ETF spreads are primarily a function of market liquidity of the index holdings as well as the presence of the maximum bid/ask spreads which are maintained by authorised participants and market makers. Any efficiency differences between market makers is likely to be eclipsed by differences in the actual index being followed by the ETF.
However in those rare cases where two ETFs are following the same exact index, obvious difference in spreads can be seen. The following is sourced from ASX, offer-bid midpoint as measured between 10:30am and 3:45pm). Apologies for the stale data, I haven't updated this for a while.
Going back to looking at the different ETF market segments and their exposures, you can see that the strategy (and therefore index constitutants) has a massive impact on average spreads. This is the same date series as the previous chart.
At the end of the day, I believe that as long as you remember that bid/ask spreads tend to be at their highest and most volatile at the start and end of the trading day and think about how you trade, thinking about who is using what market maker isn't that important unless you are looking at two ETFs using the exact same index. Offhand, I can only think of 6 instances where two or more ETFs use the exact same index. And remember, that's out of 155 ETFs.
