SPYT.DE's Sortino Ratio of -0.74 indicates that for each unit of downside volatility, it generates -0.74 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.
SPYT.DE Sortino Ratio Rank
SPYT.DE ranks above 4.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
SPYT.DE Sortino Ratio Market Positioning
The chart shows SPYT.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 3.31
- Green zone (top 25%): 3.31 or higher
- Top 1%: 12.95+
- Median: 2.41 — half of all investments score higher
How it compares to other similar ETFs
The table compares SPDR MSCI Europe Communication Services UCITS ETF's Sortino Ratio with other ETFs in the Communications Equities category across multiple time periods, showing how SPYT.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 |
|---|---|---|---|---|---|
| SC0Q.DE | Invesco European Telecoms Sector UCITS ETF | 2.80 | |||
| XWTS.DE | Xtrackers MSCI World Communication Services UCITS ETF 1C | 2.32 | |||
| EXV2.DE | iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) | 2.32 | |||
| LTCM.DE | Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc | 2.31 | |||
| IU5C.DE | iShares S&P 500 Communication Sector UCITS ETF USD (Acc) | 2.02 | |||
| ZPDK.DE | SPDR S&P U.S. Communication Services Select Sector UCITS ETF | 2.00 | |||
| WELR.DE | Amundi S&P Global Communication Services ESG UCITS ETF EUR Dist | 1.96 | |||
| WELX.DE | Amundi S&P Global Communication Services ESG UCITS ETF EUR Acc | 1.92 | |||
| XUCM.DE | Xtrackers MSCI USA Communication Services UCITS ETF 1D | 1.80 | |||
| INDB.DE | Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist | 1.78 | |||
| SPYT.DE | SPDR MSCI Europe Communication Services UCITS ETF | -0.74 |
Historical Sortino Ratio
The chart shows SPYT.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 SPYT.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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