Covered Call ETF Screener Excel: June 2026 Income & NAV Decay Dashboard

Covered call ETF screener excel - if you are building an income sleeve in 2026, this is the spreadsheet you actually need. The headline distribution yields on JEPI, JEPQ, QYLD, SPYI, DIVO, GPIX, and the rest of the option-income complex range from roughly 5% to 25%. Those numbers look great in a brokerage screen. They tell you almost nothing about which fund will actually compound your capital. The metric that separates the keepers from the traps is not the yield. It is the relationship between yield, NAV decay, and total return, looked at side by side, across the whole universe, with a consistent methodology.

This guide walks through a premium, dashboard-style covered call ETF screener excel workbook built on MarketXLS. The template screens 14 of the largest and most actively traded buy-write and option-income ETFs, surfaces yield versus NAV decay in a single ranked view, runs each fund through a four-regime scenario analysis, calculates the exact share count and dollar allocation needed to hit a target monthly income, and lays out a pairwise correlation matrix so you do not accidentally stack three flavors of the same trade. Two downloads at the bottom of the post: a static sample with current snapshot data and embedded MarketXLS formula references, and a live-formula template that refreshes every time you open Excel.

Covered Call ETF Screener Excel at a Glance

Before the deep dive, here is what the dashboard surfaces for each fund on day one. Numbers below are an illustrative snapshot captured 2026-06-03 from the sample workbook. They are not a recommendation to buy any fund.

A few things jump out. First, distribution yield and total return are not the same thing. RYLD and TLTW both pay double-digit yields, but the NAV decay eats most of it. Second, the active overlay funds (GPIX, GPIQ, JEPI, JEPQ, DIVO) tend to combine moderate yields with modest NAV decay, while the full-coverage ATM-call funds (QYLD, XYLD, RYLD) hand out big yields but bleed price. Third, tax treatment matters: SPYI and QQQI distribute under Section 1256 with a meaningful chunk classified as return of capital, which changes the after-tax math considerably. The screener inside the workbook lets you sort by any column, view a conditional-formatted heatmap of all 14 funds, and stress-test the income sleeve under four market scenarios in seconds.

What Covered Call ETFs Actually Sell

A covered call ETF is a fund that holds a basket of stocks (or an equivalent index basket) and continuously sells call options against that basket to generate option premium. The premium goes out the door as distributions, usually monthly. The structure is conceptually simple. The execution is not.

There are three families to understand before you read any screener output, because each one trades a different mix of upside, downside cushion, and capital preservation.

Family 1: ATM Index Call ETFs (QYLD, XYLD, RYLD)

These funds sell at-the-money index calls on the entire portfolio every month. ATM calls collect the most premium of any strike, so the distributions are large. The cost is that ATM calls cap nearly all of the upside. In a strong bull month the fund collects a fat premium but cannot participate in the rally above the strike. Across enough up months, the NAV grinds lower because the fund cannot offset its annual fees with capital appreciation.

The Section 1256 tax treatment on broad-based index options is a real edge: 60% of any option-related gains are taxed at long-term rates regardless of holding period. For a high-bracket investor, that 60/40 split moves the after-tax distribution yield meaningfully higher than the headline.

Family 2: OTM Overlay ETFs (JEPI, JEPQ, DIVO, GPIX, GPIQ)

These funds either hold a curated equity basket and sell out-of-the-money calls on it (DIVO, GPIX, GPIQ) or hold an equity-linked note (ELN) that mimics the same payoff (JEPI, JEPQ). The OTM strikes give up less upside than ATM, so total return tracks the underlying more closely. The distribution yield is lower than ATM peers because OTM premiums are smaller, but the NAV typically holds up much better.

ELN-based funds (JEPI, JEPQ) have a wrinkle worth knowing: the option exposure is embedded in a structured note issued by a bank counterparty rather than a position in listed options. This trades market structure risk for tax simplicity (ordinary income, not 1256). It is a defensible design choice; the size of these funds suggests advisors are comfortable with it.

Family 3: Tax-Managed and Active Overlays (SPYI, QQQI, ISPY)

These are newer entrants that try to combine high distribution yield with managed NAV preservation. NEOS Investments' SPYI and QQQI sell index calls under Section 1256 and explicitly classify a portion of distributions as return of capital, deferring the tax bill. ProShares' ISPY writes daily 0DTE calls instead of monthly, harvesting theta in smaller bites and adjusting to the realized vol profile. The headline distribution yields look enormous, but a fair after-tax comparison requires unwinding the ROC layer.

