PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

ERShares Private-Public Crossover ETF (XOVR) Sharpe Ratio: 0.22

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

The actively managed fund applies a venture-capital-style research process to public innovators and adds a policy-capped sleeve of select private-company exposure, including investments held through special-purpose vehicles.

XOVR's Sharpe Ratio of 0.22 indicates that for each unit of volatility, it generates 0.22 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.

XOVR Sharpe Ratio Rank

XOVR Sharpe Ratio Rank: 12.112
Concerning

XOVR ranks above 12.1% 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

XOVR Sharpe Ratio Market Positioning

The chart shows XOVR'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%): 0.85 or lower
  • Yellow zone (middle 50%): 0.85 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.92+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares ERShares Private-Public Crossover ETF's Sharpe Ratio with other ETFs in the Large Cap Growth Equities, Actively Managed category across multiple time periods, showing how XOVR'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
CLSEConvergence Long/Short Equity ETF3.55
DARPGrizzle Growth ETF2.71
FMTMMarketDesk Focused U.S. Momentum ETF2.63
BIBLInspire 100 ETF2.62
MFUSPIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF2.60
NACPImpact Shares NAACP Minority Empowerment ETF2.60
VEGNUS Vegan Climate ETF2.58
ROUSHartford Multifactor US Equity ETF2.46
CEFSSaba Closed-End Funds ETF2.44
BVALBluemonte Large Cap Value ETF2.40
XOVRERShares Private-Public Crossover ETF0.22

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

Loading charts...

Sharpe Ratio Calculator

How does XOVR fit in your portfolio?

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

Analyze Your Portfolio