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Strategas Global Policy Opportunities ETF (SAGP) Sharpe Ratio: 1.22

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

SAGP is an actively managed ETF by Strategas. SAGP launched on Jan 25, 2022 and has a 0.65% expense ratio.

SAGP's Sharpe Ratio of 1.22 indicates that for each unit of volatility, it generates 1.22 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.

SAGP Sharpe Ratio Rank

SAGP Sharpe Ratio Rank: 33.033
Below Average

SAGP ranks above 33.0% 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

SAGP Sharpe Ratio Market Positioning

The chart shows SAGP'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%: 7.67+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares Strategas Global Policy Opportunities ETF's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how SAGP'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
UFOProcure Space ETF4.08
WLDRAffinity World Leaders Equity ETF4.04
DRIVGlobal X Autonomous & Electric Vehicles ETF3.88
FYLDCambria Foreign Shareholder Yield ETF3.45
FWDAB Disruptors ETF3.26
IOOiShares Global 100 ETF3.05
AVGVAvantis ALL Equity Markets Value ETF2.96
IDViShares International Select Dividend ETF2.94
GVALCambria Global Value ETF2.91
AVGEAvantis All Equity Markets ETF2.85
SAGPStrategas Global Policy Opportunities ETF1.22

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does SAGP fit in your portfolio?

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

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