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

ETF Analysis

ETF Expected Return vs Standard Deviation Risk

All ETFs20

SPY

VOO

ALLW

ESGU

GLD

GLDM

HDV

IEF

NLR

QQQ

SHY

SMH

TIP

TLT

URA

URNJ

URNM

URTH

XLP

IVV