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Thornburg International Equity ETF (TXUE) Sharpe Ratio: 1.52

ETF · Currency in USD · Last updated Jun 5, 2026

The Thornburg International Equity ETF is an actively managed ETF that seeks long-term capital appreciation by investing in a concentrated portfolio of non-U.S. developed-market companies selected through bottom-up fundamental research and macroeconomic analysis.

TXUE's Sharpe Ratio of 1.52 indicates that for each unit of volatility, it generates 1.52 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 5, 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.

TXUE Sharpe Ratio Rank

TXUE Sharpe Ratio Rank: 44.044
Average

TXUE ranks above 44.0% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. 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 are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

TXUE Sharpe Ratio Market Positioning

The chart shows TXUE'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%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.73+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Thornburg International Equity ETF's Sharpe Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how TXUE'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.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
KEMXKraneShares MSCI Emerging Markets ex China Index ETF3.40
VIDIVident International Equity Fund3.37
PATNPacer Nasdaq International Patent Leaders ETF3.32
JIVEJpmorgan International Value ETF2.98
FNDFSchwab Fundamental International Equity ETF2.94
FDTFirst Trust Developed Markets ex-US AlphaDEX Fund2.93
GMOIGMO International Value ETF2.88
PXFInvesco FTSE RAFI Developed Markets ex-U.S. ETF2.87
ICOWPacer Developed Markets International Cash Cows 100 ETF2.85
DBAWXtrackers MSCI All World ex US Hedged Equity ETF2.81
TXUEThornburg International Equity ETF1.52

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does TXUE fit in your portfolio?

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