Macquarie Focused International Core ETF (EXUS) Sharpe Ratio: 0.46

EXUS's Sharpe Ratio of 0.46 indicates that for each unit of volatility, it generates 0.46 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 25, 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.

EXUS Sharpe Ratio Rank

Concerning

EXUS ranks above 16.2% 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

EXUS Sharpe Ratio Market Positioning

The chart shows EXUS'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%): 0.82 or lower
Yellow zone (middle 50%): 0.82 to 2.07
Green zone (top 25%): 2.07 or higher
Top 1%: 6.82+
Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares Macquarie Focused International Core ETF's Sharpe Ratio with other ETFs in the Foreign Large Cap Equities, Actively Managed category across multiple time periods, showing how EXUS'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 25, 2026.

Symbol	Name	1Y Sharpe Ratio
CLSE	Convergence Long/Short Equity ETF	3.47
KEMX	KraneShares MSCI Emerging Markets ex China Index ETF	2.67
PATN	Pacer Nasdaq International Patent Leaders ETF	2.62
VIDI	Vident International Equity Fund	2.52
GMOI	GMO International Value ETF	2.50
JIVE	Jpmorgan International Value ETF	2.50
DBAW	Xtrackers MSCI All World ex US Hedged Equity ETF	2.45
HAWX	iShares Currency Hedged MSCI ACWI ex U.S. ETF	2.43
CEFS	Saba Closed-End Funds ETF	2.41
JHID	John Hancock International High Dividend ETF	2.34
EXUS	Macquarie Focused International Core ETF	0.46

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

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