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Sortino ratio is not yet available for TDAX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares TDAQ Lift ETF's Sortino Ratio with other ETFs in the Leveraged Equities category across multiple time periods, showing how TDAX'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.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
QTAPInnovator Growth Accelerated Plus ETF - April8.50
XTAPInnovator U.S. Equity Accelerated Plus ETF7.78
2MU.LLeverage Shares 2x Micron Technology ETC GBP7.59
MUUDirexion Daily MU Bull 2X Shares7.17
MULLGraniteShares 2x Long MU Daily ETF7.02
HCAL.TOHamilton Enhanced Canadian Bank ETF6.36
3KOR.LLeverage Shares 3x Long South Korea ETP Securities5.46
SOXU.TOMegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF5.37
SOXL.LLeverage Shares 4x Long Semiconductors ETP Securities5.32
KORUDirexion Daily South Korea Bull 3X Shares5.20
TDAXTDAQ Lift ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows TDAX'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 TDAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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