ETF Sectors - Performance Overview
Browse all ETF sectors and compare relative strength, momentum and performance across the market.
120 ETF Sectors
Leading fund per sector by market capitalization
| SECTOR | LEAD ETF | MKT CAP | # ETFS | VRT | 1W | 1M | 3M | 6M | 12M | RS |
|---|---|---|---|---|---|---|---|---|---|---|
| Bank Loan | BKLN NYSE ETF Senior Loan |
7.16B | 8 | 43 | -0.3% | -0.4% | 1.5% | -0.2% | 3.5% | 26 |
| Commodities - Precious Metals | PPFB XETRA ETF Physical Gold ETC EUR |
23.5B | 28 | 51 | -1.1% | -7.6% | -5.9% | -3.0% | 26.0% | 35 |
| Commodities Broad Basket | PDBC NASDAQ ETF Optimum Yield Diversified |
6.15B | 15 | 59 | -3.8% | -11.4% | -6.8% | 18.0% | 25.9% | 45 |
| Commodities Focused | GLD NYSE ETF Gold Shares |
136B | 38 | 54 | -3.5% | -9.5% | -9.9% | -6.3% | 22.6% | 26 |
| Communications | XLC NYSE ETF Communication Sector Fund |
23.8B | 7 | 36 | -2.7% | -7.9% | -2.2% | -9.5% | 1.0% | 19 |
| Consumer Cyclical | XLY NYSE ETF Consumer Discretionary |
22.4B | 11 | 41 | -2.2% | -4.1% | 5.3% | -5.9% | 7.2% | 27 |
| Consumer Defensive | XLP NYSE ETF Consumer Staples Sector Fund |
14.7B | 7 | 61 | 2.4% | 2.0% | 5.1% | 9.7% | 8.6% | 41 |
| Convertibles | ICVT BATS ETF Convertible Bond |
7.06B | 3 | 71 | -4.4% | -1.2% | 20.2% | 20.5% | 34.0% | 68 |
| Corporate Bond | VCIT NASDAQ ETF Intermediate-Term Corporate |
66.2B | 18 | 54 | 0.5% | 0.9% | 2.3% | 0.7% | 5.2% | 31 |
| Defined Outcome | BUFR BATS ETF FT Vest Laddered Buffer |
9.66B | 76 | 60 | -0.9% | -0.9% | 9.1% | 5.2% | 13.7% | 42 |
| Derivative Income | JEPI NYSE ETF JPMorgan Equity Premium |
44.3B | 87 | 43 | 0.1% | 0.6% | 3.2% | 1.0% | 7.0% | 33 |
| Digital Assets | IBIT NASDAQ ETF Bitcoin Trust |
48.6B | 55 | 35 | -5.0% | -18.6% | -10.2% | -31.5% | -44.7% | 4 |
| Direct Real Estate | BPRE NYSE ETF Bluerock Private Real |
- | 1 | 25 | 2.0% | -4.7% | -10.3% | 10.1% | 10.1% | 29 |
| Diversified Emerging Mkts | IEMG NYSE ETF Core Emerging Markets |
154B | 41 | 71 | -5.1% | -1.9% | 21.7% | 21.9% | 38.9% | 73 |
| Emerging Markets Bond | EMB NASDAQ ETF J.P. Morgan USD Emerging |
14.3B | 7 | 58 | -0.2% | 0.8% | 5.1% | 2.2% | 9.7% | 37 |
| Emerging-Markets Local-Currency Bond | EMLC NYSE ETF J.P. Morgan EM Local |
4.87B | 4 | 56 | -0.2% | 0.4% | 4.5% | 1.8% | 7.1% | 35 |
| Energy Limited Partnership | AMLP NYSE ETF Alerian MLP |
12.3B | 9 | 50 | 1.5% | -1.9% | -1.5% | 13.9% | 14.1% | 40 |
| Equity Digital Assets | BLOK NYSE ETF Transformational Data |
1.26B | 7 | 39 | -5.4% | -5.8% | 33.4% | 8.5% | 11.4% | 53 |
| Equity Energy | XLE NYSE ETF Energy Sector Fund |
39.1B | 19 | 60 | 0.9% | -6.3% | -11.9% | 23.5% | 29.5% | 44 |
| Equity Hedged | HELO NYSE ETF Jpmorgan Hedged Equity |
4.02B | 14 | 45 | -1.1% | -1.2% | 6.1% | 0.6% | 7.9% | 35 |
| Equity Market Neutral | BTAL NYSE ETF AGFiQ U.S. Market Neutral |
