PortfoliosLab logoPortfoliosLab logo

ETF screener

Use the PortfoliosLab ETF Screener to filter ETFs by category, expense ratio, trailing returns, and advanced risk metrics such as Sharpe ratio and maximum drawdown.

Compare ETFs side-by-side, review performance in one table, and add them directly to your portfolio for optimization.

ETF screener

763 results

SymbolFull NameCategoryInceptionExpense RatioYTD Return10Y Return (Annualized)Dividend Yield

Risk / Return Rank

Max. DrawdownSharpe RatioSortino RatioOmega RatioMartin RatioCalmar RatioUlcer Index
Purpose International Tactical Hedged Equity Fund
9.45%
5.59%
5.27%
44
Purpose International Dividend Fund
13.95%
10.49%
2.78%
75
Purpose Multi-Asset Income Fund
17.12%
4.42%
97
PIMCO Low Duration Monthly Income Fund (Canada)
0.31%
3.62%
31
Harvest Palantir Enhanced High Income Shares ETFDerivative IncomeJan 16, 20250.40%21.94%
PIMCO Monthly Income Fund (Canada)Multisector BondsSep 28, 20180.84%
1.31%
5.53%
72
PIMCO Monthly Income Fund (Canada)
0.26%
5.54%
48
Purpose Multi-Strategy Market Neutral FundLong-ShortOct 14, 2014
6.22%
3.35%
0.00%
74
PIMCO Global Short Maturity Fund (Canada)
1.49%
4.35%
79
Global X Equal Weight Canadian Pipelines Index ETFEnergy Equities, Equal WeightJul 14, 20140.31%
30.40%
10.72%
4.26%
90
Purpose Diversified Real Asset Fund
21.82%
10.31%
2.14%
93
Purpose High Interest Savings FundMoney MarketOct 15, 20130.17%
1.13%
2.27%
2.30%
99
Invesco 1-5 Year Laddered Investment Grade Corpora...Corporate BondsJun 15, 20110.28%
1.60%
2.72%
3.20%
53
Purpose US Cash FundMoney MarketFeb 23, 20160.17%
1.83%
2.24%
3.68%
100
Invesco RAFI Canadian Index ETFCanada EquitiesJan 26, 2012
19.34%
13.12%
2.22%
96
Invesco RAFI U.S. Index ETF II CADLarge Cap Value EquitiesApr 14, 20150.46%
19.60%
14.30%
1.20%
95
Purpose Premium Yield Fund Series ETFDiversified PortfolioNov 28, 2018
2.14%
4.64%
7.21%
33
Invesco FTSE RAFI Global Small-Mid ETFGlobal EquitiesJan 29, 2018
16.70%
11.54%
1.66%
82
Mackenzie Canadian Equity Index ETFCanada EquitiesJan 24, 20180.04%
12.71%
1.95%
89
Hamilton EnhancedTechnology DayMAX™ ETFDerivative IncomeJul 14, 20250.85%
30.66%
15.75%

Rows per page

361–380 of 763

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.

0%Annualized Volatility0%Annualized Return

Loading charts...