VegaShares US Equity Autocallable Income ETF (VAIE) Sharpe Ratio

Sharpe ratio is not yet available for VAIE. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares VegaShares US Equity Autocallable Income ETF's Sharpe Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how VAIE'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 28, 2026.

Symbol	Name	1Y Sharpe Ratio
CHPY	YieldMax Semiconductor Portfolio Option Income ETF	3.81
AMDY	YieldMax AMD Option Income Strategy ETF	3.35
GOOY	YieldMax GOOGL Option Income Strategy ETF	3.05
THTA	SoFi Enhanced Yield ETF	2.81
GOOP	Kurv Yield Premium Strategy Google ETF	2.61
TSMY	YieldMax TSM Option Income Strategy ETF	2.40
FTQI	First Trust Nasdaq BuyWrite Income ETF	2.35
IWMI	NEOS Russell 2000 High Income ETF	2.31
WNTR	YieldMax Short MSTR Option Income Strategy ETF	2.28
XYLD	Global X S&P 500 Covered Call ETF	2.23
VAIE	VegaShares US Equity Autocallable Income ETF	—

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Historical Sharpe Ratio

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

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