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USAA Sustainable World Fund (USAWX) Sharpe Ratio: 2.32

Mutual Fund · Currency in USD · Last updated Jun 5, 2026

The investment seeks capital appreciation. The fund invests its assets primarily in equity securities of both foreign (including emerging markets) and domestic issuers. The "equity securities" in which the fund principally invests are common stocks, depositary receipts, preferred stocks, securities convertible into common stocks, and securities that carry the right to buy common stocks.

USAWX's Sharpe Ratio of 2.32 indicates that for each unit of volatility, it generates 2.32 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.

USAWX Sharpe Ratio Rank

USAWX Sharpe Ratio Rank: 63.563
Above Average

USAWX ranks above 63.5% 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

USAWX Sharpe Ratio Market Positioning

The chart shows USAWX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.37 or lower
  • Yellow zone (middle 50%): 1.37 to 2.45
  • Green zone (top 25%): 2.45 or higher
  • Top 1%: 4.59+
  • Median: 2.01 — half of all investments score higher

How it compares to other similar mutual funds

The table compares USAA Sustainable World Fund's Sharpe Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how USAWX'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
VGPMXVanguard Global Capital Cycles Fund3.86
LVAGXLSV Global Value Fund3.67
GCCHXGMO Climate Change Fund3.47
PGTIXT. Rowe Price Global Technology Fund I Class3.42
PGVFXPolaris Global Value Fund3.32
GMGEXGMO Global Equity Allocation Fund3.31
EPSYXMainStay Epoch Global Equity Yield Fund3.31
JGYIXJohn Hancock Global Shareholder Yield Fund3.24
NEFFXAmerican Funds The New Economy Fund® Class F-23.16
AGLOXAriel Global Fund3.15
USAWXUSAA Sustainable World Fund2.32

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

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