ETF
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 VOO are highlighted together as S&P 500 ETF reference points.
All ETFs 39
SPY June 12, 2026
SPY
VOO June 12, 2026
VOO
BND June 5, 2026
BND
VTI June 5, 2026
VTI
VXUS June 5, 2026
VXUS
ESGU February 7, 2025
ESGU
GLD February 7, 2025
GLD
GLDM February 7, 2025
GLDM
HDV February 7, 2025
HDV
IEF February 7, 2025
IEF
NLR February 7, 2025
NLR
QQQ February 7, 2025
QQQ
SHY February 7, 2025
SHY
SMH February 7, 2025
SMH
SPY February 7, 2025
SPY
TIP February 7, 2025
TIP
TLT February 7, 2025
TLT
URA February 7, 2025
URA
URNJ February 7, 2025
URNJ
URNM February 7, 2025
URNM
URTH February 7, 2025
URTH
VB February 7, 2025
VB
VCSH February 7, 2025
VCSH
VEA February 7, 2025
VEA
VEU February 7, 2025
VEU
VGSH February 7, 2025
VGSH
VGT February 7, 2025
VGT
VNQ February 7, 2025
VNQ
VO February 7, 2025
VO
VOO February 7, 2025
VOO
VT February 7, 2025
VT
VTWO February 7, 2025
VTWO
VUG February 7, 2025
VUG
VYM February 7, 2025
VYM
XLP February 7, 2025
XLP
SPY August 6, 2024
SPY
IVV July 14, 2024
IVV
QQQ July 14, 2024
QQQ
VOO July 14, 2024