EEMO's Sortino Ratio of 2.17 indicates that for each unit of downside volatility, it generates 2.17 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.
EEMO Sortino Ratio Rank
EEMO ranks above 45.8% 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
EEMO Sortino Ratio Market Positioning
The chart shows EEMO'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%): 1.29 or lower
- Yellow zone (middle 50%): 1.29 to 2.99
- Green zone (top 25%): 2.99 or higher
- Top 1%: 14.88+
- Median: 2.25 — half of all investments score higher
How it compares to other similar ETFs
The table compares Invesco S&P Emerging Markets Momentum ETF's Sortino Ratio with other ETFs in the Momentum, Emerging Markets Equities category across multiple time periods, showing how EEMO'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 |
|---|---|---|---|---|---|
| ULVM | VictoryShares US Value Momentum ETF | 3.75 | |||
| EVLU | iShares MSCI Emerging Markets Value Factor ETF | 3.73 | |||
| SPVM | Invesco S&P 500 Value with Momentum ETF | 3.60 | |||
| GEME | Pacific North of South Global Emerging Markets Equity Active ETF | 3.58 | |||
| ROAM | Hartford Multifactor Emerging Markets ETF | 3.41 | |||
| QQQA | ProShares Nasdaq-100 Dorsey Wright Momentum ETF | 3.31 | |||
| DBEM | Xtrackers MSCI Emerging Markets Hedged Equity ETF | 3.28 | |||
| EMXC | iShares MSCI Emerging Markets ex China ETF | 3.23 | |||
| USVM | VictoryShares US Small Mid Cap Value Momentum ETF | 3.18 | |||
| AGEM | abrdn Emerging Markets Dividend Active ETF | 3.16 | |||
| EEMO | Invesco S&P Emerging Markets Momentum ETF | 2.17 |
Historical Sortino Ratio
The chart shows EEMO'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 EEMO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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