Purpose Strategic Yield Fund (SYLD.TO) Sharpe Ratio: 3.04

SYLD.TO's Sharpe Ratio of 3.04 indicates that for each unit of volatility, it generates 3.04 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 25, 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.

SYLD.TO Sharpe Ratio Rank

Exceptional

SYLD.TO ranks above 93.4% 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

SYLD.TO Sharpe Ratio Market Positioning

The chart shows SYLD.TO'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%): 0.82 or lower
Yellow zone (middle 50%): 0.82 to 2.07
Green zone (top 25%): 2.07 or higher
Top 1%: 6.88+
Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares SYLD.TO's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Jun 25, 2026.

Symbol	Name	1Y Sharpe Ratio
HISU-U.TO	Evolve US High Interest Savings Account Fund	20.00
PSU-U.TO	Purpose US Cash Fund	17.94
MNY.TO	Purpose Cash Management Fund	15.86
MNU-U.TO	Purpose USD Cash Management ETF	15.32
UBIL-U.TO	Global X 0-3 Month U.S. T-Bill ETF USD	12.62
CMR.TO	iShares Premium Money Market ETF	12.33
PSA.TO	Purpose High Interest Savings Fund	9.50
CASH.TO	Global X High Interest Savings ETF	9.38
CBIL.TO	Global X 0-3 Month T-Bill ETF	9.27
ZMMK.TO	BMO Money Market Fund ETF Series	9.21
SYLD.TO	Purpose Strategic Yield Fund	3.04

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does SYLD.TO fit in your portfolio?

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