Which ETF fits best?
The securities search finds ETFs, funds, stocks and indices by name, ISIN or ticker. The screener filters by cost, size and distribution policy, and the ranking compares the hits by return and risk as of the same date.
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How it works
For almost every index there are several ETFs that differ in cost, size, distribution policy and replication. The screener narrows the choice, e.g. to all ETFs with “World” in the name above a minimum size, accumulating (income is reinvested) or distributing (income is paid out).
For the hits, the ranking computes returns over 1, 3, 5 and 10 years, volatility (how much returns fluctuate), the Sharpe ratio (return above the risk-free rate per unit of fluctuation) and max drawdown (the largest decline from a peak). All funds are compared as of the same date; rank 1 is the best value, Q1 the best quarter of the group.
Read the ranking as a comparison within a group, not as a shopping list: for ETFs on the same index, cost and replication matter most, and differences in return are often chance or style. Securities you find go into the portfolio grid with one click for backtests and analysis.
What a result looks like
Sample dataMade-up sample data, no real prices and no recommendation. Calculated with the same methods as the tool itself.
Inputs in this example
Locked: you can't change the inputs in the preview.
Sample database: 14 entirely made-up entries (ETF: 10, Fund: 2, Stock: 1, ETC: 1).
Run your own numbers with a free account Your own inputs, real data and every setting.
Create account7 hits
Of 14 entries, 7 match the filters, sorted by fund size.
| Name | TER | Size ($m) | Income | 1 year | 3 years (cum.) | Volatility 1y | Inception |
|---|---|---|---|---|---|---|---|
| Sample ETF Global Equities A | 0.20% | 18,400 | acc. | 2.4% | 27.8% | 14.1% | 09/2005 |
| Sample ETF Global Equities C | 0.19% | 9,500 | acc. | 2.3% | 27.5% | 14.2% | 01/2007 |
| Sample ETF Global Equities B | 0.12% | 4,200 | dist. | 2.1% | 27.6% | 14.3% | 03/2012 |
| Sample ETF World Sustainable | 0.22% | 2,100 | acc. | 0.1% | 26.8% | 15.1% | 03/2017 |
| Sample ETF Global Equities Value | 0.25% | 1,300 | acc. | 12.0% | 34.0% | 11.2% | 04/2014 |
| Sample ETF Global Equities Small Caps | 0.35% | 900 | acc. | 0.2% | 33.6% | 14.9% | 11/2010 |
| Sample ETF Global Equities Equal Weight | 0.30% | 650 | dist. | 3.5% | 27.1% | 12.9% | 05/2013 |
One world ETF with a smaller fund size drops out through the filter; the type excludes the funds, the ETC and the stock.
Ranking of the hits
Ranked by 5 years p.a., risk over 60 months, as of 12/2025. Rank 1 = best value, Q1 = best quarter of the group.
| Rank and name | Quartile | 5 years p.a. | 3 years p.a. | 10 years p.a. | Volatility p.a. | Sharpe ratio | Max. drawdown | History from |
|---|---|---|---|---|---|---|---|---|
| 1. Sample ETF World Sustainable | Q1 | 11.7% | 8.2% | – | 12.6% | 0.79 | -14.2% | 03/2017 |
| 2. Sample ETF Global Equities Small Caps | Q1 | 10.9% | 10.1% | 11.0% | 16.6% | 0.59 | -16.1% | 11/2010 |
| 3. Sample ETF Global Equities A | Q2 | 10.9% | 8.5% | 8.5% | 13.1% | 0.71 | -12.2% | 12/2005 |
| 4. Sample ETF Global Equities B | Q2 | 10.9% | 8.5% | 8.6% | 13.2% | 0.70 | -12.5% | 03/2012 |
| 5. Sample ETF Global Equities C | Q3 | 10.8% | 8.4% | 8.6% | 13.1% | 0.70 | -12.1% | 01/2007 |
| 6. Sample ETF Global Equities Equal Weight | Q4 | 10.1% | 8.3% | 8.8% | 13.9% | 0.62 | -10.7% | 05/2013 |
| 7. Sample ETF Global Equities Value | Q4 | 8.4% | 10.2% | 8.2% | 14.2% | 0.50 | -12.7% | 04/2014 |
Funds with a shorter history have no 10-year return (“–”). Past returns say little about future ones; for ETFs on the same index, cost and replication matter more.
Assumptions: 14 securities entirely made up: monthly returns from made-up market data, depending on the fund with a tilt toward small companies, value or momentum, minus TER and with a random residual. Sharpe ratio with a 2% risk-free rate.
Frequently asked questions
What does the TER mean?
The total expense ratio is a fund's ongoing cost per year, e.g. 0.20% of the money invested. It is already included in the price, so you do not pay it separately.
What is the difference between accumulating and distributing?
An accumulating ETF reinvests dividends and interest automatically, a distributing one pays them out to your account. Before taxes the return is almost the same; it comes down to whether you want regular income.
How is the ranking built?
The first hits of the list are ranked in their order. For each fund, Portfolio Lab computes the metrics from monthly returns as of the common date, risk only if the history covers the whole window. Quartiles start at four funds.
Is the top fund in the ranking the best buy?
Not necessarily. Past returns say little about future ones; for the same index, cost, fund size and replication matter more. The ranking helps to spot outliers and to compare similar funds fairly.
Where does the data come from?
With an account, Portfolio Lab searches a database of more than a hundred thousand securities from public lists and loads real prices for the ranking. On this page, all securities and numbers are entirely made up.
Learn more in the knowledge base
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