284M | 1 | 23 | 3.7% | -2.0% | -20.8% | -20.1% | -34.2% | 6 |
| Equity Precious Metals | GDX NYSE ETF Gold Miners |
24.1B | 11 | 55 | -6.7% | -11.7% | -10.3% | -10.3% | 49.0% | 35 |
| EUR Money Market | LYOR XETRA ETF Smart Overnight Return Acc |
7.13B | 4 | 32 | 0.1% | 0.2% | 0.6% | 1.3% | 2.4% | 26 |
| Europe Large-Cap Blend Equity | LYP6 XETRA ETF Stoxx Europe 600 C EUR |
21.8B | 40 | 59 | 0.0% | 1.7% | 10.8% | 10.0% | 20.6% | 54 |
| Europe Stock | VGK NYSE ETF FTSE Europe Shares |
29.5B | 11 | 55 | -1.3% | -1.3% | 10.2% | 5.7% | 17.2% | 47 |
| Eurozone Large-Cap Equity | EXW1 XETRA ETF Core EURO STOXX 50 (DE) |
10.5B | 36 | 60 | -1.2% | 2.9% | 14.1% | 10.3% | 20.2% | 55 |
| Financial | XLF NYSE ETF Financial Sector Fund |
49.5B | 22 | 46 | 0.4% | 3.7% | 9.6% | -2.9% | 5.0% | 35 |
| Focused Region | EWY NYSE ETF South Korea |
23.4B | 40 | 88 | -10.0% | -4.4% | 69.4% | 99.8% | 181.0% | 97 |
| Foreign Large Blend | VEA NYSE ETF FTSE Developed Markets |
223B | 54 | 72 | -2.4% | -1.2% | 13.5% | 13.1% | 28.5% | 62 |
| Foreign Large Growth | EFG BATS ETF EAFE Growth |
16.1B | 11 | 49 | -2.7% | -0.3% | 14.0% | 7.3% | 11.3% | 47 |
| Foreign Large Value | EFV BATS ETF EAFE Value |
25.7B | 24 | 65 | -0.7% | -0.6% | 8.0% | 9.3% | 25.9% | 53 |
| Foreign Small/Mid Blend | SCZ NASDAQ ETF EAFE Small-Cap |
14.3B | 5 | 61 | -1.7% | -3.6% | 8.2% | 6.9% | 18.2% | 46 |
| Foreign Small/Mid Value | AVDV NYSE ETF Avantis International Small |
19.7B | 6 | 73 | -2.7% | -4.0% | 8.9% | 11.7% | 34.9% | 60 |
| Global Bond | BWX NYSE ETF Bloomberg International |
1.43B | 6 | 28 | -0.4% | -1.5% | 0.7% | -2.9% | -5.3% | 21 |
| Global Bond-USD Hedged | BNDX NASDAQ ETF Total International Bond |
81.6B | 10 | 44 | 0.3% | 0.8% | 2.2% | 1.4% | 2.4% | 28 |
| Global Conservative Allocation | AOK NYSE ETF Core Conservative Allocation |
786M | 1 | 49 | -0.5% | -0.2% | 5.5% | 3.4% | 9.4% | 38 |
| Global Emerging Markets Equity | IS3N XETRA ETF Core Emerging Markets IMI |
28.0B | 44 | 69 | -3.3% | 0.4% | 21.9% | 26.3% | 43.9% | 76 |
| Global Emerging Markets ex-China Equity | 84X0 XETRA ETF EM ex China USD Acc EUR |
6.54B | 5 | 76 | -3.3% | 2.1% | 32.6% | 43.0% | 66.9% | 87 |
| Global Equity Income | TDIV AS ETF Morningstar Developed |
9.12B | 17 | 76 | -4.5% | -4.5% | 20.5% | 15.4% | 27.5% | 65 |
| Global Large-Cap Blend Equity | EUNL XETRA ETF Core World USD EUR |
116B | 96 | 65 | -0.9% | 0.5% | 14.4% | 10.9% | 23.6% | 57 |
| Global Large-Cap Value Equity | IS3S XETRA ETF Edge World Value Factor USD |
7.29B | 4 | 75 | 0.1% | 2.3% | 31.2% | 37.6% | 65.0% | 86 |
| Global Large-Stock Blend | VT NYSE ETF Total World Stock Shares |
74.1B | 19 | 64 | -2.4% | -1.8% | 13.2% | 8.7% | 22.9% | 54 |
| Global Large-Stock Growth | CGGO NYSE ETF Capital Global Growth Equity |
11.3B | 3 | 61 | -3.0% | 0.4% | 28.3% | 18.2% | 30.3% | 71 |
