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iShares MSCI UAE ETF (UAE) Sharpe Ratio: 0.69

UAE's Sharpe Ratio of 0.69 indicates that for each unit of volatility, it generates 0.69 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 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.

UAE Sharpe Ratio Rank

UAE Sharpe Ratio Rank: 34.334
Below Average

UAE ranks above 34.3% 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

UAE Sharpe Ratio Market Positioning

The chart shows UAE'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%): 0.50 or lower
  • Yellow zone (middle 50%): 0.50 to 1.44
  • Green zone (top 25%): 1.44 or higher
  • Top 1%: 5.94+
  • Median: 0.97 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI UAE ETF's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how UAE'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 Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EMIFiShares Emerging Markets Infrastructure ETF2.42
EMXCiShares MSCI Emerging Markets ex China ETF2.34
ROAMHartford Multifactor Emerging Markets ETF2.24
ECOWPacer Emerging Markets Cash Cows 100 ETF2.20
XCEMColumbia EM Core ex-China ETF2.14
AGEMabrdn Emerging Markets Dividend Active ETF2.11
PIEInvesco DWA Emerging Markets Momentum ETF2.09
SDEMGlobal X MSCI SuperDividend Emerging Markets ETF2.07
EYLDCambria Emerging Shareholder Yield ETF2.06
DGREWisdomTree Emerging Markets Quality Dividend Growth Fund2.03
UAEiShares MSCI UAE ETF0.69

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore UAE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

UAE Sortino Ratio