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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.


No active filters, add you first filter to start

SymbolFull NameCategoryInceptionExpense RatioYTD Return10Y Return (Annualized)Dividend Yield

Risk / Return Rank

Max. DrawdownSharpe RatioSortino RatioOmega RatioMartin RatioCalmar RatioUlcer Index
iShares China Large Cap UCITS ETFChina EquitiesOct 21, 20040.74%
-5.15%
3.27%
2.21%
14
iShares China Large Cap UCITSChina EquitiesOct 21, 20040.74%
-5.27%
4.58%
2.54%
16
First Trust Consumer Discretionary AlphaDEX FundConsumer Discretionary EquitiesMay 8, 20070.63%
-2.38%
7.79%
0.78%
29
Invesco CurrencyShares® Euro Currency TrustCurrencyDec 9, 20050.40%
0.06%
0.22%
0.76%
18
Sound Enhanced Fixed Income ETFDiversified PortfolioDec 30, 20202.33%
-1.07%
7.13%
25
Invesco CurrencyShares® Swiss Franc TrustCurrencyJun 26, 20060.40%
0.25%
1.06%
0.00%
15
First Trust Consumer Staples AlphaDEX FundConsumer Staples EquitiesMay 8, 20070.63%
7.58%
5.25%
2.69%
12
First Trust Health Care AlphaDEX FundHealth & Biotech EquitiesMay 8, 20070.61%
-1.55%
7.19%
0.87%
22
iShares China Large-Cap ETFChina EquitiesOct 5, 20040.74%
-5.33%
3.20%
2.55%
20
First Trust Technology AlphaDEX FundTechnology EquitiesMay 8, 20070.61%
-1.21%
18.19%
0.01%
38
CI Morningstar Canada Value Index ETFCanada EquitiesFeb 13, 20120.64%
9.34%
14.25%
1.93%
97
First Trust Energy AlphaDEX FundEnergy EquitiesMay 8, 20070.64%
29.69%
6.13%
1.85%
75
First Trust Financials AlphaDEX FundFinancials EquitiesMay 8, 20070.62%
-3.00%
12.55%
2.23%
31
ProShares UltraShort FTSE China 50Leveraged Equities, Leveraged, China EquitiesNov 8, 20070.95%
9.86%
-23.53%
4.26%
2
First Trust Industrials/Producer Durables AlphaDEX...Industrials EquitiesMay 8, 20070.64%
7.43%
12.92%
0.63%
42
First Trust Utilities AlphaDEX FundUtilities EquitiesMay 8, 20070.62%
13.86%
10.12%
2.05%
73
Invesco CurrencyShares® Japanese Yen TrustCurrencyFeb 12, 20070.40%
-1.76%
-4.28%
0.00%
2
First Trust Materials AlphaDEX FundMaterialsMay 8, 20070.67%
23.23%
11.51%
1.46%
81
First Trust Small Cap Growth AlphaDEX FundSmall Cap Growth EquitiesApr 19, 20110.71%
6.97%
13.59%
0.08%
83
Fidelity Yield Enhanced Equity ETFDerivative IncomeApr 9, 20240.28%
0.89%
8.03%
79

Rows per page

2681–2700 of 7953

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

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