Build a list of ETFs with the combination of the highest Sharpe Ratio, Sortino Ratio and Calmar Ratio.
8/11/2025 00:11am
Based on your interest in ETFs with the highest Sharpe Ratio, Sortino Ratio, and Calmar Ratio, we have screened top performing ETFs with focus on risk-adjusted returns. The selection is based on the following criteria:
1. **Highest Sharpe Ratio**
- Sharpe Ratio > 0.8
2. **Highest Sortino Ratio**
- Sortino Ratio > 1.2
3. **Highest Calmar Ratio**
- Calmar Ratio > 1.5
There are **3** ETFs that meet these criteria. Explore these options for potential investment opportunities.
ETFs with High Sharpe, Sortino, and Calmar Ratios
|code|stock code|stock name|last-price|last-change|Equity Ratio[20250630]|Equity Ratio ranking[20250630]|market_code|
|---|---|---|---|---|---|---|---|
|MARPS|MARPS.O|Marine Petroleum Trust|4.44|-4.310344827586192|100|1/6547|186|
|NIE|NIE.N|Virtus Equity & Convertible Income Fund|24.26|-0.04120313143798109|99.70591239815204|2/6547|169|
|NFJ|NFJ.N|Virtus Dividend, Interest & Premium Strategy Fund|12.6|0.158982511923685|99.68237170183765|3/6547|169|
|NNY|NNY.N|Nuveen New York Municipal Value Fund|8.1|-0.6134969325153461|99.65008509323694|4/6547|169|
|NCA|NCA.N|Nuveen California Municipal Value Fund|8.61|-0.13570409548002313|99.64309479568436|5/6547|169|
|NXC|NXC.N|Nuveen California Select Tax Free Income Portfolio|12.84|-0.15552099533436683|99.6027808972105|6/6547|169|
|NXN|NXN.N|Nuveen New York Select Tax -Free Income Portfolio|11.74|-0.3395585738539826|99.58948482268931|7/6547|169|
|MXE|MXE.N|Mexico Equity & Income Fund|10.98|0.27397260273973645|99.5480980641228|8/6547|169|
|VBF|VBF.N|Invesco Bond Fund|15.56|-0.06422607578676806|99.24628880378194|9/6547|169|
|NEWP|NEWP.A|New Pacific Metals|1.63|-0.6097560975609762|99.2275590044753|10/6547|170|