QMID's Sharpe Ratio of 0.88 indicates that for each unit of volatility, it generates 0.88 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 3, 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.
QMID Sharpe Ratio Rank
QMID ranks above 24.6% 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
QMID Sharpe Ratio Market Positioning
The chart shows QMID'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%): 0.90 or lower
- Yellow zone (middle 50%): 0.90 to 2.51
- Green zone (top 25%): 2.51 or higher
- Top 1%: 7.87+
- Median: 1.77 — half of all investments score higher
How it compares to other similar ETFs
The table compares WisdomTree U.S. MidCap Quality Growth Fund's Sharpe Ratio with other ETFs in the Mid Cap Growth Equities category across multiple time periods, showing how QMID'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 3, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| TEKX | SPDR Galaxy Transformative Tech Accelerators ETF | 4.55 | |||
| FCUS | Pinnacle Focused Opportunities ETF | 2.84 | |||
| KOMP | SPDR S&P Kensho New Economies Composite ETF | 2.27 | |||
| SCHM | Schwab US Mid-Cap ETF | 2.19 | |||
| XMMO | Invesco S&P MidCap Momentum ETF | 2.01 | |||
| FAD | First Trust Multi Cap Growth AlphaDEX Fund | 1.94 | |||
| JHMM | John Hancock Multifactor Mid Cap ETF | 1.88 | |||
| MDYG | SPDR S&P 400 Mid Cap Growth ETF | 1.84 | |||
| IJK | iShares S&P MidCap 400 Growth ETF | 1.84 | |||
| BOUT | Innovator IBD Breakout Opportunities ETF | 1.74 | |||
| QMID | WisdomTree U.S. MidCap Quality Growth Fund | 0.88 |
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