Family 4: Treasury + Calls (HISN, TLTW)

These are technically not equity covered call ETFs at all. HISN combines short-duration Treasuries with a call overlay; TLTW writes covered calls on a 20+ year Treasury bond ETF. The income looks like a covered call income but the underlying duration risk is what actually drives total return. TLTW's poor 12-month total return in 2026 has almost nothing to do with the call strategy and almost everything to do with where long Treasuries traded.

The covered call ETF screener excel workbook tags each fund by strategy family on the Dashboard and Screener Detail sheets, so you can sort and filter without conflating very different products.

The Approach: Yield Alone Does Not Compound Capital

The mistake new income investors make is sorting by distribution yield and stopping there. A 14% yield that comes with 8% NAV decay is a 6% total return funded out of your own capital. A 7% yield with no NAV decay is a 7% total return that is also reinvestable.

Total return is the only correct comparison. Distribution yield matters for cash flow planning. NAV behavior matters for compounding. Both have to be looked at together, with a consistent methodology, across the whole universe.

The screener uses a simple but explicit composite quality score:

Quality Score = (Distribution Yield * 40)
              + (12-Month Total Return * 30)
              - (NAV Decay * 50)
              - (1Y Volatility Penalty)
              + (Low Expense Ratio Bonus)

The weights are not magic. They reflect a working hypothesis that yield and total return are the two things you are paying for, NAV decay is the dominant risk, and the lower-volatility funds add a defensive sleeve benefit. The composite is fully editable on the Dashboard sheet. Change the weights, the rankings update. The tier label (PREMIUM, QUALITY, MID, WATCH) is just a banded view of the same score, designed to make the heatmap scannable at a glance.

Educational reminder: this is a hypothesis-driven analytical framework. It is not investment advice. Past distributions are not guaranteed to continue. Past NAV behavior is not predictive of future NAV behavior. Always verify any fund's metrics against the official sponsor website before making a decision.

MarketXLS Implementation: The Formulas Doing the Work

Every live data point in the workbook is a MarketXLS formula. No scraping, no manual copy-paste, no broken VLOOKUPs to a stale data tab. Open the template with the MarketXLS add-in active and the entire screener refreshes against current market data.

The handful of formulas that do the heavy lifting:

=QM_Last("JEPI")                       - Current pending price
=DividendYield("JEPI")                 - Trailing 12-month distribution yield
=DividendPerShare("JEPI")              - TTM dividend per share in USD
=ForwardAnnualDividendYield("JEPI")    - Forward annualized yield (if reported)
=StockReturnOneYear("JEPI")            - 12-month price return (excludes distributions)
=StockReturnThreeYears("JEPI")         - 3-year price return (annualized to CAGR in the workbook)
=StockReturnYTD("JEPI")                - Year-to-date price return
=Beta("JEPI")                          - Beta versus broader equity market
=StockVolatilityOneYear("JEPI")        - Annualized 1-year standard deviation
=MarketCapitalization("JEPI")          - Net assets, used as AUM proxy
=FiftyTwoWeekHigh("JEPI")              - 52-week high
=FiftyTwoWeekLow("JEPI")               - 52-week low
=PercentBelowFiftyTwoWeekHigh("JEPI")  - Distance from highs (NAV decay context)

The NAV decay calculation is the one that surprises most users. There is no single MarketXLS function for "covered call NAV decay" because it is not a standard fund metric. The workbook calculates it as the gap between price-only one-year return and the trailing distribution yield:

NAV Decay 1y = StockReturnOneYear(ticker) - DividendYield(ticker)

If the price return alone matches or exceeds the distribution yield, NAV is intact. If the price return is meaningfully below the distribution yield, the fund is funding a portion of its distribution out of NAV. This is the single most important diagnostic for a covered call ETF and it is missing from most third-party screeners.

For the after-tax yield estimate on the Strategy sheet, the workbook uses the Inputs sheet marginal tax bracket and applies a strategy-specific factor:

Ordinary income (JEPI, JEPQ, DIVO, GPIX, GPIQ, TLTW): yield * (1 - marginal_rate)
1256 (QYLD, XYLD, RYLD, ISPY):                         yield * (1 - blended_60/40_rate)
ROC-heavy (SPYI, QQQI):                                yield * (deferred adjustment factor)

This is a simplification. The full-precision after-tax calculation depends on the actual ROC percentage each year, your specific state, and your holding period. The workbook gives you a defensible starting point, not a tax filing.

