USRT's Sortino Ratio of 2.14 indicates that for each unit of downside volatility, it generates 2.14 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 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.
USRT Sortino Ratio Rank
USRT ranks above 56.0% 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
USRT Sortino Ratio Market Positioning
The chart shows USRT'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%): 1.15 or lower
- Yellow zone (middle 50%): 1.15 to 2.68
- Green zone (top 25%): 2.68 or higher
- Top 1%: 14.47+
- Median: 1.99 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Core U.S. REIT ETF's Sortino Ratio with other ETFs in the REIT category across multiple time periods, showing how USRT'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 14, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| DTCR | Global X Data Center & Digital Infrastructure ETF | 2.91 | |||
| VRAI | Virtus Real Asset Income ETF | 2.68 | |||
| KBWY | Invesco KBW Premium Yield Equity REIT ETF | 2.24 | |||
| RWR | SPDR Dow Jones REIT ETF | 2.19 | |||
| USRT | iShares Core U.S. REIT ETF | 2.14 | |||
| FRI | First Trust S&P REIT Index Fund | 2.09 | |||
| RDOG | ALPS REIT Dividend Dogs ETF | 2.07 | |||
| BBRE | JPMorgan BetaBuilders MSCI US REIT ETF | 2.05 | |||
| REIT | ALPS Active REIT ETF | 2.02 | |||
| RWO | SPDR Dow Jones Global Real Estate ETF | 1.95 |
Historical Sortino Ratio
The chart shows USRT'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 USRT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does USRT fit in your portfolio?
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