MWSH.DE's Sortino Ratio of 2.29 indicates that for each unit of downside volatility, it generates 2.29 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.
MWSH.DE Sortino Ratio Rank
MWSH.DE ranks above 57.7% 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
MWSH.DE Sortino Ratio Market Positioning
The chart shows MWSH.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 World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc)'s Sortino Ratio with other ETFs in the Global Equities, ESG category across multiple time periods, showing how MWSH.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 |
|---|---|---|---|---|---|
| XDEV.DE | Xtrackers MSCI World Value Factor UCITS ETF 1C | 5.42 | |||
| IS3S.DE | iShares Edge MSCI World Value Factor UCITS ETF | 5.35 | |||
| FRNH.DE | Amundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc) | 4.81 | |||
| CBUI.DE | iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 4.51 | |||
| ISPA.DE | iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 4.49 | |||
| VDIV.DE | VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 4.22 | |||
| VGWD.DE | Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 4.19 | |||
| PSWD.DE | Invesco FTSE RAFI All World 3000 UCITS ETF | 4.01 | |||
| OPEN.DE | iShares Refinitiv Inclusion and Diversity UCITS ETF USD (Acc) | 3.84 | |||
| JPGL.DE | JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 3.82 | |||
| MWSH.DE | Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) | 2.29 |
Historical Sortino Ratio
The chart shows MWSH.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 MWSH.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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