CORP.L's Sortino Ratio of 0.96 indicates that for each unit of downside volatility, it generates 0.96 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.
CORP.L Sortino Ratio Rank
CORP.L ranks above 20.4% 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
CORP.L Sortino Ratio Market Positioning
The chart shows CORP.L'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%): 1.18 or lower
- Yellow zone (middle 50%): 1.18 to 2.70
- Green zone (top 25%): 2.70 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 iShares Global Corp Bond UCITS ETF USD (Dist)'s Sortino Ratio with other ETFs in the Global Corporate Bonds, Corporate Bonds, Global Bonds category across multiple time periods, showing how CORP.L'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 |
|---|---|---|---|---|---|
| ERNA.L | iShares USD Ultrashort Bond UCITS ETF USD (Acc) | 5.35 | |||
| FLOA.L | iShares USD Floating Rate Bond UCITS ETF USD (Acc) | 4.73 | |||
| SGSU.L | iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) | 3.60 | |||
| SUSU.L | iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) | 3.45 | |||
| FGOV.L | First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist | 3.15 | |||
| SDIG.L | iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 3.12 | |||
| XYLD.L | Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 3.05 | |||
| JMBA.L | JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (acc) | 2.90 | |||
| JPMB.L | JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) | 2.87 | |||
| SDIA.L | iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 2.74 | |||
| CORP.L | iShares Global Corp Bond UCITS ETF USD (Dist) | 0.96 |
Historical Sortino Ratio
The chart shows CORP.L'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 CORP.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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