IBKR Sharpe

The chart shows the growth of an initial investment of $10,000 in IBKR Sharpe, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 3, 2026, the IBKR Sharpe returned 5.75% Year-To-Date and 15.07% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 19, 2004, IBKR Sharpe's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, your investment would double in approximately 5.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2009 with a return of +11.5%, while the worst month was Oct 2008 at -16.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 8 months.

On a daily basis, IBKR Sharpe closed higher 54% of trading days. The best single day was Sep 17, 2008 with a return of +7.6%, while the worst single day was Jan 30, 2026 at -8.6%.

IBKR Sharpe has an annualized alpha of 10.56%, beta of 0.25, and R² of 0.10 versus S&P 500 Index. Calculated based on daily prices since November 19, 2004.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (45.15%) than losses (5.01%) — typical of diversified or defensive assets.
• Beta of 0.25 may look defensive, but with R² of 0.10 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.10 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

IBKR Sharpe has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

IBKR Sharpe ranks 76 for risk / return — better than 76% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

IBKR Sharpe Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.86
• 5-Year: 1.32
• 10-Year: 1.11
• All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of IBKR Sharpe compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

IBKR Sharpe provided a 0.16% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the IBKR Sharpe. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the IBKR Sharpe was 30.04%, occurring on Nov 12, 2008. Recovery took 211 trading sessions.

The current IBKR Sharpe drawdown is 12.12%.

The chart below shows the rolling one-month volatility.