iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) Sortino Ratio: 1.82
EUNZ.DE's Sortino Ratio of 1.82 indicates that for each unit of downside volatility, it generates 1.82 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 8, 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.
EUNZ.DE Sortino Ratio Rank
EUNZ.DE ranks above 35.7% 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
EUNZ.DE Sortino Ratio Market Positioning
The chart shows EUNZ.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%): 1.63 or lower
- Yellow zone (middle 50%): 1.63 to 3.49
- Green zone (top 25%): 3.49 or higher
- Top 1%: 11.04+
- Median: 2.69 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Edge MSCI EM Minimum Volatility UCITS ETF's Sortino Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how EUNZ.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 Apr 8, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| 5MVL.DE | iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 4.14 | |||
| EUNY.DE | iShares Emerging Markets Dividend UCITS ETF | 4.11 | |||
| H41E.DE | HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) | 4.05 | |||
| UEF5.DE | UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 3.57 | |||
| EMXC.DE | Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 3.54 | |||
| AXQT.DE | AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc | 3.47 | |||
| AXQE.DE | AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating | 3.45 | |||
| UIMI.DE | UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis | 3.33 | |||
| XMME.DE | Xtrackers MSCI Emerging Markets UCITS ETF 1C | 3.32 | |||
| LEER.DE | Amundi MSCI Eastern Europe Ex Russia UCITS ETF | 3.32 | |||
| EUNZ.DE | iShares Edge MSCI EM Minimum Volatility UCITS ETF | 1.82 |
Historical Sortino Ratio
The chart shows EUNZ.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 EUNZ.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore EUNZ.DE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.