Sortino ratio is not yet available for HJEN. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Direxion Hydrogen ETF's Sortino Ratio with other ETFs in the Alternative Energy Equities category across multiple time periods, showing how HJEN'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 12, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| IBAT | iShares Energy Storage & Materials ETF | 3.16 | |||
| PWER | Macquarie Energy Transition ETF | 2.37 | |||
| HYDR | Global X Hydrogen ETF | 2.28 | |||
| PBD | Invesco Global Clean Energy ETF | 2.22 | |||
| GRID | First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund | 2.11 | |||
| FAN | First Trust Global Wind Energy ETF | 2.07 | |||
| FRNW | Fidelity Clean Energy ETF | 2.06 | |||
| ICLN | iShares Global Clean Energy ETF | 2.03 | |||
| QCLN | First Trust NASDAQ Clean Edge Green Energy Index Fund | 2.00 | |||
| CNRG | SPDR S&P Kensho Clean Power ETF | 1.99 | |||
| HJEN | Direxion Hydrogen ETF | — |
Historical Sortino Ratio
The chart shows HJEN'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 HJEN consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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