EBIZ vs. ITB
Compare and contrast key facts about Global X E-commerce ETF (EBIZ) and iShares U.S. Home Construction ETF (ITB).
EBIZ and ITB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EBIZ is a passively managed fund by Global X that tracks the performance of the Solactive E-commerce Index. It was launched on Nov 27, 2018. ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006. Both EBIZ and ITB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EBIZ or ITB.
Key characteristics
| EBIZ | ITB | |
|---|---|---|
| YTD Return | 29.61% | 17.34% |
| 1Y Return | 49.84% | 46.85% |
| 3Y Return (Ann) | -4.70% | 17.79% |
| 5Y Return (Ann) | 10.16% | 22.89% |
| Sharpe Ratio | 2.42 | 1.83 |
| Sortino Ratio | 3.27 | 2.57 |
| Omega Ratio | 1.40 | 1.31 |
| Calmar Ratio | 0.99 | 3.10 |
| Martin Ratio | 12.92 | 8.19 |
| Ulcer Index | 3.99% | 5.95% |
| Daily Std Dev | 21.27% | 26.64% |
| Max Drawdown | -61.58% | -86.53% |
| Current Drawdown | -26.50% | -7.99% |
Correlation
The correlation between EBIZ and ITB is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EBIZ vs. ITB - Performance Comparison
In the year-to-date period, EBIZ achieves a 29.61% return, which is significantly higher than ITB's 17.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EBIZ vs. ITB - Expense Ratio Comparison
EBIZ has a 0.50% expense ratio, which is higher than ITB's 0.42% expense ratio.
Risk-Adjusted Performance
EBIZ vs. ITB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) and iShares U.S. Home Construction ETF (ITB). 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.
Dividends
EBIZ vs. ITB - Dividend Comparison
EBIZ's dividend yield for the trailing twelve months is around 0.21%, less than ITB's 0.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | 0.21% | 0.00% | 0.10% | 0.57% | 0.84% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITB iShares U.S. Home Construction ETF | 0.38% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
Drawdowns
EBIZ vs. ITB - Drawdown Comparison
The maximum EBIZ drawdown since its inception was -61.58%, smaller than the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for EBIZ and ITB. For additional features, visit the drawdowns tool.
Volatility
EBIZ vs. ITB - Volatility Comparison
The current volatility for Global X E-commerce ETF (EBIZ) is 4.73%, while iShares U.S. Home Construction ETF (ITB) has a volatility of 7.88%. This indicates that EBIZ experiences smaller price fluctuations and is considered to be less risky than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.