IGCB.L's Sortino Ratio of 1.05 indicates that for each unit of downside volatility, it generates 1.05 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 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.
IGCB.L Sortino Ratio Rank
IGCB.L ranks above 19.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
IGCB.L Sortino Ratio Market Positioning
The chart shows IGCB.L'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 2.95
- Green zone (top 25%): 2.95 or higher
- Top 1%: 14.62+
- Median: 2.23 — half of all investments score higher
How it compares to other similar ETFs
The table compares Invesco GBP Corporate Bond UCITS ETF Dist's Sortino Ratio with other ETFs in the European Corporate Bonds category across multiple time periods, showing how IGCB.L'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 26, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SEUC.L | SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF | 2.97 | |||
| IS15.L | iShares GBP Corporate Bond 0-5yr UCITS ETF | 2.46 | |||
| GBP5.L | L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF | 1.85 | |||
| IGBE.L | Invesco GBP Corporate Bond ESG UCITS ETF Dist | 1.35 | |||
| XBLC.L | Xtrackers II EUR Corporate Bond UCITS ETF 1C | 1.22 | |||
| J15R.L | JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 1.19 | |||
| EUCO.L | SPDR Bloomberg Euro Corporate Bond UCITS ETF | 1.18 | |||
| UKCO.L | SPDR Bloomberg Sterling Corporate Bond UCITS ETF | 1.17 | |||
| IBCX.L | iShares Euro Corporate Bond Large Cap UCITS ETF | 1.16 | |||
| SUSS.L | iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) | 1.15 | |||
| IGCB.L | Invesco GBP Corporate Bond UCITS ETF Dist | 1.05 |
Historical Sortino Ratio
The chart shows IGCB.L'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 IGCB.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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