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Virtus Private Credit ETF (VPC) Sharpe Ratio: -1.18

ETF · Currency in USD · Last updated Jun 24, 2026

The Virtus Private Credit ETF tracks the Indxx Private Credit Index, providing exposure to U.S.-listed business development companies (BDCs) and closed-end funds focused on private lending. The fund offers access to private credit markets through publicly traded instruments, with underlying holdings providing financing to middle-market companies typically unavailable to public investors.

VPC's Sharpe Ratio of -1.18 indicates that for each unit of volatility, it generates -1.18 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 24, 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.

VPC Sharpe Ratio Rank

VPC Sharpe Ratio Rank: 0.61
Concerning

VPC ranks above 0.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

VPC Sharpe Ratio Market Positioning

The chart shows VPC'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%): 0.84 or lower
  • Yellow zone (middle 50%): 0.84 to 2.16
  • Green zone (top 25%): 2.16 or higher
  • Top 1%: 6.94+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares Virtus Private Credit ETF's Sharpe Ratio with other ETFs in the Nontraditional Bonds category across multiple time periods, showing how VPC'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 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ILSBrookmont Catastrophic Bond ETF3.06
KNRGSimplify Kayne Anderson Energy and Infrastructure Credit ETF2.79
DABSDoubleLine Asset-Backed Securities ETF2.00
HYBINEOS Enhanced Income Credit Select ETF1.96
AGZDWisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund1.96
UCONFirst Trust TCW Unconstrained Plus Bond ETF1.69
DUKZOcean Park Diversified Income ETF1.66
OBNDSPDR Loomis Sayles Opportunistic Bond ETF1.66
RSBTReturn Stacked Bonds & Managed Futures ETF1.60
FTBDFidelity Tactical Bond ETF1.35
VPCVirtus Private Credit ETF-1.18

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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