IBC3.DE's Sortino Ratio of 2.03 indicates that for each unit of downside volatility, it generates 2.03 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 18, 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.
IBC3.DE Sortino Ratio Rank
IBC3.DE ranks above 52.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
IBC3.DE Sortino Ratio Market Positioning
The chart shows IBC3.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%): 1.08 or lower
- Yellow zone (middle 50%): 1.08 to 2.55
- Green zone (top 25%): 2.55 or higher
- Top 1%: 13.49+
- Median: 1.90 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Core MSCI Emerging Markets IMI UCITS ETF's Sortino Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how IBC3.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 18, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| H41E.DE | HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) | 3.42 | |||
| AXQT.DE | AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc | 2.98 | |||
| 5MVL.DE | iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 2.95 | |||
| EHDL.DE | Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 2.77 | |||
| UEF5.DE | UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 2.76 | |||
| EMXC.DE | Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 2.73 | |||
| UETE.DE | UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc | 2.69 | |||
| EUNY.DE | iShares Emerging Markets Dividend UCITS ETF | 2.58 | |||
| LEER.DE | Amundi MSCI Eastern Europe Ex Russia UCITS ETF | 2.50 | |||
| H4Z3.DE | HSBC MSCI Emerging Markets UCITS ETF USD (Acc) | 2.47 | |||
| IBC3.DE | iShares Core MSCI Emerging Markets IMI UCITS ETF | 2.03 |
Historical Sortino Ratio
The chart shows IBC3.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 IBC3.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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