iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) Sortino Ratio: 1.50
IU5C.DE's Sortino Ratio of 1.50 indicates that for each unit of downside volatility, it generates 1.50 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 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.
IU5C.DE Sortino Ratio Rank
IU5C.DE ranks above 54.3% 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
IU5C.DE Sortino Ratio Market Positioning
The chart shows IU5C.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%): 0.79 or lower
- Yellow zone (middle 50%): 0.79 to 2.01
- Green zone (top 25%): 2.01 or higher
- Top 1%: 10.41+
- Median: 1.42 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares S&P 500 Communication Sector UCITS ETF USD (Acc)'s Sortino Ratio with other ETFs in the Communications Equities, S&P 500 category across multiple time periods, showing how IU5C.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 Apr 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SC0Q.DE | Invesco European Telecoms Sector UCITS ETF | 2.01 | |||
| EXV2.DE | iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) | 1.70 | |||
| LTCM.DE | Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc | 1.70 | |||
| ESAP.DE | BNP Paribas Easy S&P 500 UCITS ETF USD | 1.63 | |||
| XWTS.DE | Xtrackers MSCI World Communication Services UCITS ETF 1C | 1.59 | |||
| ESEA.DE | BNP Paribas Easy S&P 500 UCITS ETF | 1.56 | |||
| IU5C.DE | iShares S&P 500 Communication Sector UCITS ETF USD (Acc) | 1.50 | |||
| SPPE.DE | SPDR S&P 500 UCITS ETF EUR Hedged Accumulating | 1.45 | |||
| E500.DE | Invesco S&P 500 UCITS ETF (EUR Hdg) | 1.44 | |||
| IBCF.DE | iShares S&P 500 EUR Hedged UCITS ETF (Acc) | 1.43 |
Historical Sortino Ratio
The chart shows IU5C.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 IU5C.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore IU5C.DE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.