I am not aware of any feature of the widget to achieve this. (assuming you are using a data grid widget)
What you could do is close the page and open it again, but that will also erase the filters in most cases.
I hope this helps.
Data Grid 2 does have this option. It uses 3 options when sorting the values: Ascending, Descending and No sorting. You do have to rebuild the whole data grid though, and maybe styling too, because it's another widget.