Sortino ratio is not yet available for XETM.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 iShares S&P/TSX Energy Transition Materials Index ETF's Sortino Ratio with other ETFs in the Materials category across multiple time periods, showing how XETM.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 Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BASE.TO | Evolve Global Materials & Mining Enhanced Yield Index ETF | 2.64 | |||
| ZMT.TO | BMO S&P/TSX Equal Weight Global Base Metals (CAD Hedged) | 2.53 | |||
| DXMO.TO | Dynamic Active Mining Opportunities ETF | 1.98 | |||
| XMA.TO | iShares S&P/TSX Capped Materials Index ETF | 1.69 | |||
| XETM.TO | iShares S&P/TSX Energy Transition Materials Index ETF | — |
Historical Sortino Ratio
The chart shows XETM.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 XETM.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does XETM.TO fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio