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iShares Global 100 ETF (IOO) Sharpe Ratio: 1.98

ETF · Currency in USD · Last updated Jul 10, 2026

The iShares Global 100 ETF seeks to track the investment results of the S&P Global 100 Index (Net), providing exposure to 100 large-cap global equities from both developed and emerging markets. The fund is designed to give concentrated access to some of the world’s largest multinational companies and distributes income semi-annually.

IOO's Sharpe Ratio of 1.98 indicates that for each unit of volatility, it generates 1.98 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 10, 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.

IOO Sharpe Ratio Rank

IOO Sharpe Ratio Rank: 79.079
Above Average

IOO ranks above 79.0% 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

IOO Sharpe Ratio Market Positioning

The chart shows IOO'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%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.59+
  • Median: 1.40 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Global 100 ETF's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how IOO'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 Jul 10, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WLDRAffinity World Leaders Equity ETF2.98
FYLDCambria Foreign Shareholder Yield ETF2.48
GVALCambria Global Value ETF2.34
VOLTTema Electrification ETF2.27
AVGVAvantis All Equity Markets Value ETF2.27
GINXSGI Enhanced Global Income ETF2.15
AVGEAvantis All Equity Markets ETF2.12
DGTState Street SPDR Global Dow ETF2.01
COPYTweedy, Browne Insider + Value ETF2.00
IOOiShares Global 100 ETF1.98

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does IOO fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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