GMO U.S. Quality ETF (QLTY) Sharpe Ratio: 1.86

QLTY's Sharpe Ratio of 1.86 indicates that for each unit of volatility, it generates 1.86 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 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.

QLTY Sharpe Ratio Rank

Exceptional

QLTY ranks above 81.0% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

Suitable as a core holding given strong risk-adjusted returns
Monitor rank changes to detect deteriorating return-to-volatility profile
Exceptional Sharpe ratio supports larger position sizes
Compare with category peers to assess whether strength is investment-specific or category-wide

QLTY Sharpe Ratio Market Positioning

The chart shows QLTY'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%): 0.56 or lower
Yellow zone (middle 50%): 0.56 to 1.74
Green zone (top 25%): 1.74 or higher
Top 1%: 6.23+
Median: 1.25 — half of all investments score higher

How it compares to other similar ETFs

The table compares GMO U.S. Quality ETF's Sharpe Ratio with other ETFs in the Quality Factor, Large Cap Blend Equities category across multiple time periods, showing how QLTY'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 Aug 2, 2026.

Symbol	Name	1Y Sharpe Ratio
AVIE	Avantis Inflation Focused Equity ETF	3.16
IUS	Invesco RAFI Strategic US ETF	3.11
AFOS	ARS Focused Opportunities Strategy ETF	2.72
RAFE	PIMCO RAFI ESG U.S. ETF	2.67
ESN	Essential 40 Stock ETF	2.65
RSSY	Return Stacked US Stocks & Futures Yield ETF	2.41
EBI	Longview Advantage ETF	2.32
QARP	Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	2.29
FDRR	Fidelity Dividend ETF for Rising Rates	2.28
JPUS	JPMorgan Diversified Return US Equity ETF	2.20
QLTY	GMO U.S. Quality ETF	1.86

Benchmark

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Time Period

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Historical Sharpe Ratio

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

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