EWP's Sortino Ratio of 2.94 indicates that for each unit of downside volatility, it generates 2.94 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 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.
EWP Sortino Ratio Rank
EWP ranks above 68.3% 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
EWP Sortino Ratio Market Positioning
The chart shows EWP'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%): 1.29 or lower
- Yellow zone (middle 50%): 1.29 to 3.01
- Green zone (top 25%): 3.01 or higher
- Top 1%: 14.96+
- Median: 2.24 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares MSCI Spain ETF's Sortino Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how EWP'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 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EWO | iShares MSCI Austria ETF | 3.87 | |||
| EWP | iShares MSCI Spain ETF | 2.94 | |||
| RFEU | First Trust RiverFront Dynamic Europe ETF | 2.71 | |||
| FDD | First Trust STOXX European Select Dividend Index Fund | 2.61 | |||
| OPPE | WisdomTree European Opportunities Fund | 2.60 | |||
| DBEU | Xtrackers MSCI Europe Hedged Equity Fund | 2.56 | |||
| EFNL | iShares MSCI Finland ETF | 2.47 | |||
| EWI | iShares MSCI Italy ETF | 2.42 | |||
| DBEZ | Xtrackers MSCI Eurozone Hedged Equity ETF | 2.39 | |||
| HEZU | iShares Currency Hedged MSCI Eurozone ETF | 2.38 |
Historical Sortino Ratio
The chart shows EWP'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 EWP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does EWP fit in your portfolio?
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