Sortino ratio is not yet available for MSEA.L. 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 UBS Core MSCI Europe UCITS ETF Capitalisation A's Sortino Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how MSEA.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 Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| JRDZ.L | JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 9.28 | |||
| UD03.L | UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis | 4.46 | |||
| IEFV.L | iShares Edge MSCI Europe Value Factor UCITS ETF | 3.69 | |||
| EEIP.L | WisdomTree Europe Equity Income UCITS ETF Acc | 3.57 | |||
| LDEG.L | L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 3.52 | |||
| EVAL.L | SPDR MSCI Europe Value UCITS ETF | 3.52 | |||
| FLXD.L | Franklin European Quality Dividend UCITS ETF | 3.51 | |||
| LCPE.L | Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS | 3.49 | |||
| FEUD.L | First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares | 3.38 | |||
| IEDL.L | iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 3.27 | |||
| MSEA.L | UBS Core MSCI Europe UCITS ETF Capitalisation A | — |
Historical Sortino Ratio
The chart shows MSEA.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 MSEA.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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