LEAD.TO's Sharpe Ratio of -0.18 indicates that for each unit of volatility, it generates -0.18 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 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.
LEAD.TO Sharpe Ratio Rank
LEAD.TO ranks above 9.4% 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
LEAD.TO Sharpe Ratio Market Positioning
The chart shows LEAD.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%): 0.58 or lower
- Yellow zone (middle 50%): 0.58 to 1.72
- Green zone (top 25%): 1.72 or higher
- Top 1%: 6.35+
- Median: 1.22 — half of all investments score higher
How it compares to other similar ETFs
The table compares Evolve Future Leadership Fund's Sharpe Ratio with other ETFs in the Global Equities, Technology Equities, Derivative Income, Options Trading, Actively Managed category across multiple time periods, showing how LEAD.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 Jul 25, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| CBNK.TO | Mulvihill Canadian Bank Enhanced Yield ETF | 5.28 | |||
| BANK.TO | Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 5.16 | |||
| HLIF.TO | Harvest Canadian Equity Income Leaders ETF Class A | 5.13 | |||
| ZWB.TO | BMO Covered Call Canadian Banks ETF | 4.53 | |||
| BKCL.TO | Global X Enhanced Equal Weight Canadian Banks Covered Call ETF | 4.35 | |||
| BKCC.TO | Global X Equal Weight Canadian Bank Covered Call ETF | 4.21 | |||
| PDF.TO | Purpose Core Dividend Fund | 3.99 | |||
| PINC.TO | Purpose Multi-Asset Income Fund | 3.89 | |||
| HMAX.TO | Hamilton Canadian Financials Yield Maximizer ETF | 3.74 | |||
| RCDC.TO | RBC Canadian Dividend Covered Call ETF | 3.67 | |||
| LEAD.TO | Evolve Future Leadership Fund | -0.18 |
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