EEMV's Sortino Ratio of 1.57 indicates that for each unit of downside volatility, it generates 1.57 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 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.
EEMV Sortino Ratio Rank
EEMV ranks above 42.6% 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
EEMV Sortino Ratio Market Positioning
The chart shows EEMV'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%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.45
- Green zone (top 25%): 2.45 or higher
- Top 1%: 13.86+
- Median: 1.82 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares MSCI Emerging Markets Min Vol Factor ETF's Sortino Ratio with other ETFs in the Emerging Markets Equities, Low Volatility category across multiple time periods, showing how EEMV'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 Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 5.08 | |||
| FLLV | Franklin Liberty U.S. Low Volatility ETF | 4.48 | |||
| CIL | VictoryShares International Volatility Wtd ETF | 3.80 | |||
| VSMV | VictoryShares US Multi-Factor Minimum Volatility ETF | 3.56 | |||
| CDC | VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 3.18 | |||
| EVLU | iShares MSCI Emerging Markets Value Factor ETF | 3.18 | |||
| CDL | VictoryShares US Large Cap High Dividend Volatility Wtd ETF | 3.18 | |||
| SMLV | SPDR SSGA US Small Cap Low Volatility Index ETF | 3.03 | |||
| EMEQ | Nomura Focused Emerging Markets Equity ETF | 2.99 | |||
| GEME | Pacific North of South Global Emerging Markets Equity Active ETF | 2.99 | |||
| EEMV | iShares MSCI Emerging Markets Min Vol Factor ETF | 1.57 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows EEMV'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 EEMV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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