CrossingBridge Ultra-Short Duration ETF (CUSD) Sharpe Ratio: 0.38

CUSD's Sharpe Ratio of 0.38 indicates that for each unit of volatility, it generates 0.38 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 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.

CUSD Sharpe Ratio Rank

Below Average

CUSD ranks above 21.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

CUSD Sharpe Ratio Market Positioning

The chart shows CUSD'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%): 0.49 or lower
Yellow zone (middle 50%): 0.49 to 1.45
Green zone (top 25%): 1.45 or higher
Top 1%: 5.87+
Median: 0.97 — half of all investments score higher

How it compares to other similar ETFs

The table compares CrossingBridge Ultra-Short Duration ETF's Sharpe Ratio with other ETFs in the Ultrashort Bond category across multiple time periods, showing how CUSD'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 Apr 2, 2026.

Symbol	Name	1Y Sharpe Ratio
SGOV	iShares 0-3 Month Treasury Bond ETF	20.61
TBLL	Invesco Short Term Treasury ETF	20.10
BILZ	PIMCO Ultra Short Government Active Exchange-Traded Fund	19.23
OPER	ClearShares Ultra-Short Maturity ETF	17.14
BILS	SPDR Bloomberg 3-12 Month T-Bill ETF	16.34
TBIL	US Treasury 3 Month Bill ETF	14.30
CLIP	Global X 1-3 Month T-Bill ETF	13.66
XBIL	US Treasury 6 Month Bill ETF	13.60
BOXX	Alpha Architect 1-3 Month Box ETF	12.86
VBIL	Vanguard 0-3 Month Treasury Bill ETF	12.78
CUSD	CrossingBridge Ultra-Short Duration ETF	0.38

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

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

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Explore CUSD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

CUSD Sortino Ratio