SRH U.S. Quality ETF (SRHQ) Sharpe Ratio: 1.97

SRHQ's Sharpe Ratio of 1.97 indicates that for each unit of volatility, it generates 1.97 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 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.

SRHQ Sharpe Ratio Rank

Exceptional

SRHQ ranks above 83.8% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

Suitable as a core holding given strong risk-adjusted returns
Monitor rank changes to detect deteriorating return-to-volatility profile
Exceptional Sharpe ratio supports larger position sizes
Compare with category peers to assess whether strength is investment-specific or category-wide

SRHQ Sharpe Ratio Market Positioning

The chart shows SRHQ'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%): 0.56 or lower
Yellow zone (middle 50%): 0.56 to 1.74
Green zone (top 25%): 1.74 or higher
Top 1%: 6.37+
Median: 1.25 — half of all investments score higher

How it compares to other similar ETFs

The table compares SRH U.S. Quality ETF's Sharpe Ratio with other ETFs in the Quality Factor, Mid Cap Blend Equities category across multiple time periods, showing how SRHQ'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 Aug 2, 2026.

Symbol	Name	1Y Sharpe Ratio
CTEF	Castellan Targeted Equity ETF	2.52
QARP	Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	2.29
CPAI	Counterpoint Quantitative Equity ETF	2.19
ROE	Astoria US Equal Weight Quality Kings ETF	2.14
CSD	Invesco S&P Spin-Off ETF	2.12
GQI	Natixis Gateway Quality Income ETF	2.07
QDEF	FlexShares Quality Dividend Defensive Index Fund	2.07
IQDF	FlexShares International Quality Dividend Index Fund	2.05
LSAF	LeaderShares AlphaFactor US Core Equity ETF	2.03
SQLV	Royce Quant Small-Cap Quality Value ETF	2.02
SRHQ	SRH U.S. Quality ETF	1.97

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Historical Sharpe Ratio

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

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