Sortino ratio is not yet available for RGTZ. 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 Defiance Daily Target 2X Short RGTI ETF's Sortino Ratio with other ETFs in the Inverse Equities category across multiple time periods, showing how RGTZ'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 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| NFXS | Direxion Daily NFLX Bear 1X Shares | 1.90 | |||
| MSTZ | T-REX 2X Inverse MSTR Daily Target ETF | 1.74 | |||
| SMST | Defiance Daily Target 2X Short MSTR ETF | 1.63 | |||
| SVIX | Volatility Shares -1x Short VIX Futures ETF | 1.46 | |||
| BRKD | Direxion Daily BRKB Bear 1X Shares | 1.00 | |||
| MSFD | Direxion Daily MSFT Bear 1X Shares | 0.63 | |||
| SEF | ProShares Short Financials | 0.50 | |||
| FIAT | YieldMax Short COIN Option Income Strategy ETF | 0.37 | |||
| CONI | GraniteShares 2x Short COIN Daily ETF | 0.35 | |||
| METD | Direxion Daily META Bear 1X ETF | 0.29 | |||
| RGTZ | Defiance Daily Target 2X Short RGTI ETF | — |
Historical Sortino Ratio
The chart shows RGTZ'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 RGTZ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does RGTZ fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio