CU71.L's Sortino Ratio of 1.61 indicates that for each unit of downside volatility, it generates 1.61 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 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.
CU71.L Sortino Ratio Rank
CU71.L ranks above 32.7% 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
CU71.L Sortino Ratio Market Positioning
The chart shows CU71.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%): 1.28 or lower
- Yellow zone (middle 50%): 1.28 to 2.90
- Green zone (top 25%): 2.90 or higher
- Top 1%: 14.89+
- Median: 2.15 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)'s Sortino Ratio with other ETFs in the Government Bonds category across multiple time periods, showing how CU71.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 Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| IB01.L | iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 35.65 | |||
| PR1T.L | Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) | 26.67 | |||
| VDST.L | Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating | 20.84 | |||
| IBTU.L | iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) | 7.10 | |||
| XUT3.L | Xtrackers II US Treasuries 1-3 UCITS ETF 1D | 4.32 | |||
| IBTA.L | iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 3.16 | |||
| TFRN.L | WisdomTree USD Floating Rate Treasury Bond UCITS ETF - USD Acc | 3.11 | |||
| USFR.L | WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD | 1.98 | |||
| VUTY.L | Vanguard USD Treasury Bond UCITS ETF Distributing | 1.77 | |||
| IBTM.L | iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 1.75 | |||
| CU71.L | iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 1.61 |
Historical Sortino Ratio
The chart shows CU71.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 CU71.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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