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BLOK vs. TRUT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLOK vs. TRUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Transformational Data Sharing ETF (BLOK) and Vaneck Technology Trusector ETF (TRUT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLOK achieves a 16.21% return, which is significantly lower than TRUT's 25.30% return.


BLOK

1D
-2.62%
1M
7.72%
YTD
16.21%
6M
7.24%
1Y
30.79%
3Y*
51.34%
5Y*
11.96%
10Y*

TRUT

1D
-1.46%
1M
16.68%
YTD
25.30%
6M
24.37%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLOK vs. TRUT - Yearly Performance Comparison


Correlation

The correlation between BLOK and TRUT is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 22, 2025

0.64

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Return for Risk

BLOK vs. TRUT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLOK
BLOK Risk / Return Rank: 2121
Overall Rank
BLOK Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 2323
Sortino Ratio Rank
BLOK Omega Ratio Rank: 2323
Omega Ratio Rank
BLOK Calmar Ratio Rank: 2020
Calmar Ratio Rank
BLOK Martin Ratio Rank: 1818
Martin Ratio Rank

TRUT
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BLOK vs. TRUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and Vaneck Technology Trusector ETF (TRUT). 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.


BLOKTRUTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

0.87

Martin ratioReturn relative to average drawdown

1.90

BLOK vs. TRUT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BLOKTRUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

2.39

-1.91

Drawdowns

BLOK vs. TRUT - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, which is greater than TRUT's maximum drawdown of -18.55%. Use the drawdown chart below to compare losses from any high point for BLOK and TRUT.


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Drawdown Indicators


BLOKTRUTDifference

Max Drawdown

Largest peak-to-trough decline

-73.33%

-18.55%

-54.78%

Max Drawdown (1Y)

Largest decline over 1 year

-35.64%

Max Drawdown (3Y)

Largest decline over 3 years

-35.64%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

Current Drawdown

Current decline from peak

-10.16%

-1.46%

-8.70%

Average Drawdown

Average peak-to-trough decline

-26.08%

-5.17%

-20.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.23%

Volatility

BLOK vs. TRUT - Volatility Comparison


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Volatility by Period


BLOKTRUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

Volatility (6M)

Calculated over the trailing 6-month period

28.55%

Volatility (1Y)

Calculated over the trailing 1-year period

38.29%

21.53%

+16.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.36%

21.53%

+20.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.97%

21.53%

+17.44%

BLOK vs. TRUT - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is higher than TRUT's 0.13% expense ratio.


Dividends

BLOK vs. TRUT - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.62%, more than TRUT's 0.19% yield.


PositionTTM20252024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
0.62%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
TRUT
Vaneck Technology Trusector ETF
0.19%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BLOK and TRUT have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRUT is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRUT is cheaper with a 0.13% expense ratio, compared with 0.71% for BLOK.

BLOK has the higher dividend yield at 0.62%, compared with 0.19% for TRUT.

They also come from different issuers: Amplify and VanEck. Their fees differ too: 0.71% for BLOK and 0.13% for TRUT.

Portfolio Optimizer

Find the right allocation for BLOK and TRUT

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