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Monarch Dividend Plus ETF (MDPL) Sharpe Ratio: 0.32

ETF · Main listing MDPL · Currency in USD · Last updated Jun 6, 2026

MDPL is a passive ETF by Monarch tracking the investment results of the Monarch Dividend Plus Index. MDPL launched on Mar 6, 2024 and has a 1.24% expense ratio.

MDPL's Sharpe Ratio of 0.32 indicates that for each unit of volatility, it generates 0.32 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 6, 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

MDPL Sharpe Ratio Rank: 14.414
Concerning

MDPL ranks above 14.4% 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

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%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 2.19
  • Green zone (top 25%): 2.19 or higher
  • Top 1%: 7.22+
  • Median: 1.55 — 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 Jun 6, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EQRRProShares Equities for Rising Rates ETF2.74
DVLUFirst Trust Dorsey Wright Momentum & Value ETF2.23
RDIVInvesco S&P Ultra Dividend Revenue ETF2.22
IMCViShares Morningstar Mid-Cap ETF2.11
XMVMInvesco S&P MidCap Value with Momentum ETF2.10
QVALAlpha Architect U.S. Quantitative Value ETF2.09
VOEVanguard Mid-Cap Value ETF2.07
FABFirst Trust Multi Cap Value AlphaDEX Fund2.06
DXUVDimensional US Vector Equity ETF2.04
VFVAVanguard U.S. Value Factor ETF2.01
MDPLMonarch Dividend Plus ETF0.32

S&P 500 Index

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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Sharpe Ratio Calculator

How does MDPL fit in your portfolio?

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