SHAG's Sortino Ratio of 2.93 indicates that for each unit of downside volatility, it generates 2.93 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 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.
SHAG Sortino Ratio Rank
SHAG ranks above 65.9% 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
SHAG Sortino Ratio Market Positioning
The chart shows SHAG'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%): 1.34 or lower
- Yellow zone (middle 50%): 1.34 to 3.21
- Green zone (top 25%): 3.21 or higher
- Top 1%: 14.64+
- Median: 2.38 — half of all investments score higher
How it compares to other similar ETFs
The table compares WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF's Sortino Ratio with other ETFs in the Short-Term Bond category across multiple time periods, showing how SHAG'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 |
|---|---|---|---|---|---|
| MYCF | State Street My2026 Corporate Bond ETF | 13.07 | |||
| FLDR | Fidelity Low Duration Bond Factor ETF | 9.69 | |||
| MYCG | State Street My2027 Corporate Bond ETF | 8.61 | |||
| FLDB | Fidelity Low Duration Bond ETF | 8.02 | |||
| DCRE | DoubleLine Commercial Real Estate ETF | 6.62 | |||
| USTB | VictoryShares Short-Term Bond ETF | 5.94 | |||
| STOT | State Street DoubleLine Short Duration Total Return Tactical ETF | 5.43 | |||
| GTOS | Invesco Short Duration Total Return Bond ETF | 5.07 | |||
| SDCP | Virtus Newfleet Short Duration Core Plus Bond ETF | 5.06 | |||
| NBSD | Neuberger Berman Short Duration Income ETF | 4.69 | |||
| SHAG | WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF | 2.93 |
Historical Sortino Ratio
The chart shows SHAG'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 SHAG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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