Sterling Capital Hedged Equity Premium Income ETF (SCEP) Sharpe Ratio

Sharpe ratio is not yet available for SCEP. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Sterling Capital Hedged Equity Premium Income ETF's Sharpe Ratio with other ETFs in the Equity Hedged, Derivative Income category across multiple time periods, showing how SCEP'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 5, 2026.

Symbol	Name	1Y Sharpe Ratio
CHPY	YieldMax Semiconductor Portfolio Option Income ETF	5.23
GOOY	YieldMax GOOGL Option Income Strategy ETF	3.98
HECO	State Street Galaxy Hedged Digital Asset Ecosystem ETF	3.54
GOOP	Kurv Yield Premium Strategy Google ETF	3.53
TSMY	YieldMax TSM Option Income Strategy ETF	3.19
MAXJ	iShares Large Cap Max Buffer Jun ETF	3.18
TYLG	Global X Information Technology Covered Call & Growth ETF	3.04
PHDG	Invesco S&P 500 Downside Hedged ETF	3.03
THTA	SoFi Enhanced Yield ETF	2.87
TDVI	FT Vest Technology Dividend Target Income ETF	2.83
SCEP	Sterling Capital Hedged Equity Premium Income ETF	—

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Historical Sharpe Ratio

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

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