Invesco S&P Smallcap 600 GARP ETF (GRPZ) Sharpe Ratio: 1.52

GRPZ's Sharpe Ratio of 1.52 indicates that for each unit of volatility, it generates 1.52 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.

GRPZ Sharpe Ratio Rank

Average

GRPZ ranks above 49.9% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced 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

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

GRPZ Sharpe Ratio Market Positioning

The chart shows GRPZ'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%: 6.84+
Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P Smallcap 600 GARP ETF's Sharpe Ratio with other ETFs in the Small Cap Growth Equities category across multiple time periods, showing how GRPZ'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
FYC	First Trust Small Cap Growth AlphaDEX Fund	2.54
PBW	Invesco WilderHill Clean Energy ETF	2.27
RZG	Invesco S&P SmallCap 600® Pure Growth ETF	2.14
JPSE	JPMorgan Diversified Return U.S. Small Cap Equity ETF	2.06
SMMD	iShares Russell 2500 ETF	2.00
CAFG	Pacer US Small Cap Cash Cows Growth Leaders ETF	2.00
ESML	iShares ESG Aware MSCI USA Small-Cap ETF	1.99
BKSE	BNY Mellon US Small Cap Core Equity ETF	1.94
BBMC	JPMorgan BetaBuilders U.S. Mid Cap Equity ETF	1.83
DWAS	Invesco DWA SmallCap Momentum ETF	1.81
GRPZ	Invesco S&P Smallcap 600 GARP ETF	1.52

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does GRPZ fit in your portfolio?

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