BPAY vs. IPAY

In the year-to-date period, BPAY achieves a 4.55% return, which is significantly higher than IPAY's -2.54% return.

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BPAY has a 0.70% expense ratio, which is lower than IPAY's 0.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BlackRock Future Financial and Technology ETF (BPAY) and ETFMG Prime Mobile Payments ETF (IPAY). 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.

The current BPAY Sharpe Ratio is 0.72, which is comparable to the IPAY Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of BPAY and IPAY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BPAY's dividend yield for the trailing twelve months is around 0.46%, less than IPAY's 0.78% yield.

The maximum BPAY drawdown since its inception was -26.17%, smaller than the maximum IPAY drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for BPAY and IPAY.

BlackRock Future Financial and Technology ETF (BPAY) and ETFMG Prime Mobile Payments ETF (IPAY) have volatilities of 6.19% and 6.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.