Exchange Traded Fund (ETF) stats Web API Documentation

Returns comprehensive key US ETF performance statistics, including prices, NAVs, flows, returns, and much more for both trailing and calendar year periods.

Endpoint:

https://api-v2.intrinio.com/etfs/{identifier}/stats

Parameters

Name	Description	Example
identifier	An ETF identifier (Ticker, Figi Ticker, ISIN, RIC, Intrinio ID)	SPY
identifier An ETF identifier (Ticker, Figi Ticker, ISIN, RIC, Intrinio ID)

Output Fields

Name	Description	Type
date		date
net_asset_value	The net asset value (NAV = Total Assets - Total Liabilities)	number
beta_vs_spy	Volatility this ETF is versus the SPY ETF	number
trailing_one_month_return_split_and_dividend	Trailing one month return including dividends	number
trailing_one_month_return_split_only	Trailing one month return excluding dividends	number
trailing_one_year_return_split_and_dividend	Trailing one year return including dividends	number
trailing_one_year_return_split_only	Trailing one year return excluding dividends	number
trailing_one_year_volatility_annualized	Annualized standard deviation of daily price returns over trailing 252 trading days	number
trailing_three_year_annualized_return_split_and_dividend	Trailing three year return including dividends	number
trailing_three_year_annualized_return_split_only	Trailing three year return excluding dividends	number
trailing_three_year_volatility_annualized	Annualized standard deviation of daily price returns over trailing 756 trading days	number
trailing_five_year_annualized_return_split_and_dividend	Trailing five year return including dividends	number
trailing_five_year_annualized_return_split_only	Trailing five year return excluding dividends	number
trailing_five_year_volatility_annualized	Annualized standard deviation of daily price returns over trailing 1260 trading days	number
trailing_ten_year_annualized_return_split_and_dividend	Trailing ten year return including dividends	number
trailing_ten_year_annualized_return_split_only	Trailing ten year return excluding dividends	number
inception_annualized_return_split_and_dividend	Annualized return including dividends since inception	number
inception_annualized_return_split_only	Annualized return excluding dividends since inception	number
calendar_year_5_return_split_and_dividend	Five years ago calendar year return including dividends	number
calendar_year_5_return_split_only	Five years ago calendar year return excluding dividends	number
calendar_year_4_return_split_and_dividend	Four years ago calendar year return including dividends	number
calendar_year_4_return_split_only	Four years ago calendar year return excluding dividends	number
calendar_year_3_return_split_and_dividend	Three years ago calendar year return including dividends	number
calendar_year_3_return_split_only	Three years ago calendar year return excluding dividends	number
calendar_year_2_return_split_and_dividend	Two years ago calendar year return including dividends	number
calendar_year_2_return_split_only	Two years ago calendar year return excluding dividends	number
calendar_year_1_return_split_and_dividend	One year ago calendar year return including dividends	number
calendar_year_1_return_split_only	One year ago calendar year return excluding dividends	number
calendar_year_to_date_return_split_and_dividend	Calendar year to date (YTD) return including dividends	number
calendar_year_to_date_return_split_only	Calendar year to date (YTD) return excluding dividends	number
etf		object
id	The Intrinio ID of the ETF	string
name	The common name of the ETF	string
ticker	The common ticker symbol for the ETF	string
figi_ticker	The OpenFIGI ticker for the ETF	string
ric	Reuters Instrument Code (RIC) for the ETF	string
isin	International Securities Identification Number (ISIN) for the ETF	string
sedol	Stock Exchange Daily Official List (SEDOL) for the ETF	string
exchange_mic	The exchange Market Identifier Code (MIC) from the International Standards Organization (ISO)	string
date
net_asset_value The net asset value (NAV = Total Assets - Total Liabilities)
beta_vs_spy Volatility this ETF is versus the SPY ETF
trailing_one_month_return_split_and_dividend Trailing one month return including dividends
trailing_one_month_return_split_only Trailing one month return excluding dividends
trailing_one_year_return_split_and_dividend Trailing one year return including dividends
trailing_one_year_return_split_only Trailing one year return excluding dividends
trailing_one_year_volatility_annualized Annualized standard deviation of daily price returns over trailing 252 trading days
trailing_three_year_annualized_return_split_and_dividend Trailing three year return including dividends
trailing_three_year_annualized_return_split_only Trailing three year return excluding dividends
trailing_three_year_volatility_annualized Annualized standard deviation of daily price returns over trailing 756 trading days
trailing_five_year_annualized_return_split_and_dividend Trailing five year return including dividends
trailing_five_year_annualized_return_split_only Trailing five year return excluding dividends
trailing_five_year_volatility_annualized Annualized standard deviation of daily price returns over trailing 1260 trading days
trailing_ten_year_annualized_return_split_and_dividend Trailing ten year return including dividends
trailing_ten_year_annualized_return_split_only Trailing ten year return excluding dividends
inception_annualized_return_split_and_dividend Annualized return including dividends since inception
inception_annualized_return_split_only Annualized return excluding dividends since inception
calendar_year_5_return_split_and_dividend Five years ago calendar year return including dividends
calendar_year_5_return_split_only Five years ago calendar year return excluding dividends
calendar_year_4_return_split_and_dividend Four years ago calendar year return including dividends
calendar_year_4_return_split_only Four years ago calendar year return excluding dividends
calendar_year_3_return_split_and_dividend Three years ago calendar year return including dividends
calendar_year_3_return_split_only Three years ago calendar year return excluding dividends
calendar_year_2_return_split_and_dividend Two years ago calendar year return including dividends
calendar_year_2_return_split_only Two years ago calendar year return excluding dividends
calendar_year_1_return_split_and_dividend One year ago calendar year return including dividends
calendar_year_1_return_split_only One year ago calendar year return excluding dividends
calendar_year_to_date_return_split_and_dividend Calendar year to date (YTD) return including dividends
calendar_year_to_date_return_split_only Calendar year to date (YTD) return excluding dividends
etf

Returns comprehensive key US ETF performance statistics, including prices, NAVs, flows, returns, and much more for both trailing and calendar year periods.

Exchange Traded Fund (ETF) stats

SDKs

API Endpoints

Standardized & As-Reported Financial Statement Data

Company Reference & Metadata

Company News

Insider & Institutional Holdings Data

Upcoming & Historical IPOs

Raw Text Filings

XBRL Searchable Financial Statement Notes

Aggregate Standardized Financial Statement Data by SIC Codes

Economic Data

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Real-Time Prices

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Historical End of Day Prices

Technical Indicators

Historical End of Day Index Prices

Reference & Metadata

Holdings

Returns & Analytics