Sortino ratio is not yet available for HYKE. 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 Vest 2 Year Interest Rate Hedge ETF's Sortino Ratio with other ETFs in the Nontraditional Bonds category across multiple time periods, showing how HYKE'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 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ILS | Brookmont Catastrophic Bond ETF | 4.51 | |||
| KNRG | Simplify Kayne Anderson Energy and Infrastructure Credit ETF | 3.93 | |||
| HYBI | NEOS Enhanced Income Credit Select ETF | 3.49 | |||
| DABS | DoubleLine Asset-Backed Securities ETF | 3.47 | |||
| OBND | SPDR Loomis Sayles Opportunistic Bond ETF | 2.86 | |||
| AGZD | WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.77 | |||
| DUKZ | Ocean Park Diversified Income ETF | 2.71 | |||
| UCON | First Trust TCW Unconstrained Plus Bond ETF | 2.57 | |||
| RSBT | Return Stacked Bonds & Managed Futures ETF | 2.56 | |||
| ABXB | Abacus Flexible Bond Leaders ETF | 2.13 | |||
| HYKE | Vest 2 Year Interest Rate Hedge ETF | — |
Historical Sortino Ratio
The chart shows HYKE'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 HYKE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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