What's Inside the Template

The workbook ships with 10 working sheets plus a cover page. Each sheet has a specific job and they all reference the same input cells on the Inputs sheet, so a single change flows everywhere.

Cover

The branded landing page. Title, edition, data-as-of stamp, MarketXLS credit line, and a clean table of contents linking to every other sheet. No data, pure presentation. Gridlines hidden, navy hero band, gold accent typography.

How To Use

A step-by-step tour. Eight numbered sections explain how to read the Dashboard, where to edit on the Inputs sheet, how to drill into the Screener Detail sheet, and how to interpret the Scenario, Strategy, Allocation, and Correlation views. Read this once and you will know exactly which lever to pull next.

Dashboard

The headline sheet. Six KPI tiles across the top: average distribution yield, median 12-month total return, average NAV decay, largest fund by AUM, average expense ratio, and universe beta. Two embedded charts immediately below: a bar of distribution yield by fund and a bar of 12-month total return. A conditional-formatted screener heatmap occupies the bottom of the sheet, with 3-color scales on yield, return, and NAV decay, plus a data-bar visualization of AUM. Gridlines are hidden, the title bar is set in MarketXLS navy and blue, and the print area is configured for clean landscape output.

Inputs / Controls

The dedicated input sheet. Eleven yellow-highlighted cells: portfolio size, target monthly income, scenario toggle (Conservative, Base, Aggressive), risk tier, marginal tax bracket, preferred underlying, three custom ticker overrides, minimum AUM filter, and maximum expense ratio filter. Every other sheet reads from these cells. Data validation dropdowns prevent typos. The yellow cells with thick navy borders are the universal "edit me" convention used across the workbook.

Screener Detail

The full screener, all 14 funds, fourteen columns of data each. Ticker, fund name, manager, underlying index, strategy family, current price, distribution yield, 12-month return, 3-year CAGR, beta, 1-year volatility, NAV decay, expense ratio, and AUM. Conditional formatting on the ranking columns. Hover a data cell in the sample file and a comment box shows the equivalent MarketXLS formula, so you can lift the formula into your own workbook.

Scenario Analysis

The "what if" view. Each fund is run through five 12-month scenarios: Bull (+20% SPX), Base (+8%), Sideways (0%), Bear (-15%), and Stress (-30%). The model captures the asymmetric payoff of covered call strategies: ATM-call funds give up nearly all upside in the Bull case but cushion the first portion of the Bear case via collected premium; OTM/ELN funds retain 50% to 70% of upside while still cushioning some downside. The methodology assumptions are written out at the bottom of the sheet so you can replace them with your own.

Strategy / Options Mechanics

A one-page primer on how each fund actually generates its distribution. Columns for call style (ELN, ATM index, OTM, single-stock, 0DTE), strike distance, option maturity, tax treatment, and an estimated after-tax yield at the marginal bracket you set on the Inputs sheet. The bottom of the sheet has a short essay on where NAV decay comes from for each family of strategies, written so an investor seeing covered call ETFs for the first time can follow it.

Portfolio / Allocation

The position-sizing calculator. Default sleeve weights tuned by risk tier (the Conservative tier overweights JEPI and DIVO, the Aggressive tier tilts toward QQQI and FEPI). Inputs sheet portfolio size flows into dollar allocation, then divides by price to give exact share count per fund. Estimated monthly income per fund is calculated as (shares times price times distribution yield divided by 12) and aggregated into a total at the bottom. A donut chart visualizes the sleeve. A distribution calendar lays out the next six months of expected per-share distributions.

Correlation / Comparison

The diversification view. A pairwise correlation matrix of the 14 funds, color-coded red where pairs are highly correlated and green where they diversify each other. The matrix uses a family-distance model in the sample file; the live template can be wired to QM_GetHistory for true pairwise correlation of monthly returns. Below the matrix, a focused head-to-head table compares JEPI, JEPQ, and QYLD side by side on nine metrics, which is the comparison most income investors actually want to see.

