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First Trust Active Global Quality Income ETF (AGQI) Sharpe Ratio: 1.77

ETF · Currency in USD · Last updated Jun 26, 2026

AGQI is an actively managed ETF by First Trust. AGQI launched on Nov 21, 2023 and has a 0.85% expense ratio.

AGQI's Sharpe Ratio of 1.77 indicates that for each unit of volatility, it generates 1.77 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

AGQI Sharpe Ratio Rank

AGQI Sharpe Ratio Rank: 60.761
Above Average

AGQI ranks above 60.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

AGQI Sharpe Ratio Market Positioning

The chart shows AGQI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.89+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares First Trust Active Global Quality Income ETF's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how AGQI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WLDRAffinity World Leaders Equity ETF3.53
VOLTTema Electrification ETF3.19
FYLDCambria Foreign Shareholder Yield ETF2.80
AVGVAvantis All Equity Markets Value ETF2.66
GVALCambria Global Value ETF2.52
FWDAB Disruptors ETF2.49
DRIVGlobal X Autonomous & Electric Vehicles ETF2.42
AVGEAvantis All Equity Markets ETF2.42
GINXSGI Enhanced Global Income ETF2.38
DGTState Street SPDR Global Dow ETF2.25
AGQIFirst Trust Active Global Quality Income ETF1.77

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AGQI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AGQI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does AGQI fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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