ETF Screener: A Free US ETF Screening Tool
I’ve been researching US ETF allocation recently, which involves a lot of side-by-side comparison of risk-return metrics across different funds. The tools I could find online either lacked the risk data dimensions I needed (free ones) or required a monthly subscription that didn’t make sense for individual use (paid ones).
So I built a screening tool myself: ETF Screener.
Existing Tools
| Platform | Situation |
|---|---|
| ETF.com / ETFdb.com | Free tier covers basic info; risk metrics like Sharpe, Sortino require paid access |
| PortfoliosLab | Fairly complete risk metrics; full access at $25/month |
| Morningstar | Strong per-fund reports; batch side-by-side comparison isn’t its primary use case |
| Yahoo Finance | Filter options are basic; risk metric coverage is limited |
| Broker tools | Data skews toward trading; not much long-term risk analysis |
| TradingView | Chart-focused; data table screening isn’t its main function |
My specific need: sorting Sharpe, Sortino, max drawdown, Calmar across peers in the same category. Free tools generally don’t cover these fields. PortfoliosLab does, but requires a monthly subscription — doesn’t fit well for occasional use.
What It Does
Covers 5,000+ active US-listed ETFs, 42 data fields per fund.
Open and use immediately, no account needed: etf.folay.top
Filtering
Set conditions on any numeric field. “Sharpe 5Y > 0.5”, “Expense Ratio < 0.1%”, “Max Drawdown 5Y > -20%” — stack as many as you want. Quick filters for ETF category (36 types), leveraged, and inverse are one click away.
Sorting
Click any column header. Want the highest 5-year annualized return? Click 5Y Return. Lowest volatility? Click Volatility.
Search
Type part of a symbol or name. “bond” shows everything with bond in the name. “VT” shows VT, VTI, VTIP, etc.
Custom Columns
42 fields won’t all fit on screen. The Columns panel lets you pick which ones to show and drag them into your preferred order. Doing bond allocation? Hide the return columns, keep only Sharpe, Sortino, Max Drawdown, and Ulcer Index.
Saved Preferences
Column selection, sort direction, filter settings — all saved in your browser automatically. Next time you open it, everything’s where you left it.
The 42 Metrics
| Dimension | Content |
|---|---|
| Fund Info | Name, category, expense ratio, inception date, issuer, leveraged/inverse |
| Trading | Close price, dividend yield, monthly avg dollar volume |
| Returns | 1D, 1M, 6M, YTD, 1Y, 3Y, 5Y, 10Y |
| Volatility | 1Y, 5Y, 10Y |
| Max Drawdown | Current, 1/3/5/10Y |
| Sharpe | 1M, 3M, 6M, 1/3/5/10Y, all-history |
| Other Risk | Sortino, Calmar, Ulcer Index, Risk / Return Score |
Short-term returns are cumulative, long-term (3Y+) are CAGR. All returns are Total Return (dividends reinvested). Sharpe uses the US 3-month Treasury rate as risk-free rate, computed daily.
Risk / Return Score
A composite score, 0–100. Combines returns, volatility, max drawdown, Sharpe, and other dimensions via percentile ranks across all ETFs, then weighted into a final number. Higher = better historical risk-return efficiency.
Useful for quickly narrowing down 5,000+ ETFs. Not a buy/sell signal.
How to Use It
A few scenarios from my actual workflow.
Picking a broad-market ETF
Category → “US Large Cap Equity”, add filter “Expense Ratio < 0.1%”, sort by Sharpe 5Y descending. VOO, IVV, SPLG show up at the top — compare their 5Y Sharpe, max drawdown, and fees side by side.
Comparing bond ETFs
For a stock-bond split, need a low-volatility, low-drawdown bond ETF. Category → “Treasury Bonds”, switch columns to Sharpe 3Y + Max Drawdown 3Y + Volatility 1Y, sort by drawdown ascending. Easy to spot the differences between SHY, IEI, VGSH.
Finding high-dividend ETFs
Sort by Dividend Yield descending, add “Avg Volume Value > 1,000,000” (filter out illiquid ones), add “Non-Leveraged”. Compare JEPI, JEPQ, SCHD, VYM on both yield and risk.
Filtering out leveraged and inverse
Long-term allocation usually means no leveraged or inverse ETFs. Select Non-Leveraged + Non-Inverse in the toolbar — large chunk of the 5,000+ universe filtered out in one click.
Seeing where a specific ETF ranks
Want to know how QQQ compares to peers? Search QQQ, note its 5Y Sharpe. Then filter “US Large Cap Equity”, sort by Sharpe 5Y, see where QQQ lands.
Using the composite score to narrow down
Not sure where to start? Sort by Risk / Return Score descending. High scorers have historically shown better risk-return efficiency. Narrow down from there, then drill into specific Sharpe, drawdown, and return numbers.
Comparing new vs established ETFs
Some ETFs are only a year old — no 5Y Sharpe. Show the Sharpe 1Y and Return 1Y columns for short-term comparison. Turn on the inception date column to see how much history each fund has.
Disclaimer
- Data tool, not investment advice.
- Not real-time — reflects the previous trading day’s close.
- Not guaranteed accurate — errors and delays possible.
- Not affiliated with any brokerage or fund company.
Link: etf.folay.top