Over the past few years I've found that that Yahoo! Finance provides a lot of historical information about mutual funds and stocks that is very valuable when deciding whether to invest money in mutual funds or stocks. However, the current and historical information for ETFs listed at Yahoo! Finance is seriously deficient. For example, Yahoo Finance! often fails to list P/E information for ETFs and does not list actual calender year returns for any ETFs.
I did some sleuthing on Google and found the following good resources of ETF information:
(1) ETFConnect.com - this website contains a treasure trove of data for ETFs and closed-end funds, including historical returns, P/E ratios, top holdings, etc.
(2) Amex.com - this website for the American Stock Exchange (the "AMEX") also contains quite a bit of current and historical data for ETFs, including historical returns, P/E ratios, and recent dividend payouts
(3) Barra.com - this website contains historical fundamental data for a variety of S&P and Barra indicies, many of which are tracked by corresponding ETFs. For example, this website includes historical monthly fundamental data, including P/E ratios, for the S&P 500 dating back to 1976.
(4) Index Universe - this website contains lots of historical data for various ETFs and indicies.