ETFs (Exchange Traded Funds) are funds that are bought and sold on the stock exchange in exactly the same way as stocks. Typically, each fund is set up to track the performance of an entire index, geographic market or industry sector by buying all the underlying stocks in proportion to their weighting. Therefore ETFs  allow you to track the performance of these indices through the purchase of a single share in each.  

An ETC (Exchange Traded Commodity) is an investment vehicle that tracks the performance of an underlying commodity or basket of commodities. It is a variation on the ETF that was first introduced in the US in 1993 and launched in the UK in 2000.

ETFs have a lower cost than comparable mutual funds. Mutual funds usually have a TER between 1% and 3%, while ETFs and ETCs' cost are almost always in the 0.1% - 1% range. Over the long term, these cost differences can compound into a noticeable difference.

ETNs (Exchange Traded Notes) are basket of structured bonds issued by an underwriting bank, traded like stocks. They can track the performance of a market index or the price of a commodity. They don’t yeild any interest or coupons.

Differently from ETF,  subscribers of ETN become creditors of the issuer bank, facing the counterparty risk. It is possible to consider ETNs like financial instruments that belongs to the same family of ETF and ETC but with a slightly higher risk.