SP2Q.DE's Sortino Ratio of 2.32 indicates that for each unit of downside volatility, it generates 2.32 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.
SP2Q.DE Sortino Ratio Rank
SP2Q.DE ranks above 47.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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 are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
SP2Q.DE Sortino Ratio Market Positioning
The chart shows SP2Q.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%): 1.32 or lower
- Yellow zone (middle 50%): 1.32 to 3.32
- Green zone (top 25%): 3.32 or higher
- Top 1%: 12.96+
- Median: 2.40 — half of all investments score higher
How it compares to other similar ETFs
The table compares Invesco S&P 500 Equal Weight UCITS ETF Acc's Sortino Ratio with other ETFs in the S&P 500 category across multiple time periods, showing how SP2Q.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 |
|---|---|---|---|---|---|
| ESEA.DE | BNP Paribas Easy S&P 500 UCITS ETF | 3.43 | |||
| ESAP.DE | BNP Paribas Easy S&P 500 UCITS ETF USD | 3.41 | |||
| ZA30.DE | iShares S&P 500 ESG UCITS ETF USD Acc | 3.36 | |||
| 4UBQ.DE | UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 3.36 | |||
| 5ESG.DE | Invesco S&P 500 Scored & Screened ETF Acc | 3.36 | |||
| XZSP.DE | Xtrackers S&P 500 ESG UCITS ETF 1C | 3.36 | |||
| S5SD.DE | UBS S&P 500 Scored & Screened UCITS ETF USD dis | 3.34 | |||
| F500.DE | Amundi S&P 500 ESG UCITS ETF Acc | 3.34 | |||
| SPPY.DE | State Street SPDR S&P 500 Leaders UCITS ETF | 3.33 | |||
| QDVE.DE | iShares S&P 500 Information Technology Sector UCITS ETF | 3.10 | |||
| SP2Q.DE | Invesco S&P 500 Equal Weight UCITS ETF Acc | 2.32 |
Historical Sortino Ratio
The chart shows SP2Q.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 SP2Q.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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