Sortino ratio is not yet available for IQSZ. 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 Invesco Global Equity Net Zero ETF's Sortino Ratio with other ETFs in the ESG category across multiple time periods, showing how IQSZ'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 6, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PULT | Putnam ESG Ultra Short ETF | 9.40 | |||
| PRVS | Parnassus Value Select ETF | 3.28 | |||
| EFIV | State Street SPDR S&P 500 ESG ETF | 3.24 | |||
| SNPE | Xtrackers S&P 500 ESG ETF | 3.19 | |||
| RSPE | Invesco ESG S&P 500 Equal Weight ETF | 2.91 | |||
| KLMN | Invesco MSCI North America Climate ETF | 2.87 | |||
| NUMV | Nuveen ESG Mid-Cap Value ETF | 2.85 | |||
| ESGU | iShares ESG Aware MSCI USA ETF | 2.74 | |||
| LOPP | Gabelli Love Our Planet & People ETF | 2.68 | |||
| EMCS | Xtrackers MSCI Emerging Markets Climate Selection ETF | 2.66 | |||
| IQSZ | Invesco Global Equity Net Zero ETF | — |
Historical Sortino Ratio
The chart shows IQSZ'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 IQSZ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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