BBUS.AX's Sortino Ratio of 37.24 indicates that for each unit of downside volatility, it generates 37.24 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.
BBUS.AX Sortino Ratio Rank
BBUS.AX ranks above 99.5% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. 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
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
BBUS.AX Sortino Ratio Market Positioning
The chart shows BBUS.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%): 1.17 or lower
- Yellow zone (middle 50%): 1.17 to 2.69
- Green zone (top 25%): 2.69 or higher
- Top 1%: 13.75+
- Median: 2.04 — half of all investments score higher
How it compares to other similar ETFs
The table compares BetaShares US Equities Strong Bear Currency Hedged Complex ETF's Sortino Ratio with other ETFs in the Inverse Equities category across multiple time periods, showing how BBUS.AX'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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BBUS.AX | BetaShares US Equities Strong Bear Currency Hedged Complex ETF | 37.24 | |||
| BBOZ.AX | BetaShares Australian Equities Strong Bear Complex ETF | -0.25 |
Historical Sortino Ratio
The chart shows BBUS.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 BBUS.AX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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