Sortino ratio is not yet available for OEFA. 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 ALPS O'Shares International Developed Quality Dividend ETF's Sortino Ratio with other ETFs in the International Equity, Dividend category across multiple time periods, showing how OEFA'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 |
|---|---|---|---|---|---|
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 4.50 | |||
| INCE | Franklin Income Equity Focus ETF | 3.99 | |||
| DJD | Invesco Dow Jones Industrial Average Dividend ETF | 3.53 | |||
| DEW | WisdomTree Global High Dividend Fund | 3.52 | |||
| ALTY | Global X Alternative Income ETF | 3.41 | |||
| DGRO | iShares Core Dividend Growth ETF | 3.32 | |||
| DLN | WisdomTree U.S. LargeCap Dividend Fund | 3.26 | |||
| DIVB | iShares Core Dividend ETF | 3.25 | |||
| XUDV | Franklin U.S. Dividend Booster Index ETF | 3.22 | |||
| DHS | WisdomTree US High Dividend Fund | 3.22 | |||
| OEFA | ALPS O'Shares International Developed Quality Dividend ETF | — |
Historical Sortino Ratio
The chart shows OEFA'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 OEFA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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