| Global Large-Stock Value | GCOW BATS ETF Pacer Global Cash Cows |
3.32B | 3 | 56 | 0.0% | -4.3% | -3.9% | 7.5% | 20.8% | 41 |
| Global Moderate Allocation | AOR NYSE ETF Core Growth Allocation |
3.63B | 5 | 60 | -1.3% | -0.9% | 9.6% | 5.9% | 14.9% | 44 |
| Global Moderately Aggressive Allocation | AOA NYSE ETF Core Aggressive Allocation |
3.16B | 2 | 54 | -1.7% | -1.5% | 12.4% | 7.4% | 18.5% | 49 |
| Global Moderately Conservative Allocation | AOM NYSE ETF Core Moderate Allocation |
1.75B | 1 | 51 | -0.7% | -0.4% | 6.9% | 4.2% | 11.2% | 40 |
| Global Real Estate | REET NYSE ETF Global REIT |
4.75B | 5 | 71 | 3.8% | 2.5% | 13.4% | 13.6% | 18.4% | 55 |
| Global Small/Mid Stock | INFL NYSE ETF Horizon Kinetics Inflation |
1.56B | 6 | 46 | -1.7% | -6.2% | -3.8% | 9.7% | 17.0% | 37 |
| Global Small/Mid-Cap Equity | IUSN XETRA ETF World Small Cap USD EUR |
8.57B | 4 | 68 | 0.7% | 3.2% | 16.3% | 18.4% | 33.2% | 67 |
| Government Mortgage-Backed Bond | MBB NASDAQ ETF MBS |
39.3B | 7 | 51 | 0.5% | 0.6% | 1.3% | 1.2% | 5.5% | 31 |
| Greater China Region | EWT NYSE ETF Taiwan |
10.7B | 10 | 83 | -6.5% | 0.5% | 49.1% | 62.3% | 87.3% | 91 |
| Health | XLV NYSE ETF Health Care Sector Fund |
39.2B | 20 | 64 | 7.8% | 8.4% | 10.5% | 3.6% | 21.5% | 52 |
| High Yield Bond | USHY BATS ETF Broad USD High Yield |
27.7B | 34 | 54 | -0.2% | 0.2% | 2.9% | 1.7% | 5.8% | 33 |
| High Yield Muni | HYD BATS ETF High Yield Muni |
4.45B | 11 | 56 | 0.0% | 0.7% | 4.1% | 2.5% | 7.0% | 35 |
| India Equity | INDA BATS ETF India |
6.67B | 14 | 32 | 0.0% | 1.8% | 9.1% | -7.3% | -11.0% | 21 |
| Industrials | XLI NYSE ETF Industrial Sector Fund |
31.1B | 28 | 71 | 0.4% | 4.2% | 12.6% | 15.9% | 26.3% | 61 |
| Inflation-Protected Bond | SCHP NYSE ETF Schwab U.S. TIPS |
15.6B | 8 | 52 | 0.3% | 0.2% | 1.7% | 1.5% | 3.8% | 28 |
| Infrastructure | PAVE BATS ETF U.S. Infrastructure |
13.9B | 7 | 70 | 0.5% | 4.5% | 17.3% | 20.3% | 37.0% | 70 |
| Intermediate Core Bond | BND NASDAQ ETF Total Bond Market Shares |
158B | 24 | 49 | 0.5% | 0.7% | 1.3% | 0.8% | 4.1% | 29 |
| Intermediate Core-Plus Bond | IUSB NASDAQ ETF Core Total USD Bond Market |
41.4B | 21 | 52 | 0.4% | 0.6% | 1.5% | 0.9% | 4.4% | 30 |
| Intermediate Government | GOVT BATS ETF U.S. Treasury Bond |
42.5B | 6 | 52 | 0.5% | 0.7% | 0.8% | 0.5% | 3.0% | 27 |
| Japan Stock | EWJ NYSE ETF Japan |
21.2B | 6 | 67 | -3.6% | 0.7% | 14.5% | 15.1% | 29.1% | 62 |
| Large Blend | VOO NYSE ETF SP500 |
1,033B | 108 | 57 | -2.3% | -2.6% | 13.4% | 6.2% | 20.6% | 51 |
| Large Growth | QQQ NASDAQ ETF QQQ Trust |
481B | 67 | 66 | -4.5% | -3.2% | 23.3% | 13.5% | 30.0% | 68 |
| Large Value | VTV NYSE ETF Value Shares |
180B | 61 | 75 | 1.4% | 3.5% | 12.4% | 14.5% | 27.2% | 60 |
| Long Government | IEF NASDAQ ETF 7-10 Year Treasury Bond |
46.9B | 17 | 45 | 0.7% | 0.9% | 0.8% | 0.0% | 3.1% | 27 |
| Long-Short Equity | FTLS NYSE ETF Long/Short Equity |
