No, they're just non-existent. Anyone with a brokerage account had a ~20%+ return last year... it's over 30 years that matters.
I'm sure there's SOME ETF that managed to do 15% returns over a 30 yr period, but that's just selection bias after the fact. It doesn't mean that ETF would do well this year, or next.
Perhaps they're referring to leveraged ETFs like UPRO (Direxion Daily 3X Bull & Bear S&P) and TQQQ (ProShares UltraPro QQQ).
Be advised that they are not designed to be held over more than a day, although with the current bull market, they have not actually been hit by the decay factor inherent to all leveraged ETFs.
Other higher-risk ETFs would be things like solar/wind sector ETFs (e.g. TAN, FAN, PBW, IQCLN, QCLN, etc.) or bleeding-edge biotech (e.g. SBIO).