Methodology

Every metric defined. Where the data comes from. How the quality score is computed. What the scenario model does and does not capture. What is and is not pulled from live MarketXLS formulas. The limitations of the workbook stated plainly. Read this before drawing any conclusion.

Glossary & Disclaimer

Term definitions for everything used in the workbook: covered call ETF, buy-write, ELN, ATM, OTM, 0DTE, Section 1256, ROC, NAV decay, distribution yield, quality score, tier. Followed by a clearly-labeled educational-only disclaimer.

Reading the Dashboard Without Anchoring on Yield

The dashboard is designed to break the yield-first anchor. The KPI tile row leads with average distribution yield, but the very next tile shows median 12-month total return. Those two numbers should be read together. If the average yield is 10.5% and the median total return is 12.3%, the universe as a whole is delivering more than it is paying out. If the average yield were 10.5% and the median total return were 6%, the universe would be funding distributions out of NAV.

The third tile is average 1-year NAV decay. This is the diagnostic that separates the structurally sound funds from the structurally degrading ones. A universe average of -2.6% NAV decay is acceptable; an investor would expect the active overlay funds to be close to zero or slightly positive (JEPI at -1.8%, JEPQ at -1.2% in the snapshot) and the ATM-call funds to drag the average lower (QYLD at -4.5%, RYLD at -5.2%).

The bottom heatmap is where the work happens. Sort by distribution yield to see who is paying the most. Sort by 12-month total return to see who actually delivered. Sort by NAV decay (color-scaled with green = best preservation) to see who is structurally clean. The tier column collapses all of this into a single label, which is useful for fast scanning but should never be the only thing you look at.

Scenario Stress Testing the Income Sleeve

The Scenario Analysis sheet is where most income investors realize they have been thinking about covered call ETFs incorrectly. The five scenarios paint a vivid picture:

Bull case (SPX +20%): ATM-call funds (QYLD, XYLD, RYLD) collect their full premium but participate in only about 5% of the upside. Total return lands in the 10% to 13% range, almost entirely from distributions. OTM overlay funds (JEPI, JEPQ, SPYI, QQQI, GPIX, GPIQ) retain 50% to 70% of the underlying upside, so total return ends up in the 17% to 25% range. In a bull market, the OTM funds win decisively.

Base case (SPX +8%): The middle of the distribution. ATM funds and OTM funds converge in the 12% to 18% total return range. This is where the dispersion between strategies is smallest and the choice mostly comes down to tax preference.

Sideways case (SPX 0%): This is the covered call sweet spot. With no underlying movement, almost all the premium is kept. Total returns roughly match the distribution yields. ATM funds shine here; QYLD's 12% yield with no NAV move is a 12% total return.

Bear case (SPX -15%): The premium cushion absorbs the first 8% or so of the drawdown. Past that, the funds lose alongside the market. Total returns are negative across the board but considerably less negative than the underlying. Defensive sleeves (HISN, low-beta funds) hold up best.

Stress case (SPX -30%): The cushion is exhausted. Total returns are deeply negative. ATM-call funds actually lose less than their underlyings on a price basis because they keep the premium, but the high-vol single-stock funds (FEPI) experience drawdowns that exceed the broad market.

The takeaway: matching the fund's strategy family to your market view is more consequential than picking the highest-yielding ticker in each family. If your base case is a continued grinding bull market in large-cap tech, JEPQ and QQQI dominate. If your base case is sideways chop, the ATM-call funds may actually be the right pick. If your base case is a meaningful drawdown, the defensive low-beta funds preserve capital while still paying.

Building the Allocation: Hitting a Real Income Target

The Allocation sheet turns the screener output into a concrete sleeve. Set portfolio size (default $250,000) and target monthly income on the Inputs sheet, choose a risk tier, and the workbook calculates the dollar allocation, share count, and expected monthly income for each fund.

The default Moderate-tier weights are tuned to balance yield and NAV preservation: JEPI 18%, JEPQ 15%, DIVO 12%, SPYI 10%, QQQI 8%, GPIX 8%, GPIQ 7%, QYLD 5%, XYLD 5%, FEPI 3%, ISPY 3%, RYLD 3%, HISN 2%, TLTW 1%. The Conservative tier shifts toward JEPI, DIVO, HISN, and the active overlays. The Aggressive tier overweights QQQI, JEPQ, FEPI, and the high-yield single-stock writers.

