EVMT's Sortino Ratio of 2.49 indicates that for each unit of downside volatility, it generates 2.49 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 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.
EVMT Sortino Ratio Rank
EVMT ranks above 61.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
EVMT Sortino Ratio Market Positioning
The chart shows EVMT'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 2.91
- Green zone (top 25%): 2.91 or higher
- Top 1%: 14.75+
- Median: 2.15 — half of all investments score higher
How it compares to other similar ETFs
The table compares Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF's Sortino Ratio with other ETFs in the Commodities category across multiple time periods, showing how EVMT'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 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BWET | Breakwave Tanker Shipping ETF | 5.71 | |||
| ISCMF | iShares Diversified Commodity Swap UCITS ETF | 3.18 | |||
| FAAR | First Trust Alternative Absolute Return Strategy ETF | 3.08 | |||
| ZSC | USCF Sustainable Commodity Strategy Fund | 2.93 | |||
| BDRY | Breakwave Dry Bulk Shipping ETF | 2.91 | |||
| COM | Direxion Auspice Broad Commodity Strategy ETF | 2.70 | |||
| ZSB | USCF Sustainable Battery Metals Strategy Fund | 2.55 | |||
| EVMT | Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF | 2.49 | |||
| FTGC | First Trust Global Tactical Commodity Strategy Fund | 2.48 | |||
| PIT | VanEck Commodity Strategy ETF | 2.37 |
Historical Sortino Ratio
The chart shows EVMT'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 EVMT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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