Sortino ratio is not yet available for ESHY. 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 Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF's Sortino Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how ESHY'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 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| IBHE | iShares iBonds 2025 Term High Yield & Income ETF | 6.33 | |||
| FLRT | Pacific Global Senior Loan ETF | 6.03 | |||
| BSJQ | Invesco BulletShares 2026 High Yield Corp Bond ETF | 5.25 | |||
| XHYE | BondBloxx US High Yield Energy Sector ETF | 5.13 | |||
| LDRH | iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 3.99 | |||
| HYZD | WisdomTree Interest Rate Hedged High Yield Bond Fund | 3.91 | |||
| GTOH | Invesco Short Duration High Yield ETF | 3.85 | |||
| FHYS | Federated Hermes Short Duration High Yield ETF | 3.82 | |||
| FSYD | Fidelity Sustainable High Yield ETF | 3.79 | |||
| BRHY | iShares High Yield Active ETF | 3.75 | |||
| ESHY | Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF | — |
Historical Sortino Ratio
The chart shows ESHY'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 ESHY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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