For a $250,000 sleeve with the Moderate weights and current distribution yields, the expected monthly income lands in the $2,000 range, which is the default target. Change the portfolio size to $100,000 and the monthly income scales proportionally to about $800. Change the target monthly income to $3,500 and the implied portfolio size jumps to roughly $450,000 at current yields. The arithmetic is dull but the discipline it imposes is the whole point: this is what you need invested, in these funds, at these yields, to actually produce this income, before taxes.

The pie chart visualizes the sleeve. The distribution calendar lays out the next six months of expected per-share payouts. Both update live when you change weights or tickers.

Correlation: Not Stacking Three Flavors of the Same Trade

The Correlation sheet is the sleeve diversification check. Several pairs in the covered call universe are dangerously similar: JEPI and SPYI are both S&P 500 overlays; JEPQ and QQQI are both Nasdaq-100 overlays; QYLD and XYLD are both Global X ATM-call products with the same mechanics on different indexes. Holding both members of any of these pairs adds very little diversification.

The matrix flags this visually. Highly correlated pairs (above ~0.85) glow red. Modestly correlated pairs (0.5 to 0.8) sit in amber. Lower-correlation pairs (HISN with the equity sleeve, TLTW with the equity sleeve) show in green. The honest diversifiers in the covered call complex are mostly the duration-driven funds (HISN, TLTW) and the underlying-family swap (small-cap RYLD with large-cap JEPI, for example).

The head-to-head comparison table below the matrix is the section most users land on. JEPI versus JEPQ versus QYLD on nine metrics in three columns. This is the comparison a financial advisor or self-directed investor types into Google twenty times a week, and the workbook gives the answer with consistent methodology.

Where the Template Helps Most

The covered call ETF screener excel workbook is built for three concrete jobs:

1. The "I am building an income sleeve" job. Set portfolio size and target monthly income on the Inputs sheet. Pick a risk tier. Read the Allocation sheet. Done. The dollar amounts, share counts, and per-fund monthly income are all calculated.
2. The "should I add fund X to my existing income mix" job. Use the Correlation sheet to check whether the new fund actually diversifies. Use the Screener Detail sheet to compare its yield, total return, NAV decay, and tier against the funds you already hold.
3. The "is this 14% yield a trap" job. Pull up the Dashboard, sort by distribution yield, look across to the 12-month total return and NAV decay columns. If yield is high but total return is well below and NAV decay is significant, you have your answer.

For each of those jobs, the screener cuts a process that takes an hour of manual research per fund into a single Excel session. That is the entire pitch.

Real-World Caveats and What the Workbook Does Not Do

Three honest limitations.

First, the workbook is point-in-time. It pulls live data when you open it with MarketXLS active, but it does not run a backtest of any income sleeve. The 3-year CAGR column shows actual past returns; the scenario sheet is a forward-looking deterministic model. Neither is a backtest. If you need full historical simulation of a covered call sleeve under different rebalancing rules, that is a separate exercise.

Second, the after-tax yield estimate is a simplification. The full-precision answer depends on your specific tax bracket, state, holding period, and (for ROC-heavy funds) the actual ROC classification each year, which the fund reports after year-end. The workbook estimate is defensible as a comparison tool but not as a tax filing input.

Third, the workbook does not capture distribution sustainability risk. A fund that has been paying a 14% yield for two years is not necessarily going to pay a 14% yield next year. Distribution rates on option-income funds float with realized volatility and the fund's cap structure. If implied volatility compresses (as it tends to in low-VIX regimes), forward distributions will too. The fund sponsor's prospectus is the only authoritative source on distribution policy.

Treat the workbook as a structured way to think about the universe, not as a forecast.

Frequently Asked Questions

What is the best covered call ETF to invest in for income?

There is no single best covered call ETF for every investor. The answer depends on your market view, tax bracket, and how much NAV preservation matters to you. The screener inside the workbook ranks funds by a composite quality score that weights yield, total return, NAV decay, beta, and expense ratio. JEPI, JEPQ, SPYI, QQQI, GPIX, GPIQ, and DIVO tend to rank near the top because they combine reasonable yield with low NAV decay. QYLD, XYLD, FEPI, and RYLD pay higher headline yields but historically have shown more NAV decay. Look at total return and NAV decay together, not yield alone.

How does NAV decay work in covered call ETFs?

