Simplify Propel Opportunities ETF (SURI) Sharpe Ratio: 1.72

SURI's Sharpe Ratio of 1.72 indicates that for each unit of volatility, it generates 1.72 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 15, 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.

SURI Sharpe Ratio Rank

Above Average

SURI ranks above 65.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-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

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

SURI Sharpe Ratio Market Positioning

The chart shows SURI'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%): 0.74 or lower
Yellow zone (middle 50%): 0.74 to 1.91
Green zone (top 25%): 1.91 or higher
Top 1%: 6.54+
Median: 1.41 — half of all investments score higher

How it compares to other similar ETFs

The table compares Simplify Propel Opportunities ETF's Sharpe Ratio with other ETFs in the Health & Biotech Equities category across multiple time periods, showing how SURI'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 15, 2026.

Symbol	Name	1Y Sharpe Ratio
BBC	Virtus LifeSci Biotech Clinical Trials ETF	3.96
SBIO	ALPS Medical Breakthroughs ETF	3.21
LFSC	F/m Emerald Life Sciences Innovation ETF	2.99
XBI	SPDR S&P Biotech ETF	2.90
IHE	iShares U.S. Pharmaceuticals ETF	2.71
XPH	SPDR S&P Pharmaceuticals ETF	2.62
IBRN	iShares Neuroscience and Healthcare ETF	2.61
CANC	Tema Oncology ETF	2.54
FTXH	First Trust Nasdaq Pharmaceuticals ETF	2.51
PTH	Invesco DWA Healthcare Momentum ETF	2.42
SURI	Simplify Propel Opportunities ETF	1.72

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does SURI fit in your portfolio?

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