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iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) Sortino Ratio: 1.16

ETF · Currency in EUR · Last updated Jul 21, 2026

AYEP.DE is a passive ETF by iShares tracking the investment results of the FTSE EPRA/NAREIT Developed Asia Dividend+. AYEP.DE launched on Dec 12, 2018 and has a 0.59% expense ratio.

AYEP.DE's Sortino Ratio of 1.16 indicates that for each unit of downside volatility, it generates 1.16 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 21, 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.

AYEP.DE Sortino Ratio Rank

AYEP.DE Sortino Ratio Rank: 27.327
Below Average

AYEP.DE ranks above 27.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average 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

  • Returns may not adequately compensate for downside risk taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better downside protection
  • Assess whether downside exposure aligns with your portfolio goals

AYEP.DE Sortino Ratio Market Positioning

The chart shows AYEP.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%): 1.04 or lower
  • Yellow zone (middle 50%): 1.04 to 2.54
  • Green zone (top 25%): 2.54 or higher
  • Top 1%: 13.52+
  • Median: 1.88 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Asia Property Yield UCITS ETF USD Acc's Sortino Ratio with other ETFs in the REIT category across multiple time periods, showing how AYEP.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 21, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
SPYJ.DESPDR Dow Jones Global Real Estate UCITS ETF2.71
SPY2.DESPDR Dow Jones Global Real Estate UCITS ETF Accumulating2.71
XDRE.DEXtrackers Developed Green Real Estate ESG UCITS ETF 1C2.64
IQQ7.DEiShares US Property Yield UCITS ETF2.52
H4ZL.DEHSBC FTSE EPRA NAREIT Developed UCITS ETF USD2.46
H4Z7.DEHSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc)2.45
TRET.DEVanEck Global Real Estate UCITS ETF2.40
LMWE.DELyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)2.39
10AJ.DEAmundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist2.38
CSYZ.DECSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD2.33
AYEP.DEiShares Asia Property Yield UCITS ETF USD Acc1.16

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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Sortino Ratio Calculator

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