XML.TO's Sortino Ratio of 2.43 indicates that for each unit of downside volatility, it generates 2.43 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 25, 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.
XML.TO Sortino Ratio Rank
XML.TO ranks above 74.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. 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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
XML.TO Sortino Ratio Market Positioning
The chart shows XML.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%): 0.95 or lower
- Yellow zone (middle 50%): 0.95 to 2.45
- Green zone (top 25%): 2.45 or higher
- Top 1%: 13.85+
- Median: 1.79 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged)'s Sortino Ratio with other ETFs in the Foreign Large Cap Equities, Low Volatility category across multiple time periods, showing how XML.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 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| TLV.TO | Invesco S&P/TSX Composite Low Volatility Index ETF | 5.95 | |||
| RIDH.TO | RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF | 3.71 | |||
| QDXH.TO | Mackenzie International Equity Index ETF (CAD-Hedged) | 3.53 | |||
| FLVI.NEO | Franklin International Low Volatility High Dividend Index ETF | 3.38 | |||
| VIDY.TO | Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 3.32 | |||
| KNGX.TO | Brompton International Cash Flow Kings ETF | 3.30 | |||
| HVOI.TO | Harvest Low Volatility Canadian Equity Income ETF Class A | 3.22 | |||
| TCLV.TO | TD Q Canadian Low Volatility ETF | 3.06 | |||
| BLOV.TO | Brompton North American Low Volatility Dividend ETF | 2.95 | |||
| FCRI.TO | Franklin International Core Equity Fund ETF Series | 2.89 | |||
| XML.TO | iShares MSCI Min Vol EAFE Index ETF (CAD-Hedged) | 2.43 |
Historical Sortino Ratio
The chart shows XML.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 XML.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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