2.35B | 4 | 44 | -1.6% | -1.6% | 5.5% | 2.4% | 11.3% | 38 |
| Long-Term Bond | VCLT NASDAQ ETF Long-Term Corporate Bond |
8.60B | 4 | 49 | 0.4% | 1.6% | 3.9% | 1.4% | 6.0% | 33 |
| Mid-Cap Blend | IJH NYSE ETF Core S&P Mid-Cap |
118B | 33 | 65 | 0.6% | 2.6% | 16.5% | 14.4% | 24.5% | 59 |
| Mid-Cap Growth | IWP NYSE ETF Russell Mid-Cap Growth |
20.4B | 15 | 39 | -0.2% | -0.2% | 14.7% | 2.0% | 2.5% | 36 |
| Mid-Cap Value | DVY NASDAQ ETF Select Dividend |
23.1B | 24 | 66 | 3.2% | 2.8% | 6.3% | 12.9% | 23.4% | 51 |
| Miscellaneous Sector | ICLN NASDAQ ETF Global Clean Energy |
3.12B | 14 | 62 | -7.6% | -16.4% | 11.7% | 18.4% | 50.3% | 69 |
| Moderate Allocation | CGBL NYSE ETF Capital Core Balanced |
6.74B | 4 | 52 | -1.2% | -0.3% | 11.8% | 6.3% | 14.2% | 45 |
| Moderately Conservative Allocation | INCM NYSE ETF Income Focus |
1.60B | 2 | 57 | -0.2% | -0.5% | 3.0% | 5.9% | 13.1% | 39 |
| Money Market - Other | XEON MI ETF II EUR Overnight Rate Swap |
24.1B | 7 | 32 | 0.0% | 0.2% | 0.5% | 1.0% | 2.0% | 31 |
| Money Market-Taxable | SBIL NYSE ETF Simplify Government Money |
4.96B | 3 | 42 | 0.1% | 0.3% | 0.9% | 1.8% | 3.6% | 28 |
| Multi-Asset Overlay | GDE BATS ETF Efficient Gold Plus Equity |
531M | 2 | 53 | -5.2% | -11.6% | 2.2% | -2.9% | 34.6% | 44 |
| Multisector Bond | BINC NYSE ETF Flexible Income Active |
16.1B | 11 | 51 | 0.2% | 0.6% | 2.6% | 1.4% | 5.0% | 32 |
| Multistrategy | IALT NASDAQ ETF Systematic Alternatives |
4.57B | 1 | 62 | -0.6% | -0.3% | 4.4% | 11.4% | 12.5% | 43 |
| Muni California Intermediate | VTEC BATS ETF California Tax-Exempt Bond |
2.71B | 2 | 50 | 0.3% | 1.3% | 2.6% | 1.6% | 6.5% | 33 |
| Muni California Long | CMF NYSE ETF California Muni Bond |
4.46B | 3 | 57 | 0.2% | 0.9% | 2.3% | 1.6% | 6.5% | 33 |
| Muni National Interm | MUB NYSE ETF National Muni Bond |
45.2B | 20 | 60 | 0.3% | 1.2% | 2.7% | 2.0% | 6.5% | 33 |
| Muni National Long | PZA NYSE ETF National AMT-Free Municipal |
4.17B | 6 | 64 | 0.4% | 2.0% | 4.1% | 3.2% | 9.2% | 36 |
| Muni National Short | SUB NYSE ETF Short-Term National Muni |
11.3B | 13 | 40 | -0.1% | 0.2% | 0.7% | 0.9% | 2.7% | 26 |
| Muni New York Long | NYF NYSE ETF New York Muni Bond |
1.33B | 1 | 46 | -1.6% | -7.3% | 7.2% | -7.2% | -25.2% | 17 |
| Natural Resources | XLB NYSE ETF Materials Sector Fund |
7.83B | 36 | 61 | 0.0% | 1.6% | 5.5% | 12.8% | 19.7% | 49 |
| Nontraditional Bond | UCON NYSE ETF TCW Unconstrained Plus Bond |
3.28B | 9 | 42 | 0.4% | 0.6% | 2.5% | 1.2% | 2.4% | 29 |
| Nordic Equity | XACTHDIV ST ETF XACT Nordic High Dividend |
1.94B | 1 | 56 | 0.6% | -0.7% | 4.8% | 6.8% | 18.0% | 44 |
| Pacific/Asia ex-Japan Stk | BBAX BATS ETF JPMorgan BetaBuilders |
6.38B | 5 | 49 | -1.4% | -1.9% | 4.0% | 7.0% | 14.1% | 40 |
| Preferred Stock | PFF NASDAQ ETF Preferred Income Securities |
