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iShares ESG Equity ETF Portfolio (GEQT.TO) Sharpe Ratio: 2.29

GEQT.TO's Sharpe Ratio of 2.29 indicates that for each unit of volatility, it generates 2.29 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 11, 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.

GEQT.TO Sharpe Ratio Rank

GEQT.TO Sharpe Ratio Rank: 62.262
Above Average

GEQT.TO ranks above 62.2% 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

GEQT.TO Sharpe Ratio Market Positioning

The chart shows GEQT.TO'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%): 1.23 or lower
  • Yellow zone (middle 50%): 1.23 to 2.70
  • Green zone (top 25%): 2.70 or higher
  • Top 1%: 7.08+
  • Median: 2.06 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares ESG Equity ETF Portfolio's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how GEQT.TO'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 11, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FGEP.TOFidelity Global Equity+ Fund ETF3.45
VEF.TOVanguard FTSE Developed All Cap Ex US3.38
MEQT.TOMackenzie All-Equity Allocation ETF3.31
VEQT.TOVanguard All-Equity ETF Portfolio3.21
BGIE.TOBrompton Global Infrastructure ETF3.17
TINF.TOTD Active Global Infrastructure Equity ETF3.12
CYH.TOiShares Global Monthly Dividend Index ETF (CAD-Hedged)3.10
VDU.TOVanguard FTSE Developed All Cap ex U.S. Index ETF3.07
VVL.TOVanguard Global Value Factor ETF CAD3.06
XEQT.TOiShares Core Equity ETF Portfolio3.04
GEQT.TOiShares ESG Equity ETF Portfolio2.29

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore GEQT.TO risk-adjusted metrics in detail

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

GEQT.TO Sortino Ratio