ETF Screener¶

Screen ETFs and exchange-traded notes, like TradingView's ETF screener. Results are sorted by assets under management.

Quick Start¶

from tvscreener import ETFScreener, StockField

es = ETFScreener()
es.where(StockField.EXPENSE_RATIO < 0.1)
es.where(StockField.ASSET_CLASS_NAME == 'Equity')
df = es.get()

ETFScreener is a StockScreener limited to ETFs (typespecs has etf) and structured products. Every StockField works: price, performance, technical indicators...

ETF Fields¶

Field	Description
`AUM`	Assets under management
`EXPENSE_RATIO`	Expense ratio (%)
`NAV`, `NAV_DISCOUNT_PREMIUM`	Net asset value and discount/premium to NAV
`NAV_TOTAL_RETURN_1M` ... `NAV_TOTAL_RETURN_5Y`	NAV total return
`FUND_FLOWS_1M` ... `FUND_FLOWS_5Y`	Fund flows
`ETF_HOLDINGS_COUNT`	Number of holdings
`ISSUER`, `BRAND`, `INDEX_PROVIDER`, `INDEX_TRACKED`	Issuer and index
`ASSET_CLASS_NAME`, `CATEGORY_NAME`, `FOCUS_NAME`, `NICHE_NAME`, `STRATEGY_NAME`	Classification
`SELECTION_CRITERIA_NAME`, `WEIGHTING_SCHEME_NAME`, `HOLDINGS_REGION_NAME`	Index method and region
`LEVERAGED_FLAG`, `LEVERAGE_RATIO`, `ACTIVELY_MANAGED_NAME`	Leverage and management
`DIVIDEND_TREATMENT`, `DIVIDENDS_FREQUENCY`	Distribution policy

Codes and names

ASSET_CLASS, CATEGORY, FOCUS, NICHE, STRATEGY, SELECTION_CRITERIA, WEIGHTING_SCHEME, HOLDINGS_REGION, ACTIVELY_MANAGED and K1_FORM hold TradingView codes. The *_NAME fields hold the readable English names, and filters work on both.

Examples¶

Cheapest Large-Cap Equity ETFs¶

es = ETFScreener()
es.where(StockField.FOCUS_NAME == 'Large cap')
es.where(StockField.AUM > 1e9)
es.sort_by(StockField.EXPENSE_RATIO, ascending=True)
df = es.get()

Largest Inflows over 3 Months¶

es = ETFScreener()
es.sort_by(StockField.FUND_FLOWS_3M, ascending=False)
es.set_range(0, 20)
df = es.get()