Exchange-Traded Funds

ETF Analysis

Research notes and data-driven analysis on exchange-traded funds across asset classes.

Modern Portfolio Theory

ETF Expected Return vs Standard Deviation Risk

The chart compares annualised expected return with annualised risk, measured as the standard deviation of daily adjusted returns. SPY and IVV are highlighted together as S&P 500 ETF reference points.

Modern Portfolio Theory chart comparing ETF annualised expected return and standard deviation risk, highlighting SPY and VOO

All ETFs 20