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Burney U.S. Factor Rotation ETF (BRNY) Sharpe Ratio: 2.11

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

BRNY is an actively managed ETF by Alpha Architect. BRNY launched on Oct 13, 2022 and has a 0.79% expense ratio.

BRNY's Sharpe Ratio of 2.11 indicates that for each unit of volatility, it generates 2.11 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.

BRNY Sharpe Ratio Rank

BRNY Sharpe Ratio Rank: 75.776
Above Average

BRNY ranks above 75.7% 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

BRNY Sharpe Ratio Market Positioning

The chart shows BRNY'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%: 6.88+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares BRNY's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MULLGraniteShares 2x Long MU Daily ETF30.09
TBLLInvesco Short Term Treasury ETF20.58
SGOViShares 0-3 Month Treasury Bond ETF20.32
BILSPDR Bloomberg 1-3 Month T-Bill ETF19.43
PMMFiShares Prime Money Market ETF19.40
SHViShares 0-1 Year Treasury Bond ETF18.61
BILZPIMCO Ultra Short Government Active Exchange-Traded Fund18.50
VBILVanguard 0-3 Month Treasury Bill ETF18.21
CLIPGlobal X 1-3 Month T-Bill ETF17.76
SGVTSchwab Government Money Market ETF17.28
BRNYBurney U.S. Factor Rotation ETF2.11

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does BRNY fit in your portfolio?

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

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