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iShares FTSE 100 UCITS ETF (CUKX.L) Sharpe Ratio: 2.24

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

CUKX.L is a passive ETF by iShares tracking the investment results of the FTSE 100 Index. CUKX.L launched on Jan 26, 2010 and has a 0.07% expense ratio.

CUKX.L's Sharpe Ratio of 2.24 indicates that for each unit of volatility, it generates 2.24 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.

CUKX.L Sharpe Ratio Rank

CUKX.L Sharpe Ratio Rank: 80.981
Exceptional

CUKX.L ranks above 80.9% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

CUKX.L Sharpe Ratio Market Positioning

The chart shows CUKX.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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.86+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares CUKX.L'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
2MU.LLeverage Shares 2x Micron Technology ETC GBP25.46
IB01.LiShares USD Treasury Bond 0-1yr UCITS ETF (Acc)11.85
PR1T.LAmundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)9.70
VDST.LVanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating9.21
BBIL.LJPM BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD Acc8.91
U03A.LiShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc)8.52
CSH2.LAmundi Smart Overnight Return UCITS ETF GBP Hedged Acc8.26
SOXL.LLeverage Shares 4x Long Semiconductors ETP Securities8.14
FEDF.LAmundi USD Fed Funds Rate UCITS ETF Acc7.03
JGSA.LJPM GBP Ultra-Short Income Active ETF GBP Acc7.00
CUKX.LiShares FTSE 100 UCITS ETF2.24

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

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