PortfoliosLab logoPortfoliosLab logo

2B7S.DE's Sortino Ratio of 0.83 indicates that for each unit of downside volatility, it generates 0.83 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

2B7S.DE Sortino Ratio Rank


2B7S.DE Sortino Ratio Rank: 17.918
Concerning

2B7S.DE ranks above 17.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

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

2B7S.DE Sortino Ratio Market Positioning

The chart shows 2B7S.DE's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.


  • Red zone (bottom 25%): 1.17 or lower
  • Yellow zone (middle 50%): 1.17 to 2.69
  • Green zone (top 25%): 2.69 or higher
  • Top 1%: 13.60+
  • Median: 2.04 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc's Sortino Ratio with other ETFs in the Government Bonds, Short-Term Bond category across multiple time periods, showing how 2B7S.DE'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 16, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
18M1.DEAmundi Euro Government Bond 0-6 M UCITS ETF (Acc)9.00
PJS1.DEPIMCO Euro Short Maturity UCITS ETF EUR Income7.69
PJSR.DEPIMCO Euro Short Maturity UCITS ETF EUR Accumulation6.74
EXVM.DEiShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)5.16
PR1H.DEAmundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc4.84
T1EU.DEInvesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc1.88
SXRL.DEiShares USD Treasury Bond 3-7yr UCITS ETF (Acc)1.69
XCS2.DEXtrackers II Australia Government Bond UCITS ETF (Acc)1.68
IU0E.DEiShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc)1.56
SYB5.DEState Street SPDR Bloomberg 1-5 Year Gilt UCITS ETF (Dist)1.54
2B7S.DEiShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc0.83

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows 2B7S.DE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 2B7S.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sortino Ratio Calculator

IHow does 2B7S.DE fit in your portfolio?

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

Analyze Your Portfolio