HY3M.DE's Sortino Ratio of 2.33 indicates that for each unit of downside volatility, it generates 2.33 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 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.
HY3M.DE Sortino Ratio Rank
HY3M.DE ranks above 60.8% 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
HY3M.DE Sortino Ratio Market Positioning
The chart shows HY3M.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%): 1.18 or lower
- Yellow zone (middle 50%): 1.18 to 2.69
- Green zone (top 25%): 2.69 or higher
- Top 1%: 13.70+
- Median: 2.04 — half of all investments score higher
How it compares to other similar ETFs
The table compares VanEck Emerging Markets High Yield Bond UCITS ETF's Sortino Ratio with other ETFs in the Emerging Markets Bonds, High Yield Bonds category across multiple time periods, showing how HY3M.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 Jul 16, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| UEFS.DE | UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist | 3.24 | |||
| SEAB.DE | UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc | 3.15 | |||
| JGHY.DE | JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc | 3.09 | |||
| XUEM.DE | Xtrackers USD Emerging Markets Bond UCITS ETF 2D | 3.01 | |||
| JMBA.DE | JPM USD Emerging Markets Sovereign Bond UCITS ETF | 2.98 | |||
| UEFE.DE | UBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis | 2.96 | |||
| SEAD.DE | UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Dist | 2.91 | |||
| FESD.DE | Fidelity Sustainable USD EM Bond UCITS ETF | 2.86 | |||
| FRCK.DE | UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (EUR Hedged) Acc | 2.84 | |||
| EM1C.DE | VanEck J.P. Morgan EM Local Currency Bond UCITS ETF | 2.84 | |||
| HY3M.DE | VanEck Emerging Markets High Yield Bond UCITS ETF | 2.33 |
Historical Sortino Ratio
The chart shows HY3M.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 HY3M.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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