Xtrackers MSCI Innovation UCITS ETF 1C (XNNV.DE) Sortino Ratio: 0.24
XNNV.DE's Sortino Ratio of 0.24 indicates that for each unit of downside volatility, it generates 0.24 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 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.
XNNV.DE Sortino Ratio Rank
XNNV.DE ranks above 12.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
XNNV.DE Sortino Ratio Market Positioning
The chart shows XNNV.DE'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%): 0.81 or lower
- Yellow zone (middle 50%): 0.81 to 2.00
- Green zone (top 25%): 2.00 or higher
- Top 1%: 10.63+
- Median: 1.42 — half of all investments score higher
How it compares to other similar ETFs
The table compares Xtrackers MSCI Innovation UCITS ETF 1C's Sortino Ratio with other ETFs in the Technology Equities category across multiple time periods, showing how XNNV.DE'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 Apr 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SEC0.DE | iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 3.01 | |||
| VVSM.DE | VanEck Semiconductor UCITS ETF | 2.76 | |||
| LSMC.DE | Amundi MSCI Semiconductors ESG Screened UCITS ETF | 2.65 | |||
| MTVR.DE | L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating | 2.34 | |||
| DR7E.DE | Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating | 2.10 | |||
| WTI2.DE | WisdomTree Artificial Intelligence UCITS ETF USD Acc | 1.71 | |||
| BNXG.DE | Invesco CoinShares Global Blockchain UCITS ETF Acc | 1.59 | |||
| EQEU.DE | Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged | 1.57 | |||
| IROB.DE | L&G ROBO Global Robotics and Automation UCITS ETF | 1.50 | |||
| XMOV.DE | Xtrackers Future Mobility UCITS ETF | 1.50 | |||
| XNNV.DE | Xtrackers MSCI Innovation UCITS ETF 1C | 0.24 |
Historical Sortino Ratio
The chart shows XNNV.DE'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 XNNV.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore XNNV.DE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.