Monarch Dividend Plus ETF (MDPL) Sharpe Ratio: -0.06

MDPL's Sharpe Ratio of -0.06 indicates that for each unit of volatility, it generates -0.06 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 3, 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.

MDPL Sharpe Ratio Rank

Concerning

MDPL ranks above 10.2% 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

MDPL Sharpe Ratio Market Positioning

The chart shows MDPL'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%): 0.49 or lower
Yellow zone (middle 50%): 0.49 to 1.43
Green zone (top 25%): 1.43 or higher
Top 1%: 5.63+
Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares Monarch Dividend Plus ETF's Sharpe Ratio with other ETFs in the Mid Cap Value Equities category across multiple time periods, showing how MDPL'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 3, 2026.

Symbol	Name	1Y Sharpe Ratio
VEGI	iShares MSCI Agriculture Producers ETF	1.47
QVAL	Alpha Architect U.S. Quantitative Value ETF	1.09
WBIY	WBI Power Factor High Dividend ETF	1.06
VOE	Vanguard Mid-Cap Value ETF	1.02
EQRR	ProShares Equities for Rising Rates ETF	1.01
AUSF	Global X Adaptive U.S. Factor ETF	1.00
FAB	First Trust Multi Cap Value AlphaDEX Fund	0.99
AVMV	Avantis U.S. Mid Cap Value ETF	0.97
IMCV	iShares Morningstar Mid-Cap ETF	0.96
DXUV	Dimensional US Vector Equity ETF	0.96
MDPL	Monarch Dividend Plus ETF	-0.06

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Explore MDPL risk-adjusted metrics in detail

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

MDPL Sortino Ratio