SPDR MSCI Japan UCITS ETF (ZPDJ.DE) Sortino Ratio: 187.54
ZPDJ.DE's Sortino Ratio of 187.54 indicates that for each unit of downside volatility, it generates 187.54 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 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.
ZPDJ.DE Sortino Ratio Rank
ZPDJ.DE ranks above 100.0% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. 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
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
ZPDJ.DE Sortino Ratio Market Positioning
The chart shows ZPDJ.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%): 0.80 or lower
- Yellow zone (middle 50%): 0.80 to 2.01
- Green zone (top 25%): 2.01 or higher
- Top 1%: 10.84+
- Median: 1.42 — half of all investments score higher
How it compares to other similar ETFs
The table compares SPDR MSCI Japan UCITS ETF's Sortino Ratio with other ETFs in the Japan Equities category across multiple time periods, showing how ZPDJ.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 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ZPDJ.DE | SPDR MSCI Japan UCITS ETF | 187.54 | |||
| XMK9.DE | Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | 2.40 | |||
| WTDX.DE | WisdomTree Japan Equity UCITS ETF USD Hedged | 2.20 | |||
| IUS4.DE | iShares MSCI Japan Small Cap UCITS ETF (Dist) | 2.10 | |||
| SXRZ.DE | iShares Nikkei 225 UCITS ETF (Acc) | 2.07 | |||
| XDJP.DE | Xtrackers Nikkei 225 UCITS ETF 1D | 2.06 | |||
| XNKY.DE | Xtrackers Nikkei 225 UCITS ETF | 2.06 | |||
| EXX7.DE | iShares Nikkei 225 UCITS ETF (DE) | 2.04 | |||
| WTIZ.DE | WisdomTree Japan Equity UCITS ETF JPY Acc | 1.91 | |||
| JP40.DE | Amundi JPX Nikkei 400 UCITS ETF EUR | 1.79 |
Historical Sortino Ratio
The chart shows ZPDJ.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 ZPDJ.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore ZPDJ.DE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.