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ARK Innovation UCITS ETF USD Accumulating (ARCK.L) Sharpe Ratio: 0.16

ETF · Currency in GBp · Last updated Jul 18, 2026

ARCK.L is an actively managed ETF by ARK Invest. ARCK.L launched on Apr 12, 2024 and has a 0.78% expense ratio.

ARCK.L's Sharpe Ratio of 0.16 indicates that for each unit of volatility, it generates 0.16 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 18, 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.

ARCK.L Sharpe Ratio Rank

ARCK.L Sharpe Ratio Rank: 12.913
Concerning

ARCK.L ranks above 12.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

ARCK.L Sharpe Ratio Market Positioning

The chart shows ARCK.L'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%): 0.67 or lower
  • Yellow zone (middle 50%): 0.67 to 1.79
  • Green zone (top 25%): 1.79 or higher
  • Top 1%: 6.48+
  • Median: 1.31 — half of all investments score higher

How it compares to other similar ETFs

The table compares ARK Innovation UCITS ETF USD Accumulating's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how ARCK.L'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 Jul 18, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XDEV.LXtrackers MSCI World Value Factor UCITS ETF 1C3.63
IWVG.LiShares Edge MSCI World Value Factor UCITS ETF USD (Dist)3.61
IWFV.LiShares Edge MSCI World Value Factor UCITS ETF3.60
FGBL.LFirst Trust Global Equity Income UCITS ETF Class A USD (Acc)3.18
IWVL.LiShares Edge MSCI World Value Factor UCITS ETF USD (Acc)3.17
TDGB.LVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF3.14
SMH.LVanEck Semiconductor UCITS ETF3.04
VHYL.LVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing2.98
PSRW.LInvesco FTSE RAFI All World 3000 UCITS ETF2.94
VHYG.LVanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating2.83
ARCK.LARK Innovation UCITS ETF USD Accumulating0.16

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ARCK.L'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 ARCK.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ARCK.L fit in your portfolio?

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