North Square RCIM Tax-Advantaged Preferred and Income Securities ETF (QTPI) Sharpe Ratio: 2.07

QTPI's Sharpe Ratio of 2.07 indicates that for each unit of volatility, it generates 2.07 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 17, 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.

QTPI Sharpe Ratio Rank

Average

QTPI ranks above 49.3% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced 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

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

QTPI Sharpe Ratio Market Positioning

The chart shows QTPI'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%): 1.22 or lower
Yellow zone (middle 50%): 1.22 to 2.72
Green zone (top 25%): 2.72 or higher
Top 1%: 7.36+
Median: 2.09 — half of all investments score higher

How it compares to other similar ETFs

The table compares North Square RCIM Tax-Advantaged Preferred and Income Securities ETF's Sharpe Ratio with other ETFs in the Preferred Stock/Convertible Bonds category across multiple time periods, showing how QTPI'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 Apr 17, 2026.

Symbol	Name	1Y Sharpe Ratio
NPFI	Nuveen Preferred And Income ETF	3.82
PRFD	PIMCO Preferred And Capital Securities Active Exchange-Traded Fund	3.42
FPFD	Fidelity Preferred Securities & Income ETF	3.25
FCVT	First Trust SSI Strategic Convertible Securities ETF	3.20
JHPI	John Hancock Preferred Income ETF	3.19
PQDI	Principal Spectrum Preferred and Income ETF	3.17
FPEI	First Trust Institutional Preferred Securities & Income ETF	3.15
VRP	Invesco Variable Rate Preferred ETF	3.03
ICVT	iShares Convertible Bond ETF	2.94
FPE	First Trust Preferred Securities & Income ETF	2.83
QTPI	North Square RCIM Tax-Advantaged Preferred and Income Securities ETF	2.07

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Explore QTPI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

QTPI Sortino Ratio