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Global X U.S. Preferred ETF (PFFD) Sharpe Ratio: 0.95

ETF · Currency in USD · Last updated Jun 24, 2026

Global X U.S. Preferred ETF (PFFD) seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the ICE BofA Diversified Core U.S. Preferred Securities Index. The fund provides broad exposure to U.S. preferred securities and makes monthly distributions.

PFFD's Sharpe Ratio of 0.95 indicates that for each unit of volatility, it generates 0.95 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 24, 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.

PFFD Sharpe Ratio Rank

PFFD Sharpe Ratio Rank: 27.528
Below Average

PFFD ranks above 27.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

PFFD Sharpe Ratio Market Positioning

The chart shows PFFD'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%): 0.83 or lower
  • Yellow zone (middle 50%): 0.83 to 2.16
  • Green zone (top 25%): 2.16 or higher
  • Top 1%: 6.94+
  • Median: 1.58 — half of all investments score higher

How it compares to other similar ETFs

The table compares Global X U.S. Preferred ETF's Sharpe Ratio with other ETFs in the Preferred Stock/Convertible Bonds category across multiple time periods, showing how PFFD'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 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ICVTiShares Convertible Bond ETF2.57
FCVTFirst Trust SSI Strategic Convertible Securities ETF2.57
NPFINuveen Preferred And Income ETF2.43
CWBSPDR Bloomberg Barclays Convertible Securities ETF2.37
PRFDPIMCO Preferred And Capital Securities Active Exchange-Traded Fund2.24
VRPInvesco Variable Rate Preferred ETF2.17
FPEIFirst Trust Institutional Preferred Securities & Income ETF2.12
JHPIJohn Hancock Preferred Income ETF2.09
CSPFCohen & Steers Preferred and Income Opportunities Active ETF2.03
PQDIPrincipal Spectrum Preferred and Income ETF1.97
PFFDGlobal X U.S. Preferred ETF0.95

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does PFFD fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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