XSHQ's Sortino Ratio of 1.71 indicates that for each unit of downside volatility, it generates 1.71 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 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.
XSHQ Sortino Ratio Rank
XSHQ ranks above 47.5% 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
XSHQ Sortino Ratio Market Positioning
The chart shows XSHQ'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%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.46
- Green zone (top 25%): 2.46 or higher
- Top 1%: 14.03+
- Median: 1.82 — half of all investments score higher
How it compares to other similar ETFs
The table compares Invesco S&P SmallCap Quality ETF's Sortino Ratio with other ETFs in the Quality Factor, Small Cap Growth Equities category across multiple time periods, showing how XSHQ'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 Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 3.22 | |||
| CAFG | Pacer US Small Cap Cash Cows Growth Leaders ETF | 3.18 | |||
| FYC | First Trust Small Cap Growth AlphaDEX Fund | 3.07 | |||
| SQLV | Royce Quant Small-Cap Quality Value ETF | 2.97 | |||
| QDEF | FlexShares Quality Dividend Defensive Index Fund | 2.94 | |||
| QLV | FlexShares US Quality Low Volatility Index Fund | 2.93 | |||
| JPSE | JPMorgan Diversified Return U.S. Small Cap Equity ETF | 2.92 | |||
| GQI | Natixis Gateway Quality Income ETF | 2.92 | |||
| ROE | Astoria US Equal Weight Quality Kings ETF | 2.88 | |||
| SRHQ | SRH U.S. Quality ETF | 2.80 | |||
| XSHQ | Invesco S&P SmallCap Quality ETF | 1.71 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows XSHQ'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 XSHQ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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