IUCD.L's Sortino Ratio of 0.87 indicates that for each unit of downside volatility, it generates 0.87 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.
IUCD.L Sortino Ratio Rank
IUCD.L ranks above 18.7% 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
IUCD.L Sortino Ratio Market Positioning
The chart shows IUCD.L'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%): 1.17 or lower
- Yellow zone (middle 50%): 1.17 to 2.69
- Green zone (top 25%): 2.69 or higher
- Top 1%: 13.64+
- Median: 2.04 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating's Sortino Ratio with other ETFs in the Consumer Discretionary Equities, S&P 500 category across multiple time periods, showing how IUCD.L'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 |
|---|---|---|---|---|---|
| S5EE.L | UBS S&P 500 ESG Elite UCITS ETF USD acc | 3.34 | |||
| 5ESG.L | UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | 2.91 | |||
| SPEP.L | Invesco S&P 500 Scored & Screened ETF Acc | 2.90 | |||
| S5SD.L | UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis | 2.89 | |||
| LSPU.L | Lyxor S&P 500 UCITS ETF - D-USD | 2.73 | |||
| SPY5.L | State Street SPDR S&P 500 UCITS ETF (Dist) | 2.72 | |||
| SPYL.L | SPDR S&P 500 UCITS ETF USD Acc | 2.72 | |||
| SPXD.L | Invesco S&P 500 UCITS ETF Dist | 2.71 | |||
| 500U.L | Amundi S&P 500 Swap UCITS ETF USD Acc | 2.70 | |||
| IDUS.L | iShares Core S&P 500 UCITS ETF USD Distributing | 2.69 | |||
| IUCD.L | iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating | 0.87 |
Historical Sortino Ratio
The chart shows IUCD.L'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 IUCD.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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