JPNE.DE's Sortino Ratio of 2.34 indicates that for each unit of downside volatility, it generates 2.34 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 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.
JPNE.DE Sortino Ratio Rank
JPNE.DE ranks above 59.5% 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
JPNE.DE Sortino Ratio Market Positioning
The chart shows JPNE.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%): 1.25 or lower
- Yellow zone (middle 50%): 1.25 to 2.75
- Green zone (top 25%): 2.75 or higher
- Top 1%: 14.79+
- Median: 2.07 — half of all investments score higher
How it compares to other similar ETFs
The table compares Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist)'s Sortino Ratio with other ETFs in the Japan Equities, ESG category across multiple time periods, showing how JPNE.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 Jul 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FRNH.DE | Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) | 4.81 | |||
| WTDX.DE | WisdomTree Japan Equity UCITS ETF USD Hedged | 4.08 | |||
| XDJE.DE | Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 3.88 | |||
| IQSA.DE | Invesco Global Active ESG Equity UCITS ETF USD Acc | 3.68 | |||
| XU61.DE | BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 3.61 | |||
| XDJP.DE | Xtrackers Nikkei 225 UCITS ETF 1D | 3.48 | |||
| QDVD.DE | iShares MSCI USA Quality Dividend Advanced UCITS ETF | 3.47 | |||
| SXRZ.DE | iShares Nikkei 225 UCITS ETF (Acc) | 3.45 | |||
| EXX7.DE | iShares Nikkei 225 UCITS ETF (DE) | 3.44 | |||
| NS4E.DE | Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) | 3.38 | |||
| JPNE.DE | Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) | 2.34 |
Historical Sortino Ratio
The chart shows JPNE.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 JPNE.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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