XPAY's Sortino Ratio of 2.41 indicates that for each unit of downside volatility, it generates 2.41 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 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.
XPAY Sortino Ratio Rank
XPAY ranks above 58.5% 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
XPAY Sortino Ratio Market Positioning
The chart shows XPAY'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%): 1.32 or lower
- Yellow zone (middle 50%): 1.32 to 2.95
- Green zone (top 25%): 2.95 or higher
- Top 1%: 14.29+
- Median: 2.22 — half of all investments score higher
How it compares to other similar ETFs
The table compares Roundhill S&P 500 Target 20 Managed Distribution ETF's Sortino Ratio with other ETFs in the Derivative Income, S&P 500 category across multiple time periods, showing how XPAY'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 26, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CPSP | Calamos S&P 500 Structured Alt Protection ETF - April | 8.92 | |||
| PMMY | PGIM S&P 500 Max Buffer ETF - May | 5.97 | |||
| PMJA | PGIM S&P 500 Max Buffer ETF - January | 5.34 | |||
| CPST | Calamos S&P 500 Structured Alt Protection ETF - September | 5.28 | |||
| PMFB | PGIM S&P 500 Max Buffer ETF - February | 5.28 | |||
| CPSM | Calamos S&P 500 Structured Alt Protection ETF - May | 4.88 | |||
| CPSL | Calamos Laddered S&P 500 Structured Alt Protection ETF | 4.61 | |||
| CPSD | Calamos S&P 500 Structured Alt Protection ETF - December | 4.53 | |||
| GOOY | YieldMax GOOGL Option Income Strategy ETF | 4.40 | |||
| CHPY | YieldMax Semiconductor Portfolio Option Income ETF | 4.35 | |||
| XPAY | Roundhill S&P 500 Target 20 Managed Distribution ETF | 2.41 |
Historical Sortino Ratio
The chart shows XPAY'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 XPAY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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