ZPDE.DE's Sortino Ratio of 2.14 indicates that for each unit of downside volatility, it generates 2.14 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 21, 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.
ZPDE.DE Sortino Ratio Rank
ZPDE.DE ranks above 60.1% 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
ZPDE.DE Sortino Ratio Market Positioning
The chart shows ZPDE.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%): 1.05 or lower
- Yellow zone (middle 50%): 1.05 to 2.53
- Green zone (top 25%): 2.53 or higher
- Top 1%: 13.51+
- Median: 1.88 — half of all investments score higher
How it compares to other similar ETFs
The table compares SPDR S&P US Energy Select Sector UCITS ETF's Sortino Ratio with other ETFs in the Energy Equities category across multiple time periods, showing how ZPDE.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 Jul 21, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| WDNR.DE | Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc | 4.10 | |||
| LOGS.DE | Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc | 3.55 | |||
| OIGS.DE | Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist | 3.55 | |||
| AMEE.DE | Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc | 3.07 | |||
| V0IH.DE | VanEck Oil Services UCITS ETF A | 3.03 | |||
| SC0V.DE | Invesco European Oil & Gas Sector UCITS ETF | 3.01 | |||
| LYM9.DE | Amundi MSCI New Energy ESG Screened UCITS ETF Dist | 2.99 | |||
| EXH1.DE | iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) | 2.95 | |||
| RENW.DE | L&G Clean Energy UCITS ETF | 2.55 | |||
| WELN.DE | Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc | 2.54 | |||
| ZPDE.DE | SPDR S&P US Energy Select Sector UCITS ETF | 2.14 |
Historical Sortino Ratio
The chart shows ZPDE.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 ZPDE.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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