T1AP.L's Sortino Ratio of 1.13 indicates that for each unit of downside volatility, it generates 1.13 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 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.
T1AP.L Sortino Ratio Rank
T1AP.L ranks above 24.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-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
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
T1AP.L Sortino Ratio Market Positioning
The chart shows T1AP.L'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%): 1.16 or lower
- Yellow zone (middle 50%): 1.16 to 2.72
- Green zone (top 25%): 2.72 or higher
- Top 1%: 13.67+
- Median: 2.03 — half of all investments score higher
How it compares to other similar ETFs
The table compares Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc)'s Sortino Ratio with other ETFs in the Ultrashort Bond, Government Bonds category across multiple time periods, showing how T1AP.L'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 Jul 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| IB01.L | iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 37.84 | |||
| MIST.L | PIMCO US Dollar Short Maturity UCITS ETF GBP Hedged (Acc) | 35.35 | |||
| PR1T.L | Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) | 26.71 | |||
| VDST.L | Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating | 22.05 | |||
| U03A.L | iShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc) | 17.84 | |||
| MINT.L | PIMCO US Dollar Short Maturity UCITS ETF USD (Dist) | 16.94 | |||
| JPSA.L | JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc | 12.08 | |||
| JGSA.L | JPM GBP Ultra-Short Income Active ETF GBP Acc | 11.66 | |||
| TREI.L | Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Dist) | 11.05 | |||
| QUID.L | PIMCO Sterling Short Maturity UCITS ETF GBP (Dist) | 10.63 | |||
| T1AP.L | Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc) | 1.13 |
Historical Sortino Ratio
The chart shows T1AP.L'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 T1AP.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does T1AP.L fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio