diff --git a/src/gluonts/dataset/repository/datasets.py b/src/gluonts/dataset/repository/datasets.py
index 9379271365..321b92e931 100644
--- a/src/gluonts/dataset/repository/datasets.py
+++ b/src/gluonts/dataset/repository/datasets.py
@@ -247,7 +247,7 @@ def materialize_dataset(
     """
     assert dataset_name in dataset_recipes.keys(), (
         f"{dataset_name} is not present, please choose one from "
-        f"{dataset_recipes.keys()}."
+        f"{sorted(dataset_recipes)}."
     )
 
     path.mkdir(parents=True, exist_ok=True)