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Hoya Capital Housing ETF (HOMZ) Sharpe Ratio: 0.41

ETF · Currency in USD · Last updated Jun 23, 2026

HOMZ is a passive ETF by Pettee Investors tracking the investment results of the Hoya Capital Housing 100 Index. HOMZ launched on Mar 19, 2019 and has a 0.30% expense ratio.

HOMZ's Sharpe Ratio of 0.41 indicates that for each unit of volatility, it generates 0.41 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 23, 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.

HOMZ Sharpe Ratio Rank

HOMZ Sharpe Ratio Rank: 14.615
Concerning

HOMZ ranks above 14.6% 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

HOMZ Sharpe Ratio Market Positioning

The chart shows HOMZ'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 2.31
  • Green zone (top 25%): 2.31 or higher
  • Top 1%: 7.36+
  • Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares Hoya Capital Housing ETF's Sharpe Ratio with other ETFs in the Building & Construction category across multiple time periods, showing how HOMZ'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 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AIRRFirst Trust RBA American Industrial Renaissance ETF2.74
PKBInvesco Dynamic Building & Construction ETF1.90
XHBSPDR S&P Homebuilders ETF0.57
HOMZHoya Capital Housing ETF0.41
ITBiShares U.S. Home Construction ETF0.31
FLMFirst Trust Global Engineering and Construction ETF—
AIPODefiance AI & Power Infrastructure ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

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