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Shell plc ADRhedged ETF (SHEH) Sharpe Ratio: 0.89

ETF · Currency in USD · Last updated Jul 10, 2026

The Shell plc ADRhedged ETF provides exposure to Shell plc through its ADR while using currency contracts to hedge daily fluctuations between the British pound and the U.S. dollar.

SHEH's Sharpe Ratio of 0.89 indicates that for each unit of volatility, it generates 0.89 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 10, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SHEH Sharpe Ratio Rank

SHEH Sharpe Ratio Rank: 29.930
Below Average

SHEH ranks above 29.9% 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

SHEH Sharpe Ratio Market Positioning

The chart shows SHEH'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%): 0.75 or lower
  • Yellow zone (middle 50%): 0.75 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.65+
  • Median: 1.40 — half of all investments score higher

How it compares to other similar ETFs

The table compares Shell plc ADRhedged ETF's Sharpe Ratio with other ETFs in the Energy Equities, Global Equities category across multiple time periods, showing how SHEH'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 Jul 10, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WLDRAffinity World Leaders Equity ETF2.98
CRAKVanEck Oil Refiners ETF2.49
FYLDCambria Foreign Shareholder Yield ETF2.48
USNGAmplify Samsung U.S. Natural Gas Infrastructure ETF2.48
EIPXFT Energy Income Partners Strategy ETF2.43
BESFBastion Energy ETF2.35
GVALCambria Global Value ETF2.34
PXJInvesco Dynamic Oil & Gas Services ETF2.32
VOLTTema Electrification ETF2.27
AVGVAvantis All Equity Markets Value ETF2.27
SHEHShell plc ADRhedged ETF0.89

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does SHEH fit in your portfolio?

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