ETF & ETN Data

With a growing presence among professional investors, ETFs and ETNs are one of YCharts' priorities for future data growth.

Data Providers

Lipper: Performance, Fundamentals, Allocation, and Holdings
Morningstar: Performance, Fundamentals, and Allocation
NFN: Performance
Xignite: Performance

Available Data

YCharts has data for approximately 5300 ETFs and 90 ETNs listed on US and Canadian exchanges. Currently, we provide end of day pricing from Xignite, intraday pricing from BATS, and flows data from Lipper. Other data providers include Morningstar for Top 25 holdings data and Nasdaq Fund Network for additional performance data. For data available for individual equities we recommend searching for an ETF or browsing through a classification on the right hand side of the ETF Data Page.

Standard Calculations

Our system runs hundreds of calculations for ETFs. Historical calculation data is available going back as far as the underlying data used within the calculation will allow.

Our calculations cover the following concepts:

Returns, Performance, and Momentum
Current Fundamentals (e.g. Weighted Average PE Ratio, Weighted Average PS Ratio)
Risk Metrics (e.g. Beta, Fama-French Betas, and Max Drawdown)
Distribution and Dividend Yields
Exposure data (e.g. asset allocation; bond credit quality, sector, and maturity; country and region; market cap; stock sector)
Peer Group return data

Speed of Updates

Intraday Pricing Data: Updated every 1-3 minutes for US exchanges, ~ 15 minutes for Canadian exchanges
OHLC Pricing Data: daily between 2-3am CT the following day during our overnight system update
Holdings and Allocation Data: Monthly or quarterly basis depending on fund owner
Peer Group Data: daily between 2-3am CT the following day during our overnight system update
Standard Calculations: Latest numbers are run each day before market open based on yesterday's close price.

Frequently Asked Questions

Do you have fundamentals and key stats for ETFs?

Yes, certain fundamental ratios (Weighted Average Price to Earnings, Weighted Average Price to Book, etc.) are now available, as well as other key stats (Expense Ratio, AUM, NAV, etc.) taken from Lipper. These are located on an ETF's quote page. It is important to note that YCharts only offers current fundamentals on ETFs, we do not provide historical fundamentals for ETFs. However, we do carry historical return metrics that date back to the ETF's inception.

Do you have ETF constituents data?

Yes, we currently provide all holdings data for up to 10 years for ETFs provided by Lipper that can easily be saved as a watchlist. To view an ETF's top holdings, from that ETF's quote page, click on the "Holdings" tab located in between "Allocation" and "Attribution".

Do you have an ETF screener?

Yes, you will be able to screen for ETFs in either our Stock Screener or Fund Screener. To screen for ETFs alone, you can open a new Fund Screener or Stock Screener and click on 'Modify' in the 'Securities' section. Once the popup menu opens, select the 'Types' category, then select 'Exchange Traded Product' > 'Exchange Traded Funds', and hit Submit