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JPMorgan Fundamental Data Science Mid Core ETF (MCDS) Sharpe Ratio: 1.71

MCDS's Sharpe Ratio of 1.71 indicates that for each unit of volatility, it generates 1.71 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 7, 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.

MCDS Sharpe Ratio Rank

MCDS Sharpe Ratio Rank: 63.263
Above Average

MCDS ranks above 63.2% 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

MCDS Sharpe Ratio Market Positioning

The chart shows MCDS'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%): 0.66 or lower
  • Yellow zone (middle 50%): 0.66 to 2.05
  • Green zone (top 25%): 2.05 or higher
  • Top 1%: 6.10+
  • Median: 1.34 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPMorgan Fundamental Data Science Mid Core ETF's Sharpe Ratio with other ETFs in the Mid Cap Blend Equities category across multiple time periods, showing how MCDS'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 7, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EPUiShares MSCI Peru ETF3.94
CSDInvesco S&P Spin-Off ETF2.83
LOPPGabelli Love Our Planet & People ETF2.63
MOOVanEck Agribusiness ETF2.55
FDLSInspire Fidelis Multi Factor ETF2.55
RSHOTema American Reshoring ETF2.53
OPTZOptimize Strategy Index ETF2.52
LSTLeuthold Select Industries ETF2.43
PEXLPacer US Export Leaders ETF2.25
CPAICounterpoint Quantitative Equity ETF2.19
MCDSJPMorgan Fundamental Data Science Mid Core ETF1.71

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore MCDS risk-adjusted metrics in detail

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

MCDS Sortino Ratio