IS04.DE's Sortino Ratio of 0.38 indicates that for each unit of downside volatility, it generates 0.38 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.
IS04.DE Sortino Ratio Rank
IS04.DE ranks above 11.7% 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
IS04.DE Sortino Ratio Market Positioning
The chart shows IS04.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%): 1.33 or lower
- Yellow zone (middle 50%): 1.33 to 3.31
- Green zone (top 25%): 3.31 or higher
- Top 1%: 12.65+
- Median: 2.40 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares USD Treasury Bond 20+yr UCITS ETF (Dist)'s Sortino Ratio with other ETFs in the Government Bonds, Long-Term Bond category across multiple time periods, showing how IS04.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 |
|---|---|---|---|---|---|
| SXRL.DE | iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 1.67 | |||
| 2B7S.DE | iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc | 1.50 | |||
| SXRM.DE | iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | 1.23 | |||
| XT01.DE | Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 0.54 | |||
| PR1T.DE | Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) | 0.53 | |||
| BBLL.DE | JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 0.52 | |||
| SPP7.DE | SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF | 0.52 | |||
| 36BD.DE | iShares USD Development Bank Bonds UCITS ETF USD Acc | 0.50 | |||
| XUTD.DE | Xtrackers II US Treasuries UCITS ETF 1D | 0.50 | |||
| ELFE.DE | Deka US Treasury 7-10 UCITS ETF | 0.48 | |||
| IS04.DE | iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 0.38 |
Historical Sortino Ratio
The chart shows IS04.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 IS04.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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