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How do I get the volatility and Sharpe ratio of a fund by ISIN?

Three-year annualised volatility and Sharpe ratio for any fund or ETF from its ISIN as JSON: data.headlineMetrics.volatility3y and .sharpe3y, computed from the NAV series when published.Published September 12, 2026 · Updated October 13, 2026 · by FundFacts API

Short answer

Call GET https://fundfactsapi.com/api/v1/funds/{isin} with a bearer API key and read data.headlineMetrics.volatility3y in the JSON response (related fields: data.headlineMetrics.sharpe3y, data.metrics.volatility3y / sharpe3y). Where the fund house prints its own figures they are returned as published; otherwise they are computed from its total-return history over the last 36 complete months (volatility of monthly returns annualised, Sharpe ratio over a same-currency money-market fund, none for money-market funds). The Free plan gives 5 lookups a month with no card, and the keyless demo endpoint shows the shape for an already-loaded fund.

See it on a real fund page: the IE00B4L5Y983 page shows the figures this answer describes, with their as-of date.

Where it is in the response

PathTypeMeaning
data.headlineMetrics.volatility3ystringAnnualised standard deviation of monthly returns over three years, e.g. "11.8%".
data.headlineMetrics.sharpe3ystringThree-year Sharpe ratio, e.g. "1.68".
data.metrics.volatility3y / sharpe3ystringSame figures in the detailed metrics block.

Sample for iShares Core MSCI World UCITS ETF (IE00B4L5Y983):

json
"headlineMetrics": { "volatility3y": "11.8%", "sharpe3y": "1.68" },
"metrics": { "maxDrawdown": "-16.5%" }

Where the figure comes from

Where the fund house prints its own figures they are returned as published; otherwise they are computed from its total-return history over the last 36 complete months (volatility of monthly returns annualised, Sharpe ratio over a same-currency money-market fund, none for money-market funds). The freshness page states the formulas, and this guide shows how to recompute them from indexedPerformance.points.

The request

bash
curl -s --max-time 300 https://fundfactsapi.com/api/v1/funds/IE00B4L5Y983 \
-H "Authorization: Bearer $FUNDFACTS_API_KEY" | jq '.data.headlineMetrics | {volatility3y, sharpe3y}'
python
import os, requests
r = requests.get("https://fundfactsapi.com/api/v1/funds/IE00B4L5Y983",
headers={"Authorization": f"Bearer {os.environ['FUNDFACTS_API_KEY']}"}, timeout=300)
fund = r.json()
print(fund["name"], fund['data']['headlineMetrics']['volatility3y'])
javascript
const res = await fetch("https://fundfactsapi.com/api/v1/funds/IE00B4L5Y983", {
headers: { Authorization: `Bearer ${process.env.FUNDFACTS_API_KEY}` },
signal: AbortSignal.timeout(300_000),
});
const fund = await res.json();
console.log(fund.name, fund.data.headlineMetrics.volatility3y);

Sign up at fundfactsapi.com/signup for a key; the Free plan is 5 lookups a month with no card. Without a key, GET https://fundfactsapi.com/api/v1/demo/funds/IE00B4L5Y983 returns the same payload for funds already in the store (30 calls a minute per IP; it never loads a new fund).

Caveats

  • Funds younger than three years return empty strings; check keyFacts.inception.
  • Sharpe ratios computed by different providers differ with the risk-free rate they assume; compare funds within one source.

Several funds at once

POST /funds with { "isins": ["…", "…"], "wait": true } returns the same payload for up to 10 ISINs per call on Starter, 50 on Pro and 200 on Scale. One request is counted per fund found. X-RateLimit-Remaining on every response tells you how many are left this month; a 429 rate_limited response carries Retry-After. Search and /me are free.

A fund never loaded before is read on demand from the documents the fund house publishes. That first call takes 15 seconds to about 3 minutes; set your client timeout to 300 seconds and do not fire a second request for the same ISIN while the first is running. Every later call returns from the store in well under a second with cached: true; past 24 hours the payload comes back flagged stale: true while a refresh runs in the background, and nothing older than 7 days is served without a new read.

Everything else in the payload is listed in the field reference.

Verify it yourself

The demo endpoint returns the live payload for a fund that is already in the store, without a key. Everything on this page can be checked against it.
bash
curl -s https://fundfactsapi.com/api/v1/demo/funds/IE00B4L5Y983 | jq '{name, asOf: .data.dataAsOf, ter: .data.headlineMetrics.ter, risk: .data.riskRating, top: .data.topHoldings[:3]}'

Terms used on this page

Frequently asked questions

Do I need a credit card to try it?

No. The Free plan is 5 lookups per month with no card; sign up with an e-mail address or Google and the key is shown in the dashboard.

Which ISINs work?

Any share class of a UCITS fund, ETF, money-market fund or open-end fund whose management company publishes a product page, factsheet and KID. Each share class has its own ISIN and is looked up on its own. Stocks, bonds and indices are not funds and return 404 fund_not_found.

How current are the figures?

Each ISIN is re-read from the fund house's documents at most every 24 hours; a request past that is answered at once from the store (stale: true) while the refresh runs in the background. data.dataAsOf is the as-of date printed on the documents, typically the last month end for a factsheet and the last trading day for holdings files.

Try it on your own ISINs

One request returns key facts, holdings, risk and performance as JSON. Free plan, no card.