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iShares MSCI Qatar ETF (QAT) Sharpe Ratio: 0.54

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

QAT is a passive ETF by iShares tracking the investment results of the MSCI All Qatar Capped Index. QAT launched on Apr 29, 2014 and has a 0.59% expense ratio.

QAT's Sharpe Ratio of 0.54 indicates that for each unit of volatility, it generates 0.54 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.

QAT Sharpe Ratio Rank

QAT Sharpe Ratio Rank: 17.618
Concerning

QAT ranks above 17.6% 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

QAT Sharpe Ratio Market Positioning

The chart shows QAT'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%: 7.00+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI Qatar ETF's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how QAT'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
GEMEPacific North of South Global Emerging Markets Equity Active ETF3.03
EVLUiShares MSCI Emerging Markets Value Factor ETF2.97
EMXCiShares MSCI Emerging Markets ex China ETF2.70
ROAMHartford Multifactor Emerging Markets ETF2.70
DBEMXtrackers MSCI Emerging Markets Hedged Equity ETF2.65
PIEInvesco DWA Emerging Markets Momentum ETF2.62
XCEMColumbia EM Core ex-China ETF2.53
AGEMabrdn Emerging Markets Dividend Active ETF2.53
ECONColumbia Emerging Markets Consumer ETF2.48
JEMAJPMorgan ActiveBuilders Emerging Markets Equity ETF2.38
QATiShares MSCI Qatar ETF0.54

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does QAT fit in your portfolio?

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