IBC7.DE's Sortino Ratio of 2.36 indicates that for each unit of downside volatility, it generates 2.36 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.
IBC7.DE Sortino Ratio Rank
IBC7.DE ranks above 48.6% 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
IBC7.DE Sortino Ratio Market Positioning
The chart shows IBC7.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%): 1.32 or lower
- Yellow zone (middle 50%): 1.32 to 3.31
- Green zone (top 25%): 3.31 or higher
- Top 1%: 12.99+
- Median: 2.41 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist)'s Sortino Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how IBC7.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 Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| IBC7.DE | iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) | 2.36 | |||
| HYLE.DE | iShares Global High Yield Corporate Bond UCITS ETF (EUR Hedged) Dist | 1.89 | |||
| GFEA.DE | VanEck Global Fallen Angel High Yield Bond UCITS ETF | 1.87 | |||
| QDVQ.DE | iShares Fallen Angels High Yield Corporate Bond UCITS ETF | 1.70 | |||
| IBC9.DE | iShares Global High Yield Corporate Bond UCITS ETF | 1.61 | |||
| GB1E.DE | Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc | 1.59 | |||
| XUHY.DE | Xtrackers USD High Yield Corporate Bond UCITS ETF 1D | 1.43 | |||
| FAHY.DE | Invesco US High Yield Fallen Angels UCITS ETF Dist | 1.37 | |||
| IS0R.DE | iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 1.36 | |||
| XZHY.DE | Xtrackers ESG USD High Yield Corporate Bond UCITS ETF 1C | 1.23 |
Historical Sortino Ratio
The chart shows IBC7.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 IBC7.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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