Query to find optimal filegroups for objects
Bad news. You said ETL process - that means heavy data loads, and inserts/updates/deletes have a single disk bottleneck: the transaction log file. You can add multiple transaction log files, but they're used sequentially, not load-balanced (except in some really edge-case scenarios.)

Instead, what you need is multiple databases. In data warehouses, you typically use a different source database than a destination database, like a staging database. That way, you can put its databases on different drives (and even different classes of drives). For example, some staging databases live on cheap local SSDs.

If you do find yourself storage-bottlenecked on data file reads or writes, you're better off solving that problem by adding memory (to cache the data and avoid reads altogether) or by striping the data across more drives, not less. By splitting the data files into smaller pieces, and giving them each fewer drives, you're usually making the problem worse.