XWIS.L's Sortino Ratio of 1.03 indicates that for each unit of downside volatility, it generates 1.03 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 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.
XWIS.L Sortino Ratio Market Positioning
The chart shows XWIS.L'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%): 1.17 or lower
- Yellow zone (middle 50%): 1.17 to 2.69
- Green zone (top 25%): 2.69 or higher
- Top 1%: 13.59+
- Median: 2.04 — half of all investments score higher
How it compares to other similar ETFs
The table compares Xtrackers MSCI World Industrials UCITS ETF 1C GBP's Sortino Ratio with other ETFs in the Industrials Equities category across multiple time periods, showing how XWIS.L'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 16, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| JEDG.L | VanEck Space Innovators UCITS ETF | 2.26 | |||
| PAVE.L | Global X U.S. Infrastructure Development UCITS ETF USD Accumulating | 2.14 | |||
| IUIS.L | iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) | 2.07 | |||
| SXLI.L | SPDR S&P US Industrials Select Sector UCITS ETF | 2.05 | |||
| XLIS.L | Invesco Industrials S&P US Select Sector UCITS ETF Acc | 2.04 | |||
| XUIN.L | Xtrackers MSCI USA Industrials UCITS ETF 1D | 2.03 | |||
| IISU.L | iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) | 1.96 | |||
| XLIP.L | Invesco US Industrials Sector UCITS ETF | 1.95 | |||
| CTEK.L | Global X CleanTech UCITS ETF USD (Acc) | 1.87 | |||
| MTRL.L | SPDR® MSCI Europe Materials UCITS ETF | 1.85 | |||
| XWIS.L | Xtrackers MSCI World Industrials UCITS ETF 1C GBP | — |
Historical Sortino Ratio
The chart shows XWIS.L'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 XWIS.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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