REM's Sortino Ratio of 0.79 indicates that for each unit of downside volatility, it generates 0.79 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 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.
REM Sortino Ratio Rank
REM ranks above 21.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average 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
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
REM Sortino Ratio Market Positioning
The chart shows REM'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%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.45
- Green zone (top 25%): 2.45 or higher
- Top 1%: 13.92+
- Median: 1.82 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Mortgage Real Estate ETF's Sortino Ratio with other ETFs in the REIT category across multiple time periods, showing how REM'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 Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VRAI | Virtus Real Asset Income ETF | 3.28 | |||
| KBWY | Invesco KBW Premium Yield Equity REIT ETF | 2.78 | |||
| JRE | Janus Henderson U.S. Real Estate ETF | 2.59 | |||
| RWR | State Street SPDR Dow Jones REIT ETF | 2.56 | |||
| RDOG | ALPS REIT Dividend Dogs ETF | 2.54 | |||
| USRT | iShares Core U.S. REIT ETF | 2.52 | |||
| FRI | First Trust S&P REIT Index Fund | 2.48 | |||
| DTCR | Global X Data Center & Digital Infrastructure ETF | 2.44 | |||
| REIT | ALPS Active REIT ETF | 2.43 | |||
| BBRE | JPMorgan BetaBuilders MSCI US REIT ETF | 2.41 | |||
| REM | iShares Mortgage Real Estate ETF | 0.79 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows REM'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 REM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does REM fit in your portfolio?
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