XFLI.TO's Sortino Ratio of 2.23 indicates that for each unit of downside volatility, it generates 2.23 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 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.
XFLI.TO Sortino Ratio Rank
XFLI.TO ranks above 55.5% 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
XFLI.TO Sortino Ratio Market Positioning
The chart shows XFLI.TO'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%): 1.24 or lower
- Yellow zone (middle 50%): 1.24 to 2.75
- Green zone (top 25%): 2.75 or higher
- Top 1%: 14.77+
- Median: 2.07 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Flexible Monthly Income ETF CAD's Sortino Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how XFLI.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 Jul 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ZJK.TO | BMO High Yield US Corporate Bond Index ETF | 2.45 | |||
| XFLI.TO | iShares Flexible Monthly Income ETF CAD | 2.23 | |||
| CVD.TO | iShares Convertible Bond Index ETF | 1.50 | |||
| CGHY.TO | CI High Yield Bond Private Pool ETF C$ Series | 1.36 | |||
| XSI.TO | iShares Short Term Strategic Fixed Income ETF | 1.13 | |||
| XHY.TO | iShares U.S. High Yield Bond Index ETF (CAD-Hedged) | 1.08 | |||
| NHYB.TO | NBI High Yield Bond ETF | 1.03 | |||
| ZHY.TO | BMO High Yield US Corporate Bond Hedged to CAD Index ETF | 0.88 |
Historical Sortino Ratio
The chart shows XFLI.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 XFLI.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does XFLI.TO fit in your portfolio?
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