0	-0.0	1.0	-0.1	6.0%
AAA	AAF First Priority CLO Bond ETF	Corporate Bonds, Actively Managed	Sep 9, 2020	0.25%	6.4%	N/A	5.8%	-2.6%	5.5	9.2	2.6	13.4	0.1%
AAAU	Goldman Sachs Physical Gold ETF	Precious Metals, Gold	Jul 26, 2018	0.18%	-0.1%	8.8%	0.0%	-21.6%	0.7	1.2	1.1	0.9	4.3%
AADR	AdvisorShares Dorsey Wright ADR ETF	Global Equities, Actively Managed	Jul 20, 2010	1.10%	-0.2%	4.0%	1.7%	-45.0%	0.5	1.1	1.1	0.9	4.2%
AASG.L	Amundi MSCI Emerging Markets Asia UCITS ETF USD	Asia Pacific Equities	Mar 22, 2018	0.20%	-1.9%	8.0%	0.0%	-34.1%	0.2	0.3	1.0	0.2	7.6%
AAXJ	iShares MSCI All Country Asia ex-Japan ETF	Asia Pacific Equities	Aug 13, 2008	0.68%	-3.0%	2.3%	1.9%	-49.4%	0.4	0.9	1.1	0.6	7.5%
ABEQ	Absolute Core Strategy ETF	All Cap Equities, Actively Managed	Jan 21, 2020	0.85%	-2.0%	N/A	2.3%	-27.8%	0.8	1.3	1.1	1.3	2.6%
ACES	ALPS Clean Energy ETF	Alternative Energy Equities	Jun 29, 2018	0.55%	-25.3%	6.8%	1.5%	-65.6%	-1.1	-1.6	0.8	-0.9	22.1%
ACIO	Aptus Collared Income Opportunity ETF	Diversified Portfolio, Actively Managed	Jul 10, 2019	0.79%	4.9%	N/A	1.4%	-14.2%	0.9	1.5	1.2	1.6	1.9%
ACSI	American Customer Satisfaction ETF	Large Cap Growth Equities	Nov 1, 2016	0.66%	4.4%	9.6%	0.8%	-34.5%	0.4	0.7	1.1	0.6	5.1%
ACTV	LeaderShares Activist Leaders ETF	Global Equities, Actively Managed	Oct 27, 2020	0.75%	0.2%	N/A	0.3%	-28.7%	0.5	1.0	1.1	0.6	8.2%
ACVF	American Conservative Values ETF	Large Cap Blend Equities, Actively Managed	Oct 29, 2020	0.75%	10.0%	N/A	0.8%	-24.4%	1.3	2.1	1.2	3.0	2.8%
ACWD.L	SSgA SPDR MSCI ACWI	Global Equities	May 13, 2011	0.40%	7.7%	7.3%	0.0%	-33.6%	1.0	1.8	1.2	1.8	3.0%

Risk vs. Return Scatterplot

The Risk vs. Return Scatterplot allows you to quickly compare funds, stocks, and ETFs in one view. It displays the yearly return of an instrument on one axis and the risk (volatility) on the other.

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Time Period