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BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) Sharpe Ratio: 1.21

ETF · Currency in USD · Last updated Jul 30, 2026

The BrandywineGLOBAL U.S. Fixed Income ETF is an actively managed fund investing in U.S. investment-grade fixed income through macro-driven sector allocation, duration management, and bottom-up security selection.

USFI's Sharpe Ratio of 1.21 indicates that for each unit of volatility, it generates 1.21 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 30, 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.

USFI Sharpe Ratio Rank

USFI Sharpe Ratio Rank: 53.153
Average

USFI ranks above 53.1% 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

USFI Sharpe Ratio Market Positioning

The chart shows USFI'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%): 0.56 or lower
  • Yellow zone (middle 50%): 0.56 to 1.64
  • Green zone (top 25%): 1.64 or higher
  • Top 1%: 6.16+
  • Median: 1.15 — half of all investments score higher

How it compares to other similar ETFs

The table compares BrandywineGLOBAL - U.S. Fixed Income ETF's Sharpe Ratio with other ETFs in the Actively Managed, Intermediate Core Bond category across multiple time periods, showing how USFI'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 30, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ABIVictoryShares Pioneer Asset-Based Income ETF4.08
SEIXVirtus Seix Senior Loan ETF3.20
CLSEConvergence Long/Short Equity ETF3.06
USDXSGI Enhanced Core ETF3.04
DFUVDimensional US Marketwide Value ETF2.43
AFOSARS Focused Opportunities Strategy ETF2.41
TMEDT. Rowe Price Health Care ETF2.32
JUCYAptus Enhanced Yield ETF2.05
AVIVAvantis International Large Cap Value ETF2.00
BVALBluemonte Large Cap Value ETF1.99
USFIBrandywineGLOBAL - U.S. Fixed Income ETF1.21
Benchmark

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Time Period

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Historical Sharpe Ratio

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

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