13.5B | 11 | 40 | -2.8% | -2.7% | 1.3% | -0.3% | 4.6% | 26 |
| Prime Money Market | PMMF NYSE ETF Prime Money Market |
617M | 1 | 27 | 0.1% | 0.3% | 0.9% | 1.8% | 4.0% | 28 |
| Private Debt - Direct Lending | FSSL NYSE ETF FS Specialty Lending Fund |
- | 1 | 13 | 3.3% | 1.4% | -1.8% | -9.4% | -6.8% | 19 |
| Real Estate | VNQ NYSE ETF Real Estate Shares |
37.7B | 18 | 63 | 4.2% | 2.4% | 13.5% | 13.2% | 16.1% | 53 |
| Sector Equity Industrial Materials | EUDF XETRA ETF Europe Defence - EUR Acc |
5.08B | 31 | 28 | -5.9% | -10.1% | -7.5% | -2.2% | -6.9% | 16 |
| Sector Equity Precious Metals | IS0E XETRA ETF Gold Producers USD |
1.75B | 16 | 58 | -1.6% | -7.8% | -10.4% | -5.9% | 56.3% | 42 |
| Securitized Bond - Diversified | JMTG NYSE ETF JPMorgan Mortgage-Backed |
6.90B | 6 | 49 | 0.4% | 0.7% | 0.9% | 1.0% | 4.9% | 30 |
| Securitized Bond - Focused | JAAA NYSE ETF Janus Detroit Street Trust |
28.1B | 10 | 55 | 0.1% | 0.3% | 1.5% | 2.2% | 5.0% | 31 |
| Short Government | VGSH NASDAQ ETF Short-Term Treasury Shares |
29.4B | 8 | 43 | 0.2% | 0.3% | 0.8% | 0.7% | 3.0% | 26 |
| Short-Term Bond | BSV NYSE ETF Short-Term Bond Shares |
45.1B | 24 | 43 | 0.3% | 0.3% | 0.7% | 0.6% | 3.2% | 27 |
| Short-Term Inflation-Protected Bond | VTIP NASDAQ ETF Short-Term |
19.0B | 5 | 51 | 0.1% | -0.1% | 1.1% | 1.7% | 3.6% | 27 |
| Singapore Equity | ES3 SG ETF Straits Times Index |
2.54B | 2 | 70 | -0.4% | 3.3% | 7.4% | 13.4% | 35.2% | 61 |
| Small Blend | IJR NYSE ETF Core S&P Small-Cap |
103B | 26 | 77 | 2.9% | 5.8% | 22.3% | 20.9% | 36.6% | 71 |
| Small Growth | VBK NYSE ETF Small-Cap Growth Shares |
23.1B | 9 | 59 | 0.4% | 1.5% | 19.0% | 16.1% | 30.5% | 67 |
| Small Value | VBR NYSE ETF Small-Cap Value Shares |
35.4B | 25 | 65 | 2.3% | 3.7% | 12.8% | 13.9% | 27.4% | 60 |
| Switzerland Equity | CHDVD SW ETF Swiss Dividend (CH) |
9.28B | 6 | 62 | 3.2% | 4.5% | 9.3% | 7.9% | 18.6% | 52 |
| Systematic Trend | DBMF NYSE ETF iMGP DBi Managed Futures |
4.02B | 3 | 65 | -2.1% | -2.5% | 0.2% | 8.1% | 23.6% | 45 |
| Tactical Allocation | ALLW NASDAQ ETF Bridgewater All Weather |
1.51B | 4 | 55 | -1.3% | -2.9% | 3.3% | 5.6% | 17.2% | 42 |
| Target Maturity | BSCR NASDAQ ETF BulletShares 2027 Corporate |
4.60B | 41 | 51 | 0.1% | 0.3% | 1.1% | 1.5% | 4.2% | 29 |
| Technology | VGT NYSE ETF Information Technology |
143B | 76 | 61 | -5.0% | -3.4% | 31.0% | 19.0% | 39.3% | 76 |
| Trading--Inverse Commodities | SCO NYSE ETF ProShares UltraShort |
1.18B | 4 | 24 | 11.8% | 33.8% | 10.4% | -55.3% | -50.3% | 5 |
| Trading--Inverse Debt | TBT NYSE ETF ProShares UltraShort 20+ |
329M | 4 | 40 | -1.3% | -5.2% | -3.2% | 0.4% | -0.6% | 23 |
| Trading--Inverse Equity | SQQQ NASDAQ ETF ProShares UltraPro Short QQQ |
2.46B | 60 | 35 | 14.2% | 6.9% | -49.1% | -35.2% | -56.3% | 1 |
| Trading--Leveraged Debt | TMF NYSE ETF Direxion Daily 20+ Year |
