IVRA's Sortino Ratio of 2.57 indicates that for each unit of downside volatility, it generates 2.57 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 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.
IVRA Sortino Ratio Market Positioning
The chart shows IVRA'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%): 1.27 or lower
- Yellow zone (middle 50%): 1.27 to 2.90
- Green zone (top 25%): 2.90 or higher
- Top 1%: 14.80+
- Median: 2.15 — half of all investments score higher
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 Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PULT | Putnam ESG Ultra Short ETF | 9.72 | |||
| PRVS | Parnassus Value Select ETF | 3.22 | |||
| EFIV | State Street SPDR S&P 500 ESG ETF | 2.89 | |||
| SNPE | Xtrackers S&P 500 ESG ETF | 2.87 | |||
| RSPE | Invesco ESG S&P 500 Equal Weight ETF | 2.82 | |||
| ETHO | Amplify Etho Climate Leadership U.S. ETF | 2.78 | |||
| LOPP | Gabelli Love Our Planet & People ETF | 2.78 | |||
| EMCS | Xtrackers MSCI Emerging Markets Climate Selection ETF | 2.60 | |||
| NUMV | Nuveen ESG Mid-Cap Value ETF | 2.51 | |||
| KLMN | Invesco MSCI North America Climate ETF | 2.40 | |||
| IVRA | Invesco Real Assets ESG ETF | — |
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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