ECLN's Sortino Ratio of 3.03 indicates that for each unit of downside volatility, it generates 3.03 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 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.
ECLN Sortino Ratio Market Positioning
The chart shows ECLN'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%): 1.30 or lower
- Yellow zone (middle 50%): 1.30 to 2.99
- Green zone (top 25%): 2.99 or higher
- Top 1%: 14.97+
- Median: 2.24 — half of all investments score higher
How it compares to other similar ETFs
The table compares First Trust EIP Carbon Impact ETF's Sortino Ratio with other ETFs in the Utilities Equities category across multiple time periods, showing how ECLN'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 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ELFY | ALPS Electrification Infrastructure ETF | 2.94 | |||
| FPWR | First Trust EIP Power Solutions ETF | 2.89 | |||
| ZAP | Global X U.S. Electrification ETF | 2.82 | |||
| GII | SPDR S&P Global Infrastructure ETF | 2.28 | |||
| FXU | First Trust Utilities AlphaDEX Fund | 1.93 | |||
| JXI | iShares Global Utilities ETF | 1.84 | |||
| POWR | iShares U.S. Power Infrastructure ETF | 1.79 | |||
| NFRA | FlexShares STOXX Global Broad Infrastructure Index Fund | 1.71 | |||
| RSPU | Invesco S&P 500 Equal Weight Utilities ETF | 1.64 | |||
| PSCU | Invesco S&P SmallCap Utilities & Communication Services ETF | 1.48 | |||
| ECLN | First Trust EIP Carbon Impact ETF | — |
Historical Sortino Ratio
The chart shows ECLN'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 ECLN consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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