ANAU.DE's Sortino Ratio of 0.84 indicates that for each unit of downside volatility, it generates 0.84 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 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.
ANAU.DE Sortino Ratio Rank
ANAU.DE ranks above 16.9% 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
ANAU.DE Sortino Ratio Market Positioning
The chart shows ANAU.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%): 1.25 or lower
- Yellow zone (middle 50%): 1.25 to 2.75
- Green zone (top 25%): 2.75 or higher
- Top 1%: 14.47+
- Median: 2.07 — half of all investments score higher
How it compares to other similar ETFs
The table compares AXA IM NASDAQ 100 UCITS ETF - USD Acc's Sortino Ratio with other ETFs in the Nasdaq-100 category across multiple time periods, showing how ANAU.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 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| QYLE.DE | Global X Nasdaq 100 Covered Call UCITS ETF D | 3.28 | |||
| JEQA.DE | JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 2.84 | |||
| FTGQ.DE | First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 2.75 | |||
| 6AQQ.DE | Amundi Nasdaq 100 UCITS ETF EUR | 2.72 | |||
| NADQ.DE | Amundi Nasdaq-100 II UCITS ETF Dist | 2.72 | |||
| LYMS.DE | Amundi Nasdaq-100 II UCITS ETF Acc | 2.72 | |||
| JEQP.DE | JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 2.72 | |||
| SXRV.DE | iShares NASDAQ 100 UCITS ETF USD (Acc) | 2.72 | |||
| EQQQ.DE | Invesco EQQQ NASDAQ-100 UCITS ETF | 2.70 | |||
| EXXT.DE | iShares Nasdaq 100 UCITS ETF (DE) | 2.69 | |||
| ANAU.DE | AXA IM NASDAQ 100 UCITS ETF - USD Acc | 0.84 |
Historical Sortino Ratio
The chart shows ANAU.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 ANAU.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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