ITA's Sortino Ratio of 2.28 indicates that for each unit of downside volatility, it generates 2.28 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 21, 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.
ITA Sortino Ratio Rank
ITA ranks above 48.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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 are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
ITA Sortino Ratio Market Positioning
The chart shows ITA'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%): 1.35 or lower
- Yellow zone (middle 50%): 1.35 to 3.21
- Green zone (top 25%): 3.21 or higher
- Top 1%: 15.74+
- Median: 2.39 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares U.S. Aerospace & Defense ETF's Sortino Ratio with other ETFs in the Aerospace & Defense, Industrials Equities category across multiple time periods, showing how ITA'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 21, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ROKT | SPDR S&P Kensho Final Frontiers ETF | 3.60 | |||
| MADE | iShares U.S. Manufacturing ETF | 3.25 | |||
| HWAY | Themes US Infrastructure ETF | 3.14 | |||
| IFRA | iShares U.S. Infrastructure ETF | 3.07 | |||
| GCAD | Gabelli Commercial Aerospace & Defense ETF | 3.04 | |||
| PSCI | Invesco S&P SmallCap Industrials ETF | 2.98 | |||
| RBLD | First Trust Alerian U.S. NextGen Infrastructure ETF | 2.98 | |||
| PAVE | Global X US Infrastructure Development ETF | 2.92 | |||
| FTXR | First Trust Nasdaq Transportation ETF | 2.91 | |||
| PRN | Invesco DWA Industrials Momentum ETF | 2.89 | |||
| ITA | iShares U.S. Aerospace & Defense ETF | 2.28 |
Historical Sortino Ratio
The chart shows ITA'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 ITA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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