CRBN vs. FITZ
CRBN (iShares MSCI ACWI Low Carbon Target ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. CRBN is passively managed, while FITZ is actively managed. Their correlation of 0.80 suggests significant overlap in exposure. CRBN charges 0.20%/yr vs 0.75%/yr for FITZ.
Performance
CRBN vs. FITZ - Performance Comparison
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Returns By Period
CRBN
- 1D
- 0.18%
- 1M
- 4.24%
- YTD
- 11.12%
- 6M
- 12.10%
- 1Y
- 27.38%
- 3Y*
- 21.37%
- 5Y*
- 11.14%
- 10Y*
- 12.75%
FITZ
- 1D
- -0.20%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRBN vs. FITZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CRBN iShares MSCI ACWI Low Carbon Target ETF | 0.47% |
FITZ Fitz-Gerald Must Have Portfolio ETF | -1.66% |
Correlation
The correlation between CRBN and FITZ is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.80 |
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Return for Risk
CRBN vs. FITZ — Risk / Return Rank
CRBN
FITZ
CRBN vs. FITZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI Low Carbon Target ETF (CRBN) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.
| CRBN | FITZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.38 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | — | — |
| Martin ratioReturn relative to average drawdown | 12.06 | — | — |
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
| CRBN | FITZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | -7.29 | +7.99 |
Drawdowns
CRBN vs. FITZ - Drawdown Comparison
The maximum CRBN drawdown since its inception was -33.13%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for CRBN and FITZ.
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Drawdown Indicators
| CRBN | FITZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -1.97% | -31.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.13% | — | — |
Current DrawdownCurrent decline from peak | -0.64% | -1.97% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -1.08% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | — | — |
Volatility
CRBN vs. FITZ - Volatility Comparison
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Volatility by Period
| CRBN | FITZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 8.74% | +4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 8.74% | +7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 8.74% | +8.16% |
CRBN vs. FITZ - Expense Ratio Comparison
CRBN has a 0.20% expense ratio, which is lower than FITZ's 0.75% expense ratio.
Dividends
CRBN vs. FITZ - Dividend Comparison
CRBN's dividend yield for the trailing twelve months is around 1.99%, while FITZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRBN iShares MSCI ACWI Low Carbon Target ETF | 1.99% | 2.21% | 1.94% | 2.01% | 1.95% | 1.57% | 1.41% | 2.27% | 2.51% | 2.05% | 2.27% | 2.01% |
FITZ Fitz-Gerald Must Have Portfolio ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CRBN and FITZ have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CRBN is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CRBN is cheaper with a 0.20% expense ratio, compared with 0.75% for FITZ.
CRBN has the higher dividend yield at 1.99%, compared with 0.00% for FITZ.
They also come from different issuers: iShares and Nicholas. Their fees differ too: 0.20% for CRBN and 0.75% for FITZ.
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