Optimize Strategy Index ETF (OPTZ) Sharpe Ratio: 1.52

OPTZ's Sharpe Ratio of 1.52 indicates that for each unit of volatility, it generates 1.52 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.

OPTZ Sharpe Ratio Rank

Above Average

OPTZ ranks above 78.9% 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

OPTZ Sharpe Ratio Market Positioning

The chart shows OPTZ'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%): 0.47 or lower
Yellow zone (middle 50%): 0.47 to 1.40
Green zone (top 25%): 1.40 or higher
Top 1%: 5.79+
Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares Optimize Strategy Index ETF's Sharpe Ratio with other ETFs in the Mid Cap Blend Equities category across multiple time periods, showing how OPTZ'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.

Symbol	Name	1Y Sharpe Ratio
EPU	iShares MSCI Peru ETF	3.02
RSHO	Tema American Reshoring ETF	1.83
CSD	Invesco S&P Spin-Off ETF	1.74
LOPP	Gabelli Love Our Planet & People ETF	1.70
MOO	VanEck Agribusiness ETF	1.63
OPTZ	Optimize Strategy Index ETF	1.52
FDLS	Inspire Fidelis Multi Factor ETF	1.51
CCSO	Carbon Collective Climate Solutions U.S. Equity ETF	1.46
LST	Leuthold Select Industries ETF	1.45
VFMO	Vanguard U.S. Momentum Factor ETF	1.24

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Explore OPTZ risk-adjusted metrics in detail

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

OPTZ Sortino Ratio