ETF Category Screener
Shared by Jeff Boyd
Pro
Category
Symbol | Full Name | Category | Inception | Expense Ratio | YTD Return | 10Y Return (Annualized) | Dividend Yield | Risk / Return Rank | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Invesco CurrencyShares® British Pound Sterling Tru... | Currency | Jun 26, 2006 | 0.40% | 0.49% | 0.19% | 2.28% | 20 | -48.99% | 0.92 | 1.40 | 1.16 | 3.85 | 1.74 | 2.05% | |
| Invesco CurrencyShares® Canadian Dollar Trust | Currency | Jun 26, 2006 | 0.40% | -0.79% | -0.31% | 0.33% | 11 | -35.39% | 0.26 | 0.43 | 1.05 | 1.67 | 0.83 | 1.89% | |
| iShares China Large Cap UCITS ETF | China Equities | Oct 21, 2004 | 0.74% | -5.15% | 3.27% | 2.21% | 14 | -66.56% | 0.65 | 1.08 | 1.12 | 2.22 | 0.88 | 5.54% | |
| iShares China Large Cap UCITS | China Equities | Oct 21, 2004 | 0.74% | -5.27% | 4.58% | 2.54% | 16 | -60.51% | 0.77 | 1.20 | 1.14 | 3.01 | 1.16 | 5.63% | |
| First Trust Consumer Discretionary AlphaDEX Fund | Consumer Discretionary Equities | May 8, 2007 | 0.63% | -2.38% | 7.79% | 0.78% | 29 | -65.27% | 1.35 | 2.09 | 1.24 | 7.14 | 2.38 | 4.65% | |
| Invesco CurrencyShares® Euro Currency Trust | Currency | Dec 9, 2005 | 0.40% | 0.06% | 0.22% | 0.76% | 18 | -43.33% | 0.77 | 1.18 | 1.14 | 4.05 | 1.58 | 1.95% | |
| Sound Enhanced Fixed Income ETF | Diversified Portfolio | Dec 30, 2020 | 2.33% | -1.07% | — | 7.13% | 25 | -19.70% | 1.29 | 1.87 | 1.23 | 5.47 | 1.95 | 1.91% | |
| Invesco CurrencyShares® Swiss Franc Trust | Currency | Jun 26, 2006 | 0.40% | 0.25% | 1.06% | 0.00% | 15 | -35.58% | 0.47 | 0.74 | 1.09 | 3.33 | 1.41 | 2.05% | |
| First Trust Consumer Staples AlphaDEX Fund | Consumer Staples Equities | May 8, 2007 | 0.63% | 7.58% | 5.25% | 2.69% | 12 | -38.69% | 0.41 | 0.66 | 1.08 | 2.21 | 0.85 | 4.13% | |
| First Trust Health Care AlphaDEX Fund | Health & Biotech Equities | May 8, 2007 | 0.61% | -1.55% | 7.19% | 0.87% | 22 | -43.70% | 1.08 | 1.66 | 1.19 | 5.59 | 1.68 | 3.67% | |
| iShares China Large-Cap ETF | China Equities | Oct 5, 2004 | 0.74% | -5.33% | 3.20% | 2.55% | 20 | -72.68% | 0.87 | 1.38 | 1.16 | 4.48 | 1.64 | 5.71% | |
| First Trust Technology AlphaDEX Fund | Technology Equities | May 8, 2007 | 0.61% | -1.21% | 18.19% | 0.01% | 38 | -61.41% | 1.56 | 2.18 | 1.27 | 10.82 | 3.26 | 4.09% | |
| CI Morningstar Canada Value Index ETF | Canada Equities | Feb 13, 2012 | 0.64% | 9.34% | 14.25% | 1.93% | 97 | -46.41% | 5.72 | 7.28 | 2.12 | 38.28 | 8.53 | 1.81% | |
| First Trust Energy AlphaDEX Fund | Energy Equities | May 8, 2007 | 0.64% | 29.69% | 6.13% | 1.85% | 75 | -87.39% | 2.69 | 3.44 | 1.41 | 18.76 | 7.83 | 3.68% | |
| First Trust Financials AlphaDEX Fund | Financials Equities | May 8, 2007 | 0.62% | -3.00% | 12.55% | 2.23% | 31 | -71.30% | 1.48 | 2.06 | 1.26 | 8.03 | 2.50 | 3.65% | |
| ProShares UltraShort FTSE China 50 | Leveraged Equities, Leveraged, China Equities | Nov 8, 2007 | 0.95% | 9.86% | -23.53% | 4.26% | 2 | -99.94% | -0.77 | -0.96 | 0.89 | -1.14 | -0.87 | 34.87% | |
| First Trust Industrials/Producer Durables AlphaDEX... | Industrials Equities | May 8, 2007 | 0.64% | 7.43% | 12.92% | 0.63% | 42 | -63.81% | 1.77 | 2.64 | 1.31 | 10.94 | 3.06 | 3.83% | |
| First Trust Utilities AlphaDEX Fund | Utilities Equities | May 8, 2007 | 0.62% | 13.86% | 10.12% | 2.05% | 73 | -49.00% | 2.56 | 3.37 | 1.44 | 16.03 | 6.56 | 2.36% | |
| Invesco CurrencyShares® Japanese Yen Trust | Currency | Feb 12, 2007 | 0.40% | -1.76% | -4.28% | 0.00% | 2 | -56.03% | -1.02 | -1.39 | 0.84 | -1.12 | -0.69 | 7.72% | |
| First Trust Materials AlphaDEX Fund | Materials | May 8, 2007 | 0.67% | 23.23% | 11.51% | 1.46% | 81 | -65.46% | 2.97 | 3.86 | 1.48 | 22.10 | 5.76 | 3.32% |
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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5 Years