ISTM's Sortino Ratio of 1.60 indicates that for each unit of downside volatility, it generates 1.60 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 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.
ISTM Sortino Ratio Rank
ISTM ranks above 31.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-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
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
ISTM Sortino Ratio Market Positioning
The chart shows ISTM'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%): 1.30 or lower
- Yellow zone (middle 50%): 1.30 to 3.01
- Green zone (top 25%): 3.01 or higher
- Top 1%: 15.10+
- Median: 2.24 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Strategic Metals ETF's Sortino Ratio with other ETFs in the Rare Earth & Strategic Metals, Metals category across multiple time periods, showing how ISTM'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 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| REMX | VanEck Rare Earth and Strategic Metals ETF | 3.10 | |||
| PICK | iShares MSCI Global Metals & Mining Producers ETF | 2.79 | |||
| EART | Global X Rare Earth & Critical Materials ETF | 2.62 | |||
| DBB | Invesco DB Base Metals Fund | 2.30 | |||
| ISTM | iShares Strategic Metals ETF | 1.60 | |||
| PPLT | abrdn Physical Platinum Shares ETF | 0.99 | |||
| CPER | United States Copper Index Fund | 0.97 | |||
| REXC | Sprott Rare Earths Ex-China ETF | — | |||
| SCOP | Sprott Physical Copper Trust | — | |||
| FMTL | First Trust Indxx Critical Metals ETF | — |
Historical Sortino Ratio
The chart shows ISTM'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 ISTM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does ISTM fit in your portfolio?
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