Sortino ratio is not yet available for DEF. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Invesco Defensive Equity ETF's Sortino Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how DEF'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 15, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| NACP | Impact Shares NAACP Minority Empowerment ETF | 3.15 | |||
| DGRO | iShares Core Dividend Growth ETF | 3.14 | |||
| ROUS | Hartford Multifactor US Equity ETF | 3.14 | |||
| HLAL | Wahed FTSE USA Shariah ETF | 3.12 | |||
| QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 3.11 | |||
| MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 3.03 | |||
| BIBL | Inspire 100 ETF | 2.81 | |||
| DARP | Grizzle Growth ETF | 2.79 | |||
| VEGN | US Vegan Climate ETF | 2.79 | |||
| BBLU | Ea Bridgeway Blue Chip ETF | 2.78 | |||
| DEF | Invesco Defensive Equity ETF | — |
Historical Sortino Ratio
The chart shows DEF'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 DEF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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