EXUS's Sortino Ratio of 0.93 indicates that for each unit of downside volatility, it generates 0.93 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 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.
EXUS Sortino Ratio Rank
EXUS ranks above 17.5% 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
EXUS Sortino Ratio Market Positioning
The chart shows EXUS'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%): 1.32 or lower
- Yellow zone (middle 50%): 1.32 to 2.96
- Green zone (top 25%): 2.96 or higher
- Top 1%: 14.43+
- Median: 2.22 — half of all investments score higher
How it compares to other similar ETFs
The table compares Macquarie Focused International Core ETF's Sortino Ratio with other ETFs in the Foreign Large Cap Equities, Actively Managed category across multiple time periods, showing how EXUS'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 26, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CLSE | Convergence Long/Short Equity ETF | 4.79 | |||
| GMOI | GMO International Value ETF | 3.63 | |||
| CEFS | Saba Closed-End Funds ETF | 3.52 | |||
| JIVE | Jpmorgan International Value ETF | 3.46 | |||
| VIDI | Vident International Equity Fund | 3.43 | |||
| DBAW | Xtrackers MSCI All World ex US Hedged Equity ETF | 3.42 | |||
| JHID | John Hancock International High Dividend ETF | 3.40 | |||
| PATN | Pacer Nasdaq International Patent Leaders ETF | 3.36 | |||
| HAWX | iShares Currency Hedged MSCI ACWI ex U.S. ETF | 3.36 | |||
| BVAL | Bluemonte Large Cap Value ETF | 3.35 | |||
| EXUS | Macquarie Focused International Core ETF | 0.93 |
Historical Sortino Ratio
The chart shows EXUS'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 EXUS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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