This time we will look for high AUM ETFs with low tracking errors and high trading volumes.
Starting with shortlisting our universe, we will select AUM and choose the top 15%. Let’s check the results.
34 ETFs qualify for this filter. Let’s add the next one that focuses on low-tracking errors. We will select the bottom 20%.
Only 7 ETFs are left. Let’s add our final filter of average daily traded volume and select the top 25%.
We have our final list of ETFs after applying all the filters.
That’s it for our examples. And our articles on ETF screeners. We hope you enjoyed it and are ready to enter the screener arena and start building effective screens.