SMCF's Sortino Ratio of 2.95 indicates that for each unit of downside volatility, it generates 2.95 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 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.
SMCF Sortino Ratio Rank
SMCF ranks above 62.9% 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
SMCF Sortino Ratio Market Positioning
The chart shows SMCF'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%): 1.31 or lower
- Yellow zone (middle 50%): 1.31 to 3.34
- Green zone (top 25%): 3.34 or higher
- Top 1%: 12.58+
- Median: 2.40 — half of all investments score higher
How it compares to other similar ETFs
The table compares Themes US Small Cap Cash Flow Champions ETF's Sortino Ratio with other ETFs in the Small Cap Value Equities category across multiple time periods, showing how SMCF'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 |
|---|---|---|---|---|---|
| EPSV | Harbor SMID Cap Value ETF | 3.68 | |||
| IWN | iShares Russell 2000 Value ETF | 3.28 | |||
| VTWV | Vanguard Russell 2000 Value ETF | 3.24 | |||
| BSVO | EA Bridgeway Omni Small-Cap Value ETF | 3.14 | |||
| AVSC | Avantis US Small Cap Equity ETF | 3.09 | |||
| AVUV | Avantis US Small Cap Value ETF | 3.02 | |||
| USVM | VictoryShares US Small Mid Cap Value Momentum ETF | 2.98 | |||
| SMCF | Themes US Small Cap Cash Flow Champions ETF | 2.95 | |||
| SLYV | SPDR S&P 600 Small Cap Value ETF | 2.95 | |||
| MYLD | Cambria Micro And Smallcap Shareholder Yield ETF | 2.95 |
Historical Sortino Ratio
The chart shows SMCF'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 SMCF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does SMCF fit in your portfolio?
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