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Alpha Architect U.S. Quantitative Momentum ETF (QMOM) Sharpe Ratio: 1.39

ETF · Currency in USD · Last updated Jun 3, 2026

Alpha Architect U.S. Quantitative Momentum ETF is an actively managed, equal-weighted portfolio of U.S. stocks exhibiting strong momentum characteristics. The fund uses a quantitative model to identify stocks with the best risk-adjusted momentum.

QMOM's Sharpe Ratio of 1.39 indicates that for each unit of volatility, it generates 1.39 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.

QMOM Sharpe Ratio Rank

QMOM Sharpe Ratio Rank: 38.839
Below Average

QMOM ranks above 38.8% 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

QMOM Sharpe Ratio Market Positioning

The chart shows QMOM'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%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 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 Alpha Architect U.S. Quantitative Momentum ETF's Sharpe Ratio with other ETFs in the Momentum, Mid Cap Growth Equities category across multiple time periods, showing how QMOM'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.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TEKXSPDR Galaxy Transformative Tech Accelerators ETF4.55
PIEInvesco DWA Emerging Markets Momentum ETF3.42
QQQAProShares Nasdaq-100 Dorsey Wright Momentum ETF3.26
PTFInvesco DWA Technology Momentum ETF2.87
FCUSPinnacle Focused Opportunities ETF2.84
ULVMVictoryShares US Value Momentum ETF2.80
FMTMMarketDesk Focused U.S. Momentum ETF2.78
JMOMJPMorgan U.S. Momentum Factor ETF2.66
SPMOInvesco S&P 500 Momentum ETF2.64
SPVMInvesco S&P 500 Value with Momentum ETF2.58
QMOMAlpha Architect U.S. Quantitative Momentum ETF1.39

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does QMOM fit in your portfolio?

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

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