When using Niagara, particles can be sorted within their emitter by adjusting the sorting mode.
Emitters can be sorted between themselves by setting the sort order hint value.
Systems cannot be sorted, but the components they are part of will be sorted as if they are 1 translucent object, from back to front, in buckets defined by the TranslucencySortPriority parameter of that component.
You might have seen it already, but your question prompted me to do a slightly large write-up on sorting using Niagara.
You, or others finding this thread might find it useful, so I’ll leave it here: