Betashares Australia 200 ETF (A200.AX) Sortino Ratio: 1.35
A200.AX's Sortino Ratio of 1.35 indicates that for each unit of downside volatility, it generates 1.35 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 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.
A200.AX Sortino Ratio Rank
A200.AX ranks above 47.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
A200.AX Sortino Ratio Market Positioning
The chart shows A200.AX'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%): 0.81 or lower
- Yellow zone (middle 50%): 0.81 to 2.03
- Green zone (top 25%): 2.03 or higher
- Top 1%: 10.17+
- Median: 1.44 — half of all investments score higher
How it compares to other similar ETFs
The table compares A200.AX's Sortino Ratio with other similar investments across multiple time periods.
Data shows available time periods plus all-time averages, as of Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SUBD.AX | Vaneck Australian Subordinated Debt ETF | 4.77 | |||
| ARMR.AX | Betashares Global Defence ETF | 1.91 | |||
| GLDN.AX | Ishares Physical Gold ETF | 1.78 | |||
| VSO.AX | Vanguard MSCI Australian Small Companies INDEX ETF | 1.43 | |||
| IOZ.AX | Ishares Core S&P/ASX 200 ETF | 1.41 | |||
| VDHG.AX | Vanguard Diversified High Growth INDEX ETF | 1.40 | |||
| A200.AX | Betashares Australia 200 ETF | 1.35 | |||
| DHHF.AX | Betashares Diversified All Growth ETF | 1.21 | |||
| NDQ.AX | BetaShares NASDAQ 100 ETF | 1.08 | |||
| JPEQ.AX | JPMorgan US 100Q Equity Premium Income Active ETF | 0.74 |
Historical Sortino Ratio
The chart shows A200.AX'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 A200.AX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading graphics...
Explore A200.AX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.