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Sortino ratio is not yet available for IVRA. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Invesco Real Assets ESG ETF's Sortino Ratio with other ETFs in the ESG category across multiple time periods, showing how IVRA'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 17, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
PRVSParnassus Value Select ETF3.35
ETHOAmplify Etho Climate Leadership U.S. ETF2.96
NUMVNuveen ESG Mid-Cap Value ETF2.92
RSPEInvesco ESG S&P 500 Equal Weight ETF2.91
IQSZInvesco Global Equity Net Zero ETF2.82
YLDEClearBridge Dividend Strategy ESG ETF2.73
EFIVState Street SPDR S&P 500 ESG ETF2.65
SNPEXtrackers S&P 500 ESG ETF2.61
ESGUiShares ESG Aware MSCI USA ETF2.38
KLMNInvesco MSCI North America Climate ETF2.35
IVRAInvesco Real Assets ESG ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows IVRA'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 IVRA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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