CUKX.L's Sortino Ratio of 2.76 indicates that for each unit of downside volatility, it generates 2.76 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.
CUKX.L Sortino Ratio Rank
CUKX.L ranks above 59.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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 are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
CUKX.L Sortino Ratio Market Positioning
The chart shows CUKX.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%): 1.33 or lower
- Yellow zone (middle 50%): 1.33 to 3.31
- Green zone (top 25%): 3.31 or higher
- Top 1%: 13.11+
- Median: 2.41 — half of all investments score higher
How it compares to other similar ETFs
The table compares CUKX.L's Sortino Ratio with other similar investments across multiple time periods.
Data shows available time periods plus all-time averages, as of Jun 5, 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) | 36.96 | |||
| PR1T.L | Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) | 36.41 | |||
| GLCB.L | SPDR Refinitiv Global Convertible Bond UCITS ETF | 25.73 | |||
| VDST.L | Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating | 22.17 | |||
| BBIL.L | JPM BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD Acc | 21.02 | |||
| U03A.L | iShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc) | 20.41 | |||
| IBTU.L | iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) | 17.26 | |||
| CSH2.L | Lyxor Smart Overnight Return UCITS ETF C-GBP | 15.06 | |||
| FEDF.L | Amundi USD Fed Funds Rate UCITS ETF Acc | 13.72 | |||
| JGSA.L | JPM GBP Ultra-Short Income Active ETF GBP Acc | 13.39 | |||
| CUKX.L | iShares FTSE 100 UCITS ETF | 2.76 |
Historical Sortino Ratio
The chart shows CUKX.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 CUKX.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does CUKX.L fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio