BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) Sortino Ratio: 0.09
ESAD.DE's Sortino Ratio of 0.09 indicates that for each unit of downside volatility, it generates 0.09 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 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.
ESAD.DE Sortino Ratio Rank
ESAD.DE ranks above 10.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
ESAD.DE Sortino Ratio Market Positioning
The chart shows ESAD.DE'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%): 0.80 or lower
- Yellow zone (middle 50%): 0.80 to 2.00
- Green zone (top 25%): 2.00 or higher
- Top 1%: 10.74+
- Median: 1.42 — half of all investments score higher
How it compares to other similar ETFs
The table compares BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation's Sortino Ratio with other ETFs in the REIT category across multiple time periods, showing how ESAD.DE'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 Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| WTER.DE | WisdomTree New Economy Real Estate UCITS ETF USD Dist | 1.71 | |||
| WTRE.DE | WisdomTree New Economy Real Estate UCITS ETF USD Acc | 1.68 | |||
| AYEP.DE | iShares Asia Property Yield UCITS ETF USD Acc | 1.28 | |||
| IQQ4.DE | iShares Asia Property Yield UCITS ETF | 1.25 | |||
| IQQP.DE | iShares European Property Yield UCITS ETF | 1.01 | |||
| ZPRP.DE | SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF | 0.86 | |||
| XREA.DE | Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF | 0.83 | |||
| LEEU.DE | Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist | 0.56 | |||
| D5BK.DE | Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | 0.55 | |||
| TRET.DE | VanEck Global Real Estate UCITS ETF | 0.48 | |||
| ESAD.DE | BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation | 0.09 |
Historical Sortino Ratio
The chart shows ESAD.DE'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 ESAD.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore ESAD.DE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.