SC0J.DE's Sortino Ratio of 2.99 indicates that for each unit of downside volatility, it generates 2.99 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.
SC0J.DE Sortino Ratio Rank
SC0J.DE ranks above 66.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
SC0J.DE Sortino Ratio Market Positioning
The chart shows SC0J.DE'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%): 1.33 or lower
- Yellow zone (middle 50%): 1.33 to 3.32
- Green zone (top 25%): 3.32 or higher
- Top 1%: 12.64+
- Median: 2.40 — half of all investments score higher
How it compares to other similar ETFs
The table compares Invesco MSCI World UCITS ETF Acc's Sortino Ratio with other ETFs in the Global Equities category across multiple time periods, showing how SC0J.DE'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 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| IS3S.DE | iShares Edge MSCI World Value Factor UCITS ETF | 6.13 | |||
| XDEV.DE | Xtrackers MSCI World Value Factor UCITS ETF 1C | 6.13 | |||
| CBUI.DE | iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 4.73 | |||
| ISPA.DE | iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 4.67 | |||
| XG12.DE | Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 4.57 | |||
| PSWD.DE | Invesco FTSE RAFI All World 3000 UCITS ETF | 4.17 | |||
| ASCH.DE | abrdn Future Supply Chains UCITS ETF | 4.13 | |||
| VDIV.DE | VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.85 | |||
| H41C.DE | HSBC Developed World Sustainable Equity UCITS ETF USD | 3.84 | |||
| VGWD.DE | Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 3.78 | |||
| SC0J.DE | Invesco MSCI World UCITS ETF Acc | 2.99 |
Historical Sortino Ratio
The chart shows SC0J.DE'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 SC0J.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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