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Vident U.S. Equity Strategy ETF (VUSE) Sharpe Ratio: 1.19

ETF · Currency in USD · Last updated Jun 26, 2026

The Vident U.S. Equity Strategy ETF tracks the Vident U.S. Quality Index, selecting and weighting U.S. companies based on a multi-factor model that considers corporate governance, quality, momentum, and reasonable valuations. The methodology distributes holdings across market cap segments for portfolio resilience.

VUSE's Sharpe Ratio of 1.19 indicates that for each unit of volatility, it generates 1.19 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 26, 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.

VUSE Sharpe Ratio Rank

VUSE Sharpe Ratio Rank: 36.236
Below Average

VUSE ranks above 36.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

VUSE Sharpe Ratio Market Positioning

The chart shows VUSE'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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.90+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vident U.S. Equity Strategy ETF's Sharpe Ratio with other ETFs in the Mid Cap Value Equities category across multiple time periods, showing how VUSE'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 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EQRRProShares Equities for Rising Rates ETF2.64
RDIVInvesco S&P Ultra Dividend Revenue ETF2.30
DVLUFirst Trust Dorsey Wright Momentum & Value ETF2.26
XMVMInvesco S&P MidCap Value with Momentum ETF2.21
VOEVanguard Mid-Cap Value ETF2.19
IWSiShares Russell Mid-Cap Value ETF2.19
IMCViShares Morningstar Mid-Cap ETF2.13
QVALAlpha Architect U.S. Quantitative Value ETF2.10
FABFirst Trust Multi Cap Value AlphaDEX Fund2.07
ONEYSPDR Russell 1000 Yield Focus ETF2.01
VUSEVident U.S. Equity Strategy ETF1.19

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does VUSE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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