BDOIX vs. HACK
BDOIX (iShares MSCI Total International Index Fund) and HACK (ETFMG Prime Cyber Security ETF) are both funds - BDOIX is a Foreign Large Cap Equities fund managed by BlackRock, while HACK is a Technology Equities fund tracking the Prime Cyber Defense Index. Over the past 10 years, BDOIX returned 9.65%/yr vs 15.84%/yr for HACK. A 0.59 correlation means they provide meaningful diversification when combined. BDOIX charges 0.15%/yr vs 0.60%/yr for HACK.
Performance
BDOIX vs. HACK - Performance Comparison
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Returns By Period
In the year-to-date period, BDOIX achieves a 15.95% return, which is significantly lower than HACK's 27.17% return. Over the past 10 years, BDOIX has underperformed HACK with an annualized return of 9.65%, while HACK has yielded a comparatively higher 15.84% annualized return.
BDOIX
- 1D
- 0.77%
- 1M
- 6.17%
- YTD
- 15.95%
- 6M
- 18.60%
- 1Y
- 33.81%
- 3Y*
- 19.95%
- 5Y*
- 8.76%
- 10Y*
- 9.65%
HACK
- 1D
- -3.00%
- 1M
- 24.54%
- YTD
- 27.17%
- 6M
- 21.31%
- 1Y
- 21.52%
- 3Y*
- 27.72%
- 5Y*
- 11.82%
- 10Y*
- 15.84%
BDOIX vs. HACK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 15.95% | 32.57% | 5.19% | 15.25% | -16.39% | 7.59% | 10.72% | 21.19% | -13.94% | 26.33% |
HACK ETFMG Prime Cyber Security ETF | 27.17% | 7.97% | 23.49% | 37.44% | -28.16% | 7.03% | 41.51% | 23.39% | 6.61% | 19.68% |
Correlation
The correlation between BDOIX and HACK is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2014 | 0.59 |
Over the past year, the correlation between BDOIX and HACK has dropped to 0.37 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
BDOIX vs. HACK — Risk / Return Rank
BDOIX
HACK
BDOIX vs. HACK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) and ETFMG Prime Cyber Security ETF (HACK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BDOIX | HACK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.16 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 1.05 | +1.89 |
| Martin ratioReturn relative to average drawdown | 11.56 | 2.52 | +9.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BDOIX | HACK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 0.85 | +1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.49 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.68 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.57 | -0.20 |
Drawdowns
BDOIX vs. HACK - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, smaller than the maximum HACK drawdown of -42.68%. Use the drawdown chart below to compare losses from any high point for BDOIX and HACK.
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Drawdown Indicators
| BDOIX | HACK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -42.68% | +7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -20.67% | +9.30% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -21.90% | +8.41% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -38.68% | +8.43% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -38.68% | +3.58% |
Current DrawdownCurrent decline from peak | 0.00% | -3.00% | +3.00% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -11.63% | +3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 8.58% | -5.70% |
Volatility
BDOIX vs. HACK - Volatility Comparison
The current volatility for iShares MSCI Total International Index Fund (BDOIX) is 5.08%, while ETFMG Prime Cyber Security ETF (HACK) has a volatility of 10.68%. This indicates that BDOIX experiences smaller price fluctuations and is considered to be less risky than HACK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOIX | HACK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 10.68% | -5.60% |
Volatility (6M)Calculated over the trailing 6-month period | 12.31% | 21.52% | -9.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 25.47% | -10.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 24.18% | -8.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.20% | 23.27% | -7.07% |
BDOIX vs. HACK - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is lower than HACK's 0.60% expense ratio.
Dividends
BDOIX vs. HACK - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.53%, more than HACK's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 2.53% | 3.08% | 2.89% | 2.99% | 2.91% | 3.07% | 2.00% | 3.08% | 3.33% | 1.83% | 3.57% | 3.94% |
HACK ETFMG Prime Cyber Security ETF | 0.06% | 0.07% | 0.14% | 0.20% | 0.24% | 0.26% | 1.11% | 0.14% | 0.09% | 0.01% | 1.23% | 0.00% |
Frequently Asked Questions
BDOIX and HACK have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HACK has higher volatility (10.68%) compared to BDOIX (5.08%). In terms of maximum drawdown, BDOIX dropped -35.10% vs HACK's -42.68%.
BDOIX currently has the higher Sharpe Ratio (2.28 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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