WGMI's Sortino Ratio of 3.41 indicates that for each unit of downside volatility, it generates 3.41 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 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.
WGMI Sortino Ratio Rank
WGMI ranks above 81.0% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. 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
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
WGMI Sortino Ratio Market Positioning
The chart shows WGMI'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%): 1.30 or lower
- Yellow zone (middle 50%): 1.30 to 3.02
- Green zone (top 25%): 3.02 or higher
- Top 1%: 15.18+
- Median: 2.24 — half of all investments score higher
How it compares to other similar ETFs
The table compares Valkyrie Bitcoin Miners ETF's Sortino Ratio with other ETFs in the Cryptocurrency category across multiple time periods, showing how WGMI'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 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ZCSH | Grayscale Zcash Trust (ZEC) | 3.61 | |||
| WGMI | Valkyrie Bitcoin Miners ETF | 3.41 | |||
| IBLC | iShares Blockchain and Tech ETF | 1.73 | |||
| CEPI | REX Crypto Equity Premium Income ETF | 1.69 | |||
| BITI | ProShares Shrt Bitcoin ETF | 1.65 | |||
| SBIT | Proshares Ultrashort Bitcoin ETF | 1.56 | |||
| BTCZ | T-Rex 2X Inverse Bitcoin Daily Target ETF | 1.43 | |||
| BLOX | Nicholas Crypto Income ETF | 1.00 | |||
| BITS | Global X Blockchain & Bitcoin Strategy ETF | 0.78 | |||
| SATO | Invesco Alerian Galaxy Crypto Economy ETF | 0.61 |
Historical Sortino Ratio
The chart shows WGMI'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 WGMI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does WGMI fit in your portfolio?
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