ESIS.L's Sortino Ratio of 1.19 indicates that for each unit of downside volatility, it generates 1.19 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 27, 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.
ESIS.L Sortino Ratio Rank
ESIS.L ranks above 22.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average 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
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
ESIS.L Sortino Ratio Market Positioning
The chart shows ESIS.L'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%): 1.30 or lower
- Yellow zone (middle 50%): 1.30 to 2.87
- Green zone (top 25%): 2.87 or higher
- Top 1%: 14.95+
- Median: 2.15 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)'s Sortino Ratio with other ETFs in the Consumer Staples Equities category across multiple time periods, showing how ESIS.L'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 27, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| TRIP.L | HANetf The Travel UCITS ETF | 2.17 | |||
| XSCS.L | Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 1.46 | |||
| XLPP.L | Invesco US Consumer Staples Sector UCITS ETF | 1.41 | |||
| ICSU.L | iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) | 1.39 | |||
| ESIS.L | iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | 1.19 | |||
| CSPE.L | SPDR MSCI Europe Consumer Staples UCITS ETF | 1.11 | |||
| LUXG.L | Amundi ETF S&P Global Luxury UCITS ETF USD | 1.06 | |||
| SXLP.L | SPDR S&P US Consumer Staples Select Sector UCITS ETF | 0.98 | |||
| XLPS.L | Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc | 0.98 | |||
| XDWS.L | Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 0.98 |
Historical Sortino Ratio
The chart shows ESIS.L'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 ESIS.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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