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Invesco Artificial Intelligence Enablers UCITS ETF (IVAI.DE) Sharpe Ratio: 0.84

IVAI.DE's Sharpe Ratio of 0.84 indicates that for each unit of volatility, it generates 0.84 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 1, 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.

IVAI.DE Sharpe Ratio Rank

IVAI.DE Sharpe Ratio Rank: 43.744
Average

IVAI.DE ranks above 43.7% 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

IVAI.DE Sharpe Ratio Market Positioning

The chart shows IVAI.DE'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%): 0.46 or lower
  • Yellow zone (middle 50%): 0.46 to 1.40
  • Green zone (top 25%): 1.40 or higher
  • Top 1%: 5.70+
  • Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco Artificial Intelligence Enablers UCITS ETF's Sharpe Ratio with other ETFs in the Technology Equities category across multiple time periods, showing how IVAI.DE'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 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SEC0.DEiShares MSCI Global Semiconductors UCITS ETF USD (Acc)2.33
LSMC.DEAmundi MSCI Semiconductors ESG Screened UCITS ETF2.09
VVSM.DEVanEck Semiconductor UCITS ETF2.08
MTVR.DEL&G Metaverse ESG Exclusions UCITS ETF USD Accumulating1.66
DR7E.DEGlobal X Autonomous & Electric Vehicles UCITS ETF USD Accumulating1.35
WTI2.DEWisdomTree Artificial Intelligence UCITS ETF USD Acc1.15
EQEU.DEInvesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged1.02
BNXG.DEInvesco CoinShares Global Blockchain UCITS ETF Acc1.01
IROB.DEL&G ROBO Global Robotics and Automation UCITS ETF0.94
BLCH.DEGlobal X Blockchain UCITS ETF USD Accumulating0.92
IVAI.DEInvesco Artificial Intelligence Enablers UCITS ETF0.84

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore IVAI.DE risk-adjusted metrics in detail

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

IVAI.DE Sortino Ratio