Top Multi-factor ETFs by Sharpe Ratio
16 Multi-factor ETFs ranked by Sharpe Ratio across 1, 5, and 10 year periods. Yearly Sharpe ratios in this category range from 0.45 to 2.65.
Top Multi-factor ETFs by Sharpe Ratio
| Symbol | Name | Sharpe Ratio (1Y) | Sharpe Ratio (5Y) | Sharpe Ratio (10Y) | Risk / Return Rank |
|---|---|---|---|---|---|
| VictoryShares US Multi-Factor Minimum Volatility E... | 2.65 | 0.87 | — | 86 | |
| Vanguard U.S. Multifactor ETF | 2.55 | 0.71 | — | 83 | |
| PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 2.43 | 0.82 | — | 81 | |
| Invesco S&P 500 QVM Multi-factor ETF | 2.23 | — | — | 70 | |
| PIMCO RAFI Dynamic Multi-Factor Emerging Markets E... | 2.09 | 0.43 | — | 67 |
See all 16 ETFs ranked by Sharpe Ratio
To view more results, upgrade your current subscription plan.