Sortino ratio is not yet available for PWRD. 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 TCW Transform Systems ETF's Sortino Ratio with other ETFs in the Energy Equities category across multiple time periods, showing how PWRD'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 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| USNG | Amplify Samsung U.S. Natural Gas Infrastructure ETF | 3.81 | |||
| PXJ | Invesco Dynamic Oil & Gas Services ETF | 3.25 | |||
| EIPX | FT Energy Income Partners Strategy ETF | 3.18 | |||
| BESF | Bastion Energy ETF | 3.08 | |||
| HAP | VanEck Natural Resources ETF | 3.08 | |||
| CRAK | VanEck Oil Refiners ETF | 3.03 | |||
| RNWZ | TrueShares Eagle Global Renewable Energy Income ETF | 3.02 | |||
| XES | SPDR S&P Oil & Gas Equipment & Services ETF | 2.99 | |||
| MGNR | American Beacon GLG Natural Resources ETF | 2.91 | |||
| OIH | VanEck Oil Services ETF | 2.72 | |||
| PWRD | TCW Transform Systems ETF | — |
Historical Sortino Ratio
The chart shows PWRD'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 PWRD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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