EUHI.DE's Sortino Ratio of 2.03 indicates that for each unit of downside volatility, it generates 2.03 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.
EUHI.DE Sortino Ratio Rank
EUHI.DE ranks above 40.3% 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
EUHI.DE Sortino Ratio Market Positioning
The chart shows EUHI.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%): 1.27 or lower
- Yellow zone (middle 50%): 1.27 to 3.11
- Green zone (top 25%): 3.11 or higher
- Top 1%: 12.57+
- Median: 2.24 — half of all investments score higher
How it compares to other similar ETFs
The table compares PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist's Sortino Ratio with other ETFs in the European High Yield Bonds category across multiple time periods, showing how EUHI.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 Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XHY1.DE | Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF | 2.06 | |||
| EUHI.DE | PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist | 2.03 | |||
| EUHA.DE | PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc | 1.67 | |||
| LYQY.DE | Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 1.67 | |||
| EH1Y.DE | iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist | 1.66 | |||
| AYE2.DE | iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc | 1.65 | |||
| XHYG.DE | Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D | 1.58 | |||
| AHYE.DE | Amundi Euro High Yield Bond ESG UCITS ETF EUR | 1.58 | |||
| EUNW.DE | iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) | 1.56 | |||
| ASRF.DE | BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc | 1.54 |
Historical Sortino Ratio
The chart shows EUHI.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 EUHI.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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