Global X Equal Weight U.S. Groceries & Staples Index ETF (UMRT.TO) Sortino Ratio
Sortino ratio is not yet available for UMRT.TO. 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 Global X Equal Weight U.S. Groceries & Staples Index ETF's Sortino Ratio with other ETFs in the Consumer Staples Equities category across multiple time periods, showing how UMRT.TO'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 Apr 2, 2026.
Historical Sortino Ratio
The chart shows UMRT.TO'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 UMRT.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading graphics...