IS3N.DE's Sortino Ratio of 2.50 indicates that for each unit of downside volatility, it generates 2.50 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 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.
IS3N.DE Sortino Ratio Rank
IS3N.DE ranks above 68.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
IS3N.DE Sortino Ratio Market Positioning
The chart shows IS3N.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%): 1.18 or lower
- Yellow zone (middle 50%): 1.18 to 2.69
- Green zone (top 25%): 2.69 or higher
- Top 1%: 13.67+
- Median: 2.04 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)'s Sortino Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how IS3N.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 16, 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) | 3.66 | |||
| AXQT.DE | AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc | 3.27 | |||
| 5MVL.DE | iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 3.18 | |||
| EMXC.DE | Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 3.06 | |||
| UEF5.DE | UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 2.99 | |||
| UETE.DE | UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc | 2.96 | |||
| EHDL.DE | Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 2.88 | |||
| JREM.DE | JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 2.79 | |||
| WTD8.DE | WisdomTree Emerging Markets Equity Income UCITS ETF Acc | 2.73 | |||
| LEER.DE | Amundi MSCI Eastern Europe Ex Russia UCITS ETF | 2.69 | |||
| IS3N.DE | iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 2.50 |
Historical Sortino Ratio
The chart shows IS3N.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 IS3N.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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