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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.

ETF screener

4945 results

SymbolFull NameCategoryInceptionExpense RatioYTD Return10Y Return (Annualized)Dividend Yield

Risk / Return Rank

Max. DrawdownSharpe RatioSortino RatioOmega RatioMartin RatioCalmar RatioUlcer Index
First Trust Value Line Dividend Index FundMid Cap Value Equities, DividendAug 26, 20030.61%
6.56%
8.86%
2.30%
36
AB Disruptors ETFGlobal EquitiesMar 21, 20230.65%
34.84%
0.08%
79
Invesco CurrencyShares Australian Dollar TrustCurrencyJun 21, 20060.40%
3.89%
-0.08%
0.98%
25
Invesco CurrencyShares® British Pound Sterling Tru...CurrencyJun 26, 20060.40%
-1.13%
0.69%
2.24%
6
Invesco CurrencyShares® Canadian Dollar TrustCurrencyJun 26, 20060.40%
-3.10%
-0.32%
0.27%
3
First Trust Consumer Discretionary AlphaDEX FundConsumer Discretionary EquitiesMay 8, 20070.63%
3.08%
8.90%
0.60%
20
Invesco CurrencyShares® Euro Currency TrustCurrencyDec 9, 20050.40%
-2.75%
0.23%
0.74%
6
Sound Enhanced Fixed Income ETFDiversified PortfolioDec 30, 20202.33%
-0.23%
6.92%
15
Invesco CurrencyShares® Swiss Franc TrustCurrencyJun 26, 20060.40%
-2.42%
1.08%
0.00%
7
First Trust Consumer Staples AlphaDEX FundConsumer Staples EquitiesMay 8, 20070.63%
5.48%
4.97%
2.41%
11
First Trust Health Care AlphaDEX FundHealth & Biotech EquitiesMay 8, 20070.61%
8.29%
8.17%
0.83%
38
iShares China Large-Cap ETFChina Equities, Asia Pacific EquitiesOct 5, 20040.74%
-16.88%
1.95%
2.15%
4
First Trust Technology AlphaDEX FundTechnology EquitiesMay 8, 20070.61%
23.09%
20.95%
0.00%
45
First Trust Energy AlphaDEX FundEnergy EquitiesMay 8, 20070.64%
24.15%
5.87%
1.77%
49
First Trust Financials AlphaDEX FundFinancials EquitiesMay 8, 20070.62%
4.83%
13.52%
2.09%
28
ProShares UltraShort FTSE China 50China Equities, Leveraged Equities, Asia Pacific EquitiesNov 8, 20070.95%
41.01%
-21.37%
2.55%
23
First Trust Industrials/Producer Durables AlphaDEX...Industrials EquitiesMay 8, 20070.64%
12.99%
13.99%
0.65%
36
First Trust Utilities AlphaDEX FundUtilities EquitiesMay 8, 20070.62%
12.64%
9.62%
2.12%
52
Invesco CurrencyShares® Japanese Yen TrustCurrencyFeb 12, 20070.40%
-3.34%
-4.95%
0.00%
1
First Trust Materials AlphaDEX FundMaterialsMay 8, 20070.67%
24.77%
11.72%
1.35%
68

Rows per page

1721–1740 of 4945

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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