IBC4.DE's Sortino Ratio of 1.62 indicates that for each unit of downside volatility, it generates 1.62 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 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.
IBC4.DE Sortino Ratio Rank
IBC4.DE ranks above 34.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-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
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
IBC4.DE Sortino Ratio Market Positioning
The chart shows IBC4.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%): 1.24 or lower
- Yellow zone (middle 50%): 1.24 to 2.75
- Green zone (top 25%): 2.75 or higher
- Top 1%: 14.77+
- Median: 2.07 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares MSCI South Africa UCITS ETF USD (Acc)'s Sortino Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how IBC4.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 4, 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) | 3.89 | |||
| 5MVL.DE | iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 3.70 | |||
| EMXC.DE | Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 3.67 | |||
| UEF5.DE | UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 3.61 | |||
| AXQT.DE | AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc | 3.58 | |||
| UETE.DE | UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc | 3.51 | |||
| JREM.DE | JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 3.29 | |||
| H410.DE | HSBC MSCI Emerging Markets UCITS ETF USD | 3.13 | |||
| AMEM.DE | Amundi MSCI Emerging Markets UCITS ETF EUR | 3.10 | |||
| UIMI.DE | UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis | 3.10 | |||
| IBC4.DE | iShares MSCI South Africa UCITS ETF USD (Acc) | 1.62 |
Historical Sortino Ratio
The chart shows IBC4.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 IBC4.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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