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 Jul 14, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FLRT | Pacific Global Senior Loan ETF | 5.24 | |||
| BSJQ | Invesco BulletShares 2026 High Yield Corp Bond ETF | 4.55 | |||
| HYZD | WisdomTree Interest Rate Hedged High Yield Bond Fund | 3.72 | |||
| BSJR | Invesco BulletShares 2027 High Yield Corporate Bond ETF | 3.58 | |||
| LDRH | iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 3.39 | |||
| HYSD | Columbia Short Duration High Yield ETF | 3.23 | |||
| JPHY | JPMorgan High Yield Research Enhanced ETF | 3.15 | |||
| IBHG | iShares iBonds 2027 Term High Yield and Income ETF | 3.13 | |||
| FSYD | Fidelity Sustainable High Yield ETF | 3.11 | |||
| FHYS | Federated Hermes Short Duration High Yield ETF | 3.10 | |||
| 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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