US Vegan Climate ETF (VEGN) Sharpe Ratio: 1.39

VEGN's Sharpe Ratio of 1.39 indicates that for each unit of volatility, it generates 1.39 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.

VEGN Sharpe Ratio Rank

Average

VEGN ranks above 59.2% 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

VEGN Sharpe Ratio Market Positioning

The chart shows VEGN'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%): 0.55 or lower
Yellow zone (middle 50%): 0.55 to 1.64
Green zone (top 25%): 1.64 or higher
Top 1%: 6.29+
Median: 1.15 — half of all investments score higher

How it compares to other similar ETFs

The table compares US Vegan Climate ETF's Sharpe Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how VEGN'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.

Symbol	Name	1Y Sharpe Ratio
DGRO	iShares Core Dividend Growth ETF	2.29
QARP	Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	2.09
ROUS	Hartford Multifactor US Equity ETF	2.01
RFDA	RiverFront Dynamic US Dividend Advantage ETF	1.94
MFUS	PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	1.93
PFM	Invesco Dividend Achievers™ ETF	1.74
QUS	SPDR MSCI USA StrategicFactors ETF	1.73
NACP	Impact Shares NAACP Minority Empowerment ETF	1.72
ACSI	American Customer Satisfaction ETF	1.70
ESGG	FlexShares STOXX Global ESG Select Index Fund	1.67
VEGN	US Vegan Climate ETF	1.39

Benchmark

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Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

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