2.48B | 1 | 30 | 1.8% | 8.2% | 4.6% | -2.1% | -1.9% | 24 |
| Trading--Leveraged Equity | TQQQ NASDAQ ETF ProShares UltraPro QQQ |
34.0B | 189 | 67 | -13.1% | -12.2% | 74.6% | 30.4% | 79.3% | 91 |
| Trading--Miscellaneous | VXX BATS ETF iPath Series SP500 VIX |
524M | 21 | 39 | 3.3% | -8.1% | -35.7% | -12.6% | -51.3% | 3 |
| UK Mid-Cap Equity | VMID SW ETF FTSE 250 CHF |
1.91B | 1 | 42 | 0.4% | 0.4% | 10.6% | 3.5% | 8.0% | 42 |
| Ultrashort Bond | SGOV NYSE ETF 0-3 Month Treasury Bond |
95.2B | 42 | 44 | 0.1% | 0.3% | 0.9% | 1.8% | 3.9% | 28 |
| US Large-Cap Value Equity | QDVI XETRA ETF Edge USA Value Factor |
2.38B | 2 | 79 | 1.7% | 7.2% | 43.2% | 53.0% | 88.7% | 91 |
| Utilities | XLU NYSE ETF Utilities Sector Fund |
22.6B | 8 | 66 | 3.9% | 2.6% | 2.6% | 9.4% | 17.0% | 41 |
What Are Sector ETFs?
The Global Industry Classification Standard (GICS), maintained by MSCI and S&P Dow Jones Indices, splits the equity market into 11 sectors. A sector ETF bundles every company in one of these slices into a single, tradable fund — giving diversified exposure to a whole part of the economy without picking individual stocks.
The 11 GICS sectors are Energy, Materials, Industrials, Consumer Discretionary, Consumer Staples, Health Care, Financials, Information Technology, Communication Services, Utilities and Real Estate.
Sector Rotation & the Business Cycle
Sectors rarely move in lockstep. Cyclical sectors — Consumer Discretionary, Industrials, Financials, Technology and Materials — tend to lead during economic expansion, while defensive sectors such as Consumer Staples, Utilities and Health Care hold up better through slowdowns.
Sector rotation strategies use this pattern to overweight the areas favored by the current phase of the business cycle and underweight those facing a headwind, turning relative sector strength into a tactical edge.
How the VRT Is Calculated (ETFs)
Performance
Sharpe Ratio
25%
RS (IBD)
10%
RS vs Peers
10%
Idiosyncratic Score
10%
Jensen's Alpha
10%
Buy Signal
10%
CAGR / Mean Drawdown
5%
Safety
Safety Score
15%
Structure & Cost
Expense Ratio (TER)
5%
Liquidity (Avg. Turnover)
5%
Blend: Roughly 90% absolute metrics and 10% peer-relative (the RS-vs-Peers slice), split across a 75% performance / 15% safety / 10% structural budget. The result is clamped to a 0–100 score.
Normalization: Raw inputs live on very different scales, so each is first mapped onto a common 0–100 scale before its weight is applied — a strong reading lands near the top, a weak one near the bottom. Some are inverted, so that, for example, a lower expense ratio scores higher.
Why it can exceed 100%: Sharpe is deliberately weighted 25% — five points above its nominal 20% slot — lifting the raw ceiling to 105%. This stretches the top of the range so the strongest risk-adjusted funds separate cleanly before the final clamp back to 100.