iShares MSCI India UCITS ETF USD Acc (NDIA.L) Sortino Ratio: -0.67
NDIA.L's Sortino Ratio of -0.67 indicates that for each unit of downside volatility, it generates -0.67 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 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.
NDIA.L Sortino Ratio Rank
NDIA.L ranks above 3.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
NDIA.L Sortino Ratio Market Positioning
The chart shows NDIA.L'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%): 0.80 or lower
- Yellow zone (middle 50%): 0.80 to 2.04
- Green zone (top 25%): 2.04 or higher
- Top 1%: 9.97+
- Median: 1.44 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares MSCI India UCITS ETF USD Acc's Sortino Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how NDIA.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 Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XDEX.L | Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C | 3.52 | |||
| HDEM.L | Invesco FTSE EM High Dividend Low Volatility UCITS ETF | 3.34 | |||
| EMVL.L | iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 3.18 | |||
| EXCS.L | iShares MSCI EM ex-China UCITS ETF USD (Acc) | 3.14 | |||
| EMHD.L | Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist | 3.10 | |||
| EMXC.L | Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 3.02 | |||
| SEDY.L | iShares Emerging Markets Dividend UCITS ETF | 2.86 | |||
| UB32.L | UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis | 2.70 | |||
| AEMU.L | Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) | 2.62 | |||
| MSDG.L | Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) | 2.62 | |||
| NDIA.L | iShares MSCI India UCITS ETF USD Acc | -0.67 |
Historical Sortino Ratio
The chart shows NDIA.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 NDIA.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore NDIA.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.