NAV decay is the gradual decline in a fund's price that occurs when the upside cap of the covered call strategy prevents the fund from fully participating in rising markets. Over time, if the underlying appreciates more than the option premiums can offset (after fees), the fund's NAV grinds lower while distributions stay constant. ATM-call funds (QYLD, XYLD, RYLD) tend to show the most NAV decay because they cap nearly all upside. OTM and active overlay funds (JEPI, JEPQ, GPIX, DIVO) typically show much less NAV decay because they retain a meaningful portion of upside. The screener computes 1-year NAV decay as the gap between price-only return and distribution yield.

Are covered call ETF distributions tax-efficient?

It depends on the strategy. Funds that sell broad-based index options (QYLD, XYLD, RYLD, SPYI, QQQI, ISPY) qualify for Section 1256 treatment, where 60% of option-related gains are taxed at long-term capital gains rates and 40% at short-term rates, regardless of holding period. ELN-based funds (JEPI, JEPQ) distribute ordinary income. Funds that classify a portion of distributions as return of capital (SPYI, QQQI) defer the tax bill until shares are sold. The Strategy sheet in the workbook estimates after-tax yield at the marginal bracket you set on the Inputs sheet, but consult a qualified tax professional for your specific situation.

Should I hold both JEPI and SPYI in the same portfolio?

Both funds run an S&P 500 covered call overlay, so the correlation between them is high (typically above 0.9). Holding both adds modest diversification of strategy execution (ELN versus 1256 index calls) and a small benefit of two different sponsors, but it does not meaningfully diversify your equity exposure. The Correlation matrix in the workbook flags this. A more diversifying combination would pair an S&P 500 fund (JEPI or SPYI) with a Nasdaq-100 fund (JEPQ or QQQI) and a defensive sleeve (HISN or a small allocation to TLTW).

Why does QYLD have such a high distribution yield but low total return?

QYLD sells at-the-money calls on its entire Nasdaq-100 holdings every month. ATM calls collect the most premium of any strike, which funds the high distribution yield, but they also cap nearly all of the upside. In a market like 2024 to 2026 where the Nasdaq-100 has appreciated meaningfully, QYLD cannot participate in that appreciation. The result is that the high distribution yield is partially funded by NAV decay: investors get cash back but the price slowly declines. Total return (yield plus price change) is therefore lower than distribution yield alone suggests. The screener computes this gap explicitly in the NAV Decay 1y column.

Can I use MarketXLS formulas to track my own covered call ETF portfolio?

Yes. Every metric in the workbook is built from standard MarketXLS formulas: QM_Last for price, DividendYield for trailing distribution yield, StockReturnOneYear for price return, Beta for market sensitivity, StockVolatilityOneYear for risk, MarketCapitalization for AUM. The live template ships with all formulas pre-wired; open it with the MarketXLS add-in and the screener refreshes against current market data. You can also copy the formula columns into a personal portfolio tracker and substitute your own ticker list.

The Bottom Line

Covered call ETFs are not a free lunch. The distribution yield is real cash, and for income-focused investors that cash is valuable. But the yield is paid out of premium that has a cost: capped upside, sometimes paired with NAV decay. The right fund choice depends on your market view, your tax bracket, and your sensitivity to capital preservation versus current cash flow.

The covered call ETF screener excel workbook gives you a structured way to make that choice. Distribution yield, 12-month total return, 1-year NAV decay, beta, volatility, AUM, and after-tax yield for 14 of the largest funds in the category, all in one consistent view, all driven by live MarketXLS formulas, all open to inspection in the Methodology sheet. Combine that with the scenario analysis, the allocation sizing, and the correlation matrix and you have most of what you need to build an income sleeve with eyes open.

If you want the same Excel-native data engine for the rest of your portfolio (factor screens, options analytics, fundamentals, technicals, historical backtests), the MarketXLS platform is at marketxls.com. A guided walkthrough is at marketxls.com/book-demo.

Download the templates:

• - static values pre-filled, with embedded MarketXLS formula comments on data cells
• - live-updating formulas, full dashboard design, refreshes against current market data

Both files are free. The design is professional-grade and the same workbook structure scales to any income-ETF universe you want to track.

Related reading:

• Iron Condor Screener Excel: 2026 Options Income Dashboard
• Dividend Safety Screener Excel: May 2026 Payout Coverage
• Dividend Aristocrats Dashboard Excel: May 2026
• ETF Data in Excel: Late May 2026 Screener