EUN4.DE's Sortino Ratio of 0.41 indicates that for each unit of downside volatility, it generates 0.41 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 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.
EUN4.DE Sortino Ratio Rank
EUN4.DE ranks above 11.0% 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
EUN4.DE Sortino Ratio Market Positioning
The chart shows EUN4.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%): 1.24 or lower
- Yellow zone (middle 50%): 1.24 to 2.75
- Green zone (top 25%): 2.75 or higher
- Top 1%: 14.77+
- Median: 2.07 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)'s Sortino Ratio with other ETFs in the Total Bond Market, ESG category across multiple time periods, showing how EUN4.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 Jul 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FRNH.DE | Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) | 4.81 | |||
| IQSA.DE | Invesco Global Active ESG Equity UCITS ETF USD Acc | 3.68 | |||
| XU61.DE | BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 3.61 | |||
| QDVD.DE | iShares MSCI USA Quality Dividend Advanced UCITS ETF | 3.47 | |||
| XDNE.DE | Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 3.19 | |||
| SPPY.DE | State Street SPDR S&P 500 Leaders UCITS ETF | 3.19 | |||
| 4UBQ.DE | UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 3.15 | |||
| F500.DE | Amundi S&P 500 ESG UCITS ETF Acc | 3.14 | |||
| ZA30.DE | iShares S&P 500 ESG UCITS ETF USD Acc | 3.12 | |||
| MWOP.DE | Amundi MSCI World ESG Leaders UCITS ETF Acc | 3.04 | |||
| EUN4.DE | iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) | 0.41 |
Historical Sortino Ratio
The chart shows EUN4.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 EUN4.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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